Week06 Printable PDF

Double integrals over rectangles
Double integrals over general regions
Triple integrals
Change of variables
MH2100
Chapter VII Multiple integrals
Mehdi Ghasemi
mghasemi@ntu.edu.sg
September, 2013
1 / 39
Triple integrals
Change of variables
O UTLINE
Double integrals over rectangles Double integrals over general regions Triple integrals Change of variables
2 / 39
Triple integrals
Change of variables
R EVIEW OF SINGLE VARIABLE

Let f : [a, b] R be a non-negative function. The area above the x-axis and below the graph of f is called the denite integral of f over [a, b] and is denoted by
b
f (x)dx.
a
A common method to estimate this value is approximating the area by area of several rectangles, partitioning the region below the graph
b n
f (x)dx = lim
a
1
f (x i )xi
i=1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
3 / 39
Triple integrals
Change of variables
R EVIEW OF SINGLE VARIABLE

If for some c [a, b], f 0 over x [a, c] and f 0 over [c, b], then we dene
b
f (x)dx = Area over [c,b] Area over[a, c].

a
0.5
0.4
0.3
0.2
0.1
0.2
0.4
0.6
0.8
b
1
4 / 39
Triple integrals
Change of variables
D OUBLE INTEGRALS
Now assume that f : [a, b] [c, d] R and partitions a = x0 < x1 < < xn = b and c = y0 < y1 < ym = d are given which divide the rectangle [a, b] [c, d] into n m subrectangles and choose a point (x i , yj ) in each rectangle. Let xi = xi xi1 , i = 1, . . . , n, yj = yj yj1 , j = 1, . . . , m and x = max(x1 , . . . , xn ), y = max(y1 , . . . , ym ):
1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
5 / 39
Triple integrals
Change of variables
D OUBLE INTEGRALS
The area of the (i, j)-rectangle is xi yj . Consider a box above (below depending on the sign of f (x i , yj )) rectangle of height f (xi , yj ). The volume of this box (considering the sing) is
Vi,j = f (x i , yj )Aij ,
where Aij = xi yj The sum of all Vi,j s gives an approximation for the volume of the region between the graph of f and xy-plane:
n m
V
i=1 j=1
Vi,j .
As x and y get smaller the approximation becomes more accurate.

6 / 39
Triple integrals
Change of variables
D OUBLE INTEGRALS
Denition
The double integral of f over the rectangle D = [a, b] [c, d] is
n m f (x i , yj )Aij , i=1 j=1
f (x, y)dA =
D
(x,y)(0,0)
lim
which is equal to the algebraic sum of the volume of the region bounded by Gf and xy-plane.
7 / 39
Triple integrals
Change of variables
D OUBLE INTEGRALS
The midpoint rule
Suppose that f : [a, b] [c, d] R and x integers n and m. a dc Take xi = x = b n , yj = y = m for all i, j and also take xi = ix, yj = jy. Now [a, b] [c, d] is divided into n m sub-rectangles. The center of (i, j)-sub-rectangle is i , y j ) = ( (x xi1 + xi yj1 + yj , ). 2 2
This method of approximation is called midpoint rule approximation.

n m
f (x, y)dA
[a,b][c,d] i=1 j=1
i , y j )Aij . f (x
8 / 39
Triple integrals
Change of variables
D OUBLE INTEGRALS
Example
Use the midpoint rule with m = n = 2 to estimate the value of the integral (x 3y2 )dxdy, where R = [0, 2] [1, 2]. R Solution. Since m = n = 2, R must be divided into 4 parts.
2
We evaluate f (x, y) at the centres of the four 3 5 1 = 1 sub-rectangles, where x 2 , x2 = 2 , y1 = 4 7 0 21 1 and 4 . Also x = 2 2 = 1 and y = 2 = 2 . (x 3y2 )dA
1.8 1.6 1.4 1.2 1 0
R12 R11
0.5 1
R22 R21
1.5 2
2 2 i=1 j=1 f (xi , yj )xy 1 5 1 5 1 3 5 1 3 7 1 = f(2, 4)2 + f(1 2, 4)2 + f(2, 4)2 + f(2, 4)2 1 139 1 51 1 123 1 = ( 67 16 ) 2 + ( 16 ) 2 + ( 16 ) 2 + ( 16 ) 2 95 = 8 = 11.875
9 / 39
Triple integrals
Change of variables
D OUBLE INTEGRALS
Properties of double integrals
Suppose that f , g : R R be two maps and R a constant. Then 1. 2.
R R
[f (x, y) + g(x, y)]dA = f (x, y)dA =

R
f (x, y)dA +
g(x, y)dA.
f (x, y)dA.
3. If f (x, y) g(x, y) for all (x, y) R, then f (x, y)dA

R R
g(x, y)dA.
4. The value of A(R) =
dA is the area of the region R.
10 / 39
Triple integrals
Change of variables
D OUBLE INTEGRALS
Proof of 1.
[f (x, y) + g(x, y)]dA R m n lim j=1 (f (xi , yj ) + g(xi , yj ))Aij i=1 lim lim
R n i=1 n i=1 m j=1 m j=1
m,n
= =
m j=1 n i=1
m,n m,n
i , y j )Aij + f (x g(x, y)dA.
n i=1
i , y j )Aij g(x
m j=1
= =
i , y j )Aij + lim f (x
R
m,n
i , y j )Aij g(x
f (x, y)dA +
11 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
Let f : [a, b] [c, d] R and x the value of x [a, b]. So we get a function gx : [c, d] R dened by gx (y) = f (x, y), which is a function in a single variable. Dene
d d
A(x) =
c
gx (y)dy =
c
f (x, y)dy.
If we now integrate A(x) with respect to x from a to b, we get

b b d
A(x)dx =
a a c
f (x, y)dy dx.
(1)
12 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
Similarly, we can x y and dene
b
B(y) =
a
f (x, y)dx,
and then integrate By with respect to y from c to d:

d d b
B(y)dx =
c c a
f (x, y)dx dy.
(2)
These two integrals are called iterated integrals of f over R = [a, b] [c, d].
13 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
For simplicity we denote (1) by
d b c a b d a c
f (x, y)dydx and (2) by
f (x, y)dxdy.
Example
Let f (x, y) = x2 y. Then
3 2 0 1
x2 ydydx
= = = = = =
3 0 3 0
2 1
x2 ydy dx
y2 2
2
y=1 2 3 22 x x2 12 2 0 3 3 2 x dx 0 2 3 x x=3 2 |x=0 27 2 .
x2
y=2
dx dx
14 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
Also
2 3 2 1 0 x ydxdy
= = = = =
2 1
2 1 2 1 9ydy y2 y=2 9 2 |y=1 27 2.
3 2 0 x ydx dy y=2 x3 3 y y=1 dy
Fubinis Theorem
Let f : [a, b] [c, d] R be a continuous map. Then
b a c d d b
f (x, y)dydx =
c a
f (x, y)dxdy =
[a,b][c,d]
f (x, y)dA.
15 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
Example
2 Evaluate the double integral R (x 3y )dA, where R = [0, 2] [1, 2]. Solution. Fubinis theorem gives R (x
3y2 )dA = =
= = = = 12.
x=2 y=2 2 x=0 y=1 (x 3y )dydx 2 3 y=2 0 xy y y=1 dx 2 3 3 0 2x 2 (x 1 ) dx 2 0 (x 7)dx 2 2 (x 2 7x)|0
16 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
Example
Evaluate R y sin xydA, where R = [1, 2] [0, ] in two different orders. Solution. 1.(dydx):
2
y sin xydA =
R 1 0
y sin xydydx.
To integrate the inner integral, we use integration by parts with u=y dv = sin xydy cos xy du = dy v= x and so:
17 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
0
y sin xydy
= x +1 x 0 cos xydy y=0 y= cos x 1 = x + x2 [sin xy]y=0 x x + sin . = cos x x2
y cos xy y=
If we now integrate the rst term by parts with u = 1/x and dv = cos xdx, we get du = dx/x2 , v = sin x and Therefore sin x cos x dx = x x
sin x x2
sin x dx x2
x + cos x 2 1 0
dx = sinxx and so = sinxx 1 = sin22 + sin = 0.

2
y sin xydydx
18 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
2.(dxdy):
R y sin xydA
= 0 1 y sin xydxdy =2 = 0 [ cos xy]x x=1 dy = 0 ( cos 2y + cos y)dy = 1 2 sin 2y + sin y 0 = 0.
19 / 39
Triple integrals
Change of variables
I TERATED INTEGRALS
Example
Find the volume of the solid S that is bounded by the elliptic paraboloid x2 + 2y2 + z = 16, the plane x = 2 and y = 2, and the three coordinate planes. Solution. S is the solid that lies under z = 16 x2 2y2 and above R = [0, 2] [0, 2]. V = (16 x2 2y2 )dA R 2 2 = 0 0 (16 x2 2y2 )dxdy 2 3 2 x=2 = 0 16x 1 3 x 2y x x=0 dy 2 2 = 0 ( 88 3 4y )dy 88 4 3 2 = 3 y 3y 0 = 48.
20 / 39
Triple integrals
Change of variables
B OUNDED REGIONS
Denition
A set D R2 is called a bounded region, if it seats inside a rectangle, i.e., for some real numbers a < b R and c < d R: D [a, b] [c, d].
4 3.5 3 2.5 2 1.5 1 1 1.5 2 2.5 3
21 / 39
Triple integrals
Change of variables
I NTEGRATION OVER BOUNDED REGIONS

Let D R2 be a region, bounded inside R = [a, b] [c, d] and f : D R a map. We can extend f to R by F(x, y) = f (x, y) 0 (x, y) D (x, y) D.
If F is integrable over R, then we dene the double integral of f over D by f (x, y)dA =
D R
F(x, y)dA.
22 / 39
Triple integrals
Change of variables

Special cases I
Suppose that the region D lies between the graph of two functions of x, that is D = {(x, y) : a x b, g1 (x) y g2 (x)}.
Then the double integral of a function f on D can be evaluated by:

b g2 (x)
3.5 3 2.5 2
y = g2 (x)
D
y = g1 (x)
f (x, y)dA =
D a g1 (x)
f (x, y)dydx.
1.5 1 0.5 0
a
1
b
6
23 / 39
Triple integrals
Change of variables

Special cases II
Now suppose that the region D lies between the graph of two functions of y, that is D = {(x, y) : c y d, h1 (y) x h2 (y)}.
Then the double integral of a function f on D can be evaluated by:

d h2 (y)
2.5
x = h1 (y )
x = h2 (y )
f (x, y)dA =
D c h1 (y)
f (x, y)dxdy.
1.5 1
0.5
1.5
2.5
24 / 39
Triple integrals
Change of variables

Example
Evaluate (x + 2y)dA, where D is the D region bounded by the parabolas y = 2x2 and y = 1 + x2 . Solution. The parabolas intersect when 2x2 = 1 + x2 , that is x2 = 1, so x = 1. Note that D is of type I: D = {(x, y) : 1 x 1, 2x2 y 1 + x2 }.
-1 -0.5 2
1.5
y =1 + x2
1
0.5
y =2x2
0.5 1
Since the lower boundary is y = 2x2 and the upper boundary is y = 1 + x2 , we have:
D
(x + 2y)dA
= = = =
1 1+x2 (x + 2y)dydx 1 2x2 y=1+x2 1 xy + y2 y=2x2 dx 1 1 x(1 + x2 ) + (1 + x2 )2 x(2x2 ) (2x2 )2 1 1 (3x4 x3 + 2x2 + 1 + 1)dx = 32 15 . 1
dx
25 / 39
Triple integrals
Change of variables

Example
Find the volume of the solid that lies under the paraboloid z = x2 + y2 and above the region D in the xy-plane bounded by the line y = 2x and the parabola y = x2 . Solution 1. The diagram shows that we can assume D is of type I: D = {(x, y) : 0 x 2, x2 y 2x}. Therefore the volume under z = x2 + y2 and above D is V=
D
4
(2,4)
(x2 + y2 )dA.
y =2x
D
y = x2
0.5 1 1.5 2
26 / 39
Triple integrals
Change of variables
V = = = = = =
2 2x 2 2 0 x2 (x + y )dydx y=2x 3 2 2y + y x 3 y=x2 dx 0 (2x)3 2 2 3 x x 6 14x3 4 x dx 3 x + 3 2 5 x7 7x4 21 x 5 + 6 0 216 35 . 2 0 2 0
x2 (2x) +
(x2 )3 3
dx
27 / 39
Triple integrals
Change of variables

The region D also can be written as a type II region: 1 D = {(x, y) : 0 y 4, y x y}. 2
4
Solution 2.
Therefore another expression for V is

3
(2,4)
= = = = = =
(x2 + y2 )dA D y 2 4 (x + y2 )dxdy 0 1y

2
x = y/2
4 0
x3 3
+ y2 x
x= y x= 1 2y
D
x= y
0.5 1 1.5 2
dy
3 3
4 y 5/ 2 3 +y 0 2 5/ 2 7/ 2 +2 15 y 7y 216 35 .
3 /2
y y 24 2 13 4 4 96 y 0
dy
28 / 39
Triple integrals
Change of variables
T RIPLE INTEGRALS
Let f : R R3 R be a map where R = [a1 , b1 ] [a2 , b2 ] [a3 , b3 ]. We can dene the triple integral of f over R in a similar way we dened double integral, which is naturally denoted by f (x, y, z)dV .
R
Iterated integrals are also dened the same way as before and Fubinis theorem holds for iterated integrals for various orders of integration: dxdydz dxdzdy dydzdx dydxdz dzdxdy dzdydx
29 / 39
Triple integrals
Change of variables
T RIPLE INTEGRALS
A region D R3 is bounded if it seats inside a box. That D [a1 , b1 ] [a2 , b2 ] [a3 , b3 ], is for some a1 < b1 , a2 < b2 , a3 < b3 R.
Proposition
Given a bounded region D R3 dened by D = {(x, y, z) : a x b, g1 (x) y g2 (x), h1 (x, y) z h2 (x, y)}. Then
x=b y=g2 (x) y=g1 (x) z=h2 (x,y)
f (x, y, z)dV =
D x=a z=h1 (x,y)
f (x, y, z)dzdydx.
30 / 39
Triple integrals
Change of variables
T RIPLE INTEGRALS
Corollary
The value of
D 1dV
gives the volume of the region D.
Example
Find the volume of the region D given by x2 + y2 z 1 and x 0. Solution. A typical point (x, y, z) D satises x2 + y2 z 1. This implies x2 + y2 1 and 2 hence x2 or 0 y 1 1 x2 y 1 x2 . Since 1 x2 must be positive, it restricts |x| 1 which together with x 0 gives 0 x 1. So
D = {(x, y, z) : 0 x 1, 1 x2 y
1 x2 , x2 + y2 z 1}.
31 / 39
Triple integrals
Change of variables
T RIPLE INTEGRALS
Thus vol(D) = = = = =
D 1dV 1x2 1 1 0 1x2 x2 +y2 1 0 1 0 1 0
2
1dzdydx
1x 1 x2 +y2 1dz dy dx 1x2 1x2 1 (x2 + y2 ) dy dx 1x2

3
y (1 x2 )y 3 dx y= 1x2 1 1 ( 1 x2 )3 dx = 2 0 (1 x2 ) 1 x2 3
y=
1x2
4 3
1 0 (1
x2 )3/2 dx
32 / 39
Triple integrals
Change of variables
T RIPLE INTEGRALS
If we take x = sin t, then dx = cos tdt and since 0 x 1, we see 0 t 2 and:
4 3 1 0 (1
x2 )3/2 dx = = = = = = = =
4 3 4 3 4 3 4 3 1 3 1 3 1 3 4.
0 (1 0
2
sin2 t)3/2 cos tdt
cos4 dt
2 2 2 2 1 0 ( 2 (1 sin t + cos t)) dt 2 2 1 0 4 (1 + cos 2t) dt 2 t)dt 2 0 (1 + 2 cos 2t + cos 2 /2 /2 4t t|0 + sin 2t|0 + 02 1+cos dt 2 / 2 / 2 1 + 1 2 + 0 + 2t 0 8 sin 4t 0
33 / 39
Triple integrals
Change of variables
T RIPLE INTEGRALS
Average value
Let f : E R be an integrable map over a bounded region E Rm . The volume of E, (vol(E)) is given by
E1
dv.
The average value of f over E is dened by avg f = 1 vol(E)

E
f (x1 , . . . , xm ) dv.
34 / 39
Triple integrals
Change of variables
S UBSTITUTION IN SINGLE VARIABLE

Note that if g : [, ] [a, b] is differentiable bijection and f is an integrable function on [a, b], then we can take x = g(t). When t changes from to , then g(t) covers the whole interval [a, b] and also dx dt = g (t) or dx = g (t)dt. Therefore
b
f (x)dx =
a
f (g(t))g (t)dt.
Example
Let f (x) = 1 x2 . If we take x = sin t. When 0 t 0 x 1 and dx = cos tdt. Therefore

1 1 0
then
x2 dx = = =
0 0 0
2 2
1 sin2 tdx cos2 t cos tdt
cos2 tdt.
35 / 39
Triple integrals
Change of variables
S UBSTITUTION IN MULTIPLE INTEGRALS
Theorem
Given two regions E Rm and D Rm , assume that T : E D is a map bijective having continuous partial derivatives. Then for any continuous function f : D R, we have
D
f (x)dx =
f (T(u))| det T (u)|du.
Here T (u) is the Jacobian matrix of T.
36 / 39
Triple integrals
Change of variables

x2 + z2 dV , where E is the region bounded by the Evaluate E 2 paraboloid y = x + z2 and the plane y = 4. Solution. According to the plots, we can describe E as E= (x, y, z) : 2 x 2, x2 y 4, y x2 z y x2
Example
y =4
D1
y = x2
-2 -1 1 2
37 / 39
Triple integrals
Change of variables

So
2 4 x2
yx2
x2
E
z2 dV
=
2
x2 + z2 dzdydx.
yx2
But it is very difcult to evaluate! We can also express E as E = (x, y, z) : 2 x 2, 4 x2 z and hence
E
4 x2 , x2 + z2 y 4 .
x2 + z2 dV
= = =
4x2 2 2 4x2 4x2 2 2 4x2 2 2 4x
4 x2 +z2
x2 + z2 dydzdx
y=4
dzdx y=x2 +z2 4x2 (4 x2 z2 ) x2 + z2 dzdx 2

38 / 39
y x2 + z2
Triple integrals
Change of variables

Take (x, z) = T(r, ) = (r cos , r sin ) , if 0 r 2 and 0 2 , then 2 x 2 and 4 x2 z 4 x2 . Calculating T , we get T (r, ) = cos r sin sin r cos
and | det T | = r cos2 + r sin = r, so dxdz = | det T |drd = rdrd and: 4x2 2 2 2 (4 x2 z2 ) x2 + z2 dzdx = 0 0 (4 r2 )r rdrd 2
4x2
= = = =
2 0
2 0
4r2 r4 dr d
2 0
2 4r 3 r5 3 5 0 2 64 d 0 15 128 . 15
39 / 39

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Double integrals over rectangles

Double integrals over general regions

Double integrals over rectangles

Double integrals over general regions

Double integrals over rectangles

Double integrals over general regions

R EVIEW OF SINGLE VARIABLE

Double integrals over rectangles

Double integrals over general regions

R EVIEW OF SINGLE VARIABLE

f (x)dx = Area over [c,b] Area over[a, c].

Double integrals over rectangles

Double integrals over general regions

Double integrals over rectangles

Double integrals over general regions

As x and y get smaller the approximation becomes more accurate.

Double integrals over rectangles

Double integrals over general regions

Double integrals over rectangles

Double integrals over general regions

This method of approximation is called midpoint rule approximation.

Double integrals over rectangles

Double integrals over general regions

1.8 1.6 1.4 1.2 1 0

Double integrals over rectangles

Double integrals over general regions

[f (x, y) + g(x, y)]dA = f (x, y)dA =

3. If f (x, y) g(x, y) for all (x, y) R, then f (x, y)dA

4. The value of A(R) =

dA is the area of the region R.

Double integrals over rectangles

Double integrals over general regions

i , y j )Aij + f (x g(x, y)dA.

Double integrals over rectangles

Double integrals over general regions

If we now integrate A(x) with respect to x from a to b, we get

f (x, y)dy dx.

Double integrals over rectangles

Double integrals over general regions

and then integrate By with respect to y from c to d:

f (x, y)dx dy.

Double integrals over rectangles

Double integrals over general regions

f (x, y)dydx and (2) by

y=1 2 3 22 x x2 12 2 0 3 3 2 x dx 0 2 3 x x=3 2 |x=0 27 2 .

Double integrals over rectangles

Double integrals over general regions

2 1 2 1 9ydy y2 y=2 9 2 |y=1 27 2.

3 2 0 x ydx dy y=2 x3 3 y y=1 dy

Double integrals over rectangles

Double integrals over general regions

x=2 y=2 2 x=0 y=1 (x 3y )dydx 2 3 y=2 0 xy y y=1 dx 2 3 3 0 2x 2 (x 1 ) dx 2 0 (x 7)dx 2 2 (x 2 7x)|0

Double integrals over rectangles

Double integrals over general regions

Double integrals over rectangles

Double integrals over general regions

= x +1 x 0 cos xydy y=0 y= cos x 1 = x + x2 [sin xy]y=0 x x + sin . = cos x x2

dx = sinxx and so = sinxx 1 = sin22 + sin = 0.

Double integrals over rectangles

Double integrals over general regions

Double integrals over rectangles

Double integrals over general regions

Double integrals over rectangles