Calc3: Multiple Integrals

Double Integrals Over Rectangles

Geometry

We have z=f(x,y) defined on $[a,b]\times [c,d]$. We name the domain to be D, and cut it into smaller rectangles. Take an arbitrary point $(x_{ij},y_{ij})$ on the rectangle $[x_i,x_{i+1}]\times [y_j,y_{j+1}]$. We calculate the Riemann sum.
$$\begin{gathered} \sum _{i=1}^m\sum _{j=1}^{n}f(x_{ij},y_{ij})(x_{i+1}-x_i)(y_{j+1}-y_j) \\ =\sum _{i=1}^m\sum _{j=1}^{n}f(x_{ij},y_{ij})\frac{b-a}{m}\frac{d-c}{n} \end{gathered}$$
If such a limit exists, then we define it to be the double integral of f over the rectangle D. This is the volume between f and xy-plane on D. If the value of the function is always 1 in D, then the double integral equals to the area of D.

Iterated Integrals

Introduce a function $A(x)={\int }_c^{d}f(x,y)dy$. Next, we integrate A. ${\int }_a^{b}A(x)dx={\int }_a^b[{\int }_c^{d}f(x,y)dy]dx$. Alternatively, we can introduce a function of $B(y)$ to integrate on x first.

Fubini’s Theorem

Assume f is continuous function on the rectangle D = { ( x , y ) ∣ a ≤ x ≤ b , c ≤ y ≤ d } D=\{(x,y)|a\le x\le b, c \le y\le d \} D={(x,y)∣a≤x≤b,c≤y≤d}.
$$\int {\int }_{D}f(x,y)dA={\int }_a^b{\int }_c^{d}f(x,y)dydx={\int }_c^d{\int }_a^{b}f(x,y)dxdy$$
E.x.

Evaluate $\int \int ysin(xy)dA$ where $D=[1,2]\times [0,\pi ]$.

sol:
$$\begin{gathered} \int \int ysin(xy)dA \\ ={\int }_0^{\pi }{\int }_1^{2}ysin(xy)dxdy \\ ={\int }_0^{\pi }[-cos(xy){]}_1^{2}dy \\ ={\int }_0^{\pi }cos(y)-cos(2y)dy \end{gathered}$$
The order of doing iterated integral may be crucial.

Double Integrals Over General Regions

We have f(x,y) on D. Assume D is bounded (we can find a rectangle R that encloses D).

Define h(x,y) = f(x,y) if $(x,y)\in D$, and h(x,y) = 0 if $(x,y)\in (R-D)$. In this case,
$$\int {\int }_{D}f(x,y)dA=\int {\int }_{R}h(x,y)dA$$
A plane region D is said to be of type I if it lies between the graphs of two continuous functions of x, say $g_1(x)$ and $g_2(x)$.

By applying the Fubini’s theorem,
$$\int {\int }_{D}f(x,y)dA={\int }_a^b{\int }_{g_1(x)}^{g_2(x)}f(x,y)dydx$$
A plane region D is said to be of type II if it lies between the graphs of two continuous functions of y.

E.x.

Evaluate ${\int }_0^1{\int }_x^{1}sin(y^2)dydx$.

sol:

Trick here is to switch the order of integration. Drawing the region D, we find out that it is both type I and type II. Convert the integral.
$$\begin{gathered} {\int }_0^1{\int }_x^{1}sin(y^2)dydx \\ ={\int }_0^1{\int }_0^{y}sin(y^2)dxdy \\ ={\int }_0^{1}ysin(y^2)dy \end{gathered}$$

Double Integrals In Polar Coordinates

Suppose f is a continuous function defined on D (Draw a picture of D!). Convert the limit of x and y to r and theta in the polar coordinate as $0\le a\le r\le b$, $\alpha \le \beta$. The formula is as below
$$\int {\int }_{D}f(x,y)dA={\int }_{\alpha }^{\beta }{\int }_a^{b}f(rcos\theta ,rsin\theta )rdrd\theta$$
If the formula involves z, then simplify it to the form of z=f(x,y). If the original equation involves terms like $z^2$, remember the integral of $z=\sqrt{g(x,y)}$ only calculate the part where $z>0$. Based on symmetry, we can get the desired answer by multiplying the integral result by 2.

E.x.

Evaluate $\int {\int }_{D}3x+4y^{2}dA$ where the region is the upper half plane bounded by the circles $x^2+y^2=1$ and $x^2+y^2=4$.

sol:

Write D = { ( r , θ ) ∣ 1 ≤ r ≤ 2 , 0 ≤ θ ≤ π } D = \{(r,\theta) | 1 \le r \le 2, 0 \le \theta \le \pi\} D={(r,θ)∣1≤r≤2,0≤θ≤π}.
$$\int {\int }_{D}3x+4y^{2}dA={\int }_1^2{\int }_0^{\pi }(3rcos\theta +4r^{2}si{n}^2\theta )rd\theta dr$$
E.x.

Compute the volume of the solid bounded by the plane z=0 and the paraboloid $z=1-x^2-y^2$.

sol:
$$\int {\int }_{D}1-x^2-y^{2}dA={\int }_0^1{\int }_0^{2\pi }(1-r^2)rd\theta dr$$
E.x.

Find the region enclosed by $r=cos2\theta$. For simplicity, restrict $-\pi /4\le \theta \le \pi /4$.

sol:
$$\begin{gathered} area={\int }_{\pi /4}^{-\pi /4}{\int }_0^{cos2\theta }rdrd\theta \\ ={\int }_{\pi /4}^{-\pi /4}\frac{1}{2}(cos2\theta {)}^{2}d\theta \\ ={\int }_{\pi /4}^{-\pi /4}\frac{(1+cos4\theta )}{4}d\theta \\ =\pi /8 \end{gathered}$$

Applications of Double Integrals

Surface Area Element

S is a surface given by z=f(x,y). Derive a formula for computing the area of S. Assume that the domain of f is rectangular. The idea is to approximate S by tangent planes. Let $\Delta T_{ij}$ to represent such planes. The work remaining is to compute $\Delta T_{ij}$.

Name the points of one such plane as P, Q, R, W. The vector $\overrightarrow{PQ}=<\Delta x,0,f_x(x_i,y_j)\Delta x>$ , and the vector $\overrightarrow{PR}=<0,\Delta y,f_y(x_i,y_j)\Delta y>$ . The area of the parallelogram PQWR is given by
$$|\overrightarrow{PQ}\times \overrightarrow{PR}|=\Delta x\Delta y|<-f_x(x_i,y_j),-f_y(x_i,y_j),1>|$$
Using Riemann sum, we obtain the area of S as follows
$$area(S)=\int {\int }_D\sqrt{f_x^2+f_y^2+1}dxdy$$

Density and Mass

The density at the point (x,y) is given by
$$\rho (x,y)=lim\frac{\Delta m}{\Delta A}$$
Assume we know that density $\rho (x,y)$ and we would like to compute the mass of the object.
$$m=\int {\int }_D\rho (x,y)dA$$
The same idea can be applied to the charge density and total charge.

Center of Mass

The moment of the lamina about the x-axis and y-axis is
$$\begin{gathered} M_x=\int {\int }_{D}y\rho (x,y)dA \\ {M}_y=\int {\int }_{D}x\rho (x,y)dA \end{gathered}$$
The center of the mass is $(\bar{x},\bar{y})$ so that $m\bar{x}=M_y$ and $m\bar{y}=M_x$. Therefore,
$$\begin{gathered} \bar{x}=\frac{1}{m}\int {\int }_{D}x\rho (x,y)dA \\ \bar{y}=\frac{1}{m}\int {\int }_{D}y\rho (x,y)dA \end{gathered}$$
E.x.

The region is a half-circle with center at the origin and radius of a. The density of a lamina is $\sqrt{x^2+y^2}$. Find its center of mass.

sol:

Based on symmetry, we know $M_x$ is 0.
$$\begin{gathered} M_y=\int {\int }_{D}y\sqrt{x^2+y^2}dA \\ ={\int }_0^{\pi }{\int }_0^a{r}^{3}sin\theta drd\theta \end{gathered}$$

Probability

Let f(x,y) stand for the pmf.
$$P[(x,y)\in D]=\int {\int }_{D}f(x,y)dA$$

Triple Integrals

The Fubini’s Theorem can be extended to triple integrals.

E in $R^3$ is said to be of type I if it can be written as
E = { ( x , y , z ) ∣ ( x , y ) ∈ D , D ⊂ R 2 , u 1 ( x , y ) ≤ z ≤ u 2 ( x , y ) } ∫ ∫ ∫ E f ( x , y , z ) d V = ∫ ∫ D [ ∫ u 1 ( x , y ) u 2 ( x , y ) f ( x , y , z ) d z ] d A E = \{(x,y,z)|(x,y) \in D, D \sub R^2, u_1(x,y) \le z \le u_2(x,y) \} \\\\ \int\int\int_E f(x,y,z) dV = \int\int_D[\int_{u_1(x,y)}^{u_2(x,y)} f(x,y,z) dz] dA E={(x,y,z)∣(x,y)∈D,D⊂R2,u1​(x,y)≤z≤u2​(x,y)}∫∫∫E​f(x,y,z)dV=∫∫D​[∫u1​(x,y)u2​(x,y)​f(x,y,z)dz]dA
If we also know that D is, say, type I, then the above triple is further equal to
$${\int }_a^b{\int }_{g_1(x)}^{g_2(x)}{\int }_{u_1(x,y)}^{u_2(x,y)}f(x,y,z)dzdydx$$
E.x.

E is bounded by the coordinates and the plane x+y+z=1. Find $\int \int {\int }_{E}zdV$.

sol:

Define the projection of E to the xy-plane to be D.
E = { ( x , y , z ) ∣ ( x , y ) ∈ D , 0 ≤ z ≤ 1 − x − y } ∫ ∫ ∫ E z d V = ∫ 0 1 ∫ 0 1 − x ∫ 0 1 − x − y z d z d y d x E = \{(x,y,z)|(x,y) \in D, 0 \le z \le 1-x-y \} \\\\ \int\int\int_E z dV = \int_0^1\int_{0}^{1-x}\int_{0}^{1-x-y} z dzdydx E={(x,y,z)∣(x,y)∈D,0≤z≤1−x−y}∫∫∫E​zdV=∫01​∫01−x​∫01−x−y​zdzdydx
E.x.

Use triple integrals to find the volume of the tetrahedron T bounded by the plane x+2y+z=2, x=2y, x=0, and z=0.

sol:

Draw the picture. Find the intersection. A=(0,0,2), B=(0,1,0), C=(1,1/2,0). We want to find volume of OABC.
$$\begin{gathered} V_{OABC}=\int \int {\int }_{E}1dV \\ ={\int }_0^1{\int }_{x/2}^{1-x/2}{\int }_0^{2-x-2y}dzdydx \end{gathered}$$

Triple Integrals in Cylindrical Coordinates

Say E is a type I and D has a clean form in the polar coordinate.
D = { ( r , θ ) ∣ α ≤ θ ≤ β , h 1 ( θ ) ≤ r ≤ h 2 ( θ ) } D = \{(r,\theta)| \alpha \le \theta \le \beta, h_1(\theta) \le r \le h_2(\theta) \} D={(r,θ)∣α≤θ≤β,h1​(θ)≤r≤h2​(θ)}
It is just the polar coordinates adding the z-axis.
$$\int \int {\int }_{E}f(x,y,z)dV=\int \int {\int }_{V}f(r,\theta ,z)rdzdrd\theta$$
E.x.

Describe the surface given by z=r in the cylindrical coordinate.

sol:
$$z=r=\sqrt{x^2+y^2}$$
E.x.

A solid E lies within the cylinder $x^2+y^2=1$, below the plane z=4 and above the paraboloid $z=1-(x^2+y^2)$. The density function is $\sqrt{x^2+y^2}$. Find its mass.

sol:
$$\begin{gathered} \int \int {\int }_E\rho (x,y,z)dV \\ ={\int }_0^{2\pi }{\int }_0^1{\int }_{1-r^2}^4{r}^{2}dzdrd\theta \end{gathered}$$

Triple Integrals in Spherical Coordinates

We use $(\rho ,\theta ,\varphi )$ to represent a point P in the spherical coordinates. The first component is the distance between O and P. The third component is the angle between $\overrightarrow{OP}$ and the positive direction of z-axis ($o\le \varphi \le \pi$).
$$\begin{gathered} x=\rho sin\varphi cos\theta \\ y=\rho sin\varphi sin\theta \\ z=\rho cos\varphi \end{gathered}$$
The formula is as below
$$\int \int {\int }_{E}f(x,y,z)dV={\int }_c^d{\int }_{\alpha }^{\beta }{\int }_a^{b}f(\rho ,\theta ,\varphi ){\rho }^{2}sin\varphi d\rho d\theta d\varphi$$
E.x.

Compute the volume between the cone $z=\sqrt{x^2+y^2}$ and the sphere $x^2+y^2+z^2=z$.

sol:

The latter part is a sphere of radius 0.5 centered at (0,0,0.5). In the spherical coordinates, the two planes can be expressed as
$$\begin{gathered} cos\varphi =sin\varphi \\ \rho =cos\varphi \end{gathered}$$
The solid can be expressed as
E = { ( ρ , θ , ϕ ) ∣ 0 ≤ ϕ ≤ π / 4 , 0 ≤ ρ ≤ c o s ϕ , 0 ≤ θ ≤ 2 π } E = \{(\rho, \theta, \phi)| 0 \le \phi \le \pi/4, 0 \le \rho \le cos \phi, 0 \le \theta \le 2\pi\} E={(ρ,θ,ϕ)∣0≤ϕ≤π/4,0≤ρ≤cosϕ,0≤θ≤2π}

Change of Variables in Multiple Integrals

One-to-One Maps

Change of variable for integrals.

We have $f:[a,b]->R$ and want to substitute $x=g(u)$. Let $g(c)=a,g(d)=b$. We need one assumption that g is monotonic.
$${\int }_a^{b}f(x)dx={\int }_c^{d}f(g(u))g^{\prime }(u)du$$
Change of variable for double integrals. Special case: polar coordinate.

In general, transformation $T(u,v)=(x,y)$. (u,v) and (x,y) are connected by
$$\begin{gathered} x=g(u,v) \\ y=h(u,v) \end{gathered}$$
If it happens that for $(u_1,v_1)\ne (u_2,v_2)$ and $T(u_1,v_1)=T(u_2,v_2)$ then we say that the map T is not one-to-one.

Given $(x_2,y_2)$, we can find one $(u_2,v_2)$ s.t. $T(u_2,v_2)=(x_2,y_2)$. This is called $T^{-1}$.

To see whether a map is one-to-one:

1. T sends different points to different points

2. for every $(x,y)\in R^2$, we are able to find $(u,v)$ s.t. $T(u,v)=(x,y)$.

Change Variable Formula

We approximate the region after transformation by a parallelogram.

The area of such parallelogram is
$$\begin{gathered} \overrightarrow{AB}=T(u+\Delta u,v)-T(u,v) \\ =<g(u+\Delta u,v)-g(u,v),h(u+\Delta u,v)-h(u,v)> \\ =<g_u\Delta u,h_u\Delta u> \\ \overrightarrow{AC}=T(u,v+\Delta v)-T(u,v) \\ =<g(u,v+\Delta v)-g(u,v),h(u,v+\Delta v)-h(u,v)> \\ =<g_v\Delta v,h_v\Delta v> \\ S=|\overrightarrow{AB}\times \overrightarrow{AC}|=|g_u{h}_v-g_v{h}_u| \end{gathered}$$
Definition of Jacobian of the transformation T

Given by $x=g(u,v)$ and $y=h(u,v)$ is
$$\frac{\partial (x,y)}{\partial (u,v)}=g_u{h}_v-g_v{h}_u$$
In the general case, the change of variable in integrals
$$\int \int {\int }_{E}dV=\int \int {\int }_V|\frac{\partial (x,y,z)}{\partial (u,v,w)}|dudvdw$$
E.x.

We have a region R bounded by (1,0), (2,0), (0,-2), and (0,-1). Evaluate $\int {\int }_R{e}^{\frac{x+y}{x-y}}dA$.

sol:

We first let $u=x+y,v=x-y$. Verify that this is an one-to-one map.

Compute the Jacobian.
$$\frac{\partial (x,y)}{\partial (u,v)}=x_u{y}_v-x_v{y}_u=-\frac{1}{2}$$
The next step is to figure out how R is transformed under the map T.

(x,y) = (1,0) => (u,v) = (1,1)

(x,y) = (2,0) => (u,v) = (2,2)

(x,y) = (0,-1) => (u,v) = (-1,1)

(x,y) = (0,-2) => (u,v) = (-2,2)
$$\begin{gathered} \int {\int }_R{e}^{\frac{x+y}{x-y}}dA=\int {\int }_S{e}^{\frac{u}{v}}|-\frac{1}{2}|dudv \\ ={\int }_1^2{\int }_{-v}^v\frac{1}{2}{e}^{\frac{u}{v}}dudv \\ ={\int }_1^2[\frac{1}{2}v{e}^{\frac{u}{v}}{]}_{-v}^{v}dv \end{gathered}$$

Reference

• Multivariable_Calculus_8th_Edition (15.1-15.9), James Stewart