Chapter 13 Multiple Integrals by Zhian Liang 13.1 Double integrals over rectangles Recall the definition of definite integrals of functions of a single variable Suppose f(x) is defined on a interval [a,b]. Taking a partition P of [a, b] into subintervals: a x x x x b 0 n 1 1 n Choose the points in [ x , x ] and let xi xi xi 1 i 1 i Using the areas of the small rectangles to approximate the areas of the curve sided echelons and summing them, we have n (1) f ( x )x i 1 * i i P max{x } i b (2) n f ( x)dx lim f ( x )x a P 0 i 1 * i i Double integral of a function of two variables defined on a closed rectangle like the following R [a, b] [c, d ] {( x, y ) R | a x b, c y d } 2 Taking a partition of the rectangle a x x x x b 0 1 m 1 m c y y y y d 0 1 n 1 n * * ij ij ( x , y ) in Rij and form the Choosing a point double Riemann sum f ( x , y )A m (3) n i 1 j 1 * * ij ij ij (4) DEFINITION The double integral of f over the rectangle R is defined as f ( x, y)dA lim f ( x , y )A m n P 0 i 1 j 1 if this limit exists * * ij ij ij Using Riemann sum can be approximately evaluate a double integral as in the following example. EXAMPLE 1 Find an approximate value for the integral ( x 3 y )dA, where R {( x, y) | 0 x 2,0 y 2}, by computing 2 R the double Riemann sum with partition pines x=1 and x=3/2 * * ij ij and taking ( x , y ) to be the center of each rectangle. Solution The partition is shown as above Figure. The area of each subrectangle is A 12 , ( x , y ) is the center R , ij * * ij ij ij and f(x,y)=x-3y2. So the corresponding Riemann sum is 2 2 f ( x , y )A i 1 j 1 * * ij ij ij f ( x , y )A f ( x , y )A f ( x , y )A f ( x , y )A * * 11 11 11 * * 12 12 12 * * 21 21 21 f ( 12 , 54 )A f ( 12 , 74 )A f ( 32 , 54 )A f ( 32 , 74 )A 11 12 67 1 51 1 123 1 1 2 139 16 16 2 16 2 16 2 95 11.875 8 Thus we have ( x 3 y )dA 11.875 2 R 21 22 * * 22 22 22 Interpretation of double integrals as volumes v f ( x , y )A m n i 1 j 1 m ij n i 1 j 1 * ij ij ij V f ( x , y )A i 1 j 1 (5) * m n ij ij * * ij (6) THEOREM If f ( x, y) 0 and f is continuous on the rectangle R, then the volume of the solid that z f ( x, y) lies above R and under the surface is V f ( x, y )dA R EXAMPLE 2 Estimate the volume of the solid that lies above the square R [0,2] [0,2] and below the elliptic paraboloid z 16 x 2 y . 2 Use the partition of R into four squares and choose ( x , y ) to be the upper right corner of R. Sketch the solid and the approximating rectangle boxes. * * ij ij ij 2 Solution The partition and the graph of the function are as the above. The area of each square is 1.Approximating the volume by the Riemann sum, we have V f (1,1)A f (1,2)A f (2,1)A f (2,2)A 11 12 21 22 13(1) 7(1) 10(1) 4(1) 34 This is the volume of the approximating rectangular boxes shown as above. The properties of the double integrals (7) [ f ( x, y ) g ( x, y )]dA f ( x, y )dA g ( x, y )dA R R (8) cf ( x, y )dA c f ( x, y )dA R R (9) If f ( x, y) g ( x, y) for all x, y R, then f ( x, y ) dA g ( x, y ) dA R R R EXERCISES 13.1 Page 837 1. 3. 15.16 13.2 Iterated Integrals The double integral can be obtained by evaluating two single integrals. The steps to calculate f ( x, y )dA , where R [a, b] [c, d ] : R Fix x to calculate A( x) f ( x, y )dy with respect to y. d c Then calculate A( x )dx b a (1) A( x)dx [ f ( x, y )dy ]dx (called iterated integral) b b d a a c (2) f ( x, y )dydx [ f ( x, y )dy ]dx b d b a c a d c (3) Similarly f ( x, y )dxdy [ f ( x, y )dx ]dy d c b a d c b a EXAMPLE 1 Evaluate the iterated integrals (a) x ydydx 3 2 2 0 1 (See the blackboard) (b) x ydxdy 2 1 3 0 2 (4) Fubini’s Theorem If f is continuous on the rectangle R {( x, y) | a x b, c y d}, then f ( x, y )dA f ( x, y )dydx f ( x, y )dxdy b d d b a c c a R More generally, this is true if we assume that f is bounded on R , f is discontinuous only on a finite number of smooth curves, and the iterated integrals exist. Interpret the double integral f ( x, y )dA as the volume V of the solid R where V A( x)dx b a A( x) f ( x, y )dy d c A(x) is the area of a cross-section of S in the plane through x perpendicular to the x-axis. Similarly EXAMPLE 2 Evaluate the double integral where ( x 3 y )dA 2 R R {( x, y) | 0 x 2, 1 y 2}. (See the blackboard) EXAMPLE 3 Evaluate y sin( xy)dA ,where R [1,2] [0, ] R Solution 1 If we first integrate with respect to x, we get y sin( xy)dA y sin( xy)dxdy 2 0 R 1 [ cos( xy)] dy x2 0 x 1 ( cos 2 y cos y )dy 0 sin 2 y sin y 0 0 1 2 Solution 2 If we first integrate with respect to y, then y sin( xy)dA y sin( xy)dydx 2 R 1 0 1x yd (cos( xy))dx 1 1 [ x y cos( xy) | x cos( xy)dy ]dx 2 1 0 2 1 0 0 1 1 [ cos( x ) 1 x x2 sin( x ) 1 [ x 2 2 2 cos(x ) x sin( xy) | ]dx 0 ]dx 1 2 d sin( x ) sin( x ) 1 x 2 dx 1 x 2 2 sin( x ) sin( x ) 1 x 2 dx x 1 2 2 cos(x ) sin( x ) dx dx 2 1 x x 2 2 1 sin( x ) dx 2 x 2 sin( x ) x 1 0 EXAMPLE 4 Find the volume of the solid S that is bounded by the elliptic paraboloid x 2 y z 16 , the plane y 2 and x 2 , and three coordinate planes. 2 2 Solution We first observe that S is the solid that lies under the surface z 16 x 2 y and the above the 2 2 Square R [0,2] [0,2]. Therefore, V (16 x 2 y )dA 2 2 R (16 x 2 y )dxdy 2 2 0 0 2 2 16 x x 2 y x 2 0 1 3 2 0 88 3 88 y 3 3 y 2 4 y dy 2 4 3 3 2 0 48 x2 x 0 dy If f ( x, y) g ( x)h( y) on R [a, b] [c, d ] , then g ( x)h( y )dA g ( x)dx h( y )dy R b d a c EXAMPLE 5 If R [0, 2] [0, 2] , then sin x cos ydA sin xdx cos ydy 2 0 2 0 R [ cos x] [sin y ] 0 1 1 1 2 0 2 EXERCISES 13.2 Page 842 1(2), 6, 10, 16, 17, 13.3 Double integrals over general regions To integrate over general regions like R which is bounded, being enclosed in a rectangular region R . Then we define a new function F with domain R by (1) f ( x, y ) if ( x, y) D F ( x, y ) 0 if ( x, y) is in R but not in D If F is integrable over R , then we say f is integrable over D and we define the double integral of f over D by (2) where F f ( x, y )dA F ( x, y )dA D R is given by Equation 1. Geometric interpretation When f ( x, y) 0 R The volume under f and above D equals to that under F and above R. Type I regions D {( x, y ) | a x b, g ( x) y g ( x)} 1 2 (3) If f is continuous on a type I region D such that D {( x, y ) | a x b, g ( x) y g ( x)} 1 then f ( x, y )dA b g2 ( x ) D a g1 ( x ) 2 f ( x, y )dydx Type II regions (4) (5) D {( x, y ) | c y d , h ( y ) x h ( y )} 1 d h2 ( y ) c h1 ( y ) f ( x, y)dA D 2 f ( x, y)dxdy where D is a type II region given by Equation 4 ( x 2 y)dy dx it is Type I region! 1 1 1 x 2 2 x2 xy y 1 1 2 y 1 x 2 y 2 x 2 dx x(1 x ) (1 x ) 2 x 4 x dx 1 2 2 2 3 4 1 3x x 2 x x 1dx 1 4 3 2 1 1 x x x x 3 2 x 5 4 3 2 1 5 32 15 4 3 Example 2 Find the volume of the solid that lies under the paraboloid z x y and above the region D in the xy 2 y x . y 2 x -plane bounded by the line and the parabola 2 2 Type II Type I D {( x, y ) | 0 x 2, x y 2 x} 2 y D {( x, y ) | 0 y 4, x 2 y} Type I Solution 1 ( x y )dA ( ( x y )dy )dx 8 1 dx (2 x 3 x x 3 x )dx 2 y 2 x D 2 2 1 3 x y y 0 0 3 y x2 2 1 6 14 3 4 0 ( 3 x x 3 x )dx 2 Solution 2 2 2x 0 x2 2 3 3 1 7 x 21 Type II4 y 0 y/2 0 1 3 x 3 2 15 5/ 2 2 4 1 5 x 5 6 x 7 6 4 2 216 35 0 ( x y )dA ( x y )dxdy 2 2 D y x dy y y 216 y y y 35 4 2 x y 4 2 0 x y / 2 2 7 7/2 13 96 4 4 0 1 3 3/ 2 2 5/ 2 2 1 24 y y dy 3 1 2 3 Example 3 Evaluate D xydA , where D is the region bounded 2 y by the line y x 1 and the parabola 2 x 6. D as a type I D as a type II Solution We prefer to express D as a type II y2 2 D ( x, y ) | 2 y 4, xydA D 4 y 1 2 y2 2 xydxdy x y 2 2 x y 1 4 3 dy 2 3 x y 1 x y2 3 2 1 2 y ( y 1) ( 2 y 3) dy 1 2 4 2 1 2 4 2 5 4 1 24 36 1 2 2 y 4 y 2 y 8 y dy 5 y6 y4 2 3 4 2 4 y 3 4 y 2 2 Example 4 Find the volume of the tetrahedron bounded by the planes x 2 y z 2, x 2 y, x 0, and z 0. x x D ( x, y ) | 0 x 1, y 1 2 2 D D Solution V (2 x 2 y )dA D 2 y xy y 1 2 0 2 x x1 1 0 y 1 y x 2 2 0 1 x3 x2 x 0 3 0 x 2 Here is wrong in the book! dx 1 x x 2 x 1dx 1 x 2 x 2 x 2 (2 x 2 y )dydx 1 1 1 3 x 2 2 x2 x2 2 4 dx Example 5 Evaluate the iterated integral sin( y )dydx 1 1 2 0 x D ( x, y ) | 0 x 1, x y 1 ( x, y ) | 0 y 1,0 x y D as a type I D as a type II Solution If we try to evaluate the integral as it stands, we are faced with the task of first evaluating sin( y )dy. But it is impossible to do so in finite terms since sin( y )dy is not an 2 2 elementary function.(See the end of Section 7.6.) So we must change the order of integration. This is accomplished by first expressing the given iterated integral as a double integral. sin( y )dydx sin( y )dA 1 1 2 2 0 x D Where D ( x, y ) | 0 x 1, x y 1 Using the alternative description of D, we have D ( x, y ) | 0 y 1,0 x y This enables us to evaluate the integral in the reverse order: sin( y )dydx sin( y )dA 1 1 2 2 0 x D sin( y )dxdy 1 y 2 0 0 x sin( y ) dy 1 2 x y x 0 0 y sin( y )dy 1 0 2 1 1 2 cos( y ) 2 0 1 (1 cos1) 2 Properties of double integrals (6) (7) (8) (9) [ f ( x, y ) g ( x, y )]dA f ( x, y )dA g ( x, y )dA D D D cf ( x, y )dA c f ( x, y )dA D D f ( x, y )dA g ( x, y )dA D D if f ( x, y) g ( x, y) for all ( x, y) in D. [ f ( x, y )dA f ( x, y )dA f ( x, y )dA D D1 if D D 1 D2 D where D and D do not overlap except 2 1 2 perhaps on their boundaries like the following: (10) 1dA A( D) , the area of region D. (11) If m f ( x, y) M for all ( x, y) D, then D mA( D) f ( x, y )dA MA( D) D Example 6 Use Property 11 to estimate the integral e sin x cos y D dA, where D is the disk with center the region and radius 2. Solution Since 1 sin x 1, and 1 cos x 1, we have 1 sin x cos x 1, and therefore e esin x cos x e e 1 1 thus, using m=e-1=1/e, M=e, and A(D)=(2)2 in Property 11 we obtain 4 sin x cos y e dA 4πe e D Exercises 13.3 Page 850: 7, 9, 11, 33, 35 13.4 DBOUBLE INTEGRALS IN POLAR COORDINATE Suppose we want to evaluate a double integral f ( x, y ) dA, where R is one of regions shown in the following. R (a) R {(r , ) | 0 r 1,0 2 } (b)R {(r, ) | 1 r 2,0 } Recall from Section 9.4 that the polar coordinates of a point related to the rectangular coordinates (r , ) by the equations: r 2 x 2 y 2 x r cos y r sin The regions in the above figure are special cases of a polar rectangle R {(r , ) | a r b, } Do the following partition (called polar partition) The center of this subrectangle R {(r , ) | r r r , } i 1 ij is 1 r (ri 1 ri ) 2 A ij * j 1 2 r j 2 i 2 1 r j 2 i 1 r ) 1 2 (r 2 i 2 i 1 j 12 (r r )(r r ) i 1 i r r where * i r r r i i i 1 j 1 ( j 1 j ) 2 * i and the area is j 1 i i j i i 1 j The typical Riemann sum is (1) f ( r cos , r sin )A m n i 1 j 1 * * i * j * i j ij f (r cos , r sin )r r m n i 1 j 1 * i * j * i * j * i i j If we write g (r , ) rf (r cos , r sin ) , then the above Riemann sum can be written as g (r , )r m n * i i 1 j 1 * j i j which is the Riemann sum of the double integral g (r , )drd b a Therefore we have f ( x, y ) dA lim f ( r cos , r sin )A R P 0 m n i 1 j 1 * * i j * i lim g (r , )r P 0 m n i 1 j 1 * i * j * j i j g (r , )drd b a f (r cos , r sin )rdrd b a ij (2) Change to polar coordinates in a double integral If f is continuous on a polar rectangle R given by 0 a r b, , where 0 2 , then f ( x, y )dA f (r cos , r sin )rdrd b R a Caution: Do not forget the factor r in (2)! Example 1 Evaluate (3 x 4 y )dA , where R is the region in the upper half-plane bounded by the circles 2 R x y 1, and x y 4. 2 Solution 2 2 2 The region R can be described as R {( x, y ) | y 0, 1 x y 4} {(r , ) | 1 r 2, 0 } 2 2 2 2 (3 x 4 y )dA 0 1 (3r cos 4r sin )rdrd 2 2 R (3r cos 4r sin )drd 0 2 2 3 2 1 r cos r sin 7 cos 15 sin d 15 7 cos (1 cos 2 )d 2 0 3 4 2 r 2 r 1 d 0 15 15 15 7 sin sin 2 2 4 2 0 0 2 Example 2 Find the volume of the solid bounded 2 2 by the xy-plane and the paraboloid z 1 x y D {( x, y ) | x y 1} 2 2 {(r , ) | 0 r 1, 0 2 } V (1 x y )dA 2 D 2 (1 r )rdrd d (r r )dr 2 1 0 0 2 2 1 0 0 3 r r 2 2 4 0 2 2 4 1 What we have done so far can be extended to the complicated type of region shown in the following. (3) If f is continuous on a polar region of the form D {( r , ) | , h ( ) r h ( )} 1 2 then f ( x, y )dA D h2 ( ) h1 ( ) f (r cos , r sin )rdrd Example 3 Use a double integral to find the area enclosed by one loop of the four-leaved rose r cos 2 D {(r , ) | 4 4 , 0 r cos 2 } A( D) dA /4 cos 2 /4 0 rdrd D /4 1 2 r cos 2 d 2 /4 0 1 cos 2d 2 1 1 cos 4 d 4 1 1 sin 4 4 4 8 /4 2 /4 /4 /4 /4 /4 Example 4 Find the volume of the solid that lies under the paraboloid z x y , above the xy plane, and inside the cylinder x y 2 x. 2 2 2 2 Solution The solid lies above the disk, whose boundary circle D {(r , ) | 2 2 , 0 r 2 cos } /2 2 cos V ( x y )dA / 2 0 2 2 r rdrd 2 D 2 cos r d 4 cos d 4 1 cos 2 8 cos d 8 d 2 4 /2 /2 /2 /2 0 /2 0 4 2 4 /2 0 2 [1 2 cos 2 1 cos 4 ]d /2 0 1 2 /2 3 1 2 sin 2 8 sin 4 2 0 3 3 2 2 2 2 Exercises 13.4 Page 856: 1, 4, 6, 7, 22