MATHEMATICS-I (MA1L001)

MULTIPLE INTEGRALS
(July-December 2015)
by

Dr. Sabyasachi Pani

(Assistant Professor in Mathematics)
School of Basic Sciences
IIT BHUBANESWAR
Autumn Semester-2015-16
Email: [email protected]
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Syllabus of Mathematics-1 IIT Bhubaneswar

Multiple integrals(Syllabus-Text Books)

Multiple Integrals and Vector Calculus: Double (Cartesian, Polar, Cartesian to polar
conversion), and triple integrals (Cartesian, Cylindrical, Spherical), Scalar and vector fields, level
surfaces, directional derivative, Gradient, Curl, Divergence, line and surface integrals, theorems of
Green, Gauss and Stokes. Beta and Gamma functions.

TEXT BOOKS
Calculus and Analytic Geometry, George B Thomas and Ross L Finney, PEARSON Education, 9th
Edition.
Advanced Engineering Mathematics, Erwin Kreyszig, John Wiley & Sons, Eighth Edition.
Advanced Engineering Mathematics, R K Jain, S R K Iyengar, Third Edition, Narosa.
Engineering Mathematics, Peter V Onil, Tata McGraw Hill, New Delhi, India.

Multiple integrals of Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals)

One of the essentials subject for all scientists and engineers. Before
going to the double integral we take a look of the single variable
integral.

Integrating f (x) over the interval a x b. We follow:

Making a partition P of the interval [a, b] given to a=x0 x1 . . . xn=b. Then

consider a point in [xi-1, xi], make the sum known as Riemann sum
i n

Sn f (i )( xi xi 1 ).
i 1

As we go for finer partitions so that (xi-xi-1) 0 and n , if the sequence Sn

converges (say to S) then we say the integral exists and write
i n

i 1

S lim Sn lim f (i )( xi xi 1 ) f ( x) dx.

n

Double Integrals Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Assume a region in 2 denoted as R = [a, b] [c, d], where the function f (x, y) is
defined such that a x b; c y d. We cover the region R by network of lines
parallel to x and y axes. The region R is now divided into small pieces of area A=
. We number them in some order A1, A2 , , An. We choose a point (xk, yk)
in each piece Ak and form the sum,
k n

Sn f ( xk , yk ) A k .

(1)

k 1

If f is continuous throughout R, then as we define the mesh width to make both

x and y goes to zero, the sum in (1) approaches a limit, say S, called the
double integral of f over R. Notation for the double integral is
k n

S lim Sn lim f ( xk , yk ) A k f ( x, y) dA f ( x, y) dxdy.

n

k 1

Double Integrals Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Consider a region R covered by a network of lines parallel to x and y axis

Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Properties of the double integrals:

kf ( x, y)dA k f ( x, y)dA, for any number k.

2. f ( x, y ) g ( x, y ) dA f ( x, y )dA g ( x, y )dA.
3. f ( x, y )dA 0 if f ( x, y ) 0 on R.
4. f ( x, y )dA g( x, y )dA if f ( x, y ) g ( x, y ) on
5. f ( x, y )dA f ( x, y )dA f ( x, y )dA where R

1.

R1

R2

R.
and R2 are non overlapping.

These rules are all similar to single variable integrals. Proofs follows from single
variable integrals. In single variable integral we get the area under the curve and
here in double integrals we get the volume enclosed under the surface over the
specified domain of integration.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Double integral as volume: When f(x,y) is positive, the double integral
of f over a rectangular region R gives the volume of the solid prism
bounded below by R and above the surface z=f(x,y). Thus we have:
Volume lim Sn

f ( x, y)dA.

Surface z=f(x,y)
Region of integration R

Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Evaluation of Double Integrals: Every double integral can be evaluated
in steps using single integral methods.
Explanation by an example: Suppose we wish to calculate the volume under the
plane z=4-x-y over the rectangular region R: 0 x 2, 0 y 1 in the xy-plane.
Considering the method of slicing with slices perpendicular to the x-axis, then the
volume is given by
x2

Volume

A( x)dx

(2)

x 0

When A(x) is the cross section area at x. For each value of we may calculate
y 2

A( x)

(4 x y)dy

(3)

y 0

In calculating A(x), x is held fixed and the integration takes place with respect to y.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Figure for this explanation:

Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Thus we get the volume from equations (2) and (3) as follows:
1
x2
x2
y 1

y2
7

Volume A( x)dx (4 x y)dy dx 4 y xy dx x dx 5.

2 0
2

x 0
x 0 y 0
x 0
x 0

x2

x2

We can write this integral as

2 1

Volume (4 x y )dydx.
0 0

The expression on the write is called the iterated integral or repeated

integral. The integral says that the volume is obtained by integrating the
function 4-x-y with respect to y form y=0 to y=1 holding x fixed, then
integrating the resulting expression in x with respect to x from x=0 to x=2.
This volume also can be obtained by slicing with planes perpendicular to yaxis, then the integral becomes
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

This volume also can be obtained by slicing with planes perpendicular to yaxis, then the integral becomes
y 1

y 1

y 1
y 1
x 2

x2
Volume A( y)dy (4 x y)dx dy 4 x xy dx 6 2 y dy 5.
2 0
y 0
y 0 x 0
y 0
y 0

1 2

Volume (4 x y )dxdy.

We can write this integral as

0 0

For the order of integration we have:

Fubins Theorem. If f(x,y) is continuous on the rectangular region R=[a, b][c, d],
then

d b

b d

c a

a c

f ( x, y) dA f( x, y)dxdy f( x, y)d ydx.

R

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

Problems: Calculate

f ( x, y) dA

for the following functions

3.

f(x, y) = 1-6x2y and R = 0 x 2, -1 y 1.

f(x, y) = y cos xy over the region R = 0 x , 0 y 1.
f(x, y) = sinh y cos xy over the region R = 0 x , 0 y 1.

4.

Evaluate

1.
2.

2
(
y

x
)dA where R is the region inside the square |x|+|y|=1.

5.

Evaluate the double integrals:

2 4 x2

2 2

(i)

2
y
2
sin xy dydx
0 x

(ii )

xe2 y
d ydx.
4 y
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Multiple Integrals (double integrals OVER NON RECTAMNGULAR REGIONS)

(Double Integrals over Bounded non-Rectangular regions)

Let R be a non rectangular region. We imagine R to be covered by a nonrectangular grid, we include in the partial sum only the small pieces of area A= x
y that entirely lie in within the region. We number the pieces in some order A1, A2
, , An. We choose an arbitrary point (xk, yk) in each piece Ak and form the sum,
i n

Sn f ( xk , yk ) A k .

(1)

i 1

As the mesh becomes increasingly fine we get the integral as

k n

S lim Sn lim f ( xk , yk ) A k lim f ( xk , yk ) A k f ( x, y) dA.

n

k 1

A0

k 1

The boundary of R is made from the graphs of a finite number of continuous functions of x
and/or y joined end to end. Double integral of continuous functions over non rectangular
regions have the same algebraic properties as integrals over rectangular regions.
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Multiple Integrals (double integrals OVER NON RECTAMNGULAR REGIONS)

(Double Integrals over Bounded non-Rectangular regions)

Evaluation of Integrals: Let R be a region bounded above and below by the

curves y=g1(x)(below) and y=g2(x)(above) and on the sides by the lines x=a and
x=b. Then by slicing we have

A( x)

y g2 ( x )

f ( x, y )dy.

y g1 ( x )

Then

b g2 ( x )

Volume A( x)dx

f ( x, y )dydx.

a g1 ( x )

Similarly: If R is bounded given by x=h1(y)(left side) and x=h2(y)(right side)

and on top and bottom by the lines y=c and y=d. Then we have
d

d h2 (y)

Volume A( y )dy
c

c h1 (y)

f ( x, y )dxdy.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Fubins Theorem for non Rectangular regions)

Fubins Theorem. If f(x,y) is continuous on the region R.

If R is given by a x b; g1(x) y g2(x), g1(x) and g2(x) are continuous
on [a, b], then
b g2 ( x )

f ( x, y)dA
R

f( x, y)dydx.

a g1 ( x )

If R is given by c y d; h1(y) x h2(y), h1(y) and h2(y) are continuous

on [c, d], then
We can write this integral as
d h2 (y)

f ( x, y)dA
R

f ( x, y )dxdy.

c h1 (y)

We do not prove this theorem.

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Examples on Double integrals for

non Rectangular regions)

Example. Find the volume of the prism whose base is the triangle in the xy-plane
bounded by the x-axis and the lines y=x and x=1 and whose top lies in the plane
z=f(x,y) = 3-x-y.
Solution: First we have plot the region of integration then we have to integrate to
have the desired volume.
The region R is given by 0 x 1; g1(x) is y=0 y y=x,

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Examples on Double integrals for non Rectangular regions)

Solution. For any x in (0,1), y varies from y=0 to y=1, thus

1 yx

3
x
2
V (3 x y )dydx (3 y xy y / 2)dx 3x
dx 1.
2
0 y 0
0
0
1

With reverse order of integration we have R is given by 0 y 1; h1(y) =

x h2(y) x=1, thus we have,
1 x 1

5
x2
3y2
V (3 x y )dxdy 3x xy dx 4 y
dy 1.
2 y
2
2
0 x y
0
0
1

Fubins theorem assures that a double integral can be calculated as an iterated integral
in either order of integration. Evaluation of one integral may be easier than the other.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Examples on Double integrals for non Rectangular regions)
Example. Calculate the double integral

sin x
R x dA, where the region R is given

by the triangle in the xy-plane bounded by x-axis, line y=x and the line x=1.
Solution. For any x in (0,1), y varies from y=0 to y=x, thus
1
y x sin x
sin x
V
dy dx

x
x
0 y 0
0

y dx sin x dx 1 cos1.
0
0
1

With reverse order of integration we have R is given by 0 y 1; h1(y) =

h2(y) x=1, thus we have,

1 x 1

sin x
dxdy ?

x
0 x y

One way we may have the solution where as the other way a very hard task.

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Procedure for finding the limits of integration)
Procedure for finding the limits of integration.
Suppose we have to evaluate

f ( x, y)dA, over a region R, integrating with respect

R

to y first then with respect to x, we follow:

Step 1: Sketch the region. With appropriate equations of the curves.
Step 2: For y-limits, imagine a line parallel to y in the increasing direction of y
passing through the region. This imaginary line enter through the curve is the
lower limit for y, and the line passing away through the curve from the region is
the upper limit of integration.
Step 3: x-limits: imagine the same line swaps the entire region the lower x-is x-

lower limit and x-higher is the x-upper limit.

Using these limits evaluate the integral.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Procedure for finding the limits of integration)
Procedure for finding the limits of integration. Suppose the region R is given as
in the picture, integrating with respect to y first then with respect to x, we follow:
Step 1: Sketch the region (first picture), Step 2: For y-limits(second picture), Step 3: xlimits (third picture): Step 4: Evaluation of the integral by using these limits.

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Procedure for finding the limits of integration)

Procedure for finding the limits of integration. Suppose we have to

evaluate f ( x, y)dA, over a region R, integrating with respect to x first then
R
with respect
to y, we follow:
Step 1: Sketch the region:
Step 2: For x-limits, imagine a line parallel to x in the increasing direction
of x passing through the region. This imaginary line enter through the
curve is the lower limit for x, and the line passing away through the curve
from the region is the upper limit of integration (the equations will be in
the form x=h(y)).
Step 3: y-limits: imagine the same line swaps the entire region the lower
y-is y-lower limit and y-higher is the y-upper limit.

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Examples on Double integrals for non Rectangular regions)

Problem. Sketch the region of integration for the integral

2 2x

(4 x 2)dydx
0 x2

And write the equivalent integral with the order of integration reversed.
Solution. Region of integration is given by x2 y 2x; 0 x 2 there fore
R is bounded by the curves y=x2, y=2x, x=0, x=2.
Thus with reverse order of integration we have R is given by 0 y 4;
x=y/2 x x=y, thus we have,
4

x=y

x=y/2

(4 x 2)dxdy.
0 y /2

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double integrals in Polar form)
In polar coordinates the natural shape is a polar rectangle whose sides have
constant r and . Suppose that a function f(r, ) is defined over a region R bounded
by the rays =, and
=
and by the continuous curves r=g1( ) and r=g2( ).
Suppose that 0 g1( ) g2( ) a for every value of between , and . Then R lies
in a fan shaped region Q defined by the inequalities 0 r a and .

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double integrals in Polar form)

We cover the region Q by circular arcs and rays. The arcs are cut from
circles centered at origin, with radii r, 2r, 3r, , m r, where r=r/m.
The rays are given by = , = + , = +2 , , = +m = , where
=( - )/m . The arcs and rays partition Q into small patches called polar
rectangles. We number the polar rectangles that lie entirely inside R, as
A1, A2 , , An. We take (rk, k) be the centre of the polar rectangle
whose area is Ak , then form the sum

k n

Sn f (rk , k ) A k .
k 1

If the function f(r, ) is continuous, then the limit of Sn exists and is called
the double integral of f over the region R and we have
k n

S lim Sn lim f (rk , k ) A k f (r , ) dA.

n

k 1

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double integrals in Polar form)
Now we have to write Ak in terms of r, and .
The radius of the inner arc bounding Ak is rk - r /2 and The radius of the outer arc
bounding Ak is rk + r /2 thus the area of the circulars sectors are given by
2

1
r
r

k
(inner)
2
2

1
r
r

k
(outer).
2
2

Thus area of Ak is given by

2

r
r
1
1
Ak rk
rk
rk r .
2
2
2
2
k n

Thus we have Sn f (rk , k ) rk r . From which it follows that the double integral
k 1
in polar form can be evaluated as repeated single integrations with respect to r and
as follows:
r g 2 ( )

f (r, ) dA
R

f (r, ) rdrd .

r g1 ( )

The integration has to be performed with r first and then with respect to .
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Procedure for finding the limits of integration)

f (r , )dA,
Procedure for finding the limits of integration. To Evaluate
R
over a region R in polar coordinates, with respect to r first and then
integrating with respect to , we follow:
Step 1: Sketch the region and label the bounding curves.
Step 2: For r-limits, imagine a ray L from origin passing through the
region in the direction of increasing r. This imaginary line enter through
the curve is the lower limit for r, and the line passing away through the
curve from the region is the upper limit of r.
Step 3: -limits: imagine the same line swaps the entire region the lower
-is -lower limit and -higher is the -upper limit.

Using these limits evaluate the integral.

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Procedure for finding the limits of integration)
Procedure for finding the limits of integration. Step 1: Sketch the region (first picture), Step
2: For r-limits(second picture), Step 3: -limits(third picture): Step 4: Evaluation of the integral by using
these limits.
/2

f (r, ) dA
R

r 2

f (r, ) rdrd .

/4 r 2 csc( )

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double integrals in Polar form)
Example: Find the limits of integration for integrating f(r, ) over the region R that
lies inside the cardiode r=1+ cos and outside the circle r=1.

Solution.
Step 1:
Step 2:
Step 3:
Step 4:

Sketch the region (label the curves),

For r-limits(Imagine line L through R),
-limits(sweeping of L):
Evaluation.

Thus the integral becomes

/2 r 1 cos

f (r, ) dA
R

/2

f (r, ) rdrd .

r 1

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double integrals in Polar form, FINDING AREA)
Area enclosed by a bounded region R is given by

rdrd .
R

Example: Find the area enclosed by the lemniscates r2=4 cos 2 .

Solution.
Step 1:
Step 2:
Step 3:
Step 4:

Sketch the region (see picture),

For r-limits(see picture),
-limits(see picture):
Evaluation.

Thus the area is given by the integral

/4 r 4cos 2

A rdrd 4
R

r 0

/4

rdrd 4
0

r 4cos 2

r2

2 r 0

/4

d 4 2cos 2 d 4 .
0

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Changing Cartesian into Polar integrals)
Procedure. We have
R f ( x, y) dxdy write x=r cos and y=r sin , replace dxdy by
rdrd . Supply polar limits of integration for the boundary of the region R (sketcing
the region and then thinking polar integral supply the limits). Thus we have

f ( x, y)dxdy f (r cos , r sin )rdrd .

R

1 1 x 2

Example: Write the integral

( x 2 y 2 )dydx.

in polar form.

Solution. The region R is given by 0 x 1; y=0 y y=(1-x2). Thus region R

in polar form is given by 0 r 1; and 0 /2.
Hence we have
1 1 x 2

/2 1

( x y )dydx (r 2 ) r drd
2

0 0

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Changing Cartesian into Polar integrals)
Problems. Sketch the region of integrations and evaluate:
ln8 ln y

3 2

1.

(a)

(4 y
0 0

2.

)dydx. (b)

e
0

x y

dxdy.

Find the volume of the region that lies under the surface f(x,y)=x2+y2 , over R, if R is given by the
triangular region with vertices (0,0), (1,0) and (0,1).
1

3.

Reverse the order of integration and evaluate in both the forms:

1 y 2

3 y dxdy.

0 1 y 2

4.

Find the volume of the region that lies under the paraboloid z=x2+y2 and above the
triangle enclosed by the lines y=x, x=0, and x+y=2 in the xy-plane.

5.

6.

Find the volume of the wedge cut from the first octant by the cylinder z=12 - 3y2
and the plane x+y=2.
Find the volume of the solid that is bounded on the front and back by the
planes x=/3, on the sides by the cylinders y = sec x, above by the cylinder
z=1+y2 and below by the xy-planes.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double integrals in Polar form)

Problems: 1.The usual way to evaluate the improper integralI e x dx

0
is first to calculate its square:
I2

e x dx
2

e y dy
2

e ( x

y2 )

dxdy.

Evaluating the last integral using polar coordinates solve the resulting
equation for I. Give the analytical justification of the correctness of the
result.
x
2et
2. Evaluate (using the above result)
dt.
lim erf ( x) lim
x
x

0
2

2. Evaluate the integral:

1
dxdy.
2
2 2
(1 x y )

32

Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Double integrals in Polar form)
Problems: 1. Evaluate the double integral
R e
Where the region R is given by, 4 x2+y2 25, x>0, y>0.

2( x 2 y 2 )

dxdy.

Solution. For evaluation of this integral we change it to polar integral.

Thus putting x=r cos , y=r sin and sketching in Cartesian, thinking from Cartesian as well as
polar view we get
Step 1: Sketch the region (label the curves),
Step 2: For r-limits(Imagine line L through R),
R-lower is r=2, r-upper is r=5
Step 3: -limits(sweeping of L, -lower, =0, -upper =/2 ):
Step 4: Evaluation.

e
R

2( x 2 y 2 )

Thus

/2 r 5

dxdy

e
rdrd
r 2
4
2r2

/2

2r2

1
d (e50 e8 )0 /2 (e50 e8 ).
2
4
8

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Substitution in Double integrals)
Suppose that a region G in uv-plane is transformed one-to-one into the region R in
the xy-plane by the equations of the form x=g(u,v), y=h(u, v).
We call R the image of G under the transformation and G the preimage of R. Any
function f(x, y) defined on R can be thought of as a function f(g(u,v) , h(u,v)) defined
on G as well. The integral of f(x, y) over R is related to the integral of f(g(u,v) ,
h(u,v)) over G as follows:

f ( x, y) dxdy f ( g (u, v), h(u, v)) J (u, v) dudv.

R

x
( x, y )
x, y
u

J (u , v) J

y
(u , v)
u, v
u

Where,

x
x y
y x
v

.
y
u v
u v
v

The Jacobians comes into picture because the area element dxdy is not exactly
dudv, but along with the absolute value of the Jacobian.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Substitution in Double integrals)
4

y /2 1

y /2

Example: Evaluate the integral

2x y
dxdy
2

by applying the transformation u= (2x-y)/2 , v= y/2, and integrating over an appropriate region
in the uv-plane.
Solution: Sketch the region and identify the boundaries. To find uv-region we have
x=u+v, y=2v, y=2x-2 u=1, y=2x u=0, y=4 v=2, y=0 v=0
x
u
J (u , v )
y
u

x
(u v )
v
u

y
(2v )
v
u

Thus we have applying

y /21

y /2

1
2

2.

f ( x, y) dxdy f ( g (u, v), h(u, v)) J (u, v) dudv.

R

(u v )
1
v

(2v )
0
v

2 1
2 1
2x y
dxdy uJ (u, v)dudv 2ududv 2.
0 0
0 0
2

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Substitution in Double integrals)
2
2
(x

y)
cos
( x y)dxdy

Example: Evaluate the integral

R
Where R is given by the rhombus with vertices at (,0), (2,), (,2) and (0,).
Solution: Applying the transformation u = y-x , v=x+y, and integrating over an
appropriate region in the uv-plane.
Sketch the region and identify the boundaries. To find uv-region we have
x=(v-u)/2, y=(v+u)/2, the region is enclosed by - u and v 3.
x
u
J (u , v )
y
u

x
1 / 2
v

1/ 2
y
v

1/ 2
1/ 2

1
.
2

Thus we have

1 3 2
V ( x y ) cos ( x y )dxdy u cos 2 vdudv
2
R
2

3
3

cos v dv
2

3
6

1 cos 2v dv

4
3

.
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Triple Integrals Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals in Rectangular Coordinates)

If f(x, y, z) is a function defined on a closed bounded region D in space (for example the
region occupied by a solid ball or a lump of clay), then the integral of f over D may be
defined in the following way.
We partition a rectangular region containing D into rectangular cells by planes parallel to the
coordinate planes. The region D is now divided into small cells of volume v= xyz. We
number them in some order v1, v2 , , vn. We choose a point (xk, yk , zk ) in each cell vk
and form the sum,
k n

Sn f ( xk , yk , zk )vk .

(1)

k 1

If f is continuous throughout D, and the bounding surfaces of D is made of smooth surfaces

joined along continuous curves then as xk, yk , and zk approaches zero independently
then the sum Sn approaches a limit and we have
k n

S lim Sn lim f ( xk , yk , zk )vk f ( x, y, z )dv.

n

k 1

This is called the triple integral of f over D.

37

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Cordinates)

Properties of the triple integrals:

1.

kf ( x, y, z )dv k f ( x, y, z )dv.
D

2. f ( x, y, z ) g ( x, y, z ) dv f ( x, y, z )dv g ( x, y, z )dv.
D

3.

f ( x, y, z)dv 0

if f ( x, y ) 0

on D.

4.

f ( x, y, z)dv g ( x, y, z)dv
D

5.

if f ( x, y, z ) g ( x, y, z ) on D.

f ( x, y, z)dv f ( x, y, z )dv+ f ( x, y, z)dv+

D

where D1 , D2 ,

D1

D2

+ f ( x, y, z )dv
Dn

, Dn , are finite number of non overlapping smooth surface partition of D.

These rules are all similar to single variable integrals. Proofs follows from single variable
integrals.
38

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Cordinates)

Volume of a region in space by Triple integral:
If f(x, y, z) is the constant function 1 (i.e. f(x,y,z)=1), then the sum Sn reduces to
k n

k n

k n

k 1

k 1

k 1

Sn f ( xk , yk , zk )vk 1.vk vk .
Thus we conclude that

Volume V dv.
D

Evaluation: by repeated single iterations: (Similar to double integrals)

Suppose we have to evaluate the triple integral

f ( x, y, z)dv,
D

First with respect to z, then y then x. We follow:

39

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Evaluation: by repeated single iterations: (Similar to double integrals)
Suppose we have to evaluate the triple integral

f ( x, y, z)dv,
D

Procedure for finding the limits of integration. (first z, then y, then x)

Step 1: Sketch the region D along with its shadow (vertical projection) in the xy-plane.
Label the lower and upper bounding surfaces of D and the upper and lower bounding
curves for the projected region R in xy-plane.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing
direction of z. This imaginary line M enter through the surface z=f1(x,y) (lower limit for z)
and leaves at surface z=f2(x,y) (upper limit of z).
For y-limit and x-limit we follow the procedure of double integral.
Step 3: y-limits: imagine a line L in xy-plane passing through the projected region R in the
increasing direction of y. As in double integral; this imaginary line enter through the
curve is the lower limit for y (y=g1(x)), and the line passing away through the curve
from the region is the upper limit for y (y=g2(x)), of integration.
Step 4: x-limits: imagine the same line L swaps the entire region R is the lower x-is x-lower
limit and x-higher is the x-upper limit. Then Evaluation of the integral.
40

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Cordinates)

Example for limits of integration.

41

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Evaluation: by repeated single iterations: (Similar to double integrals)
Suppose we have to evaluate the triple integral

f ( x, y, z)dv,

order(z, then y then x).

Once the limits are decided the integral can be written as

x b y g 2 ( x ) z f 2 ( x , y )

f ( x, y, z )dzdydx.

x a y g1 ( x ) z f1 ( x , y )

Note: After deciding the z-limits, we can choose to integrate with respect to x and then y.
Procedure remains same for finding the limits of integration. (first z, then x, then y)
Step 1: Sketch the region D along with its shadow (vertical projection) in the xy-plane. Label the lower and upper
bounding surfaces of D and the upper and lower bounding curves for the projected region R in xy-plane.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z. This imaginary
line M enter through the surface z=f1(x,y) (lower limit for z) and leaves at surface z=f2(x,y) (upper limit of z).
Step 3: x-limits: imagine a line L in xy-plane passing through the projected region R in the increasing direction of x. As in
double integral; this imaginary line enter through the curve is the lower limit for x(x=g1(y)), and the line passing
away through the curve from the region is the upper limit for x (x=g2(y)), of integration. The equation of the
bounding curves we get from the given function f(x,y,z) the integrand by taking z=0.
Step 4: y-limits: imagine the same line L swaps the entire region R is the lower y-is y-lower limit and y-higher is the yupper limit. Then Evaluation of the integral.
42

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Example: Find the volume of region D enclosed by the surfaces z=x2+3y2 and z=8-x2-y2 by evaluating
an appropriate triple integral.

Solution: The volume is given by

Volume

dzdydx.
D

To evaluate the integral (in the order z, y, x), we follow: See carefully the picture

43

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Example: Find the volume of region D enclosed by the surfaces z=x2+3y2 and z=8-x2-y2 by evaluating an appropriate
triple integral.

Solution: The volume is given by

Volume

dzdydx.
D

Step 1: Sketch the region D along with its shadow (vertical projection) in the xy-plane. Label the lower and upper
bounding surfaces of D and the upper and lower bounding curves for the projected region R in xy-plane.

Both the surfaces intersect on the elliptical cylinder z=x2+3y2=8-x2-y2 x2+2y2=4, the boundary of the region R
in the xy-plane. The projection of the region D on xy-plane is thus the ellipse with this equation.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z. This imaginary
line M enter through the surface z=f1(x,y)=x2+3y2 (lower limit for z) and leaves at surface z=f2(x,y)=8-x2-y2 (upper limit
of z).
Step 3: y-limits: imagine a line L in xy-plane passing through the projected region R in the increasing direction of y. As in
double integral; this imaginary line enter through the curve is the lower limit for y ( y=-((4-x2)/2) ), and the line
passing away through the curve from the region is the upper limit for y ( y=((4-x2)/2) ), of integration.
Step 4: x-limits: imagine the same line L swaps the entire region R is the lower x-is x-lower limit(x=-2) and x-higher is the
x-upper limit(x=2). Then Evaluation of the integral.
2
2
2
x 2 y (4 x )/2 z 8 x y

Volume

x 2 y (4 x 2 )/2 z x 2 3 y 2

2
x 2 y (4 x )/2

dzdydx

8 2 x

4 y 2 dydx.

x 2 y (4 x 2 )/2

44

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Example: Find the volume of region D enclosed by the surfaces z=x2+3y2 and z=8-x2-y2 by evaluating an
appropriate triple integral.

Volume

Solution: The volume is given by

dzdydx.
D

2
2
2
x 2 y (4 x )/2 z 8 x y

Volume

2
x 2 y (4 x )/2

dzdydx

x 2 y (4 x 2 )/2 z x 2 3 y 2
x2

(8 2 x ) y 4 y
2

x 2

/3

(4 x 2 )/2

8 2 x 2 4 y 2 dydx

x 2 y (4 x 2 )/2

4 2
dx
3
(4 x 2 )/2

x2

4 2x
2

3/2

dx 8 2 .

x 2

45

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Example: Set up the limits of integration for evaluating the triple integral of a function
f(x,y,z) over the tetrahedron D with vertices (0,0,0), (1,1,0), (0,1,1) , (0,1,0).

Solution: Sketch the region D and its projection R in xy-plane(as shown in the picture):

Step1: Line M enters at

y=x+z. Leaves at y=1.
Step 2: Line L enters at z0 and leaves at z=1-x.
Step 3: x-values from 0
to1. Thus the integral is:

x 1 z 1 x y 1

f ( x, y, z ) dydzdx.

x 0 z 0 y x z

46

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Example: Find the volume of the ellipsoid
By setting a triple integral.

Solution: The integral is given by:

x2 y 2 z 2
2 2 1.
2
a
b
c

Plan: Sketch the ellipsoid. Then if we are finding the volume of the positive octant of the given ellipsoid
then multiplying by eight we are getting the volume of the ellipsoid. Thus aim is to determine the
volume of the ellipsoid lying I the positive octant.
Step 1: Sketch the region D along with its shadow (vertical projection) in the xy-plane. Label the lower
and upper bounding surfaces of D and the upper and lower bounding curves for the projected region
R in xy-plane.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z.
This imaginary line M enter through the surface z=f1(x,y)=0 (lower limit for z) and leaves at surface
z=f2(x,y)=c(1-x2-/a2-y2/b2) (upper limit of z).
Step 3: y-limits: imagine a line L in xy-plane passing through the projected region R in the increasing
direction of y. As in double integral; this imaginary line enter through the curve is the lower limit
for y (y=0), and the line passing away through the curve from the region is the upper limit for y (
y=b((1-x2/a2) ), of integration.
Step 4: x-limits: imagine the same line L swaps the entire region R is the lower x-is x-lower limit(x=0) and
x-higher is the x-upper limit(x=a). Then Evaluation of the integral.
47

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Example: Find the volume of the ellipsoid
By setting a triple integral.

Solution: Thus we have

x2 y 2 z 2
2 2 1.
2
a
b
c

2
2
2
2
2
2
x a y b 1 x / a z c 1 x / a y / b

V 8

x 0

y 0

2
2
x a y b 1 x / a

dzdydx 8c

z 0

x 0

1 x 2 / a 2 y 2 / b 2 dydx.

y 0

2
2
x a y b 1 x / a

8c

x 0

1 x 2 / a 2 y 2 / b 2 dydx

y 0

xa
8c y 1 x 2 / a 2 y 2 / b 2 b 2 (1 x 2 / a 2 )
y

sin 1
2
2
b x0
2
2

b
1
x
/
a

x2
2 bc 1 2
a
0
a

4 abc
dx

b 1 x 2 / a 2

dx

48

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Triple Integrals over Rectangular Coordinates)

Problems:
1.

2.

Find the volume bounded by the cylinder x2+y2=4 and the planes y+z=4 and
z=0. (16)
Evaluate the following triple integral, where V is the closed region bounded by
the cylinder z=4-x2 and the planes x=0, y=0, y=2, and z=0. (Ans: 80/3).

(2 x y) dxdydz.
V

3. The region that lies inside the cardioid r=1+cos and outside the circle r=1 is
the base of a solid right cylinder. The top of the cylinder lies in the plane z=x.
Find the volume of the cylinder.
4. What domain D in space minimizes the value of the integral.

Give reasons for your answer.

2
2
2
(4
x

4
y

z
4) dV .

5. Find the volume of the wedge cut from the cylinder x2+y2=1 by the planes z=y and z=0.
49

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Curvilinear Coordinate Systems)

We are well acquainted with Cartesian Coordinate system. With this we are also acquainted with Polar
Coordinates for two dimensions. Now we study two more:
1.
2.

Cylindrical Coordinate system (equations of cylinders are simpler in this system).

Spherical Coordinate system (equations of spheres and cones are simpler in this
system).

Cylindrical Coordinates: (We obtain the cylindrical coordinates by combining the polar coordinates to
the xy-plane with the usual z-axis).
Definition: Cylindrical coordinates represent a point in space by ordered triples (r, , z). In

which r, , are polar coordinates of the vertical projection of P on the xy-plane. z is the
rectangular vertical coordinate.

Relation between Cartesian (x,y,z) and cylindrical coordinates.

x=r cos

, y=r sin

, z=z, and r2=x2+y2, tan =y/x.

Advantages of Cylindrical Coordinates:

1.

In cylindrical Coordinates r=a, describes an entire cylinder about the z-axis.

2.

r=0, describes the z-axis.

3.

4.

An equation = 0 describes the plane that contains the z-axis and makes an angle 0 with the xaxis.
An equation z = z0 represents a plane perpendicular to the z-axis.

50

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Curvilinear Coordinate Systems)

Spherical Coordinates:
Definition. Spherical coordinates represent a point in space by the ordered triples (, , ). In

which is the distance from P to the origin. is the angle OP makes with the positive zaxis. (0 ). is the angle from cylindrical coordinates. OP polar coordinates of the
vertical projection of P on the xy-plane. z is the rectangular vertical coordinate.

Advantages of Spherical Coordinates:

1.
2.
3.

4.

In spherical Coordinates =a, describes a sphere of radius a centered at origin.

=0, describes the z-axis.
An equation = 0 describes a single cone, whose vertex lies at origin and whose axis lies along zaxis.
An equation = /2 represents the xy-plane. > /2 the cone, that opens downwards.

Relation between Cartesian (x, y, z) and spherical coordinates.

r sin ,

x r cos sin cos

z cos ,

y r sin sin sin .

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Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Curvilinear Coordinate Systems)

Pictures of Spherical Coordinates and Cylindrical Coordinates :

Cylindrical Coordinates

Spherical Coordinates
52

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Curvilinear Coordinate Systems)

Problems on Spherical Coordinates and Cylindrical Coordinates :
1.

Find a spherical coordinate equation for the sphere x2+y2+(z-1)2=1.

2.

Find a spherical coordinate equation for the cone z=(x2+y2).

3.

4.

Describe the set of points whose cylindrical coordinates satisfy, (i) r=-2 sin , (ii) r=1+ sin
.
Describe the set of points whose spherical coordinates satisfy, (i) =1- cos , (ii) =1+
cos .

5.

Find an equation for the circular cylinder 4x2+4y2 =4 in cylindrical coordinates.

6.

Find an equation for the cylinder x2+(y-3)2 =9 in cylindrical coordinates.

53

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Curvilinear Coordinate Systems)

Relations on Cartesian Coordinates, Spherical Coordinates and Cylindrical Coordinates :
Relation between Cartesian (x, y, z) and spherical coordinates.

x r cos , y r sin , z z
r x y ,
2

y
tan ,
x

J ( z , r , ) r.

Relation between Cartesian (x, y, z) and spherical coordinates.

r sin ,

x r cos sin cos

z cos ,

y r sin sin sin ,

x 2 y 2 z 2 r 2 z 2 J ( , , ) 2 sin .
Xyzfwabcdefghxyz

54

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Triple Integrals (Cylindrical and Spherical Coordinates)

Example: Set up the limits of integration in cylindrical coordinates for integrating a function

f(r, , z) over the region D bounded below by the plane z=0, laterally by the circular
cylinder x2+(y-1)2 =1, and above by the paraboloid z=x2+y2 .
Solution: The integral is given by:
Step 1: Sketch the region D, follow the picture.
Step 2: For z-limits, imagine a line M parallel to zaxis passing through D in the increasing direction
of z. This imaginary line M enter through the surface
z=f1(x,y)= 0 (lower limit for z) and leaves at surface
z=f2(x,y)=x2+y2 (upper limit of z) z=r2 .
Step 3: y-limits: imagine a line L in xy-plane passing
through the projected region R. As in double
integral in polar coordinates set the limit; this
imaginary line enter through the curve is the lower
limit for r=0, and the line passing away through the
curve from the region is the upper limit, r= 2 sin .
Step 4: -limits: imagine the same line L swaps the
entire region R. lower is -lower limit (= 0) and higher is the -upper limit (= ). Thus

r 2sin z r 2

f (r, , z)dV
D

r 0

z 0

dzrdrd .

55

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Triple Integrals (Cylindrical Coordinates)

How to integrate in Cylindrical coordinates: To evaluate

f (r, , z)dV
D

Over a region D in cylindrical spherical coordinates in the order first z, then r, then , follow
Step 1: Sketch the region D along with its shadow (vertical projection) R in the xy-plane. Label the
surfaces that bound D.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z.
This imaginary line M enter through the surface z=f1(x,y) (lower limit for z) and leaves at surface
z=f2(x,y) (upper limit of z).
Step 3: For r-limits, imagine a ray L from origin passing through the region R in the direction of
increasing r. This imaginary line enter through the curve is the lower limit for r, and the line passing
away through the curve from the region is the upper limit of r.
Step 4: -limits: imagine the same line swaps the entire region R the lower -is -lower limit and higher is the -upper limit. Then evaluation of the integral

V f (r , , z ) d V
D

r h2 ( ) g 2 ( r , )

f (r , , z )dzrdrd .

r h1 ( ) z g1 ( r , )

56

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Triple Integrals (Cylindrical Coordinates)

V f (r , , z ) d V
D

r h2 ( ) g 2 ( r , )

r h1 ( ) z g1 ( r , )

f (r, , z)dV
D

f (r , , z )dzrdrd .
57

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Triple Integrals (Spherical Coordinates)

How to integrate in Spherical coordinates: To evaluate

f ( , , )dV
D

Over a region D in spherical coordinates in the order first , then , then , follow
Step 1: Sketch the region D along with its shadow (vertical projection) in the xy-plane. Label the
surfaces that bound D.
Step 2: For -limits of integration, imagine a line M from the origin making an angle with the positive
z-axis passing through D in the increasing direction of . This imaginary line M enter D through the
surface =g1(, ) (lower limit for ) and leaves at surface =g2(, ) (upper limit of ).
Step 3: -limits: for a given imagine the line M makes the angle minimum (say, minimum = 1) to
maximum (say, maximum = 2). These are the limits of integration.
Step 4: -limits: imagine the line L swaps the entire projected region R in the xy-plane , minimum is
the lower -lower limit( = 1) and -higher is the -upper limit( = 2). Then Evaluation of the
integral. , ,

V f ( , , ) d V
D

2 2 g2 ( , )

f ( , , ) 2 sin d d d .

g1 ( , )

58

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Triple Integrals (Spherical Coordinates)

Over a region D in spherical coordinates in the
order first , then , then , follow
Step 1: Sketch the region D along with its shadow
(vertical projection) in the xy-plane. Label the
surfaces that bound D.
Step 2: For -limits of integration, imagine a line M from
the origin making an angle with the positive zaxis passing through D in the increasing direction of
. This imaginary line M enter D through the
surface =g1(, ) (lower limit for ) and leaves at
surface =g2(, ) (upper limit of ).
Step 3: -limits: for a given imagine the line M makes
the angle minimum (say, minimum = 1) to
maximum (say, maximum = 2). These are the
limits of integration.
Step 4: -limits: imagine the line L swaps the entire
projected region R in the xy-plane , minimum is
the lower -lower limit( = 1) and -higher is the upper limit( = 2).
Then Evaluation of the
integral. , ,

V f ( , , ) dv
D

2 2 g2 ( , )

g ( , )

f ( , , ) 2 sin d d d .
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Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Triple Integrals (Spherical Coordinates)

Example: Find the volume of the upper region D cut from the solid sphere 1 by the cone
= /3.
f ( , , )dV
Solution: We take f=1, and evaluate the triple integral
D
Over a region D in spherical coordinates(the order is , then , then )

Step 1: Sketch the region D along with its shadow (vertical

projection) in the xy-plane. Label the surfaces that bound D.
Step 2: For -limits of integration, imagine a line M from the origin
making an angle with the positive z-axis passing through D in
the increasing direction of . This imaginary line M enter D through
the surface =g1(, )=0 (lower limit for ) and leaves at surface
=g2(, )=1 (upper limit of ).
Step 3: -limits: for a given imagine the line M makes the angle
minimum (say, minimum = 1=0) to maximum (say, maximum =
2)= /3. These are the limits of integration.
Step 4: -limits: imagine the line L swaps the entire projected
region R in the xy-plane , minimum is the lower -lower limit( =
1=0) and -higher is the -upper limit( = 2= 2. Then Evaluation
of the integral. Thus

V f ( , , ) dv
D

2 /3 1

1 2 sin d d d

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Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar

Triple Integrals (Problems on Cylindrical and Spherical Coordinates)

1. Evaluate the following cylindrical coordinate integrals. (Order may be different)
2 1

1.

2r 2

0 0

2.

4 r 2 2

r 2

3.

dzrdrd ,

2 1 1/2

(r 2 sin 2 z 2 )dzrdrd ,

0 0 1/2

(r sin 1) r d dzdr,
0

z 2

4.

(r sin 1) r d drdz.

0 0 0

2. Evaluate the following Spherical coordinate integrals . (Order may be different)

2sin

1.
0 0

2.

2 0 /2

3.

2 sin d d d ,

2 /4 2

0 /4

3 sin 2 d d d ,

2
(

cos

sin d d d ,

0 0

/2 /2

4.

5 4 sin 3 d d d .

/6 /2 csc

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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Substitution in Triple integrals)
Suppose that a region G in uvw-space is transformed one-to-one into the region D
in the xyz-space by the equations of the form x=g(u, v, w), y=h(u, v, w), z=k(u, v, w).
Any function f(x, y, z) defined on D can be thought of as a function f(g(u,v,w) , h(u, v,
w), k(u, v, w))=H(u, v, w) defined on G. If g, h and k have continuous first partial
derivatives, then the integral of f(x, y, z) over D is related to the integral of H(u, v, w)
over G as follows:

f ( x, y, z) dxdydz H (u, v, w) J (u, v, w) dudvdw.

D

x
u
( x, y , z)
y
x, y , z
J (u , v, w) J

(u , v, w)
u
u , v, w
z
u

Where,

x
v
y
v
z
v

x
w
y
.
w
z
w

The Jacobians comes into picture because the area element dxdydz is not exactly
dudvdw, but along with the Jacobian.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Substitution in Triple integrals)
From Cartesian to Cylindrical coordinates the Jacobian is given as follows:
x r cos , y r sin , z z gives
cos
r sin
0
( x, y , z)
x, y , z
0 r.

sin
J (r, , z) J
r cos

,
,
z
(r,
,
z)

From Cartesian to Spherical coordinates the Jacobian is given as follows:

x sin cos , y sin sin , z cos
gives
x, y , z
( x, y , z)

J ( , , ) J

( , , )
, ,
sin sin
sin sin
sin cos
sin sin
cos

cos sin
sin

sin cos 2 sin .

0

Thus the volume element dxdydz is replaced by the corresponding volume elements
with the respective absolute value of the Jacobians |J(u,v,w)|dudvdw.
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Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Substitution in Double integrals)
3

Example: Evaluate the integral

y / 2 1
y/2

2x y z
dxdydz,

2
3

by applying the transformation u= (2x-y)/2 , v= y/2, w=z/3 and integrating over an appropriate
region in the uvw-plane.
Solution: Sketch the region and identify the boundaries. To find uvw-region we have
x=u+v, y=2v, y=2x-2, z=3w x=y/2+1 u=1, y=2x u=0, y=4 v=2, y=0 v=0, z=0,
w=0, z=3, w=1. And
J (u , v, w)

Thus we have applying

x
u
y
u
z
u

x
v
y
v
z
v

y /2 1

y /2

0 0

0 6.

1 2 1
2x y z

dxdydz
u w | J (u, v, w) | dudvdw

0
0
0
3
2

6 u w dudvdw
2

f ( x, y, z) dxdydz H (u, v, w) J (u, v, w) dudvdw.

D

x
w
y
w
z
w

12.
64

Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar

Multiple integrals (Substitution in Triple integrals)
Problem: Evaluate the integral

xyz dxdydz,
D

x2
y2
z2

2 1.
a2
b2
c

Over the solid ellipsoid

Then by applying the transformation x=au, y=bv, and z=cw, and integrating over an
appropriate region evaluate the same integral in the uvw-space.
Problem: Let D be the region in xyz-space given by the inequalities
1 x 2, 0 xy 2, 0 z 1.
Then evaluate the following integral by applying the transformation u=x, v=xy,
w=3z.
2
x
y 3xyz dxdydz.
D

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Mathematics-1 IIT Bhubaneswar

Directional Derivative ( z=(x, y), Gradient and Calculation)

The line x=x0+su1 , y=y0+su2 through p0(x0, y0) parametrized with the arclength
parameter s increasing in the direction of the unit vector u = u1i + u2j. Then
f
df
f dx f dy f
.
u

. u2
1



ds
x
ds
y
ds
x

u , p0 p0
p0
p0
y p0
f
f
i
x p0 y p0

j .u1i u2 j .

= gradient of f at p0 dot product direction of u.

Definition: The gradient vector (gradient) of (x,y) at a point p0(x0,y0) is
the vector
= /x i + /y j
obtained by evaluating the partial
derivative of at p0.
f
f
The operator is the notation for the gradient.
f i
j

We can summarize these things as the following theorem:

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Mathematics-1 IIT Bhubaneswar

Directional Derivative ( z=(x, y), Gradient and Calculation)

Theorem: If the partial derivatives of (x,y) at a point p0(x0,y0) are defined then
the directional derivative along a unit vector u is the dot product of the gradient
vector = /x i + /y j with the unit vector u= = u1i + u2j.
Mathematically :

f
f
df
.
f
u
i

p0



ds u , p0
x p0 y p0

j .u1i u2 j .

Example: Find the directional derivative of f(x,y) = xey+cos (xy) at the point (2,0) in
the direction of A= 3i-4j.
3i 4 j
3
4
A
u

j.
Solution: The direction of the vector A is
The
2
2
| A|
5
5
3

4
f
f
gradient is
f
i
j e y y sin( xy ) i xe y x sin( xy ) .
x

Thus the directional derivative is given by

df
3 4

f
.
u

2
j
.

i

(2,0)
ds
u , p0
5 5

j 1.

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Calculus of Several Variables

Properties of directional derivative

Evaluating the dot product we have Du = .u = u| cos= cos
This formula reveals the following properties:
1.

2.

3.

The function increases most rapidly when cos = 1,or when u is the direction of
.That is, at each point p in its domain , increases most rapidly in the direction of the
gradient vector at p. The derivative in this direction is Du = cos(0) = .

Similarly, decreases most rapidly in the direction of -.The derivative in this

direction is Du = cos() = -.
Any direction u orthogonal to the gradient is a direction of zero change in
because then equals /2 and Du = cos(/2 ) = .0 = 0.

This directional derivative is similar for three variable case.

Example 1: Find the directions in which f(x,y) = x2 /2 + y2/2 (i) increases most rapidly (ii)
decreases most rapidly (iii) directions of zero change in f at the point (1,1) and (2, 0).
Example 2: Find the directional derivative of f(x,y,z) = x3 -xy2-z at the point p0(1,1,0) in the
direction of A=2i-3j+6k. Find the direction in which f changes most rapidly and calculate
the rate of change in that direction.

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Syllabus of Mathematics-1 IIT Bhubaneswar

Gradient, Divergence, Curl

(Scalar and Vector point Functions)

Definition: The gradient vector (gradient) of (x,y,z) at a point

p0(x0,y0 ,z0) is the vector
= /x i + /y j+ /zk
obtained
by evaluating the partial derivatives of at p0.

The operator is the notation for the gradient. f

f
f
f
i
j k.
x y
z

Gradient is a vector function from the scalar valued function f(x,y,z).

Definition(Divergence): The divergence of a continuously differentiable vector
point function F=i+j+ k is denoted by Div F and is defined as

div F .F i
j k . i j k
.

z
x y z
x y
Divergence is a scalar valued function of a vector valued function, obtained by
evaluating the partial derivatives of component functions of F.
Xyzfwabcdefghxyz

69

Syllabus of Mathematics-1 IIT Bhubaneswar

Gradient, Divergence, Curle

(Scalar and Vector point Functions)

Definition(Curl): The curl of a continuously differentiable vector point

function F=i+j+ k is denoted by Div F and is defined as

curl F F i
j k i j k
z
x y
i

i
k.
j
z y z z x
x y

Curl is vector valued function of a vector function. These three function play
an important role in practical problems.

Xyzfwabcdefghxyz *

70

DOUBLE AND TRIPLE INTEGRALS

========================

The End
Thank You
========================

71

Mathematics The Gem of all Sciences

========================

As are the crests on the heads of peacocks,

As are the gems on the hoods of cobras,
So is mathematics,

at the top of all sciences.

Yajurveda
72