Introduction to Multiple Integrals

Chapters 5.1–5.2 and parts of 5.3–5.5

Prof. Tesler

Math 20C
Fall 2018

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 1 / 26
Indefinite integrals with multiple variables

Consider Z ax
e
eax dx = +C
a
In the input,
dx says x is the integration variable.
a is constant.
In the result, C is a constant (does not depend on x).
Applying d/dx to the result gives back the integrand:
 ax 
d e
+ C = eax
dx a

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 2 / 26
Indefinite integrals with multiple variables
Let x, y, z be variables, and consider
Z
z2
(2xy + z) dz = 2xyz + + C(x, y)
2
In the input:
dz says z is the integration variable.
x, y are treated as constants while doing the integral.
In the result:
The integration “constant” does not depend on the integration
variable z, but it might depend on the other variables x, y!
So it’s a function, C(x, y).
Applying ∂/∂z to the result gives back the integrand:
2
 
∂ z
2xyz + + C(x, y) = 2xy + z
∂z 2
∂
Note ∂z C(x, y) = 0 for all functions of x and y.
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 3 / 26
Definite integrals with multiple variables

Zb  2
z=b
z 
(2xy + z)dz = 2xyz +
a 2 z=a
As a definite integral:
The limits a, b may depend on the other variables, x and y.
Specify limits as z = a and z = b instead of just a and b:
 2
b
z 
Don’t do this: 2xyz +
2 a

This is ambiguous; it doesn’t say which of x, y, or z is the variable

to set equal to a and to b.
No need for the integration constant; it will cancel upon
subtracting the antiderivatives at the two limits.

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 4 / 26
Definite integrals with multiple variables
Method 1: Antiderivative at upper limit minus at lower limit
Z x+y  2
z=x+y
z 
(2xy + z)dz = 2xyz +
0 2 z=0
2 2
   
(x + y) 0
= 2xy(x + y) + − 2xy(0) +
2 2
(x + y)2
= 2xy(x + y) +
2
Method 2: Subtract term-by-term
Z x+y  2
z=x+y
z 
(2xy + z)dz = 2xyz +
0 2 z=0
(x + y)2 − 02
= 2xy((x + y) − 0) +
2
(x + y)2
= 2xy(x + y) +
2
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 5 / 26
Iterated integrals
This is a triple integral:
Z 1 Z 2x Z x+y
2xy dz dy dx
0 x 0

Group it like this, with parentheses:

Z 1 Z 2x Z x+y  !
2xy dz dy dx
0 x 0
R
Match up integral signs and differentials (like dx) inside-to-out,
not left-to-right:
Inside integral: z goes from 0 to x + y
Middle integral: y goes from x to 2x
Outside integral: x goes from 0 to 1.
The limits for each variable can only depend on variables that are
farther outside than they are:
Z b Z g2 (x) Z h2 (x,y)
f (x, y, z) dz dy dx
a g1 (x) h1 (x,y)
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 6 / 26
Iterated integrals

Z 1 Z 2x Z x+y
I= 2xy dz dy dx
0 x 0

Evaluate the inside integral:

Z x+y
2xy dz = (2xyz)|z=x+y
z=0 = 2xy((x + y) − 0) = 2xy(x + y)
0

Replace the inside integral by what it evaluates to:

Z 1 Z 2x
I= 2xy(x + y) dy dx
0 x

Now it’s a double integral.

Iterate! There’s a new inside integral; repeat this until all integrals
are evaluated.

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 7 / 26
Iterated integrals
Z 1 Z 2x Z x+y Z 1 Z 2x
I= 2xy dz dy dx = 2xy(x + y) dy dx
0 x 0 0 x

Iterate! The new inside integral is:

Z 2x Z 2x
2xy(x + y) dy = (2x2 y + 2xy2 ) dy
x x
 3
y=2x
2 2 2xy 
= x y +
3 y=x
2x((2x) 3 − x3 )
= x2 ((2x)2 − x2 ) +
3
2 2 2x(7x3 ) 4 14x4 23x4
= x (3x ) + = 3x + =
3 3 3
R1 23x4
Replace the inside integral by its evaluation: I = 0 3 dx

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 8 / 26
Iterated integrals

Z 1 Z 2x Z x+y Z1
23x4
I= 2xy dz dy dx = · · · = dx
0 x 0 0 3

Now it’s down to a single integral.

Finally,
5
x=1
23x  23(15 − 05 ) 23
I=  = =
15 x=0 15 15
Going back to the original problem:
Z 1 Z 2x Z x+y
23
2xy dz dy dx =
0 x 0 15

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 9 / 26
Rectangle D = [0, 2] × [1, 3]
y D = [0, 2] × [1, 3] is the filled-in rectangle in
the xy plane with
0 6 x 6 2 and 1 6 y 6 3.

Our book often uses R for rectangle and D

x for any 2-dimensional shape.

This is called the Cartesian product. In set notation:

D = [0, 2] × [1, 3]
= { (x, y) : 0 6 x 6 2 and 1 6 y 6 3 }
= { (x, y) | 0 6 x 6 2 and 1 6 y 6 3 }
In set notation, some books use a colon : and others use a bar |

B = [a, b] × [c, d] × [e, f ] is a filled-in box in 3D:

B = { (x, y, z) : a 6 x 6 b, c 6 y 6 d, and e 6 z 6 f } .

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 10 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]

(2,1,5) z (2,3,5)
The coordinates on the plane z = 2x + 1
above the corners of the rectangle D are z=2x+1

(x, y) z (0,1,1) (0,3,1)

(0, 1) 1
(0,1,0) (0,3,0)
(0, 3) 1 y
(2, 1) 5 D
x
(2, 3) 5
(2,1,0) (2,3,0)

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 11 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: split into pieces with known volumes

(2,1,5) z (2,3,5)

(0,1,1) (0,3,1)

(0,3,0)
y
(2,3,1)
x
(2,1,0) (2,3,0)

The plane z = 1 splits the volume into two parts:

Bottom: box 2·2·1= 4

Top: half a box (2 · 2 · 4)/2 = 8
Total: 12

If x, y, z are in cm, this is 12 cm3 .

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 12 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: dA = dy dx

dx
y
dy

x
Split up D by making a grid with closely spaced horizontal lines
and closely spaced vertical lines.
dA is differential area. It can be dA = dx dy or dA = dy dx.

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 13 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: dA = dy dx

Let D be a region in the xy plane and let f (x, y) > 0 on D.

Volume above patch at (x, y) and below z = f (x, y) is

(height)(differential area) = f (x, y) dA
ZZ
f (x, y) dA is the volume above D and below z = f (x, y).
D

For our current example,

ZZ
(2x + 1) dA = 12
D
Use parentheses around 2x + 1, since it’s multiplied by dA.
ZZ
Do not write it as 2x + 1dA
D
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 14 / 26
Volume under z = f (x, y) and above region D
Cavalieri’s Principle

(2,1,5) z (2,3,5)
Let E be a 3D region.
Let a 6 x 6 b be the range of x in E.
(0,3,1)
Slice E at many values of x;
(0,3,0)
y e.g., set ∆x = (b − a)/n,
slice E at x = a, a + ∆x, a + 2∆x, . . . , b,
x
(2,1,0) (2,3,0)
and let n → ∞.

The infinitesimal cross-section at x = x0 (called an x-slice) has

area A(x0 ), thickness dx, and volume A(x0 ) dx.
The total volume of E is
RR Rb Rb
V = f (x, y) dA = a (area of cross-section at x) dx = a A(x) dx
D

This can also be done with y or z cross-sections.

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 15 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: dA = dy dx

(2,1,5) z (2,3,5)

(0,3,1)

(0,3,0)
y
x
(2,1,0) (2,3,0)

First, dA = dy dx. Set up the integral with x, y limits coming from D:

ZZ Z2 Z3
(2x + 1) dA = (2x + 1) dy dx
0 1
D

The slice
R3 at x has infinitesimal thickness
R3 dx,
area 1 (2x + 1) dy, and volume ( 1 (2x + 1) dy)dx.
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 16 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: dA = dy dx

(2,1,5) z (2,3,5)

ZZ Z2 Z3
(0,3,1)
(2x+1) dA = (2x+1) dy dx
(0,3,0) 0 1
y D

x
(2,1,0) (2,3,0)
Inside:
Z3 y=3
(2x + 1)dy = (2x + 1)y = (2x + 1)(3 − 1) = 2(2x + 1)

1 y=1

Outside:
Z2
x=2
2(2x + 1) dx = 2(x + x)x=0 = 2((22 − 02 ) + (2 − 0))
2
0
= 2(4 + 2) = 12
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 17 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: dA = dx dy

(2,1,5) z (2,3,5)

(0,3,1)

(0,3,0)
y
x
(2,1,0) (2,3,0)

Next, dA = dx dy. Set up the integral with x, y limits coming from D:

ZZ Z3 Z2
(2x + 1) dA = (2x + 1)dx dy
1 0
D

The slice
R2 at y has infinitesimal thickness
R2 dy,
area 0 (2x + 1) dx, and volume ( 0 (2x + 1) dx)dy.
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 18 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: dA = dx dy

(2,1,5) z (2,3,5)

ZZ Z3 Z2
(0,3,1)
(2x+1) dA = (2x+1) dx dy
(0,3,0) 1 0
y D

x
(2,1,0) (2,3,0)
Inside:
Z2 x=2
(2x + 1)dx = (x2 + x) = (22 − 02 ) + (2 − 0) = 6

0 x=0

Outside:
Z3
6 dy = 6y|y=3
y=1 = 6(3 − 1) = 12
1

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 19 / 26
Fubini’s Theorem

Let f (x, y) be a continuous function on a rectangle R = [a, b] × [c, d].

Then ZZ Z Z Z Z
b d d b
f (x, y) dA = f (x, y) dy dx = f (x, y) dx dy
a c c a
D

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 20 / 26
Separation of Variables
Consider a double integral in this format:
Zb Zd
f (x)g(y) dy dx
a c
Since the inside integral is over y, we can factor f (x) out from it:
Zb Z d 
= f (x) g(y) dy dx
a c

The y integral has no x, so it’s constant for the x integral; factor it

out:
Z b  Z d 
= f (x) dx g(y) dy
a c

In the same way,

Zd Zb Z b  Z d 
f (x)g(y) dx dy = f (x) dx g(y) dy
c a a c

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 21 / 26
Volume under z = 2x + 1 and above rectangle D = [0, 2] × [1, 3]
Method: Separation of Variables

2x + 1 factors as (2x + 1) · (1), so

Z2 Z3 Z 2  Z 3 
(2x + 1) dy dx = (2x + 1)dx dy = 6 · 2 = 12
0 1 0 1

since
Z2 x=2
(2x + 1)dx = (x2 + x) = (22 − 02 ) + (2 − 0) = 6

0 x=0
Z3 y=3
dy = y = 3 − 1 = 2.

1 y=1

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 22 / 26
Average height

The average of numbers x1 , x2 , . . . , xn is

x1 + · · · + xn
µ=
n
and it satisfies
x1 + · · · + xn = nµ = µ + · · · + µ
| {z } | {z }
n terms n terms
In the same way, the
ZZ average µ ZZ
of f (x, y) on ZZ
region D satisfies
f (x, y) dA = µ dA = µ dA
D D D
so RR
f (x, y) dA
Volume between D and z = f (x, y)
µ= D
RR =
dA Area of D
D
RR
dA sums up differential area patches over D,
D
giving the total area of D.

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 23 / 26
Average height

In our example, the average of 2x + 1 over D = [0, 2] × [1, 3] is

RR
(2x + 1) dA
D 12 cm3
= 2
= 3 cm .
Area(D) 4 cm

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 24 / 26
Mean Value Theorem

Mean Value Theorem

If f is continuous on region D and if D is bounded, closed, and
connected, then there is a point P in D with f (P) = µ (the mean value).

The mean value is a technical term for the average value.

In our example f (x, y) = 2x + 1 over the rectangle D = [0, 2] × [1, 3],
the mean is µ = 3.
Solving f (x, y) = µ gives 2x + 1 = 3, so x = (3 − 1)/2 = 1.
Within D, all points on the line segment x = 1 and 1 6 y 6 3 give
f (1, y) = 3.

Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 25 / 26
Density
dx
y
We spread butter on a piece of bread,
dy D = [0, 2] × [1, 3].
It’s spread unevenly, giving varying density.
Units: x, y: cm mass: g density: g/cm2
x
Density at (x, y): ρ(x, y) = 2x + 1

Mass of the tiny patch at (x, y):

ρ(x, y) dA = (2x + 1) dA

Total mass of D:
RR RR
(2x + 1) dA = 12 g
ρ(x, y) dA =
D D RR
ρ(x, y) dA
total mass 12 g
Average density = = D
RR = = 3 g/cm2
total area dA 4 cm2
D
Prof. Tesler 5.1–5.2 Multiple Integrals – Intro Math 20C / Fall 2018 26 / 26