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Lectures #10+11+12

This document summarizes lectures on Lagrange multipliers, double integrals, and their properties. It outlines the algorithm for finding extrema of functions subject to constraints using Lagrange multipliers. It also defines double integrals, describes how to evaluate them over rectangular and non-rectangular regions using iterated integrals, and lists several properties of double integrals including their behavior over non-overlapping regions and order properties.

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Long Nguyễn
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69 views16 pages

Lectures #10+11+12

This document summarizes lectures on Lagrange multipliers, double integrals, and their properties. It outlines the algorithm for finding extrema of functions subject to constraints using Lagrange multipliers. It also defines double integrals, describes how to evaluate them over rectangular and non-rectangular regions using iterated integrals, and lists several properties of double integrals including their behavior over non-overlapping regions and order properties.

Uploaded by

Long Nguyễn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 16

MATH1.

3
Summary of Lectures #10+11+12

MATH1.3 1 / 16
• Lagrange Multipliers for f (x, y , z)
The Algorithm is the same as for f (x, y ), just adding variable z.
ASSUMPTION: Global extreme values exist.
Algorithm (Lagrange Multipliers for f (x, y , z))
We do the following steps:
Step 1. Find all values of x, y , z, and λ of equations

∇f (x, y , z) = λ∇g(x, y , z) and g(x, y , z) = k .

Step 2. Evaluate f at all points (x, y , z) that are found from


Step 1. The largest of these values is the maximum value,
while the smallest of these values is the minimum value.

MATH1.3 2 / 16
• Double Integrals
This is a generalization of a definite integral to functions of two
RR
variables: D f (P) dA.

MATH1.3 3 / 16
• Applications

The volume V of the solid (in particular, the area A(D) of


the region D)
The total charge Q
The total mass M; the moment of the entire lamina about
the x-axis (y -axis); the coordinates (x̄, ȳ ) of the center of
the mass of the lamina

MATH1.3 4 / 16
• Double Integrals Zover
Z Rectangles
The double integral f (x, y ) dA of a function f (x, y ) over a
R
2
closed rectangle R in R , where

R = [a, b] × [c, d] = {(x, y ) ∈ R2 : a ≤ x ≤ b, c ≤ y ≤ d}.

MATH1.3 5 / 16
It is usually difficult to evaluate double integrals by definition (a
limit of a Riemann sum).
A double integral can be expressed as an iterated integral,
which can be evaluated by calculating two single integrals.
Assumption: f (x, y ) is a function of two variables that is
continuous over the rectangle R = [a, b] × [c, d].

MATH1.3 6 / 16
• Fubini’s Theorem
If f is continuous on the rectangle
R = [a, b] × [c, d] = {(x, y ) ∈ R2 : a ≤ x ≤ b, c ≤ y ≤ d}, then
ZZ Z b Z d Z d Z b
f (x, y ) dA = f (x, y ) dy dx = f (x, y ) dx dy .
R a c c a

MATH1.3 7 / 16
• Non-rectangular region D of type I

We describe D as
n o
D = (x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x) .

MATH1.3 8 / 16
If f is continuous on a region D of type I, i.e. on
n o
D = (x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x) ,

then ZZ Z b Z g2 (x)
f (x, y ) dA = f (x, y ) dy dx.
D a g1 (x)

MATH1.3 9 / 16
• Some other non-rectangular regions D of type I

MATH1.3 10 / 16
• Non-rectangular region D of type II

So we have
n o
D = (x, y ) : c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y ) .

MATH1.3 11 / 16
If f is continuous on a region D of type II, i.e. on
n o
D = (x, y ) : c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y ) ,

then ZZ Z d Z h2 (y )
f (x, y ) dA = f (x, y ) dx dy .
D c h1 (y )

MATH1.3 12 / 16
• Some other non-rectangular regions D of type I

MATH1.3 13 / 16
• Properties of double integrals

Over Non-overlapping region


If R = R1 ∪ R2 , where R1 and R2 are two non-overlapping
regions, then
ZZ ZZ ZZ
f (x, y ) dA = f (x, y ) dA + f (x, y ) dA.
R R1 R2

MATH1.3 14 / 16
Linear Property of Double Integrals
Suppose
f and g are functions of two variables defined on D,
f and g are both integrable over D.
Then, for any real numbers c and d, we have
ZZ ZZ ZZ
[c f (x, y ) + d g(x, y )] dA = c f (x, y ) dA+d g(x, y ) dA.
D D D

MATH1.3 15 / 16
Order Properties of Double Integrals
(a) If f (x, y ) ≥ g(x, y ) for all (x, y ) ∈ D, then
ZZ ZZ
f (x, y ) dA ≥ g(x, y ) dA.
D D

(b) If m ≤ f (x, y ) ≤ M for all (x, y ) ∈ D, then


ZZ ZZ ZZ
m dA ≤ f (x, y ) dA ≤ M dA .
D D D
| {z } | {z }
m A(D) M A(D)

MATH1.3 16 / 16

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