Sahoo LS1: Multiple Integrals

MA 105 C ALCULUS : M ULTIPLE I NTEGRALS

Instructor: Swadesh Kumar Sahoo

Department of Mathematics
Indian Institute of Technology Indore
Simrol, Indore 453 552

January 21, 2021

1 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

C ALCULUS S YLLABUS AND B OOKS

2 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

A DDITIONAL R EFERENCE
Robert T. Smith and Ronald B. Minton: Calculus, McGraw-Hill,
Indian Edn (4th), New Delhi, 2012.

3 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

D OUBLE I NTEGRAL
A PPLICATIONS
1 Moments and center of mass

2 Estimating population in a region

U NDERSTANDING DOUBLE INTEGRAL
Recall the definition of definite integral for a function of single
variable: geometrically, we compute the area A under the graph
of a continuous function f defined on an interval [a, b], where
f (x) ≥ 0 is assumed on [a, b].

Figure 1
4 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals
Sahoo LS1: Multiple Integrals

PARTITIONING THE INTERVAL [a, b]

We begin by partitioning the interval [a, b] into n subintervals
[xi−1 , xi ], for i = 1, 2, . . . , n of equal width ∆x = (b − a)/n,
where a = x0 < x1 < · · · < xn = b.

Figure 2

5 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

AREA ON EACH SUBINTERVAL

On each subinterval [xi−1 , xi ] for i = 1, 2, . . . , n, we approximate
the area under the curve by the area of the rectangle of height
f (ci ) for some point ci ∈ [xi−1 , xi ].

Figure 3

6 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

A DDING THOSE AREAS

We get n such rectangles. Adding together the areas of these
n-rectangles, we obtain an approximation of the area
n
X b−a
A≈ f (ci )∆x, ∆x = .
n
i=1

TAKING LIMIT
Finally, taking the limit as n → ∞ (which also means that
∆x → 0), we get the exact area (assuming that the limit exists
and is the same for all choices of the evaluation points ci ):
n
X Z b
A = lim f (ci )∆x = f (x) dx.
n→∞ a
i=1

7 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

I RREGULAR PARTITION !
If partitioned are chosen so that not all subintervals have the
same width, then we take a little extra care, by defining the
norm of the partition P

kPk = max ∆xi ,

1≤i≤n

the largest of all ∆xi .

A RRIVAL OF A GENERAL DEFINITION

Note that if the largest of all ∆xi → 0, then automatically the
other subintervals becomes zero length, i.e. ∆xi → 0 for all
i = 1, 2, . . . , n. Thus, we arrive at the following general
definition:

8 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

D EFINITION
For any function f defined on the interval [a, b], the definite
integral of f on [a, b] is
Z b n
X
I= f (x) dx = lim f (ci )∆xi ,
a kPk→0
i=1

provided the limit exists and is the same for all choices of the
evaluation points ci ∈ [xi−1 , xi ], i = 1(2)n. In this case, we say
that f is integrable on [a, b].

9 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

T HE  − δ FORM
In the  − δ form, we write the above definition as follows: for a
given  > 0, there exists a δ > 0 depending on the choice of 
such that
Xn
f (ci )∆xi − I < 
i=1

for every partition P with kPk < δ.

Considering a rectangle as a generalization of the closed

interval, we now discuss double integrals over rectangle.

10 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

D OUBLE INTEGRALS OVER A RECTANGLE

D OUBLE INTEGRAL AS VOLUME
We wish to find the volume of the solid lying below the given
surface z = f (x, y ) and above the rectangle

R = {(x, y ) : a ≤ x ≤ b and c ≤ y ≤ d}

in the xy -plane.

Figure 4
11 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals
Sahoo LS1: Multiple Integrals

PARTITIONING THE RECTANGLE

Proceeding similar to finding the area under a curve, we first
partition the given rectangle R by lying down a grid on top of R
consisting of n smaller rectangles, Ri , 1 ≤ i ≤ n.

Figure 5

12 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

For each rectangle Ri , i = 1(2)n, in the partition, we

approximate the volume Vi lying below the surface z = f (x, y )
and above the rectangle Ri by constructing a rectangular box
whose height is f (ui , vi ) for some point (ui , vi ) ∈ Ri (see Figure
4).

T HE VOLUME Vi
Note that the volume Vi below the surface z = f (x, y ) and
above Ri is approximated by the volume of the box:

Vi ≈ height × area of base = f (ui , vi )∆Ai ,

where ∆Ai denotes the area of the rectangle Ri .

13 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

T HE TOTAL VOLUME
Thus, the total volume is approximately
n
X
V ≈ f (ui vi )∆Ai .
i=1

T HE EXACT VOLUME
Turning this approximation into an exact formula for volume, we
let n → ∞. For this, we define norm of the partition kPk to be
the largest diagonal of all rectangles in the partition. Because, if
kPk → 0, then all of the rectangles must shrink to zero area.
Thus, the exact volume becomes
n
X
V = lim f (ui , vi ) ∆Ai ,
kPk→0
i=1

assuming the limit exists and is the same for every choice of
the evaluation points.

14 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

This defines the double integral in the following form:

D EFINITION
For any function f defined on the rectangle

R = {(x, y ) : a ≤ x ≤ b and c ≤ y ≤ d},

the double integral of f over R is defined by

ZZ ZZ n
X
f (x, y ) dA = f (x, y ) dx dy = lim f (ui , vi ) ∆Ai ,
R R kPk→0
i=1

provided the limit exists and is the same for every choice of the
evaluation points (ui , vi ) in Ri , i = 1(2)n. We say that f is
integrable over R.

15 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

E XAMPLE
Approximate the volume lying below the surface
z = x 2 sin(πy /6) = f (x, y ) and above the square

R = {(x, y ) : 0 ≤ x ≤ 6, 0 ≤ y ≤ 6}.
S OLUTION .
Clearly, f is continuous and non-negative on R. Consider a
simple partition of R: the partition into four squares of equal
size and choose the evaluation points (ui , vi ) to be the centers
of each of the four squares, that is,
(3/2, 3/2), (9/2, 3/2), (3/2, 9/2), (9/2, 9/2).

Figure 6
16 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals
Sahoo LS1: Multiple Integrals

Since the four squares are the same size, we have ∆Ai = 9 for
each i. For f (x, y ) = x 2 sin(πy /6), we obtain
4
X
V ≈ f (ui , vi ) ∆Ai
i=1
= 9 [f (3/2, 3/2) + f (9/2, 3/2) + f (3/2, 9/2) + f (9/2, 9/2)]
= 9 (3/2)2 sin(π/4) + (9/2)2 sin(π/4) + (3/2)2 sin(3π/4)


+(9/2)2 sin(3π/4)


≈ 286.38.

17 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

PARTITION INTO 9 SQUARES

If we partition R into nine squares of equal size and using the
center of each square as the evaluation point, we have ∆Ai = 4
for each i. Hence, we obtain
n
X
V ≈ f (ui , vi ) ∆Ai
i=1
= 4 [f (1, 1) + f (3, 1) + f (5, 1) + f (1, 3) + f (3, 3) + f (5, 3)
+f (1, 5) + f (3, 5) + f (5, 5)]
= 280.

18 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

no. of squares in partition Approximate value

4 286.38
9 280.00
36 276.25
144 275.33
400 275.13
900 275.07

E XACT VALUE
Exact value = 864/π ≈ 275.02.

H OW TO COMPUTE ?

19 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

F UBINI ’ S T HEOREM
Suppose that f is integrable over the rectangle

R = {(x, y ) : a ≤ x ≤ b, c ≤ y ≤ d}.

Then we can write the double integral of f over R as either of

the iterated integrals:
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

20 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

U SING THE F UBINI T HEOREM

we compute
ZZ Z 6Z 6
2
x sin(πy /6) dA = x 2 sin(πy /6) dy dx
R 0 0
!
Z 6 Z 6
= x2 sin(πy /6) dy dx
0 0
864
= .
π

Q UESTION
Can we similarly study double integral over general regions?

21 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals

Sahoo LS1: Multiple Integrals

– Any Questions –

22 2021-1-21, 12.56 Swadesh Kumar Sahoo Sahoo LS1: Multiple Integrals