Multiple Integrals

of
Multivariable Functions
Double Integrals
In calculus of a single variable the definite integral
b
 f ( x)dx
a

for f(x) ≥ 0 gives the area under the curve f(x) from x=a to
x=b.

The definite integral can be extended to functions of more

than one variable.
Consider a function of 2 variables z = f(x,y).
The definite integral is denoted by

D f ( x, y)dA
where D is the region of integration in the xy-plane.
For positive f(x,y), the definite integral is equal to the volume
under the surface z = f(x,y) and above xy-plane for x and y in
the region D. This is shown in the figure

D
 Definite integrals as Area
In one variable calculus, what happens if we integrate the
function f (x) = 1 over the interval [a, b]?
We calculate
b b
b
 f ( x)dx   dx  x a  b  a
a a
The integral of the function f (x) = 1 is just the length of the
interval [a, b].

We can do the same trick for double integrals.

We integrate the function f (x, y) = 1 over the region D.
This gives us the area of the region D.
 This can be a neat way of calculating the area of the region D.
If we let A be the area of the region D, we can write this as

Area   dA
D

If D is a region in xy-plane as
shown in the diagram, then

Area   dA Area   dxdy

D x, y

x2  y2 ( x )  x2
    dy  dx   [ y2 ( x)  y1 ( x)]dx
 
x1  y1 ( x )  x1
 Example:
Find area of region bounded by parabola x = y2 and the line y = x.
Solution:
The graph of the problem is Y

Here we take dA = dx dy
Also we let y go from 0 to 1. dA
Then x goes from y2 to y.
X
The area now is
1 y 1 1

 dA   
 y
2 dxdy   x y 2



dy   y  
y 2
dy 
D 0y 0 0

 y2 3 1
y 1 1 1
     
 2 3  0 2 3 6
 Evaluate  xydxdy over the region in the positive quadrant for which
xy 1
y
(0,1) B
Q x+y=1
dy
dx
o P A x
(1,0)
1 x
1 1 x 1 1 x 1 y  2
 xydxdy    xydxdy   xdx  ydy   xdx 
R 0 0 0 0 0  2 0
1
1 x 2
2x x  3
1 4
11
20
2 11
20
 
  x 1  x  dx   x  2x 2  x 3 dx   
2 2 3
  
4  0 24
Fubini’s Theorem

If f(x, y) is continuous on the rectangular region

R : a  x  b, c  y  d, then
db bd
 f(x, y)dA    f(x, y)dxdy    f(x, y)dydx
R ca ac

Example: Consider the double integral V   ( x 2  xy3 )dA

D
where D is the rectangle 0  x  1, 1  y  2.
Suppose we integrate with respect to y first. Then
12
V    ( x 2  xy 3 )dydx
Note that while integrating
01
1 4 2
with respect to y, we have
y treated x as constant.
  ( x2 y  x ) dx
4
0 1
1
2 24 2 1
  ( x (2)  x  x  x )dx
4 4
0
1 3 1
15 x 15 1 15 53
  ( x  x)dx  (  x 2 )
2   
4 3 8 3 8 24
0 0
Properties of integral

 kf ( x, y )dA  k  f ( x, y )dA
R R

  f ( x, y )  g( x, y ) dA   f ( x, y )dA   g( x, y )dA
R R R

 f ( x, y )dA  0 if f(x,y)  0 on R
R

 f ( x, y )dA   g( x, y )dA if f(x,y)  g(x,y) on R

R R

 f ( x, y )dA   f ( x, y )dA   f ( x, y )dA where R  R1  R2

R R1 R2
 x
Example: Integrate the function f ( x, y )  over the region in
y
first quadrant bounded by the lines y = x, y = 2 x, x = 1 and x = 2.

Solution: The region D bounded by the lines is the quadrilateral

ABCD
C
Y y=2x

y=x
D
B

A
x=2
x=1
O X

Since the region is vertically simple, we first integrate with

respect to y.
The variables x varies from 1 to 2 and y varies from x to 2x.
 2
x 2x x
  y
dA   
x y
dydx
D 1
2
2x
  x ln y x dx
1

2 2
  x(ln 2 x  ln x)dx   x ln 2dx
1 1

2
x 2  22 1  3
 ln 2    ln 2  ln 2
2  2 2 2
1  
 1 2-x
Sketch the region of integration for the integral  xydxdy .
0 x2
and write an equivalent integral with the order
of integration reversed.

(1,1)

1 y 2 2- y
3
  xydxdy +   xydxdy 8

0 0 1 0
 2 4 y 2
Example: Integrate 0 0 ydxdy

after reversing the order of integration.

Solution:
Here inner integral is with respect to x with 0 ≤ x ≤ 4 -y2 and
outer integral is with respect to y with 0 ≤ y ≤ 2.
The region of integration is OAB Y
B(0, 2)
x = 4-y2
Reversing the order of integration,
we first integrate with respect to y
O X
with 0  y  4  x A (4,0)

and then with respect to x with

0 x4
Therefore we have
 2 4 y 2 4 4 x
0 0 ydxdy  
0 0  ydydx

4 2 4 x
y
 dx
2
0 0

4
4 x
 dx
2
0
2 4
x
 2x 
4
0

42
 2(4)  4
4
 Example: Set up the integral to find the volume of the solid that
lies below the cone z  4  x 2  y 2 and above the xy-plane.  
Solution: (0, 0, 4)

The sketch of cone is as shown in figure.

x 2  y 2  16
O

Putting z = 0 in z  4  x 2  y 2 we get the region of integration.

The region of integration therefore is the blue circle with equation
x 2  y 2  16
Solving this for y, we get y   16  x 2
Therefore variation of y is given by 16  x 2  y  16  x 2

The variation of x is over the interval [-4, 4].

Putting all this together we find that volume of the cone above xy-
plane is given by
4 16  x 2
 4  x 2  y 2 dydx
  



4  16  x 2
4 16  x 2
1 1
  4y  y x 2  y 2  x 2 ln y  x 2  y 2  dx
2 2    16  x 2
4
4
 2 1 2  2 1 2  2 
  

4 16  x 
2
x ln 

4  16  x  
 2
x ln

4  16  x  dx

4

The double integral can be evaluated in a simple manner by

changing to polar coordinates.
Change of variables

x,y in  f ( x, y )dxdy  u,v

R
x  f1 ( u,v ), y  f 2 ( u,v ),

 [f{ f1( u,v ), f 2 ( u,v )}] J dudv,

R'
where R' is the region in the uv-plane corresponding to the
region R in th xy plane and
x x
u v
J
y y
u v
Change to Polar Coordinates

We have x  rcos ,y  rsin

J r

 f ( x, y )dxdy   [f{ f1( u,v ), f 2 ( u,v )}] J dudv

R R'

  f ( r cos  ,r sin  ) J drd

R'

  f{ ( r cos  ,r sin  )}rdrd

R'
 Double Integration in Polar Coordinates
The geometry of the problem is as shown in the figure

(r,) r2()  
D 
  r1()
2 1
O
The elementary area dA enclosing the point (r,) is as shown in
figure.
If both r and  are very small then the polar rectangle has area
        Area  =  r r   
In the limiting case we get dA =  r dr d  
Theorem:
Let f(x,y) be a continuous function defined over a
region D bounded in polar coordinates by 
               r1()  <  r  <  r2()                    1  <    <  2 then 
 2 r2 ()

 f ( x, y)dA    f (r cos , r sin )rdr d

D 1 r1 ()

Note that dxdy has been replaced with rdrd

Also we note that r = J(x, y)(r. 
dxdy is replaced by J(x,y)(r.  dr d
Thus in the problem of finding the volume of the solid that lies
below the cone z  4  x2  y 2 and above the xy-plane, the
region of integration being a circle, we have

0  <  r  <  4                 0  <    <  2   

Therefore

4 16  x 2 2 4
 4  x 2  y 2 dydx
 
4  16  x 2




   (4  r )rdrd
0 0
2 4
64
  ( 4r  r
2 
 )drd
3
0 0
 aa
x
Example: Evaluate the integral  2 2
dydx by changing
0x x y
to polar coordinates.
Solution:
The region of integration is shown in the figure
Y

(x, a) x=y
Over the region of integration ө y=a
B

varies from . P A

  r
 XOA  to  XOB 
4 2 ө X
O x=a

r varies from Origin r = 0 to r at point (x, a).

Since x  r cos  , a  r sin 
a  
Therefore 0  r  and  
sin  4 2
The integral in polar coordinates is
  a
aa 2 sin 
x r cos 
 2 2
dydx    r
rdrd
0x x y  0
4
 a  a
2
2 sin  r 2 sin 
   r cos  drd   2
cos  d
 0  0
4 4

 
2
a2 a 2 2
  2

cos  d  
2 
cosec cot  d
 2sin
4 4

a2 a2

2
 2
cosec  4 
2
1  2  
 
y y L arg est  is 2
B2 x2  y 2  4 2 L
R R y =x
A 2 C 2
( 2, 2) 
Smallest  is
y 2 4
x
x 0
0

y Leaves at r = 2
2 L
r sin   y  2
R
or
r  2 cos ec  Enters at r  2 cos ec
x
0
The integral is  f(r, )dA
R


2 r 2
   f ( r, )rdrd
 r  2 csc
4