PART II

CALCULUS
 2.1 Ordinary Integrals
2.1.1 Line and Surface Integrals
For a definite integral
b (2.1)
 f ( x)dx
we aintegrate along the x – axis from a to b and the
integrand f is a function defined at each point
between a and b. In the case of line integral, we
integrate along a curve C in space (or in a plane) and
the integrand will be a function defined at each point
of C. The curve C is called the path of Integration.
We call C a smooth curve if C has a representation
r (t ) [ x(t ), y (t ), z (t )] x(t )i  y (t ) j  z (t )k
(a t b) (2.2)
r  (t ) dr
Such that r(t) has a continuous derivative dt
that is nowhere zero. B
e.g C
A

we call A: r(a) the initial pt, B: r(b) the terminal pt of

C with the direction of A to be the positive
direction along C and indicated by an arrow. A and
B may coincide so that C is a closed curve.
 2.1.2 Evaluation of Line integrals

b dr
c F (r ).dr a F [r (t )]. dt dt

F (r ).dr F dx  F dy  F dz 
c c 1 2 3

 b
a  F1 x  F2 y   F3 z  dt 

c
Example 2.1: Find the value of the line integral
of the vector function.
F(r) = -yi + xyj over the circular arc shown
below from A to B.
y

A x
1
 Solution to Example 2.1
We may represent C by r (t ) cos t i  sin t j ( )
Thus x(t ) cos t
y (t ) sin t

So that F [r (t )]  y (t ) i  x(t ) y (t ) j
 sin t i  cos t sin t j
Also, r (t )  sin t i  cos t j
So that from (2.3)
 2
F (r ).dr   sin t i  cos t sin t j .  sin t i  cos t j dt
c
0

 
 2
 sin 2 t  cos 2 t sin t dt
0
 2
 t sin 2t cos t   13
      1.119
2 4 3 0 4 3
2 important questions arise from the last
example:
(1) Does the value depend on the particular
choice of a representation of the circular
arc C? NO.
(2) Does the value change if we integrate
from the same A to B as before but along
another path? YES, in general.
We shall see dependence of a line integration
path in the next section.
 2.1.3 Dependence of Line Integral on path
(same end points)
Example 2.2:Solve the same problem in Example
2.1 but this time around along a different path C
given by the straight line segment from A to B

B
1

A
x

1
Solution: we may represent
r (t ) (1  t ) i  t j
So that,
A : r (0) i and B : r (1)  j

F [r (t )]  y (t ) i  x(t ) y (t ) j
 t i  (1  t )t j
r (t )  i  j
So from (2.3)
1
F (r ).dr   t i  (1  t )t j  .( i  j )dt
c
0

1 2
 t  (1  t )t  dt 
0 3
This shows that the value of a line integral
(2.3) will in general depend not only on F and
the endpoints A, B of the path but also on the
path along which we integrate from A to B.
 2.1.4 Line Integral in Space
Examples 2.1 and 2.2 deal with line integrals in
the plane x, y. For line integral in the space x,
y, z, the procedure is the same.

F (r ) z i  x j  y k
Example 2.3: Consider
where C is the curve given by
r (t ) cos t i  sint j  3t k
( )
To evaluate the line integral, we proceed as
before.
Solution: Given that:

dr
r (t )   sin t i  cos t j  3k
dt
 F r t .r (t ) (3t i  cos t j  sin t k ).( sin t i  cos t j  3k )
3t ( sint)  cos 2t  3sin t
2
 
2
F ( r ).dr  (  3t sin t  cos t  3sin t )dt
c 0

6    0 7 21.99

 (

2.1.5 Special Form of Line Integral

Consider c f (r )dt a f r t dt

b
(2.5)
This is a special case of (2.3). The evaluation is
however similar to that in the previous
examples.
Example 2.4: Find the value of
c f (r )dt a f r t dt
b

where f ( x 2  y 2  z 2 )2
and C is given by
r (t ) cos t i  sint j  3t k ( )
 Solution:

2 2
  
2
x 2
 y 2
 z 2
  cos 2
t  sin 2
t  3t  

(1  9t 2 ) 2
 f (r )dt  1  9t  dt  1 18t 
2 2 2
2 2 4
 81t
0 0

2  6(2 )3  81 (2 )5

5
 2.1.6 General Properties of Line Integral

These are similar to the properties of integrals in

calculus.
i.  kf .dr k F .dr
c c (2.6)
ii. F  G .dr F .dr  G.dv
c c c
(2.7)
Where the orientation of C is the same in all the
integrals
iii. F .dr  F .dr   F .dr
c c1 c2
(2.8)
Where the path C is subdivided into two arcs C 1 and C2
that have the same orientation as C. If the sense of
integration along C is reversed. The value of he integral is
multiplied by -1.
 2.2 DOUBLE INTEGRALS
Double integral over a region R may be evaluated by
two successive integrations. Suppose that R can be
described by inequalities of the form.
y h(x)

g(x)

x
a b

So that y = g(x), y = h(x) represent the boundary of R.

 b  h( x) 
Then, Rf ( x, y)dxdy    f ( x, y )dy  dx
a  g ( x ) 
(2.9)

We first integrate the inner integral

h( x)

 f ( x, y)dy
(2.10) g ( x)

In this integration, we keep x fixed, i.e. we regard x as

constant. The result of this integration will be a
function of x, say F(x). By integrating F(x) over x from a
to b, we then obtain the value of the double integral in
(2.9).
Similarly, if R can be described by the inequalities of the
form
(2.11)
y
p(y)

q(y)
R

Then we obtain d  p( y) 

 f ( x, y ) dxdy   f ( x, y )dx  dy
c  
R  q( y)
(2.12)
We integrate first over x (treating y as constant)
and then the resulting function of y from c to d.
If R can not be represented by those
inequalities, but can be subdivided into finitely
portions or regions, we may integrate f(x,y) over
each portion separately and add the results.
2.2.1 Change of Variables in Double Integrals

It will often be necessary to change the

variables of integration in double integrals. For
instance, in the case of
b
 f ( x)dx
a
(2.13)
A new variable of integration, can be
introduced by setting x = x(u) where the
function x(u) is continuous and has a
continuous derivative in some interval
such that
Then,
 dx
f  x u  .du
b
 f ( x)dx 
a du
(2.14)
Consider this example:
Let with a = 0, b = 1;
Set x = sin u, then

dx
cos u
du

1 2

 1  x 2 dx  cos 2 udu 
4
0 0
In the case of a double integral
(2.15)
f ( x, y)dxdy
R

New variables of integration u, v can be introduced by

setting x = x(u,v); y = (u,v) where the functions x (u,v) and
y (u,v) are continuous and have continuous first partial
derivatives in some region R* in the uv – plane and such
that the point (x,y) corresponding to (u,v) in R* lies in R.
To evaluate (2.15), we need to define the Jacobian,

x x
( x, y ) u v
J 
(u, v) y y
u v
J is either positive throughout R* or negative
throughout R*. Then
  x, y 
Rf  x, y dxdy f  x u, v , y u, v   u, v  dudv
*
R

(2.17)

That is, the integrand is expressed in terms of

u and v and dxdy is replaced by dudv times the
absolute value of the Jacobian, J.
 Example 2.5
Evaluate the double integral  x  y  dxdy
2 2

R
where R is the square in the figure below
y

u
=2
2
v=

x
u
=0
0
v=
Where R is defined by the transformation x  y u
x  y v
Subject to the b.c
Solution:
The shape of R suggests the transformation
1
x + y =u , x – y = v? then x  u  v 
2
1
y  u  v 
2
1 1
The Jacobian J   x, y 
  2 2  1
 u , v  1  1 2
2 2

R corresponding to the square. Therefore,

2 2
1 2 1
 x  dxdy  u  v  dudv  
2 2 2
y
R 0 0
2 2
8

3