Multiple integrals

#math

Double Integrals (Cartesian and Polar Coordinates)


Double Integral

For a function f(x,y) defined on a region RR2, the double integral is

Rf(x,y)dA

where dA is an infinitesimal area element.

  • It generalizes the definite integral to two variables.
  • Geometric meaning: represents the volume under z=f(x,y) above region R.

Iterated Integrals

For rectangular regions R=[a,b]×[c,d]:

Rf(x,y)dA=ab(cdf(x,y)dy)dx=cd(abf(x,y)dx)dy

The order of integration may be switched (if f is continuous).


Example 1 – Volume under a plane

Evaluate

R(3x+2y)dA,R=[0,1]×[0,2].

Solution:

0102(3x+2y)dydx=01(6x+4)dx=[3x2+4x]01=7

Answer: 7.


Example 2 – Iterated Integral

Evaluate

R(x2+y2)dA,R=[0,1]×[0,1].

Solution:

0101(x2+y2)dydx=01(x2+13)dx=[x33+x3]01=23

Answer: 23.


Double Integrals over General Regions

Some regions are not rectangular. They are classified as:


Example 3 – Type I Region

Evaluate

R(x+y)dA

where R is bounded by y=x2,y=1,x=0,x=1.

Solution:

01x21(x+y)dydx=01(x+12x3x42)dx=[x22+x2x44x510]01=1320

Answer: 1320.


Area of a Region

Area Formula

The area of a region R is:

A(R)=R1dA

Example 4 – Area between curves

Find the area between y=x2 and y=x for 0x1.

Solution:

A=01x2x1dydx=01(xx2)dx=[x22x33]01=16

Answer: 16.


Changing the Order of Integration

Sometimes reversing the order makes integration easier.
This requires redrawing the region and adjusting bounds.


Example 5 – Changing order

Evaluate

010xey2dydx

Solution:
Region: 0x1,0yx.
Equivalent: 0y1,y2x1.

So,

01y21ey2dxdy=01(1y2)ey2dy

Which is simpler to handle than the original.


Properties of Double Integrals

Properties

Let f,g be integrable on R.

  1. Linearity:
R(αf+βg)dA=αRfdA+βRgdA
  1. Additivity over regions:
RfdA=R1fdA+R2fdA

if R=R1R2, disjoint.

  1. Positivity: If f0, then RfdA0.

  2. Comparison: If fg, then

RfdARgdA
  1. Zero function: If f=0, integral is 0.
  2. Absolute value inequality:
|RfdA|R|f|dA
  1. Mean Value Theorem: If f continuous, then
Rf(x,y)dA=f(x0,y0)A(R)

for some (x0,y0)R.


Example 6 – Using linearity

Compute

R(x+2y)dA,R=[0,1]×[0,1].

Solution:

R(x+2y)dA=RxdA+2RydA

First term:

0101xdydx=01xdx=12

Second term:

20101ydydx=20112dx=1

So total:

12+1=32

Double Integrals in Polar Coordinates

Coordinate Transformation

So,

Rf(x,y)dA=θ1θ2r1(θ)r2(θ)f(rcosθ,rsinθ)rdrdθ
Example 7 – Area of a circle

Find the area of a circle of radius a.

Solution:

A=02π0ardrdθ=02πa22dθ=πa2

Example 8 – Function over a disk

Evaluate

x2+y21(x2+y2)dA

Solution:

=02π01r2rdrdθ=02π01r3drdθ=02π14dθ=π2

Example 9 – Annular region

Find the area between r=1 and r=2, with 0θπ.

Solution:

0π12rdrdθ=0π32dθ=32π

Example 10 – Sector integral

Compute

RrdA,R={0r3,0θπ4}.

Solution:

0π/403r2drdθ=0π/49dθ=9π4

Symmetry in Double Integrals

Symmetry Principle

If the region R is symmetric about an axis or the origin, and the integrand has certain parity properties (odd/even), then the integral may simplify dramatically.

Rules:

  1. If R is symmetric about the y-axis, and f(x,y) is odd in x, thenRf(x,y)dA=0$$andsimilarlyif$R$issymmetricaboutthexaxis,and$f$isoddin$y$,thenintegralis$0$.
  2. If f is even in the symmetric variable, we can compute only half the region and double the result.

Example 11 – Odd function symmetry

Evaluate

x2+y21xdA

Solution:
The region is the unit disk, symmetric about the y-axis.
The function f(x,y)=x is odd in x.
By symmetry, the integral vanishes:

x2+y21xdA=0

Example 12 – Mixed parity

Evaluate

1111(x2y)dydx

Solution:
Region: square symmetric in both x and y.
Function: f(x,y)=x2y.

  • In y, it is odd (f(x,y)=f(x,y)).
  • Region symmetric about x-axis.
    Therefore:
f(x,y)dA=0

Example 13 – Even function

Evaluate

1111(x2+y2)dydx

Solution:
Both terms are even in x and y.
So we can compute only in the first quadrant and multiply by 4:

=40101(x2+y2)dydx

Inner integral:

01(x2+y2)dy=x2+13

Outer:

01(x2+13)dx=13+13=23

Multiply by 4:

=83

Applications of Double Integrals

Mass and Centroid

Mass of a Lamina

If a thin lamina occupies region R with density ρ(x,y), its mass is

M=Rρ(x,y)dA
Centroid of a Lamina

The centroid (x¯,y¯) is given by

x¯=1MRxρ(x,y)dA,y¯=1MRyρ(x,y)dA

Example 14 – Uniform density lamina

Find the centroid of the semicircular region x2+y2a2,y0 with uniform density.

Solution:

  • Mass:
M=R1dA=12πa2
  • By symmetry, x¯=0.

  • For y¯:

y¯=1MRydA

Use polar coordinates:

RydA=0π0a(rsinθ)(r)drdθ=0πsinθa33dθ=a332=2a33

Divide by mass:

y¯=(2a3/3)(12πa2)=4a3π

Centroid: (0,4a3π).


Example 15 – Non-uniform density

Find the mass of the unit disk with density ρ(x,y)=x2+y2.

Solution:
In polar coordinates:

M=02π01(r2)(r)drdθ=02π01r3drdθ=02π14dθ=π2

Mean Value Property

If f is continuous on R, then there exists a point (x0,y0)R such that

Rf(x,y)dA=f(x0,y0)A(R)
Example 16 – Average value

Compute the average value of f(x,y)=x+y on R=[0,1]×[0,1].

Solution:
Average value:

1A(R)Rf(x,y)dA

Here A(R)=1.
So:

0101(x+y)dydx=01(x+12)dx=12+12=1

Answer: 1.


Moments of Inertia

Moment of Inertia

For a lamina with density ρ(x,y) over a region R, the moments of inertia measure its resistance to rotation about an axis.

  • About the x-axis (Ix):
Ix=Ry2ρ(x,y)dA
  • About the y-axis (Iy):
Iy=Rx2ρ(x,y)dA
  • About the origin (Polar Moment, I0): This measures resistance to twisting.
I0=R(x2+y2)ρ(x,y)dA=Rr2ρ(x,y)dA=Ix+Iy
Radii of Gyration

The radius of gyration is the distance from the axis at which the entire mass could be concentrated without changing the moment of inertia.

y¯¯=IxM,x¯¯=IyM

Example 17 – Moment of Inertia of a Rectangle

Find the moments of inertia Ix, Iy, and I0 for a rectangular lamina with constant density ρ=1 defined by R=[0,b]×[0,h].

Solution:
First, calculate the mass M=ρArea=1bh=bh.

  • Moment about x-axis:
Ix=0b0hy2dydx=0b[y33]0hdx=0bh33dx=bh33
  • Moment about y-axis:
Iy=0b0hx2dydx=0bx2[y]0hdx=0bhx2dx=h[x33]0b=hb33
  • Polar Moment:
I0=Ix+Iy=bh33+hb33=bh(h2+b2)3

Surface Area


Surface Area Formula

The area of the surface z=f(x,y) over a region R in the xy-plane is given by

A(S)=R(fx)2+(fy)2+1dA

Derivation Idea: We approximate a small patch of the surface with a patch of its tangent plane. The area of this tangent plane patch is larger than its shadow dA in the xy-plane. The scaling factor is fx2+fy2+1, which is the magnitude of the normal vector to the surface divided by its z-component.

Another

The area of the surface f(x,y,z)=c over a closed and bounded plane region R is $$ \pu{ Surface area = } \iint_{\mathbb{R}} \frac{|\nabla f|}{|\nabla f \cdot \mathbf{p}|} \dd A $$ where p is normal vector to R and fp0


Example 18 – Surface Area of a Plane

Find the area of the portion of the plane z=4x2y that lies above the rectangular region R=[0,1]×[0,1] in the xy-plane.

Solution:
Let f(x,y)=4x2y. First, we find the partial derivatives.

fx=1,fy=2

Now, we plug these into the surface area formula.

fx2+fy2+1=(1)2+(2)2+1=1+4+1=6

The integral becomes:

A(S)=R6dA=6R1dA=6Area(R)

Since R is a unit square, its area is 1.

Answer: 6.


Triple Integrals in Cartesian Coordinates


Triple Integral

For a function f(x,y,z) defined on a solid region ER3, the triple integral is

Ef(x,y,z)dV

where dV is an infinitesimal volume element, dV=dxdydz.

  • It generalizes the double integral to three variables.
  • If f=1, the integral gives the volume of the region E.
  • If f is a density function ρ(x,y,z), the integral gives the mass of the solid.

Iterated Integrals for General Regions

For a general region E, we set up the bounds iteratively. For example, if E is bounded below by z=u1(x,y) and above by z=u2(x,y), over a 2D region R in the xy-plane:

Ef(x,y,z)dV=R(u1(x,y)u2(x,y)f(x,y,z)dz)dA
Example 19 – Volume of a Tetrahedron

Evaluate EzdV where E is the solid tetrahedron bounded by the planes x=0, y=0, z=0, and x+y+z=1.

Solution:

  1. Set the bounds for z: The solid is bounded below by z=0 and above by the plane z=1xy.
  2. Project onto the xy-plane: The projection R is the triangle bounded by x=0, y=0, and x+y=1.
  3. Set the bounds for R (Type I): For this triangle, x goes from 0 to 1, and for each x, y goes from 0 to 1x.

Now, set up the iterated integral:

0101x01xyzdzdydx
  • Innermost integral (z):
01xyzdz=[z22]01xy=12(1xy)2
  • Middle integral (y):
01x12(1xy)2dy=12[(1xy)33]01x=16(1x)3
  • Outermost integral (x):
0116(1x)3dx=16[(1x)44]01=124

Answer: 124.


Triple Integrals in Cylindrical & Spherical Coordinates

Cylindrical Coordinates

Cylindrical coordinates are essentially polar coordinates in the xy-plane plus a z-coordinate.

Ef(x,y,z)dV=Ef(rcosθ,rsinθ,z)rdzdrdθ
Example 20 – Volume using Cylindrical Coordinates

Find the volume of the solid that lies within the cylinder x2+y2=1, below the plane z=4, and above the paraboloid z=1x2y2.

Solution:
In cylindrical coordinates:

  • The cylinder is r=1.
  • The plane is z=4.
  • The paraboloid is z=1r2.

The bounds are:

  • z: from 1r2 to 4.
  • r: from 0 to 1.
  • θ: from 0 to 2π.

The volume is E1dV.

V=02π011r24rdzdrdθ
  • Inner integral (z):
1r24rdz=r[z]1r24=r(4(1r2))=r(3+r2)=3r+r3
  • Middle integral (r):
01(3r+r3)dr=[3r22+r44]01=32+14=74
  • Outer integral (θ):
02π74dθ=74[θ]02π=7π2

Answer: 7π2.


Spherical Coordinates

Spherical coordinates are useful for regions with spherical symmetry.

Ef(x,y,z)dV=Ef()ρ2sinϕdρdϕdθ
Example 21 – Volume of an Ice Cream Cone

Find the volume of the solid that lies above the cone z=x2+y2 and below the sphere x2+y2+z2=z.

Solution:
First, convert the boundaries to spherical coordinates.

  • Cone: z=x2+y2ρcosϕ=r=ρsinϕtanϕ=1ϕ=π/4.
  • Sphere: x2+y2+z2=zρ2=ρcosϕρ=cosϕ.

The bounds are:

  • ρ: from 0 to cosϕ.
  • ϕ: from 0 to π/4.
  • θ: from 0 to 2π.

Set up the volume integral:

V=02π0π/40cosϕρ2sinϕdρdϕdθ
  • Inner integral (ρ):
0cosϕρ2sinϕdρ=sinϕ[ρ33]0cosϕ=13sinϕcos3ϕ
  • Middle integral (ϕ): (Use u-sub: u=cosϕ,du=sinϕdϕ)
0π/413cos3ϕsinϕdϕ=13[cos4ϕ4]0π/4=112((22)414)=112(141)=116
  • Outer integral (θ):
02π116dθ=2π16=π8

Answer: π8.


Change of Variables in Multiple Integrals: The Jacobian


The Jacobian

For a transformation from uv-coordinates to xy-coordinates given by x=g(u,v) and y=h(u,v), the Jacobian determinant is:

J(u,v)=(x,y)(u,v)=det(xuxvyuyv)=xuyvxvyu

The Jacobian relates the area element in the two coordinate systems:

dAxy=|J(u,v)|dudv

Change of Variables Formula

Let R be a region in the xy-plane and S be its corresponding region in the uv-plane under the transformation. Then:

Rf(x,y)dA=Sf(g(u,v),h(u,v))|(x,y)(u,v)|dudv

This formula extends to triple integrals with a 3×3 Jacobian matrix.


Jacobians for Polar, Cylindrical, and Spherical Coordinates

The change of variables we've already used are special cases of this general theorem.

  • Polar: x=rcosθ,y=rsinθ. The Jacobian is J(r,θ)=r.
(x,y)(r,θ)=det(cosθrsinθsinθrcosθ)=rcos2θ(rsin2θ)=r

So dA=|r|drdθ=rdrdθ (since r0).

  • Cylindrical: x=rcosθ,y=rsinθ,z=z. The Jacobian is J(r,θ,z)=r.
  • Spherical: x=ρsinϕcosθ,y=ρsinϕsinθ,z=ρcosϕ. The Jacobian is J(ρ,ϕ,θ)=ρ2sinϕ.

Example 22 – Integration over a Parallelogram

Evaluate R(xy)dA where R is the parallelogram enclosed by the lines xy=0, xy=2, x+2y=0, and x+2y=3.

Solution:
The region R is complex in Cartesian coordinates. We use a change of variables suggested by the boundary lines.

Let u=xy and v=x+2y.
This transforms the region R in the xy-plane to a simple rectangle S in the uv-plane defined by 0u2 and 0v3.

We need to express x and y in terms of u and v to find the Jacobian.

  • From u=xyx=u+y.
  • Substitute into v=x+2yv=(u+y)+2yvu=3yy=13(vu).
  • Then x=u+13(vu)=23u+13v.

Now, calculate the Jacobian J(u,v)=(x,y)(u,v):

xu=23,xv=13yu=13,yv=13J(u,v)=det(2/31/31/31/3)=(23)(13)(13)(13)=29+19=39=13

The absolute value is |J(u,v)|=1/3. Now, transform the integral:

R(xy)dA=Su|J(u,v)|dudv=0302u(13)dudv=1303[u22]02dv=13032dv=23[v]03=2

Answer: 2.

Powered by Forestry.md