MULTIPLE INTEGRALS

Dr. Richard Owusu

KWAME NKRUMAH UNIVERSITY OF SCIENCE AND TECHNOLOGY

(KNUST)
Multiple Integral

For the derivation of definite integral we considered the area under the curve. To do
this we broke up the interval a ≤ x ≤ b into n subintervals of width ∆x and choose a
point, xi∗ , from each interval as shown below,
Multiple Integral

Considering the figure above, single integral can be defined as

Z b n
X
Area = f (x)dx = lim f (xi∗ )∆x (1)
a n→∞
i=1

When integrating a function of two variables we will integrate over a region of R2

(two-dimensional space).
We start by assuming that the region in R2 is a rectangle which we will denote as
follows,
R = [a, b] × [c, d]
This means that the ranges for x and y are a ≤ x ≤ b and c ≤ y ≤ d.
Multiple Integrals
Now considering the graph of the surface S given by graphing f (x, y ) over the
rectangle R
Multiple Integral

Similarly the definition of a double integral of a function of two variables over a

rectangular region R is
ZZ n X
X m
Volume = f (x, y )dA = lim f (xi∗ , yj∗ )∆A (2)
n,m→∞
R i=1 j=1

Note that the differential is dA instead of the dx or dy .

Note as well that we don’t have limits on the integrals in this notation.
Instead we have the R written below the two integrals to denote the region that we are
integrating over.
The following theorem tells us how to compute a double integral over a rectangle.
Fubini’s Theorem

If f (x, y ) is continuous on R = [a, b] × [c, d], then

ZZ Z b Z d Z d Z b
f (x, y )dA = f (x, y )dydx = f (x, y )dxdy
a c c a
R

The integral are called iterated integrals.

Multiple Integral

Double integrals are computed by the similar process with partial derivatives.
Considering
ZZ Z bZ d
f (x, y )dA = f (x, y )dydx (3)
a c
R

we compute double integral by first computing

Z d
f (x, y )dy (4)
c

and we compute this by holding x constant and integrating with respect to y as if this
were a single integral. This will give a function involving only x 0 s which we can in turn
integrate.
Example

Compute the following double integral over the indicated rectangle.

ZZ
6xy 2 dA, R = [2, 4] × [1, 2]
R

Solution Alternative 1
We will integrate with respect to y first. So, the iterated integral that we need to
compute is
Solution Cont

R2 R2
ZZ
6xy 2 dA = 6xy 2 dydx
4 1
R
R4 2
= (2xy 3 ) dx
2 1
R4
= (16x − 2x)dx
2
R4
= (14x)dx
2
4
= 7x 2
2
= 84
Solution Alternative 2
We will integrate with respect to x first. So, the iterated integral that we need to
compute is
R2 R4
ZZ
6xy 2 dA = 6xy 2 dxdy
1 2
R
R2 4
= (3x 2 y 2 ) dy
1 2
R2
= (48y 2 − 12y 2 )dy
1
R2
= (36y 2 )dy
1
2
= 12y 3
1
= 84
Example

Compute the following double integral over the indicated rectangle.

ZZ
2x − 4y 3 dA, R = [−5, 4] × [0, 3]
R
Solution

ZZ Z4 Z3
3
2x − 4y dA = (2x − 4y 3 )dydx
R −5 0
Z4 3
= (2xy − y 4 ) dx
0
−5
Z4
= (6x − 81)dx
−5
4
= 3x 2 − 81x
−5
= −757
Note

If f (x, y ) = g (x)h(y ) and we are integrating over the rectangle R = [a, b] × [c, d] then,
 b  d 
ZZ ZZ Z Z
f (x, y )dA = g (x)h(y )dA =  g (x)dx   h(y )dy 
R R a c

That is, if we can break up the function into a function only of x times a function of y
then we can do the two integrals individually and multiply them together.
Example
Evaluate ZZ
x cos2 (y )dA, R = [−2, 3] × [0, π/2]
R

Solution

!
ZZ Z 3  Z π/2
x cos2 (y )dA = xdx cos2 (y )dy
−2 0
R
!
1 2 3 1 π/2
 Z
= x (1 + cos(2y ))dy
2 −2 2 0
    π/2
5 1 1 5π
= y + sin(2y ) =
2 2 2 0 8
Double Integrals Over General Regions
The problem with this is that most of the regions are not rectangular so we need to
now look at the following double integral,
ZZ
f (x, y )dA (5)
D

where D is any region. There are two types of regions that we need to look at.
Double Integral

The double integral for both of these cases are defined in terms of iterated integrals as
follows
Case 1 where D = {(x, y )| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)} we have
ZZ Z b Z g2 (x)
f (x, y )dA = f (x, y )dydx (6)
a g1 (x)
D

Case 2 where D = {(x, y )| h1 (y ) ≤ x ≤ h2 (y ), c ≤ y ≤ d} we have

ZZ Z d Z h2 (y )
f (x, y )dA = f (x, y )dxdy (7)
c h1 (y )
D
Properties of Double Integrals

RR RR RR
1 [f (x, y ) + g (x, y )]dA = f (x, y )dA + g (x, y )dA
D D D
RR RR
2 cf (x, y )dA = c f (x, y )dA, where c is any constant
D D
3 If
RRthe region D can
RR be split into RR
two separate regions D1 and D2 then
f (x, y )dA = f (x, y )dA + f (x, y )dA
D D1 D2
Example

Evaluate the following integral over the given region D.

ZZ
e x/y dA, D = {(x, y )| 1 ≤ y ≤ 2, y ≤ x ≤ y 3 }
D
Solution

ZZ Z 2 Z y3
x/y
e dA = e x/y dxdy
1 y
D
Z 2 y3
x/y
= ye dy
1 y
Z 2
2
= (ye y − ye 1 )dy
1
  2
1 y2 1 2 1
= e − y e
2 2 1
1
= e 4 − 2e 1
2
2
Note ye y is integrated using substitution with u = y 2 .
Example

Evaluate ZZ
4xy − y 3 dA
D
√
where D is bounded by y = x and y = x 3 .
Solution
We need to determine the two inequalities for x and y that we need to do the integral.
The best way to do this is to graph the two curves.

√
Hence the inequalities can be deduced from the sketch as 0 ≤ x ≤ 1, x3 ≤ y ≤ x
Note the down graph is small in value compared to the top graph. The values of x are
obtained by equating the y 0 s and then solve simultaneously for x.
Solution Cont

√
ZZ Z 1Z x
3
4xy − y dA = (4xy − y 3 )dydx
0 x3
D
Z 1  √x
1 4 2
= 2xy − y dx
0 4 x3
Z 1 
7 2 1
= x − 2x 7 + x 12 dx
0 4 4
  1
7 3 1 8 1
= x − x + x 13
12 4 54 0
55
=
156
Example

Evaluate the following integral over the given region D

ZZ
6x 2 − 40ydA
D

where D is the triangle with vertices (0,3), (1,1) and (5,3).

Solution
There is less information about the region this time. Let’s start this off by sketching
the triangle.
Solution Cont
Again to determine the domain for integration, we further partition the above triangle
into two separate right-angle triangle D1 and D2 . Therefore

D1 = {(x, y )| 0 ≤ x ≤ 1, −2x + 3 ≤ y ≤ 3}
 
1 1
D2 = (x, y )| 1 ≤ x ≤ 5, x + ≤ y ≤ 3
2 2
Solution Cont
Then
ZZ ZZ ZZ
6x 2 − 40ydA = 6x 2 − 40ydA + 6x 2 − 40ydA
D D1 D2
Z 1Z 3 Z 5Z 3
2
= (6x − 40y )dydx + (6x 2 − 40y )dydx
1
0 −2x−3 1 2
x+ 12
Z 1 3 Z 5 3
= (6x 2 y − 20y 2 ) dx + (6x 2 y − 20y 2 )
1
0 −2x−3 1
2
x+ 12
Z 1
= (12x 3 − 180 + 20(3 − 2x)2 )dx
0
Z 5"  2 #
1 1
+ −3x 3 + 15x 2 − 180 + 20 x+ dx
1 2 2
Solution Cont

Finally,
ZZ   1
2 4 10 3
6x − 40ydA = 3x − 180x − (3 − 2x)
3 0
D
 3 ! 5
−3 4 40 1 1
+ x + 5x 3 − 180x + x+
4 3 2 2 1
935
=−
3
Triple Integral (Over a Cuboid)
The notation for the general triple integrals is,
ZZZ
V = f (x, y , z)dV
E
Considering a control volume of size
E = [a, b] × [c, d] × [e, f ]
Triple Integral (Over a Cuboid)

The triple integral in this case is

ZZZ Z f Z d Z b
f (x, y , z)dV = f (x, y , z)dxdydz
e c a
E

NOTE
We integrated with respect to x first, then y , and finally z here, but in fact there is no
reason to the integrals in this order.
Example

Evaluate the triple integral ZZZ

(x + yz 2 )dV
E

over the region E (x, y , z) = [−1, 5] × [2, 4] × [0, 1]

Solution

ZZZ Z 1Z 4Z 5
2
(x + yz )dV = (x + yz 2 )dxdydz
0 2 −1
E
1Z 4  5
x2
Z
2
= + xyz dydz
0 2 2 −1
Z 1Z 4
12 + 6yz 2 dydz


=
0 2
1 4
y2
Z 
= 12y + 6 z 2 dz
0 2 2
1 1
z3
Z  
2


= 24 + 36z dz = 24z + 36
0 3 0
= 36
Example
Evaluate the triple integral ZZZ
(x 2 yz)dV
B

over the region B = (x, y , z) | − 2 ≤ x ≤ 1, 0 ≤ y ≤ 3, 1 ≤ z ≤ 5

Solution
ZZZ Z 5Z 1 Z 3
2
x yz dV = [x 2 yz] dy dx dz
1 −2 0
B
" 3
#
5Z 1 5Z 1
y3
Z Z
y 2
= x2 z dx dz = x z dx dz
1 −2 3 0 1 −2 2
" 1
# 5
5 5
9 x3 27 z 2
Z Z
27
= z dz = z dz = = 162.
1 2 3 −2 1 2 2 2 1
Example
Evaluate the triple integral of the function
f (x, y , z) = 5x − 3y
over 
the solid tetrahedron
E = (x, y , z) | 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x, 0 ≤ z ≤ 1 − x − y .
Solution
Hence, the triple integral is
ZZZ Z x=1 Z y =1−x Z z=1−x−y
f (x, y , z) dV = (5x − 3y ) dz dy dx.
E x=0 y =0 z=0
To simplify the calculation, first evaluate the integral

Z z=1−x−y z=1−x−y
(5x − 3y ) dz = (5x − 3y )z
z=0 z=0
= (5x − 3y )(1 − x − y ).
Example

Now evaluate the integral

Z y =1−x
1
(5x − 3y )(1 − x − y ) dy = (x − 1)2 (6x − 1).
y =0 2
Finally, evaluate Z x=1
1 1
(x − 1)2 (6x − 1) dx = .
x=0 2 12
Putting it all together, we have
ZZZ Z x=1 Z y =1−x Z z=1−x−y
1
f (x, y , z) dV = (5x − 3y ) dz dy dx = .
E x=0 y =0 z=0 12
Change of Variables

From introduction to calculus we had the substitution rule, that is,

Z b Z d
0
f (g (x))g (x)dx = f (u)du, where u = g (x)
a c

In order to change variables in a double integral we will need the Jacobian of the
transformation. Here is the definition of the Jacobian. The Jacobian is defined by the
determinant of the matrix of partial derivatives. Thus, the Jacobian of the
transformation x = g (u, v ), y = h(u, v ) is

∂x ∂x
∂(x, y ) ∂u ∂v = ∂x ∂y − ∂x ∂y
= ∂y ∂y (8)
∂(u, v ) ∂u ∂v ∂v ∂u
∂u ∂v
Now that we have the Jacobian out of the way we can give the formula for change of
variables for a double integral.
Suppose that we want to integrate f (x, y ) over the region R. Under the transformation
x = g (u, v ), y = h(u, v ) the region becomes S, then the integral becomes
ZZ ZZ
∂(x, y )
f (x, y )dA = f (g (u, v ), h(u, v )) dudv (9)
∂(u, v )
R S

Note that we used du, dv instead of dA in the integral to make it clear that we are
now integrating with respect to u and v . Also note that we are taking the absolute
value of the Jacobian.
If we look just at the differentials in the above formula we can also say that

∂(x, y )
dA = dudv (10)
∂(u, v )