4.

8 Double Integrals
In many instances in physics and engineering, we are required to calculate
the integrals of functions over two variables. Consider a function of two
A
x

y
x
y
A
Figure 1: Region A divided in small rectangles or area A = xy.
variables f(x, y) which is dened within a region A of the x-y plane. We
can divide the region A into a gridwork of tiny pieces all of length x and
height y. The area of each small rectangle is A = xy (see Figure 1).
We can formally dene the double integral of f(x, y) over A to be
_
A
f(x, y)dA = lim
x,y0

(all A in A)
f(x, y)A . (1)
This is in fact a pretty loose denition (for example, ask yourself what
happens to the range of the sum all A in A if we take x 0 while
leaving y nite) , however more rigorous denitions are beyond the scope
of this course, and for most people it is enough to know that such integrals
can be dened and employed without ambiguity.
In order the calculate these things, we need to decide on the order in
which to perform the double integral. First we note that the region A lies
entirely within the two curves which we can call y
u
(x) and y
l
(x), and the
range of x is bounded by the number
1
and
2
(see Figure 2).
Then we can say that
_
A
f(x, y)dA =
_

2

1
_
_
yu(x)
y
l
(x)
f(x, y)dy
_
dx . (2)
We can do the inner integral rst, this leaves us with a function of x which
we can then integrate over the range [
1
,
2
].
1
y
A
x
y (x)
l
y (x)
u
2 1
Figure 2: Region A which lies between a lower curve y
l
(x) and an upper
curve y
u
(x) for x within the range [
1
,
2
].
Example: Find the integral of the function f(x, y) = 2x
2
y 1 over the
area bounded by the functions
y
u
(x) = x + 1
y
l
(x) = 0
and lying between the lines x = 0 and x = 2 (see Figure 3).
y
x 2
1
3
Figure 3: Region A which lies between a lower curve y
l
(x) = 0 and an upper
curve y
u
(x) = x + 1 for x within the range [
1
,
2
] = [0, 2].
Solution:
I =
_
A
f(x, y)dA
=
_
2
0
__
x+1
0
(2x
2
y 1)dy
_
dx
=
_
2
0
_
x
2
y
2
y
_
x+1
0
dx
2
=
_
2
0
_
x
2
(x + 1)
2
(x + 1)
_
dx
=
_
2
0
_
x
4
+ 2x
3
+ x
2
x 1
_
dx
=
_
x
5
5
+
x
4
2
+
x
3
3

x
2
2
x
_
2
0
=
196
15
4.8.1 Finding the area of a region
In order to nd the area of a region A we just calculate the double integral
of the function f(x, y) = 1 over A. i.e.
Area =
_
A
dA (3)
This makes sense because in calculating this integral you are just adding
up all the small areas dA within the region A, the sum of which has to give
you the total area.
Example: Find the area between the curves
y = x
2
and
y = x
1/2
in the range 0 x 1 (see Figure 4)
y = x
y = x
2
1
1
y
x
Figure 4: Region A which lies between a lower curve y
l
(x) = x
2
and an
upper curve y
u
(x) =

x for x within the range [

1
,
2
] = [0, 1].
Solution:
Area =
_
A
dA
3
=
_
1
0
_
x
1/2
x
2
1.dydx
=
_
1
0
_
x
1/2
x
2
_
dx
=
_
2
3
x
3/2

1
3
x
3
_
1
0
=
1
3
4.8.2 Reversing the order of integration
There is no reason why we have to do the y integration rst followed by the
integration over the x coordinate. It is sometimes more convenient to do
them the other way around.
y
A
x

1
2
l
x (y)
x (y)
r
Figure 5: Region A which lies between a left curve x
l
(y) and a right curve
x
r
(y) for y within the range [
1
,
2
].
Referring to the Figure 5 above, we note that the region A is bounded by the
curves x = x
l
(y) and x = x
r
(y), and extends over the range
1
y
2
.
We can calculate the integral of the function f(x, y) over the region A as
_
A
f(x, y)dA =
_

2

1
_
_
xr(y)
x
l
(y)
f(x, y)dx
_
dy . (4)
As with the previous denition (2), we do the inner integral rst. This
leaves us with a function in y which we integrate over the range [
1
,
2
].
Example:
Integrate the function f(x, y) = xy
2
over the interior of the semicircle
x
2
+ y
2
a
2
, x 0 .
(see Figure 6).
4
x
y
a
a
a
Figure 6: Region A which lies between a left curve x
l
(y) = 0 and a right
curve x
r
(y) =

a
2
y
2
for y within the range [
1
,
2
] = [a, a].
Solution: The region is bounded by the curves
x
r
(y) =
_
a
2
y
2
and
x
l
(y) = 0 .
The integral is then easily calculated
I =
_
+a
a
_

a
2
y
2
0
f(x, y)dxdy
=
_
+a
a
_
1
2
x
2
y
2
_

a
2
y
2
0
dy
=
_
+a
a
1
2
y
2
(a
2
y
2
)dy
=
_
1
6
a
2
y
3

1
10
y
5
_
+a
a
=
2
15
a
5
.
The same answer can be obtained by doing the y integration rst, as in the
previous section.
4.8.3 Curvilinear coordinates
Many double integrals are made much easier if we use a non-Cartesian co-
ordinate system, such as plane polar coordinates. In this system we replace
x and y by the variables r and , by making the substitution
x = r cos (5)
y = r sin . (6)
5
If we examine a small element of area in polar coordinates, we see that (cf.
Figure 7):
x
y
r
r
A
Figure 7: Region A divided in small curvilinear elements or areas A =
rr.
A (= xy) = rr . (7)
As we take the limit A 0, we can replace our small elements by
dierentials, and so
dA = rddr . (8)
Hence the double integral of a function f over a region A is
_
A
f(x, y)dA =
_
A
f(r, )rdrd . (9)
As before, we must do both integrals in the double integral in order.
In order to do this, we write the region we want to integrate over as being
bounded by the curves r
l
() and r
u
(), and lying within the range
0

1
. Thus,
_
A
f(x, y)dA =
_

1

0
_
_
ru()
r
l
()
f(r, )rdr
_
d (10)
Example:
Integrate the function f(x, y) = xy over the region A, which is the quarter
circle (see Figure 9):
x
2
+ y
2
a
2
, x 0, y 0 .
6
x
y
l
u
r ( )
r ( )

0
Figure 8: Region A which lies between a lower radius r
l
() and an upper
radius r
u
() (a curvilinear curve) for an angle within the range [
0
, 1].
a
a
x
y
Figure 9: Region A which lies between a lower radius r
l
() = 0 and an
upper radius r
u
() = a (a circular curve) for an angle within the range
[
1
,
2
] = [0, /2].
Solution:
The region A is bounded by the curves
r
u
() = a
r
l
() = 0
and lies within the range 0 /2. We also place the function f into
polar coordinates:
f(r, ) = xy = (r cos )(r sin )
= r
2
cos sin .
The integral is then
I =
_
A
f(r, )rdrd
=
_
2
0
_
a
0
r
2
cos sin rdrd
7
=
_
2
0
__
a
0
r
3
dr
_
cos sin d
=
_
r
4
4
_
a
0
_
2
0
cos sin d
=
_
r
4
4
_
a
0
_
2
0
sin(2)
2
d
=
_
a
4
8
__
cos(2)
2
_
2
0
=
_
a
4
8
_
_
1
2
+
1
2
_
=
_
a
4
8
_
.
Calculating this double integral using Cartesian coordinates is a little more
complicated, as we see below:
First of all, we note that the region is bounded by the curves
x
r
(y) =
_
a
2
y
2
and
x
l
(y) = 0 .
The integral is then expressed as follows
I =
_
a
0
_

a
2
y
2
0
f(x, y)dxdy
=
_
a
0
_
1
2
x
2
y
_

a
2
y
2
0
dy
=
_
a
0
1
2
y(a
2
y
2
)dy
=
_
1
4
a
2
y
2

1
8
y
4
_
a
0
=
1
8
a
4
,
which is consistent with the previous calculation performed in curvilinear
coordinates. In other cases, it is more apparent that the choice of curvilinear
coordinates simplies the derivation.
8
4.9 Surface Integrals
A general surface in three dimensions can be represented by the equation
(see Figure )
(x, y, z) = C (11)
area
=
x
z
y
Const.
S
surface S
Like line integrals, there are two types of surface integrals, which we will
refer to as scalar and vector type integrals. We approach both in more or
less the same way, which is to divide the surface up into a large number
of small rectangles of equal area S, and then sum over these as the area
approaches zero. By projecting onto one of the coordinate planes, we can
convert an integral over a surface into a double integral, something which
we already know how to calculate.
4.9.1 Scalar-type surface integrals
Suppose that T(x, y, z) is some scalar function which is dened on a surface
S in 3D space. We then divide the surface up into a large number of small
squares, each of area S. We then take the limit, in which we get an innite
number of these small squares and at the same time they become innitely
small, i.e. S dS. The surface integral of T over S can then be dened
as _
S
T(x, y, z)dS = lim
S0

(all S in S)
T(x, y, z)S (12)
Clearly the evaluation of these integrals is made more dicult because each
innitesimal element dS is aligned at a dierent angle. That is, each element
has a dierent direction associated with it. This direction is the normal to
the surface n , which may well change direction as we move from one point
on the surface to another.
In order to calculate the integral, we must project onto one of the coor-
dinate planes. The xy plane is usually the most convenient, if we do this,
9
then we can see from the gure following that the projected area dxdy can
be written
dA = dxdy = n

k dS , (13)
where

k is the coordinate vector pointing in the z direction. We can re-
arrange this equation to get
dS =
dA
n

k
=
dxdy
n

k
. (14)
dA = dx dy
n
k
z
x
y
k n
dS=
dA
n
dS= dA
dA = dx dy
k
Figure 10: Left: Projection of an innitesimal element dS (of arbitrary
orientation) onto a at innitesimal element dA = n

k dS in the x y
plane. Here, n denotes the unit normal to the surface S and

k is the unit
vector oriented along the z-axis. Right: Idem when dS is parallel to the
x y plane (here, n

k = n n = 1).
Sometimes we nd that it is not convenient to project onto the x-y plane.
For example we might want to integrate over the surface (x, y, z) = x+y =
1 which is always perpendicular to the x-y plane. In this case we have to
project onto one of the other coordinate planes, either the x-z plane or the
z-y plane. It is a simple matter then to obtain the relations
dS =
dx dy
n

k
=
dy dz
n

i
=
dz dx
n

j
(15)
where, as usual,

i ,

j , and

k are the coordinate vectors in the x, y and z
directions respectively.
We still need a way to calculate the normal n at each point on the
surface. The way we will do this is by making use of the formula for the
10
normal which involves the gradient. First suppose that we decide to project
onto the x-y plane. Then we can represent the surface S as
z = f(x, y) (16)
That is,
(x, y, z) = z f(x, y) = C = 0 . (17)
The unit normal to the surface is
n =

||
=

i +

y

j +

z

k
_
_

x
_
2
+
_

y
_
2
+
_

z
_
2
=
1
_
_
f
x
_
2
+
_
f
y
_
2
+ 1
_

f
x

i
f
y

j +

k
_
. (18)
So,
n

k =
1
_
_
f
x
_
2
+
_
f
y
_
2
+ 1
(19)
Therefore the surface integral is
_
S
T(x, y, z) dS =
_
A
T(x, y, f(x, y)) (

_
_
f
x
_
2
+
_
f
y
_
2
+ 1) dxdy (20)
where A is the projected region of S onto the x-y plane (see Figure 11).
11
z
x
y
S
A
Figure 11: Projection of a curved surface S onto a at area A in the x y
plane.
Example: Evaluate the integral of the function T(x, y, z) = xyz over the
surface S, which is dened by the equations (see also Figure 12)
x + y + z = 1
x 0 , y 0 , z 0 .
S
1
1
1
x
y
z
Figure 12: Flat surface S dened as the set
_
(x, y, z) , x +y + z 1 , x
0 , y 0 , z 0
_
.
Solution:
We can re-express the surface as
z = f(x, y) (21)
= 1 x y .
Then,
T(x, y, z) = xyz
12
= xy(1 x y)
= xy x
2
y y
2
x .
Projecting onto the x-y plane,
dS =
dxdy
n

k
=

_
1 +
_
f
x
_
2
+
_
f
y
_
2
dxdy
=

3 dxdy
The integral is now
I =
_
S
T dS =
_
A
(xy x
2
y y
2
x)

3 dxdy
where the region A is shown on Figure 13.
0 1
1
x
y
A
Figure 13: Area A dened as the set
_
(x, y) , x + y 1 , x 0 , y 0
_
.
A is the projection of S onto the x y plane.
This is a double integral, which is the kind of thing we tackled in the
previous section. It is evaluated:
I =
_
1
0
dx
_
1x
0
dy

3(xy x
2
y y
2
x)
=
_
1
0
_
xy
2
2

x
2
y
2
2

y
3
x
3
_
1x
0

3dx
=
_
1
0
_

5
6
(1 x)
3
_

3 dx
=
5

3
24
13
4.9.2 Finding the area of a surface
The area of a given surface in 3D can be calculated by integrating the scalar
function T(x, y, z) = 1 over that surface, i.e.
Area =
_
S
dS . (22)
Example:
Calculate the area of the surface S given in the previous example (see Figure
12).
Solution:
Projecting onto the x-y plane, we nd that the area element is
dS =

3 dxdy ,
so that the total area of the surface is
Area =
_
S
dS
=
_
A

3 dxdy
=

3
_
1
0
dx
_
1x
0
(1) dy
=

3
_
1
0
[y]
1x
0
dy
=

3
_
1
0
(1 x) dx
=

3
_

1
2
(1 x)
2
_
1
0
=

3
2
.
4.10 Vector-type surface integrals
Recall that we have divided our surface up into tiny elements of area S,
and that each of these elements has a direction associated with it, a direc-
tion which is specied by the normal vector n . We can use this to dene
a new sort of area element,
S = n S (23)
which is a vector quantity, and represents both the area of a surface element
and its orientation (see gure 14).
14
S = n S
Figure 14: An oriented surface S can be approximated by a large number
of tiny at elements S = n S of unit normals n .
The reason this new quantity is useful is that if we dot product it with a
vector eld, then it measures how much of that eld goes through the small
surface element S. That is, if the vector eld is totally parallel to the
surface then it doesnt really go through the surface element at all, it just
glides across it. In this case F S is zero (see Figure 15 left). However
if the surface element is oriented so that it is perpendicular to the vector
eld, then F S is as large as it can possibly get (see Figure 15 right).
S
S
Figure 15: The ux F S of a vector eld F across the surface element
S is null on the left picture and is maximised on the right picture.
The quantity
F S (24)
is known as the ux of the vector eld F across the surface element S.
If we add up the totality of all these uxes then we can form an integral,
often known as the ux integral:
_
S
F dS = lim
S0

(all S in S)
F S , (25)
where we have replaced the area vector S by its innitesimal counterpart
dS in the limit as S 0.
15
In practise this integral can be evaluated by re-writing it as
_
S
F dS =
_
S
F n dS . (26)
Note that the innitesimal vector element dS has been replaced by the
scalar quantity dS on the right-hand side. In fact the quantity F n is also
a scalar, and so this integral is now a scalar-type surface integral, which we
already know how to calculate.
Example: Calculate the vector-type surface integral
_
S
F dS ,
where F = z
2

k and the surface S is dened by the equations (see Figure

12)
x + y + z = 1 , x, y, z 0 .
Solution: The surface is described by
(x, y, z) = x + y + z = 1
and so the unit normal to the surface is
n =

||
=

i +

j +

k

1
2
+ 1
2
+ 1
2
=
1

3
(

i +

j +

k ) .
So
F n = (z
2

k ) (
1

i +
1

j +
1

k )
=
z
2

3
=
1

3
(1 x y)
2
.
Therefore we now have to evaluate a scalar integral,
_
S
F dS =
_
S
1

3
(1 x y)
2
dS .
Projecting onto the x-y plane,
dS =
dx dy
n

k
=

3dx dy
16
The rest is just evaluating the double integral associated with the projection
A of S onto the x y plane (see Figure 13)
_
S
F dS =
_
A
1

3
(1 x y)
2

3 dxdy
=
_
1
0
_
_
1x
0
(1 x y)
2
dy
_
dx
=
_
1
0
_
(1 x)
2
y +
1
3
y
3
y
2
(1 x)
_
1x
0
dx
=
_
1
0
1
3
(1 x)
3
dx
=
1
12
.
17