3 Multiple Integrals

Mathematical Methods 2
CHEN20041

3.1 Integration over rectangular areas

3 Multiple Integrals
3.1 Integration over rectangular regions

The integral

represents the area under the curve y = f(x) between x = a and x = b

y = f(x) x=a x=b

3.1 Integration over rectangular areas

3.1 Integration over rectangular areas

Consider a function of two variables f(x,y)

The integral represents the area of a slice at position y

3.1 Integration over rectangular areas

3.1 Integration over rectangular areas

The integral represents the volume of a slice at position y with thickness dy y

This slice can be considered at different values of y e.g. from y = a to y = b

y b a

3.1 Integration over rectangular areas

3.1 Integration over rectangular areas

The sum of all such slices is given by the integral of the integral, i.e.

The double integral represents the volume underneath the function but above the rectangle y b a

y b a c d x c

3.1 Integration over rectangular areas

3.1 Integration over rectangular areas

Looking down from above

Area of a slice

Looking down from above

Volume of a slice

dy

x=c

x=d

x=c

x=d

3.1 Integration over rectangular areas

3.1 Integration over rectangular areas

Looking down from above

Volume of block

The Double Integral

The part y=b y=a x=c x=d is known as the inner integral. It can be evaluated and will be a function of y, e.g. g(y).

3.1 Integration over rectangular areas

The Double Integral

Example 3.1
Evaluate the double integral

Once the inner integral is evaluated, it can be placed in the main integral to give

This is known as the outer integral.

3.1 Integration over rectangular areas

Example 3.2
Evaluate the double integral
Note that reversing the order of the integrations (along with their limits) preserves the integral, that is,

3.2 Integration over non-rectangular areas

3 Multiple Integrals
3.2 Integration over non-rectangular regions
Imagine the triangle with vertices at (0,0), (1,0) and (1,1). A double integral can be carried out over this triangle.

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Assume x is the variable on the outer integral. The triangle can be divided into a series of strips for constant x.

Each strip will have its foot at y = 0 and its head at y = x. y=x The limits on the inner integral are y = 0 to y = x. Inner integral is y=x

y=0

y=0

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

In scanning out the triangle, the strip will travel from x = 0 to x = 1. y=x The limits on the outer integral are x = 0 and x = 1. x=0 The outer integral is y=0 x=1

To integrate over this triangle, the double integral is y=x x=1 x=0 y=0

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

The integral

To find the limits on the double integral

1. Decide which variable to put on the outer integral represents the volume under the curve f(x,y) and above the triangle. x=0 y y=x y=0 x x=1

3.2 Integration over non-rectangular areas

To find the limits on the double integral

3.2 Integration over non-rectangular areas

To find the limits on the double integral

1. Decide which variable to put on the outer integral 2. The limits on the outer integral are the extreme values of the variable on the outer integral

1. Decide which variable to put on the outer integral 2. The limits on the outer integral are the extreme values of the variable on the outer integral 3. For each value of the variable on the outer integral, the limits on the inner integral are the values of that variable at the ends of the strip.

3.2 Integration over non-rectangular areas

Example 3.3
The limits on the inner integral may be functions of the variable on the outer integral. The limits on the outer integral are constants. Evaluate the double integral

3.2 Integration over non-rectangular areas

Example 3.4
Integrate the function z = 2x sin(y) over the area shown
y

It is possible to reverse the order of the two integrations but care must be taken with the limits. The last example will be repeated with x on the inner integral and y on the outer integral

y=x

x=1

y=0

3.2 Integration over non-rectangular areas

Example 3.5
With x on the inner integral and y on the outer integral, integrate the function z = 2x sin(y) over the area shown
y

Sometimes it is necessary to reverse the order of the integrals in order to progress. Consider the integral

y=x2

x=1

The inner integral is

y=0

which cannot be evaluated

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Consider the integral

y

Consider the integral

y

The integral can be evaluated by reversing the order of the two integrations.

The entirety of the area lies between x =0 and x = 1.

x

x=0

x=1

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Consider the integral

y

Consider the integral

y

The entirety of the area lies between x =0 and x = 1. The limits on the outer integral are x = 0 and x = 1.

For each value of x, y lies between y = x and y = 1.

x

y=1

y=x
x

x=0

x=1

x=0

x=1

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Consider the integral

y

Consider the integral

y

For each value of x, y lies between y = x and y = 1. The limits on the inner integral are y = x to y = 1.

y=1

The integral can be re-written as

y=1

y=x
x

y=x
x

x=0

x=1

x=0

x=1

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Consider the integral NOW The inner integral is

Consider the integral NOW The outer integral is

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Consider the integral NOW The outer integral is

Splitting the area

Sometimes the area of integration is such that it is necessary to split the area into several smaller areas.

So

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Splitting the area

Consider integrating the function f(x,y) over the triangle shown. (2,4) y=6-x y=2x (3,3) y=x

Splitting the area

Divide the area into two along x = 2 (2,4) y=2x y=6-x (3,3) y=x

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Splitting the area

Divide the area into two along x = 2 For x between 0 and 2, y varies between y=x and y = 2x So, contribution (2,4) y=2x y=6-x (3,3) y=x

Splitting the area

Divide the area into two along x = 2 For x between 2 and 3, y varies between y=x and y = 6-x So, contribution (2,4) y=2x y=6-x (3,3) y=x

3.2 Integration over non-rectangular areas

Splitting the area

The integral is given by

Example 3.6
Integrate the function f(x,y) = x + 1 over the rhombus shown (0,1)

(-2,0) (0,-1)

(2,0)

3.2 Integration over non-rectangular areas

3.2 Integration over non-rectangular areas

Triple Integrals
It is possible to integrate a function over a volume by means of a triple integral. A triple integral is written a middle integral This integral can be evaluated by calculating an inner integral

and an outer integral

Example 3.7
The triple integral

3 Multiple Integrals
3.3 Change of Variables; the Jacobian

represents the integral over the area surrounded by x + y + z = 1 and the three main planes. Calculate this integral.

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

Change of Variables
Consider the integral.

Change of Variables
Consider the integral.

To evaluate this integral, it is advised to use the substitution U = x2 + 3x + 5 after which the integral becomes

which can be evaluated reasonably easily.

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

When moving from

When moving from

to

to

the limits change accordingly,

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

When moving from

When moving from

to the limits change accordingly, the function of x is replaced by a function of U

to

the limits change accordingly, the function of x is replaced by a function of U and the dx is replaced by

3.3 Change of Variables; the Jacobian

When moving from

Carl Jacobi
b 1804 Potsdam d 1851 Berlin Elliptic Functions First-order PDEs Equations of Dynamics

to

the limits change accordingly, the function of x is replaced by a function of U and the dx is replaced by

J is called the Jacobian

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

A change of variables may also help for a double integral. More commonly, a change of variables will help for an awkward area of integration rather than a difficult function.

In Example 3.6, it was necessary to integrate f(x,y)=x+1 over the rhombus with vertices at (-2,0),(0,1), (2,0) and (0,-1). Using x and y, it was necessary to split the rhombus into two triangles and form two different double integrals (0,1)

(-2,0) (0,-1)

(2,0)

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

It should be noted that the edges of the rhombus can be expressed in terms of constant values of x + 2y and constant values of x 2y.

Using the variables, u = x + 2y and v = x 2y, the limits become -2 to 2 on u and -2 to 2 on v.

(0,1) x - 2y = -2 (-2,0) x + 2y = -2 x + 2y = 2 (2,0) x - 2y = 2 (0,-1)

v = -2 x - 2y = -2

(0,1)

u = -2 x + 2y = 2 (2,0) x - 2y = 2 v=2

(-2,0) x + 2y = -2 u=2 (0,-1)

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

Using the variables, u = x + 2y and v = x 2y, the limits become -2 to 2 on u and -2 to 2 on v. The dy dx must be replaced by J du dv where J is the magnitude of the determinant

The dy dx must be replaced by J du dv where J is the magnitude of the determinant

Also note the terminology

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

In this case,

So, the integral is given by

so the Jacobian is given by the magnitude of

i.e. 1/4

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

The inner integral becomes

The inner integral is put into the outer integral which becomes

So

3.3 Change of Variables; the Jacobian

Example 3.8
Using the substitution, x = u2-v2, y = 2uv, integrate the function f(x,y) = x over the area highlighted below x=y2/4-1 x=4-y /16 x=1-y2/4 y=0
2

Polar Coordinates
A common change of variable concerns the use of polar coordinates for circular-type areas.
!

r x

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

Polar Coordinates
Here Here

Polar Coordinates

The Jacobian J is r ! x y ! r x y

3.3 Change of Variables; the Jacobian

3.3 Change of Variables; the Jacobian

Polar Coordinates
Here The Jacobian J is r ! x y Here

Polar Coordinates

An area spanning the same dr and d! will cover more area AWAY FROM the origin

r ! x

So, using polar coordinates, dy dx is replaced by r dr d! (or r dq dr )

3.3 Change of Variables; the Jacobian

Example 3.9
Integrate the function z = 5x2 y over the unit semi-circle lying above the x-axis. 1 Using a change of variables, a complicated area can be found by integrating the function f(x,y)=1 over the relevant area. Finding the area is the same as finding the volume of a shape 1 unit thick. 1 1

Example 3.10
Find the area enclosed by the cardioid (using polar coordinates)