Multiple Integration

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    Chapter Multiple Integration

    Dr. Tran Van Long

    24-01-2011

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 1 / 15

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    Double Integrals

    1 Double Integrals

    2 Double Integrals in Cartesian Coordinates

    3 Change of Variables in Double Integrals

    4 Triple Integrals

    5 Change of Variables in Triple IntegralsDr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

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    Double Integrals

    Double Integrals over Rectangles

    D- a closed rectangle D= [a, b]

    [c, d]

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    Double Integrals

    Double Integrals over Rectangles

    D- a closed rectangle D= [a, b] [c, d]function f(x, y) is bounded on D

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

    D bl I l

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    Double Integrals

    Double Integrals over Rectangles

    D- a closed rectangle D= [a, b] [c, d]function f(x, y) is bounded on DThe partition P:

    a = x0 < x1 < < xm = b,

    c= y0 < y1 < < yn = d.

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    D bl I t l

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    Double Integrals

    Double Integrals over Rectangles

    D- a closed rectangle D= [a, b] [c, d]function f(x, y) is bounded on DThe partition P:

    a = x0 < x1 < < xm = b,

    c= y0 < y1 < < yn = d.

    Pconsists mn rectangles Rijand has area dxidyj= (xi xi1)(yj yj1)

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

    Double Integrals

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    Double Integrals

    Double Integrals over Rectangles

    D- a closed rectangle D= [a, b] [c, d]function f(x, y) is bounded on DThe partition P:

    a = x0 < x1 < < xm = b,

    c= y0 < y1 < < yn = d.

    Pconsists mn rectangles Rijand has area dxidyj= (xi xi1)(yj yj1)

    The norm of partition P: P = maxi,j

    dx2i+ dy

    2j

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

    Double Integrals

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    Double Integrals

    Double Integrals over Rectangles

    D- a closed rectangle D= [a, b] [c, d]function f(x, y) is bounded on DThe partition P:

    a = x0 < x1 < < xm = b,

    c= y0 < y1 < < yn = d.

    Pconsists mn rectangles Rijand has area dxidyj= (xi xi1)(yj yj1)

    The norm of partition P: P = maxi,j

    dx2i+ dy

    2j

    I=D

    f(x, y)dxdy=D

    f(x, y)dA = limP0

    i,j

    f(xi, yj),

    where (xi, yj) arbitrary point in Rij.

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

    Double Integrals

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    Double Integrals

    Double Integrals over General Domains

    f(x, y) is defined on bounded domain D, let f(x, y) is defined on rectangleR Dand be an extension offthat is zero outside D.

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    Double Integrals

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    Double Integrals

    Double Integrals over General Domains

    f(x, y) is defined on bounded domain D, let f(x, y) is defined on rectangleR Dand be an extension offthat is zero outside D.

    D

    f(x, y)dxdy=

    R

    f(x, y)dxdy

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    Double Integrals

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    g

    Properties of Double Integral

    Area area(D) =D

    dxdy

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    Double Integrals

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    g

    Properties of Double Integral

    Area area(D) =D

    dxdy

    Linear D

    [af(x, y) + bg(x, y)]dxdy=

    aD

    f(x, y)dxdy+ bD

    g(x, y)dxdy

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    Double Integrals

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    g

    Properties of Double Integral

    Area area(D) =D

    dxdy

    Linear D

    [af(x, y) + bg(x, y)]dxdy=

    aD

    f(x, y)dxdy+ bD

    g(x, y)dxdy

    Additivity of domains D1,D2 nonoverlapping

    D1D2f(x, y)dxdy=

    D1f(x, y)dxdy+

    D2f(x, y)dxdy

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    Double Integrals in Cartesian Coordinates

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    Fubinis Theorem

    D= [a, b] [c, d] = {(x, y) : a x b, c y d}:

    D

    f(x, y)dxdy=b

    a

    dxdc

    f(x, y)dy

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    Double Integrals in Cartesian Coordinates

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    Fubinis Theorem

    D= [a, b] [c, d] = {(x, y) : a x b, c y d}:

    D

    f(x, y)dxdy=b

    a

    dxdc

    f(x, y)dy

    D= {(x, y) : a x b, c(x) y d(x)}:

    D

    f(x, y)dxdy=

    ba

    dx

    d(x)c(x)

    f(x, y)dy

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 5 / 15

    Double Integrals in Cartesian Coordinates

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    Fubinis Theorem

    D= [a, b] [c, d] = {(x, y) : a x b, c y d}:

    D

    f(x, y)dxdy=b

    a

    dxdc

    f(x, y)dy

    D= {(x, y) : a x b, c(x) y d(x)}:

    D

    f(x, y)dxdy=

    ba

    dx

    d(x)c(x)

    f(x, y)dy

    D= {(x, y) : c y d, a(y) x b(y)}:

    D

    f(x, y)dxdy=

    dc

    dy

    b(y)a(y)

    f(x, y)dx

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 5 / 15

    Double Integrals in Cartesian Coordinates

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    Example 1

    Change the order of the integral

    D

    f(x, y)dxdy,

    Dis the triangle with vertices(

    0, 0),

    (1, 0

    ),

    (1, 1

    )

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    Double Integrals in Cartesian Coordinates

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    Example 1

    Change the order of the integral

    D

    f(x, y)dxdy,

    Dis the triangle with vertices(

    0, 0),

    (1, 0

    ),

    (1, 1

    )D

    f(x, y) =

    10

    dx

    x0

    f(x, y)dy,

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 6 / 15

    Double Integrals in Cartesian Coordinates

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    Example 1

    Change the order of the integral

    D

    f(x, y)dxdy,

    Dis the triangle with vertices (0, 0), (1, 0), (1, 1)

    D

    f(x, y) =

    10

    dx

    x0

    f(x, y)dy,

    D

    f(x, y) =

    10

    dy

    1y

    f(x, y)dx.

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 6 / 15

    Double Integrals in Cartesian Coordinates

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    Example 2

    Find D

    (x y)dxdy,

    Dis the region bounded by y= 2 x2, y= 2x 1

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    Double Integrals in Cartesian Coordinates

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    Example 2

    Find D

    (x y)dxdy,

    Dis the region bounded by y= 2 x2, y= 2x 1

    D

    (x y)dxdy=

    13

    dx

    2x22x1

    (x y)dy

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    Double Integrals in Cartesian Coordinates

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    Example 2

    Find D

    (x y)dxdy,

    Dis the region bounded by y= 2 x2, y= 2x 1

    D

    (x y)dxdy=

    13

    dx

    2x22x1

    (x y)dy

    =

    1

    3

    dxxy

    1

    2y22x2

    2x1

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

    Double Integrals in Cartesian Coordinates

    E l 2

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    Example 2

    Find D

    (x y)dxdy,

    Dis the region bounded by y= 2 x2, y= 2x 1

    D

    (x y)dxdy=

    13

    dx

    2x22x1

    (x y)dy

    =

    1

    3

    dxxy

    1

    2y22x2

    2x1

    =13

    x(2 x2) 12 (2 x

    2)2x(2x 1) 12 (2x 1)

    2dx=

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

    Double Integrals in Cartesian Coordinates

    E l 2

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    Example 2

    Find

    D

    (x y)dxdy,

    Dis the region bounded by y= 2 x2, y= 2x 1

    D

    (x y)dxdy=

    13

    dx

    2x22x1

    (x y)dy

    =

    1

    3

    dxxy

    1

    2y22x2

    2x1

    =13

    x(2 x2) 12 (2 x

    2)2x(2x 1) 12 (2x 1)

    2dx= 6415

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

    Double Integrals in Cartesian Coordinates

    E l 3

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    Example 3

    Find the volume of the solid bounded by the planes:

    z= 0, z= 1 x2, y= 0, y= x

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    Double Integrals in Cartesian Coordinates

    E l 3

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    Example 3

    Find the volume of the solid bounded by the planes:

    z= 0, z= 1 x2, y= 0, y= x

    V= 0x1,0yx

    (1 x2)dxdy

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    Double Integrals in Cartesian Coordinates

    E l 3

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    Example 3

    Find the volume of the solid bounded by the planes:

    z= 0, z= 1 x2, y= 0, y= x

    V= 0x1,0yx

    (1 x2)dxdy

    V=

    1

    0

    dx

    x

    0

    (1 x2)dy

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 8 / 15

    Double Integrals in Cartesian Coordinates

    Example 3

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    Example 3

    Find the volume of the solid bounded by the planes:

    z= 0, z= 1 x2, y= 0, y= x

    V= 0x1,0yx

    (1 x2)dxdy

    V=

    1

    0

    dx

    x

    0

    (1 x2)dy

    V=1

    4

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    Change of Variables in Double Integrals

    Transformation

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    Transformation

    Mapping: F: (u, v) (x= x(u, v), y= y(u, v)) maps one point (u, v) inuv-plane to one and only one point (x, y) in xy-plane and vice versa. TheJacobian

    (x, y)

    (u, v)

    =

    det

    xu

    yu

    xv

    yv

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    Change of Variables in Double Integrals

    Transformation

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    Transformation

    Mapping: F: (u, v) (x= x(u, v), y= y(u, v)) maps one point (u, v) inuv-plane to one and only one point (x, y) in xy-plane and vice versa. TheJacobian

    (x, y)

    (u, v)

    =

    det

    xu

    yu

    xv

    yv

    The transformation F(S) = D, where Sdomain uv-plane, Ddomainxy-plane.

    F(S)

    f(x,y)dxdy=

    S

    fF(u

    ,v)(x, y)(u, v)

    dudv

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 9 / 15

    Change of Variables in Double Integrals

    Polar Coordinates

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    Polar Coordinates

    Polar coordinates [r, ], (r 0, 0 2) and Cartesian coordinates(x, y) are related by the transformation

    F: [r, ] (x= rcos , y= rsin )

    .

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 10 / 15

    Change of Variables in Double Integrals

    Polar Coordinates

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    Polar Coordinates

    Polar coordinates [r, ], (r 0, 0 2) and Cartesian coordinates(x, y) are related by the transformation

    F: [r, ] (x= rcos , y= rsin )

    .

    The Jacobian (x, y)

    (u, v)

    =

    cos rsin sin rcos

    = r

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 10 / 15

    Change of Variables in Double Integrals

    Example 1

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    Example 1

    Find the area of the disk D= {(x, y) : x2 + y2 R2}.

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 11 / 15

    Change of Variables in Double Integrals

    Example 1

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    Example 1

    Find the area of the disk D= {(x, y) : x2 + y2 R2}.

    Area(D) =

    D

    dxdy

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    Change of Variables in Double Integrals

    Example 1

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    Example 1

    Find the area of the disk D= {(x, y) : x2 + y2 R2}.

    Area(D) =

    D

    dxdy

    Transformation x= rcos , y= rsin , where 0 r R, 0 2

    Area(D) =

    D

    dxdy=

    2

    0

    d

    R

    0

    rdr= R2.

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 11 / 15

    Change of Variables in Double Integrals

    Example 2

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    Example 2

    Find the area of the elipse E= {(x, y) : x2

    a2+ y

    2

    b2 1}.

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    Change of Variables in Double Integrals

    Example 2

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    p

    Find the area of the elipse E= {(x, y) : x2

    a2+ y

    2

    b2 1}.

    Area(E) =

    E

    dxdy

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 12 / 15

    Change of Variables in Double Integrals

    Example 2

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    p

    Find the area of the elipse E= {(x, y) : x2

    a2+ y

    2

    b2 1}.

    Area(E) =

    E

    dxdy

    Transformation x= au, y= bv, where u2 + v2 1,(x,y)(u,v)

    = abArea(E) =

    E

    dxdy=

    u2

    +v2

    1

    abdudv= ab.

    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 12 / 15

    Change of Variables in Double Integrals

    Area of surface

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    The area of surface z= f(x, y) defined for (x, y) D:

    S=

    D

    1 + (zx)

    2 + (zy)2dxdy

    Example: Find area of surface of unit sphere.

    z=

    1 x2 y2, x2 + y2 1

    S= 2D

    1 + (zx)2 + (zy)2dxdy= 2

    D

    11 x2 y2dxdy

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    Triple Integrals

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    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 14 / 15

    Change of Variables in Triple Integrals

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    Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 15 / 15

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