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Practical Guide 09 Double and Triple Integrals
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0.1 Practical Guide - Double & Triple Integrals
0.1.1 Double Integrals
Note: in some gures "sqrt" stands for "p", because some graphical properties are not activated.Notation A domain D R2 , f : D ! R , a continuous function on D .ZZ
D
f(x; y)dxdy
for f(x; y) = 1 for all (x; y) 2 D , we get the "area" of D =ZZD
1dxdy
We present two basic situations when the double integral reduces to computing two successive simple integrals.- a rectangle- a domain which is projectable onto the Ox or Oy axis, or may be "decomposed" into several such domains.
Case I. D is a rectangle, parallel to the Ox and Oy axis.
D = [a; b] [c; d] = f(x; y) 2 R2 , x 2 [a; b] and y 2 [c; d]g == f(x; y) 2 R2 , a x b and c y d g
x
y
a b
d
c
x
y
d
c
ba
1) 2)
ZZD
f(x; y)dxdy =
bZa
0@ dZc
f(x; y)dy
1A dx| {z }
1)
=
dZc
0@ bZa
f(x; y)dx
1A dy| {z }
2)
The "order" of integration makes no dierence. However we may think about (1) as "covering" the rectangle withvertical lines y 2 [c; d] , for each x 2 [a; b] , and about (2) as "covering" the rectangle with horizontal lines x 2 [a; b], for each y 2 [c; d] .
1
Example. D = [1; 2] [1; 0] , f(x; y) = xy x+ y + 2
i)ZZD
f(x; y)dxdy =
2Z1
0@ 0Z1(xy x+ y + 2)dy
1A dx = 0Z1
0@ 2Z1
(xy x+ y + 2)dx1A dy
2Z1
0@ 0Z1(xy x+ y + 2)dy
1A dx = 2Z1
xy2
2 xy + y
2
2+ 2y
01
!dx =
=
2Z1
x12 x(1) + 1
2 2dx = x
2
4+x2
2+1
2x 2x
21
= 2 + 54= 3
4
ii)
0Z1
0@ 2Z1
(xy x+ y + 2)dx1A dy = 0Z
1(x2
2y x
2
2+ xy + 2x
21
)dy =
=
0Z1(4y + 2 3
2y 3
2)dy =
0Z1(5
2y +
1
2)dy =
5
4y2 +
1
2y
01= 5
4+1
2= 3
4
Comment. You clearly dont need to produce both computations. We did so here, just to show we get thesame value in both cases.
Case II. D is "projectable" on the Ox axis, '; : [a; b]! R continuous functions. Which actually meansthe projections are "one to one".
D = f(x; y) 2 R2 , a x b and '(x) y (x) g
a b x
y
x
y
j(x)
y(x)
ZZD
f(x; y)dxdy =
bZa
0B@ (x)Z'(x)
f(x; y)dy
1CA dxComment. You may think about "covering" the domain by vertical lines, in this case of dierent lenght. For
each x 2 [a; b] we have the corresponding vertical line y 2 ['(x); (x)]
2
Example.Compute the area of the domain D R2 , which is bounded by the parabola y = x2 1 and the line y = x+1.First nd the intersection points between the line and the parabola
y = x2 1 , y = x+ 1 ) x2 1 = x+ 1 , x2 x 2 = 0
) x1 = 1 , y1 = 0 and x2 = 2 , y2 = 3As for the line, we have x = 0 , y = 1 and y = 0 , x = 1Consequently we may "describe" the domain as
D = f(x; y) 2 R2 , 1 x 2 and x2 1 y x+ 1 g
which proves it is projectable onto the Ox axis.
x
y
y = x-1
y = x+1
y = x-1
y
x-1 1 2
3
area(D) =
ZZD
1dxdy =
2Z1
0@ x+1Zx21
1dy
1A dx = 2Z1
x+ 1 (x2 1) dx =
=
2Z1
x2 + x+ 2) dx = x33+x2
2+ 2x
21= 6 8
3 13 12+ 2 = 5 1
2
Case III. D is "projectable" on the Oy axis, ; : [c; d]! R continuous functions. Which actually meansthe projections are "one to one".
D = f(x; y) 2 R2 , c y d and (y) x (y) g
3
xy
y
x
c
d
a(y)b(y)
ZZD
f(x; y)dxdy =
dZc
0B@(y)Z(y)
f(x; y)dx
1CA dyComment. You may think about "covering" the domain by horizontal lines, in this case of dierent lenght.
For each y 2 [c; d] we have the corresponding horizontal line x 2 [(y); (y)]
Example. Compute the area of the domain D R2 , which is bounded by the parabola x = 4 y2 and theline x = 1.First nd the intersection between the line and the parabola.
x = 4 y2 , x = 1 ) y2 = 5 ) y = p5
4
xy
-1
2
-2
x = -1x = 4-y
x
4
We may "describe" the domain as
D = f(x; y) 2 R2 , p5 y
p5 and 1 x 4 y2 g
area(D) =
ZZD
1dxdy =
p5Z
p5
0B@4y2Z
11dx
1CA dy =p5Z
p5
4 y2 + 1 dy =
=
p5Z
p5
5 y2 dy = 5y y3
3
p5
p5= 5 2
p5 1
32 5p5 =
20
3
p5
Comment. In both examples, we may consider the "opposite" projection.
5
xy
-1
y = sqrt( 4-x)
y = -sqrt( 4-x)
x = sqrt( 1+y)x = -sqrt( 1+y)
x = y-1
4
-1
3
1) 2)
However the successive simple integrals we get seem to be more "complicated". We have
1)ZZD
1dxdy =
0Z1
0B@py+1Z
py+1
1dx
1CA dy + 3Z0
0B@py+1Zy1
1dx
1CA dy =
=
0Z12py + 1dy +
3Z0
py + 1 (y 1)dy = 4
3
py + 1
301+2
3
py + 1
330 y
2
2 y30
=4
3+16
3 23 92+ 3 =
9
2
2)ZZD
1dxdy =
4Z1
0B@p4xZ
p4x
1dy
1CA dx = 4Z12p4 xdx = 4
3
p4 x3
41=4
35p5 =
20
3
p5
Change of variable for double integrals.Consider two domains D;E R2Let h : E ! D bijective (one to one), of class C1 (u; v)! (x; y) ,x = x(u; v) , y = y(u; v) , h(u; v) = (x(u; v); y(u; v))and the jacobian nonzero at any point (u; v)
det Jh = det
@x@u
@x@v
@y@u
@y@v
6= 0
ZZD
f(x; y)dxdy =
ZZE
f(x(u; v); y(u; v)) jdet Jhj dudv
Comment. The main purpose to use a change of variable in a double integral is not to get a simpler function,but a "simpler" domain "E" instead of "D". We can imagine innitely many changes of variable. However for"school" problems, polar and elliptical cordinates would be frequently used, whenever the domain D is "round"shaped.
Example.1) Compute the area of the disc D = f(x; y) 2 R2 , x2 + y2 R2 g
6
xy
Consider polar coordinates x = x(r; t) = r cos t , y = y(r; t) = r sin t ,To cover the whole disc we need r 2 [0; R] and t 2 [0; 2] , with the previous notation E = [0; R] [0; 2]The jacobian for polar coodinates is
det J = det
@x@r
@x@t
@y@r
@y@t
= det
cos t r sin tsin t r cos t
= r cos2 t+ r sin2 t = r
area(D) =
ZZD
1dxdy =
ZZE
1 rdrdt =2Z0
0@ RZ0
rdr
1A dt = 2Z0
r2
2
R0
!dt =
2Z0
R2
2dt = R2
Example.2) Compute the area bounded by the ellipse x
2
a2 +y2
b2 = 1 , that is the domain D R2
D = f(x; y) 2 R2 , x2
a2+y2
b2 1 g
x
y
a
b
7
This is how we get "elliptical" (or "generalized" polar) coordinates
x2
a2+y2
b2= r2 1
and clearly r 2 [0; 1] , for r = 0 we get the origin (0; 0) and for r = 1 we get a point on the ellipse.x2
a2r2+
y2
b2r2= 1 ) x
2
a2r2= cos2 t ,
y2
b2r2= sin2 t
x = ar cos t , y = br sin t
and in order to cover the domain D we need r 2 [0; 1] , t 2 [0; 2] , so E = [0; 1] [0; 2]
det J = det
@x@r
@x@t
@y@r
@y@t
= det
a cos t ar sin tb sin t br cos t
= abr cos2 t+ abr sin2 t = abr
area(D) =
ZZD
1dxdy =
ZZE
ab rdrdt =2Z0
0@ 1Z0
abrdr
1A dt = 2Z0
ab
r2
2
10
!dt =
2Z0
ab
2dt = ab
Example.3) Compute the area of the domain D R2 bounded by the curve of equation
(x2 + y2)2 = a2(y2 x2) , a > 0
First remark that this curve has left-right symmetry, ( it is symmetric with respect to Oy axis) since the equationdoes not change by replacing x with x .Also up-down symmetry, (it is symmetric with respect to Ox axis) since the equation does not change by
replacing y with y .We use polar coordinates, and write the equation of the curve in polar coodinates x = r cos t , y = r sin t
(r2 cos2 t+ r2 sin2 t)2 = a2(r2 sin2 t r2 cos2 t)
r2 = a2(sin2 t cos2 t) = a2 cos 2tr = a
p cos 2tThis means cos 2t 0 , therefore 2t 2 [2 ; 32 ] , , t 2 [4 ; 34 ] also t 2 [ 54 ; 74 ] due to up-down symmetry.To cover the domain D we need t 2 [4 ; 34 ] , t 2 [ 54 ; 74 ] and r 2 [0;
p cos 2t]
E = f(r; t) , t 2 [4;3
4] [ [ 5
4;7
4] , r 2 [0;p cos 2t]g
8
xy
r = a sqrt(-cos2t)
Also due to up-down symmetry the area(D) is twice the area for y 0
area(D) =
ZZD
1dxdy =
ZZE
1 rdrdt = 234Z4
0B@ap cos 2tZ
0
rdr
1CA dt = 234Z4
r2
2
ap cos 2t
0
!dt =
= 2
34Z4
a2 cos 2t2
dt = 2a2 sin 2t4
344
= 12(sin
3
2 sin
2) = a2
Example.4) Compute the integral ZZ
D
xdxdy
where D R2 is the domain D = f(x; y) 2 R2 , x2 + y2 4xg:First we determine the domain D.
x2 + y2 4x, x2 + y2 4x+ 4, (x 2)2 + y2 4
which means D is the disc centered at (2; 0) with radius = 2.
9
xyr = 4cost
42
t
We use polar coordinates, x = r cos t , y = r sin t , the previous inequality becomes
x2 + y2 4x, r2 4r cos t , r 4 cos tTherefore cos t 0 and so t 2 [2 ; 2 ] , 0 r 4 cos t . By using this change of variable we get
ZZD
xdxdy =
2Z2
0@4 cos tZ0
r cos t rdr1A dt =
2Z2
0@4 cos tZ0
cos t r2dr1A dt =
=
2Z2
cos t r
3
3
4 cos t0
!dt =
2Z2
43
3cos4 tdt =
43
3
2Z2
1 + cos 2t
2
2dt =
=42
3
2Z2
1 + 2 cos 2t+ cos2 2t
dt =
42
3
2Z2
1 + 2 cos 2t+
1 + cos 4t
2
dt =
=16
3
3
2 + sin 2t+
sin 4t
8
=2=2
!= 8
0.1.2 Triple Integrals
Notation A domain M R3 f :M ! R , continuous function on M .ZZZM
f(x; y; z)dxdydz
for f(x; y; z) = 1 for all (x; y; z) 2M , we get the "volume" of M =ZZZM
1dxdydz
10
We present only two basic situations when a triple integral reduces to three successive simple integrals.- a parallelipiped- a domain which is projectable onto one of the planes xOy , xOz or yOz or may be "decomposed" into such
domains.
Case I. M is a parallelepiped M = [a; b] [c; d] [; ]
a
bdc
b
a
M
y
z
x
ZZZM
f(x; y; z)dxdydz =
bZa
0@ dZc
0@ Z
f(x; y; z)dz
1A dy1A dx
or any other order of integration, there are 6 of them.
Example. For M = [0; 1] [2; 3] [1; 0] we haveZZZM
(x+ y + z)dxdydz =
1Z0
0@ 3Z2
0@ 0Z1(x+ y + zdz
1A dy1A dx =
=
1Z0
0@ 3Z2
0@ 0Z1
xz + yz +z2
2
z=0z=1
1A dy1A dx = 1Z
0
0@ 3Z2
x+ y 1
2
dy
1A dx ==
1Z0
xy +
y2
2 12y
y=3y=2
!dx =
1Z0
(x+ 2) dx =x2
2+ 2x
10
=5
2
Case II M is a "projectable" on the "horizontal" plane ( the xOy plane). Which actually means theprojection is "one to one".Let D be the projection of M onto the xOy plane.We may say M is between two surfaces S1 and S2 , dened by z = (x; y) , z = (x; y)
11
S1
S2
D
x
y
z
O
z = a(x,y)
z = b(x,y)
z
M = f(x; y; z) 2 R3 ; (x; y) 2 D R2 , z 2 [(x; y); (x; y)]gZZZM
f(x; y; z)dxdydz =
ZZD
0B@(x;y)Z(x;y)
f(x; y; z)dz
1CA dxdyComment. We clearly identify R2 with the xOy plane by (x; y) ! (x; y; 0)We actually reduce the triple integral to a simple integral along the Oz axis and a double integral into the xOy
plane.
Example.Compute the volume of a sphere S = f(x; y; z) 2 R3 , x2 + y2 + z2 R2gWe can project the sphere into the horizontal plane xOy and we get the disk
D = f(x; y) 2 R2 , x2 + y2 R2 g
S = f(x; y; z) 2 R3 , z 2hpR2 x2 y2;
pR2 x2 y2
i, x2 + y2 R2g
12
xz
y
z = sqrt(R-x-y)
z = -sqrt(R-x-y)
vol (S) =ZZZS
1dxdydz =
ZZD
0BB@pR2x2y2Z
pR2x2y2
1dz
1CCA dxdy = ZZD
2pR2 x2 y2
dxdy =
then we use polar coordinates as we did for double integrals x = r cos t , y = r sin twe need r 2 [0; R] and t 2 [0; 2] to cover the whole disk D .
=
2Z0
0@ RZ0
2pR2 r2rdr
1A dt = 2Z0
23
pR2 r23
r=Rr=0
!dt =
2Z0
2
3R
dt =
4R3
3
Example.Compute the volume of the domain bounded by the surface S dened by z = x2 + y2 and the plane z = 4 .
Looks like a "cup".The equation z = x2 + y2 represents a paraboloid, and z = 4 a horizontal plane.First nd the intersection between the paraboloid and the plane
z = x2 + y2 , z = 4 ) x2 + y2 = 4
we get a circle centered at (0; 0; 4) with radius 2 .
13
xy
z
4
z = 4
z = x+y
D
Consequently we may project the domain onto the xOy plane into the disk D = f(x; y) 2 R2 , x2 + y2 4gTherefore we may "describe" the domain as
M = f(x; y; z) 2 R3 , x2 + y2 z 4 , x2 + y2 4 g
and compute the volume as
vol (M) =ZZZM
1dxdydz =
ZZD
0B@ 4Zx2+y2
1dz
1CA dxdy = ZZD
4 x2 y2 dxdy =
next use polar coordinates to compute the double integral, x = r cos t , y = r sin t , r 2 [0; 2] , t 2 [0; 2]
=
2Z0
0@ 2Z0
(4 r2)rdr1A dt = 2Z
0
0@2Z0
(4 r2)dt1A rdr = 2 2Z
0
(4 r2)rdr = 2 4r r
3
3
r=2r=0
!= 2(8 8
3)
For domains which are "projectable" on the plane xOz or the plane yOz the procedure is quite similar.
Change of variable for triple integralsLet h : N !M , bijective (one to one) of class C1 N 3 (u; v; t)! (x; y; z) 2Mx = x(u; v; t) , y = y(u; v; t) , z = z(u; v; t) , and the jacobian nonzero at every point (u; v; t)
Jh = det
0@ @x@u @x@v @x@t@y@u
@y@v
@y@t
@z@u
@z@v
@z@t
1A 6= 0vol(M) =
ZZZM
1dxdydz =
ZZZN
f(x(u; v; t); y(u; v; t); z(u; v; t)) jJhj dudvdt
Example. Compute the volume of a sphere S = f(x; y; z) 2 R3 , x2 + y2 + z2 R2g and we use sphericalcoordinates
x = r cos' sin , x = r sin' sin , x = r cos
14
were r 2 [0; R] , ' 2 [0; 2] , 2 [0; ] so N = [0; R] [0; 2] [0; ] and the Jacobian is
Jh = det
0B@@x@r
@x@
@x@'
@y@r
@y@
@y@'
@z@r
@z@
@z@'
1CA =cos' sin r cos' cos r sin' sin sin' sin r sin' cos r cos' sin cos r sin 0
= ::: = r2 sin
vol(S) =
ZZZS
1dxdydz =
ZZZN
1 r2 sin drd'd =Z0
0@ RZ0
0@2Z0
r2 sin d'
1A dr1A d =
=
Z0
0@ RZ0
2r2 sin dr
1A d = Z0
0@ RZ0
2r3
3sin
R0
1A d = Z0
2R3
3sin d =
= 2R3
3cos
0
=2R3
3( cos + cos 0) = 4R
3
3
Example. Compute the volume of an ellipsoid (the "rugby ball")
M = f(x; y; z) 2 R3 , x2
a2+y2
b2+z2
c2 1g
We use 3D-elliptical coordinates ("generalized" spherical coordinates). This is how we get them
x2
a2+y2
b2+z2
c2= r2 1
and clearly r 2 [0; 1] , for r = 0 we get the origin (0; 0; 0) and for r = 1 we get a point on the ellipsoid.x2
a2r2+
y2
b2r2+
z2
c2r2= 1 ,
x2
a2r2+
y2
b2r2
+ zcr
2= 1
it is natural to let x2
a2r2+
y2
b2r2
= sin 2 ,
zcr
2= cos2 ) z = cr cos , 2 [0; ]
x2
a2r2 sin 2+
y2
b2r2 sin 2= 1 and again
x2
a2r2 sin 2= cos2 ' ,
y2
b2r2 sin 2= sin2 '
so nally we get r 2 [0; 1] , ' 2 [0; 2] , 2 [0; ]
x = ar cos' sin , y = br sin' sin , z = cr cos
just as before the jacobian is
Jh = det
0B@@x@r
@x@
@x@'
@y@r
@y@
@y@'
@z@r
@z@
@z@'
1CA =a cos' sin ar cos' cos ar sin' sin b sin' sin br sin' cos br cos' sin c cos cr sin 0
= ::: = abcr2 sin So we may compute the volume
vol(M) =
ZZZM
1dxdydz =
ZZZN
abcr2 sin drd'd =
=
Z0
0@ 1Z0
0@2Z0
r2 sin d'
1A dr1A d =
15
= abc
Z0
0@ 1Z0
2r2 sin
dr
1A d = abc Z0
0@ 1Z0
2r3
3sin
10
1A d = 2abc3
Z0
sin d =
=2abc
3( cos )j0 =
2abc
3( cos + cos 0) = 4abc
3
Example. Compute the volume of the domain M R3 located at the intersection of the following domains :
the ball B dened by x2+ y2+ z2 9 , exterior of the cone dened by z2 = x2+ y2 and the upper half space z 0.We use spherical coordinates and write the inequalities in spherical coordinates
x2 + y2 + z2 9 , r2 9 , r 2 [0; 3] , z 0) 2 [0; 2]
z2 x2 + y2 , r2 cos2 (r cos' sin )2 + (r sin' sin )2 = r2 sin2 ,, cos sin ) 2 [
4;
2] because 2 [0;
2]
x
y
z
j
q
3
3
First nd the intersection between these surfaces
x2 + y2 + z2 = 9 , z2 = x2 + y2 ) 2z2 = 9 ) z = 3p2
16
yz
q
O C
AB
Consequently sin =3p2
3 =1p2) = 4 . Or you may think "geometrically", cut the cone z2 = x2+ y2 with
the yOz plane, that is z = 0 , we get z2 = y2 which leads to z = y and z = y , two lines, the "main" bisectors,so clearly the angle = 4we nally get "N" = [0; 3] [4 ; 2 ] [0; 2] and compute
vol(M) =
ZZZM
1dxdydz =
ZZZN
r2 sin drd'd =
=
=2Z=4
0@ 3Z0
0@2Z0
r2 sin d'
1A dr1A d =
=
=2Z=4
0@ 3Z0
2r2 sin
dr
1A d = =2Z=4
0@ 3Z0
2r3
3sin
30
1A d =
= 18
=2Z=4
sin d = 18( cos 2+ cos
4) =
18p2
17