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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 R 2 , 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 = ZZ D 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 R 2 , x 2 [a; b] and y 2 [c; d]g = = f(x; y) 2 R 2 , a x b and c y d g x y a b d c x y d c b a 1) 2) ZZ D f (x; y)dxdy = b Z a 0 @ d Z c f (x; y)dy 1 A dx | {z } 1) = d Z c 0 @ b Z a f (x; y)dx 1 A dy | {z } 2) The "order" of integration makes no di/erence. However we may think about (1) as "covering" the rectangle with vertical 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

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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