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mostly with closed regions, in which we include

the boundary points of the region.

UP

K E M

1 Triple Integrals
From integration over regions in R2 , we progress
to regions in R3 .

Definition (Triple Integral). Given a region


D R3 and a function f : D R, the triple
integral of f over D is

MEMBERSHIP ACADEMIC DEVELOPMENT

l X
m X
n
X

ZZZ
f = lim
D

Math 55

f (xi , yj , zk )Vijk

i=0 j=0 k=0

provided the limit exists. If the limit does exist,


f is said to be integrable over D.

2nd Long Exam Notes

Remark. For a more detailed development of the


definition, refer to the appendix.

J.Quintos
T.Delos Santos

Other notations used for a triple integral include:


ZZZ
f (x, y, z) dV

Preface

ZZZ
f (x, y, z) dx dy dz

This handout is intended as a reviewer only and


should not be substituted for a complete lecture,
or used as a reference material. The goal of this
reviewer is to refresh the student on the concepts
and techniques in one reading. But this is more
than enough to replace your own notes :)

To compute triple integrals, we invoke again Fubinis Theorem, which equates a triple integral
into an iterated integral.

1.1

Applications

A Topological Note
Ill discuss first the typical applications of the triple
integral because theyll be used again and again
in most examples.

Definition (Region). A region is an open, connected, and non-empty set of points in Rn .

1.1.1

Volume

The volume of a region D in R3 is

In this reviewer notes, well usually denote regions with D, E, or R. Well also be working

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ZZZ

V(D) =

dV

(1)

Now we move on to actually computing triple integrals.

1.2
1.1.2

Mass and Density

Box-like regions

For a simple case of a box region

You are very familiar with the equation


=

D = [a, b] [i, j] [m, n]

M
V

the triple integral becomes:

Where , m, and V are density, mass and volume


respectively. Rearranging and with equation (1),
we have:
ZZZ
M =

dV

(2)

ZZZ

f (x, y, z) dx dy dz

f (x, y, z) dV =
D

The right-hand side expression can be thought of


as evaluating the integrals from the inside out,
as in:
! #
Z "Z
Z
n

f (x, y, z) dx dy dz
m

This is only applicable whenever the density is


uniform/constant throughout the object.
Suppose the density varies in R3 space. Let be
a function of position in space. Then:
ZZZ
M=

(x, y, z) dV

(3)

treating outer variables constant when evaluating the inner integral with respect to the inner
variable
Example. Evaluate
ZZZ
xyz dV

where the region E = [1, 2] [3, 4] [5, 6].


1.1.3

Solution. Using Fubinis Theorem we have,

Center of Mass

The center of mass of an object is the average


position of all the mass in the object.

xyz dx dy dz
5

Working from the innermost integral to the out1


x=
M

ZZZ

1
M

ZZZ

1
M

ZZZ

y=
z=

x dV

(4)

y dV

(5)

z dV

(6)

Where M is given by equation (3).

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ermost,
2


xyz dx = yz

(2)2 (1)2
2


E

3
yz
2
 2

3
3
(4) (3)2
yz dy = z
2
2
2
=

21
z
4


21 (6)2 (5)2
21
dz =
4
4
2

Z
5

(a) a blob

G(x,y)

231
8

E
g(x,y)

Try to change the order of integration. Verify that


for box-like regions, the order of integration does
not matter.

a
D

1.3

f(x)

General regions

F(x)

(b) a blob shadow

Consider the region in figure 1.3.1a. If we project


the shadow of the blob on the xy-plane, we get a
planar region D in R2 (figure 1.3.1b).
Observe that D can be described, previously
learned in double integrals, as the set of points:

Figure 1.3.1: A blob-like region in R3

The triple iterated integral of a function over the


blob region E is then:
Z

F (x)

G(x,y)

(some function) dz dy dz
a

f (x)

g(x,y)

D = {(x, y) : a x b and f (x) y F (x)}


It means that as we move x in the direction from
point a to point b, our y includes the values
from f (x) to F (x). All the points (x, y) that are
touched belong to the region D.
With similar reasoning, we can think of region E
as the set of points

Remark. I emphasised by typing some function that the function to be integrated is not
necessarily the same function describing the region. This has been a common mistake, as noted
by my instructor.

E = {(x, y, z) : (x, y) D and g(x, y) z G(x, y)} The challenge is cleverly thinking of a convenient
representation of the region that simplifies comThink of g(x, y) as a floor and G(x, y) as a ceilputation compared to other forms.
ing of the region. For any point (x, y) that beNote that the order of integration is not interlong in region D : z goes from its floor function
changeable for a particular set of bounds describg(x, y), including every value in between, up to its
ing a general region. Reordering the integral needs
ceiling function G(x, y).
rewriting the bounds.

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Example. Setup the iterated triple integral that


will give the volume of a half-cylindrical region
with r = 2 and l = 1, shown below. Write in the
order (a) dx dy dz and (b) dz dy dx.

1.4

Cylindrical coordinates

We now look at the analogue of the polar coordinates in R3 . In figure (1.4.1), we see a coordinate

z
2

y
2
x

A
Solution.
(a) The outermost variable is z, which takes values 0 z 2.
Next is y. Since z and y are related by
2
2
2
the circle
p z + y = 2 , we can express
2
y(z) = 4
goes from 0 to 2, y
pz . As z p
2
goes from 4 z to 4 z 2 . So theres
our bounds.
The x variable doesnt depend on the previous variables, and we have 0 x 1. The
iterated integral is then:
2

4z 2

4z 2

system with origin at O, a longitudinal axis L and


a polar axis A.
A point in 3D space can be described by its radial
distance (r) from the origin; its angular rotation
from the A-axis (); and its longitudinal distance
(z) from the origin.
Taking z- and x-axis to be the longitudinal and
polar axes respectively, the coordinate transformation is:

1 dx dy dz

Figure 1.4.1: Cylindrical coordinate system.

(b) The outermost variable is x which is just 0


to 1.
For y, observe that it goes from 2 to +2.

x = r cos

Now z is a function of y alone (recall the


circle), for each y value, z goes from 0 to
p
4 y 2 . The integral is:

y = r sin

z=z

Z 4y2

x2 + y 2 = r s

1 dz dy dx
0

And the differential volume becomes:


dVrect = r dVcyl
Remark. There are cases where z-axis is not
the most convenient choice for the longitudinal

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axis. You should choose carefully which it should


be and apply the corresponding coordinate transformation.

0 r 1.

Example. Evaluate the triple integral in the previous example using cylindrical coordinates.

Transforming the function:

As for the longitudinal component, note that


x2 + y 2 = r2 , so by algebra, r2 z r. We now
have the bounds.

xyz = (r cos )(r sin )z


Solution. We choose the x-axis as our longitudinal axis, and the y-axis as our polar axis.
Our function is just the constant 1, so no transformation needed. However we must analyse what
our bounds in terms of the new coordinates will
be.

= r2 z cos sin
The integral is then
Z

Z
0

r3 z cos sin dz dr d

r2

x : from 0 to 1
r : from 0 to 2

1.5

: from 0 to

The iterated integral is then:


Z

1Z

Spherical coordinates

(,,)

r dr d dx
0

Which evaluates to 2

In this next example, we show how to apply the


transformation

Example. Transform
Z

Z 1y2 Z x2 +y2

xyz dz dx dy
1

x2 +y 2

Figure 1.5.1: Spherical coordinates

into cylindrical coordinates.

A point in R3 can also be described by its

Solution. Observe the bounds of the region:

radial distance, , from the origin;

1 y 1
0 x

x2 + y 2 z

polar angle, ; and


1 y2

azimuthal angle, .

x2 + y 2

The planar shadow of this region projected onto


the xy-plane is a half disc of radius 1 lying on
the 1st and 4th quadrant. So, 2 2 and

The transformation to spherical coordinates, with


z axis as the zenith direction, is:

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region of interest is the shaded region in figure


1.5.2b.

x = sin cos

Observe that our region of interest starts at =


/4 (zOP ) and ends with = /2 (zOy).

y = sin sin
z = cos
2

At each , goes from 0 at the origin to the sphere


= 4 cos .

x +y +z =

As for , we fully revolve this slice about z to get


our desired region, so 0 2

The corresponding differential volume is


dVrect = 2 sin dVsph

Our iterated integral is then


Z

Remark. Some instructors use different conventions other than (, , ) . Be careful.


Example.
Find the volume of the region
bounded above by the cone = 4 and below by
the sphere = 4 cos . Refer to the figure below.
(sample problem from [3])

4 cos

2 sin d d d

Which evaluates to

8
3

1.6

Back in Math 54, you were taught the usubstitution technique:


Z
Z
0
f (g(x))g (x) dx = f (u) du

Change of variables* (optional)

Where u = g(x). This can be extended to multiple


integrals. You may have noticed that when we
changed from rectangular to cylindrical or spherical, there were extra terms we considered. We
begin the change in variables for multiple integrals by defining the Jacobian for a particular case.

y
(a) = /4 and = 4 cos

Definition (Jacobian). Suppose we have the


transformation x = g(u, v) and y = h(u, v). Then
the Jacobian of the transformation is the determinant


x

u xv
JT =

yu yv

()

Where the subscripts denote partial differentiation. You can extend this to 3 or more variables,
just take note of the row and column pattern.

(b) Projected view on the zy-plane


Figure 1.5.2: Cone and sphere

First we need to setup the bounds. A slice of the


Now with the theorem

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Theorem 1 (Change of variables for Double Integrals). Suppose that we want to integrate f (x, y)
over the region D.
Under the transformation x = g(u, v), y = h(u, v)
the region becomes E and the integral becomes,
ZZ
ZZ
f (x, y) dA =
f (g(u, v), h(u, v))|JT | du dv
D

puts a vector at each point in the domain ((x, y)


or (x, y, z)) given by F~ (x, y) or F~ (x, y, z)

Notation for vector fields follow that of vector


function.
Angled bracket notation
F~ = hP, Qi
~ = hP, Q, Ri
G

We extend this theorem to the triple integral in


the following example:

Unit vector notation


Example. Verify with the change of variable
theorem the transformation from rectangular to
spherical coordinates.
Solution. We compute the Jacobian of the transformation

( sin cos )


JT = ( sin sin )

( cos )

sin cos


= sin sin

cos

( sin cos )
( sin sin )
( cos )

sin sin
sin cos
0


( sin cos )

( sin sin )

( cos )

F~ = P i +Q j
~ = P i +Q j +R k

G
Where in all cases, P, Q, R are scalar functions of
x, y or x, y, z.
Some examples of vector fields IRL are shown in
figure 2.1.1.


cos cos

cos sin

sin

with some handwavery math magic:


JT = 2 sin
Take the absolute value, and there you go.

(a) Magnetic field lines

2 Vector Calculus
In this section we discuss vector fields, two new
types of integral, and important theorems about
those new types of integral.

2.1

Vector fields

Definition (Vector field). A vector field in two or


three dimensional space is a function F~ that out-

(b) Surface wind over the Ph.


Figure 2.1.1: Examples of vector fields in reality

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Visual representations do not include all of the
vectors in a vector field though. Otherwise, youd
just end up covering the whole image and see
nothing. In reality, every point in the plane (or
space) has a vector.

Equivalently
curl(F~ ) =


,
,
x y z


hP, Q, Ri

= h(Ry Qz ), (Pz Rx ), (Qx Py )i

2.2

= (Ry Qz ) i +(Pz Rx ) j +(Qx Py ) k

Divergence and Curl

~
Definition (Del operator). We let the symbol
denote the Del operator, such that:
~ =


,
,
x y z

When a point in (x, y, z) is specified, the divergence and curl expressions can be evaluated to
give scalar and vector values, respectively.

We then introduce two new objects, the divergence and curl.

Definition (Divergence). The divergence of a


vector field

A simplification for 2-D vector fields can be easily


derived for
F~ = hP (x, y, z, ), Q(x, y, z), R(x, y, z)i
by setting R = 0, and noting that P and Q will
be functions of x and y only. Verify the following:
div(F~ ) = Px + Qy

F~ = hP (x, y, z, ), Q(x, y, z), R(x, y, z)i

curl(F~ ) = h0, 0, Qx Py i
is a scalar expression given by
~ F~
div(F~ ) =

2.3

Conservative fields

Equivalently,
div(F~ ) =


,
,
x y z


hP, Q, Ri

P
Q R
+
+
x
y
z

= Px + Qy + Rz

Definition (Curl). The curl of a vector field


F~ = hP (x, y, z, ), Q(x, y, z), R(x, y, z)i
is a vector given by

Definition (Conservative field). A vector field F~


is said to be conservative if there exists a scalar
function such that:
~ = F~ = hP, Q, Ri

The scalar function is called the potential function of F~ .

An easier method utilises a theorem, the proof of


which will not be shown here.

Theorem 2. F~ is conservative if and only if

~ F~
curl(F~ ) =

curl(F~ ) = 0

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Remark 2.1. For 2D vector fields, this simply


means that
Qx = Py
as shown in the previous subsection.

transformed to parametric form easily. The line


integral can be expressed as:

t=b

f (x, y, z) ds =
C

f (x(t), y(t), z(t))


t=a

ds
dt
dt

where
Upon showing that the vector field is conservative,
we can apply the definition of gradient in the x
term. Considering only 2D:
d
=P
dx
Z
Z
d = P dx
Because of integration, this initial potential function has a constant of integration which may
be a function of y. To check, differentiate with
respect to y and compare this to Q.
The usefulness of conservative vector fields and
the potential function will be apparent later on.

2.4

Line Integrals

2.4.2

~
R(t)
= hx(t), y(t), z(t)i

(8)

Vector Fields

The result of an evaluated integral is usually a


number. To force this on vector fields such as F~ =
hP (x, y, z, ), Q(x, y, z), R(x, y, z)i, the line integral
of vector fields is given by:

Definition (Line Integral). We define the line integral of f over a curve C as:
Z
n
X
f (xi (t), yi (t), zi (t))i s
f (x, y, z) ds = lim
C

(7)

Note that when the function is unity, the line integral simplifies to the formula of the arc length
of the curve from a to b.

t0

ds
~ 0 (t)||
= ||R
dt

~ =
F~ dR

ds
F~ T

Z
=

F~

~
dR
dt
ds
dt

ds

F~

~
dR
dt
ds
dt

ds
dt
dt

i=1

where i s is the arc length of a segment of C,


and t is the interval between subsequent points
on C.

Z
=
C

t=b

=
t=a

In a 2D sense, the line integral is the area of


the curtain that connects the points of curve
C plotted in the xy-plane to points in z defined
as z = f (x, y).

2.4.1

Scalar Fields

The evaluation of the line integral is simple when


the curve, the function, and the limits of integration are given in parametric form, or can be

~
dR
F~
dt
dt

By using the dot product, we mean to get the


component of the vector field F~ along the curve,
We multiply this component to a
signified by T.
distance dt, then integrate over a curve. Doesnt
this look familiar? This is the concept of work for
any vector field. This is why the Line Integral is
also called the Work Integral.
Again, the evaluation of the line integral is simple

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when the curve, the function, and the limits of
integration are given in parametric form, or can
be transformed to parametric form easily.

To show that a line integral is independent of the


path, we utilise the theorem, whose proof will not
be shown here.

2.4.3

Theorem 4. If M (x, y) and N (x, y) are continuous on open-connected region D, then the following are equivalent statements:

Fundamental Theorem for Line Integrals

Theorem 3. Let C be a piecewise, smooth parametric curve lying in an open region D having
initial and terminal points (x0 , y0 ) and (x1 , y1 ),
respectively. If F~ (x, y) = hM (x, y), N (x, y)i is a
conservative vector field on D, where M and N
are continuous on D, then for any potential function of F~ on D:

1. F~ (x, y) = hM (x, y), N (x, y)i is conservative on


D.
Z
~ is independent of the path to and from
2.
F~ dR
C

any point on D.
Z
~ = 0 for any piecewise, smooth,
3.
F~ dR
C

closed curve C in D.

(x1 ,y1 )

~
~
F dR = (x, y)

Z
C

(x0 ,y0 )

2.5
This theorem provides us another means of calculating the line integral if we can show that the
function F~ is conservative (that is curl(F~ ) = 0)
and we can successfully find the potential function .

2.4.4

Greens Theorem

As stated above, if the curve is closed and the


vector field conservative, then the line integral is
simply zero. Greens Theorem provides for the
method to calculate the line integral over a closed
curve with a vector field which is not conservative
and in doing so, relates the line integral to a
double integral.

Path independence

By a line integral independent of the path, we


mean an integral
Z
~
F~ dR
C

Theorem 5 (Greens Theorem). If


F~ (x, y) = hP (x, y), Q(x, y)i
is a smooth vector field on both the closed curve
C and the region R it encloses, then:

satisfying
I
Z
C

~ =
F~ dR

~
F~ dR

~ =
F~ dR

ZZ 

Q P

x
y


dA

C0

for any other curve C 0 having the same initial and


terminal points as C.
Notice that when the function is conservative,
The importance of this concept is its ability to
simplify a complex path without a parametric
form into a simple path whose parametric form
is easily obtainable (e.g. lines). To show that a
line integral is not independent of the path, simply
show that the line integral yields different answers
in different paths.

Q P

x
y


=0

and the line integral is zero, as stated in the preceding subsection.


Notice further that this method requires double

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integration, under which are procedures on changing the order of integration (e.g. from Dx dy to
Dx dy) or changing coordinate axes (e.g. from
rectangular to polar). Review on these.

In rectangular coordinates:
dS =

1 + [gx ]2 + [gy ]2 dA

and we can write:


Greens theorem has important application in surveying. What this video (watch me!) to be
amazed. See how Greens theorem applies here.

ZZ
f dS

2.6

Surface integrals

y1

x1

=
y0

q
f (x, y, g(x, y)) 1 + [gx ]2 + [gy ]2 dA

x0

Definition (Surface Integral).


where:

ZZ
f (x, y, z) dS =

: z = g(x, y)

n X
m
X

lim

P 0

f (xij (u, v), yij


(u, v), zij
(u, v))i S

j=1 i=1

where i S is the infinitesimal area element, and


P is the interval between subsequent points.
This doesnt really give us anything substantial
calculation-wise.

2.6.2

Vector fields

Similar to the extension of Line Integrals to Vector


Fields, the Surface Integral will be calculated as
follows:
ZZ
dS
F~ N

is an oriented unit normal to .


where N
2.6.1

Scalar fields

If we express the infinitesimal area element using a


double integral, we see that for a region, function,
and limits parametrized in u and v:
~u R
~ v || dA
dS = ||R
and we can write:

In taking the component of the vector field along


the normal, were taking the flux of the vector field
as it passes through the surface. That is why the
Surface Integral is also known as the Flux Integral.
It is important to note that the unit normal may
be defined in two ways for every surface - one way
is the opposite of the other.
In parametric form, the surface is given by
~
R(u,
v) = hx(u, v), y(u, v, ), z(u, v)i, such that:
~
~
= Ru Rv
N
~u R
~ v ||
||R

ZZ
f dS

v1 Z

u1

=
v0

~u R
~ v || dA
dS = ||R

~u R
~ v || du dv
f (x(u, v), y(u, v), z(u, v))||R

u0

is defined as the positive orientation.


where N

The negative orientation is the negative of N.


where:
~
: R(u,
v) = hx(u, v), y(u, v, ), z(u, v)i

Plugging in the two equalities to the definition,


using positive orientation:

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ZZ

dS =
F~ N

ZZ

~u R
~ v ) dA
F~ (R
D

In rectangular coordinates, the surface is given


by z = g(x, y), such that:
= p hgx , gy , 1i
N
1 + [gx ]2 + [gy ]2
dS =

1 + [gx ]2 + [gy ]2 dA

is defined as the upward unit normal.


where N

The downward unit normal is the negative of N.


Plugging in the two equalities to the definition,
using upward unit normal:

ZZ

dS =
F~ N

ZZ

F~ hgx , gy , 1i dA

The Surface Integral is just a complex exercise of


plug-and-play. Be wary of the distinction between
scalar and vector field, parametric and rectangular
coordinates, positive and negative orientation, or
upward and downward unit normal.

References
[1] Wikipedia, the Free Encyclopedia.
[2] Paul Dawkins. Calculus III, 2012.
[3] Joe Erickson. Calculus 3 Notes.

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