MULTIPLEINTEGRATIONS
DepartmentofFoundationYear,
Institute of Technology of Cambodia
2019–2020
1 / 70
CALCULUSII ITC
Contents
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Contents
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
CALCULUSII ITC 2 /70
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Surfaces in Space
Definition 1
CALCULUSII ITC 2 /70
The trace of a surface S in a plane is the intersection of the surface and the plane. In particular, the traces of S in
the xy-plane, the yz-plane, and the xz-plane are called the xy-trace, the yz-trace and the xz-trace, respectively.
Note: To find the xy-traces, we set z = 0 and sketch the graph of the resulting equation in the xy-plane. The other
traces are obtained in a similar manner. Of course, if the surface does not intersect the plane, there is no trace in
that plane.
The traces and the surface of the paraboloid z = x2 + y2.
Surfaces in Space
Definition2
Let C beacurveinaplane,andlet ` bealinethatisnotparallelto
thatplane.Thenthesetofallpointsgeneratedbylettingaline
traverseC whileparallelto` atalltimesiscalleda cylinder.The
curveC iscalledthe directrixofthecylinder,andeachlinethrough
C parallelto` iscalleda rulingofthecylinder.
CALCULUSII ITC 2 /70 We now turn our attention to a class of surfaces called cylinders.
Surfaces in Space
Example3
Sketchtheparaboliccylinder y = x 2 − 4.
Example4
y 2 z2
Sketchtheellipticcylinder + =1 .
4 9
Example5
Sketchthesurfaceof z = cosx.
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
CALCULUSII ITC 2 /70 8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Quadric Surfaces
Definition6
Thegraphofthesecond-degreeequaton
iscalleda quadricsurface.
CALCULUSII ITC 2 /70
Quadric Surfaces
A series of rotation and translation can transform equation (∗)
into the form
aX2 + bY 2 + cZ2 + d = 0
CALCULUSII ITC 2 /70
aX2 + bY 2 + cZ = 0
which are called the standard form in the new coordinates
system. For this reason we will restrict our study of quadric surfaces to those represented by the equations
ax2 + by2 + cz2 + d = 0
ax2 + by2 + cz = 0.
Note:
When we sketch the following quadric surfaces, we will find it useful to look at their traces in the coordinate
planes as well as planes that are parallel to the coordinate planes.
Ellipsoid:
Figure: First, we find x−,y− and z−
Quadric Surfaces
Figure: Computer generated intercepts, and then sketch
Hyperboloid of One Sheet:
Figure: Sketch the trace on the plane z = k (in this case) for an
appropriate Figure: Computer generated value of k.
Quadric Surfaces
Note: It opens upward if c > 0 and opens downward if c < 0.
Hyperbolic Paraboloid:
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
CALCULUSII ITC 2 /70 8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Figure: Case n = 3
Integral over Rectangles
Let R be an n-dimensional rectangle, i.e.,
R =[a1,b1] × ··· × [an,bn]
={(x1,...,xn) ∈ Rn : xi ∈ [ai,bi],i = 1,2,...,n}.
The content or volume of R is defined to be
V (R) = (b1 − a1) × ··· × (bn − an).
The numbers b1 − a1,...,bn − an, are the edge lengths of R.
A grid on R is a collection of n-dimensional rectangles
G = {R1,R2,...,Rp} obtained by subdividing the sides of R. That is,
R = R1 ∪ R2 ∪ ... ∪ Rp
CALCULUSII ITC 2 /70
If f : R −→ R, we can approximate the total nth-dimensional
volume bounded below by R and above by f with the following Riemann sum:
p
X
f(xi)V (Ri) i=1
where xi ∈ Ri and V (Ri) is the content of Ri.
The function f is said to be Riemann integrable if the limit
p
T = lim Xf(xi)V (Ri) k∆k→0
i=1
Integral over Rectangles
exists, where ∆ is the diameter of subrectangle.
Definition7
If f isRiemannintegrable,T iscalledthe Riemannintegralof f
overR andisdenoted
Z Z
··· f (x 1,x 2,...,x n ) dx1··· dxn
R
Frequentlythisnotationisabbreviatedas
Z Z
f (x)dx or fdV.
R R
if RR f S (x)dx exists.
Definition9
Z
Wecall V (S )= dx the content of S .
S
Figure: Case n = 2: S ⊂ R
Integral over More General Subset of Rn
Properties of Integral
Let f,g : S ⊂ Rn → R be integrable. Then f + cg is integrable on S and
Z Z Z
(f + cg)(x)dx =f(x)dx + cg(x)dx
S S S
If f ≤ g then
fg is integrable on S.
Properties of Integral
If S = R is a rectangle, f is continuous on S, and g ≥ 0, then there is some x0 ∈ S such that
If S1,S2 ⊂ S, then
Z Z Z
f(x)dx = f(x)dx − f(x)dx
S1−S2 S1 S1∩S2
Z Z Z Z f(x)dx = f(x)dx + f(x)dx −
f(x)dx.
S1∪S2 S1 S2 S1∩S2
If S1 ∩ S2 has zero content then
Z Z Z f(x)dx = f(x)dx + f(x)dx.
S1∪S2 S1 S2
Contents
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
CALCULUSII ITC 2 /70
Theorem1(Iteratedintegral)
If f isintegrableoverasubset S in R n ,thentheintegral
Z
fdV
S
canbecalculatedintermof n-folditeratedintegral
Z n Z Z
··· n n f (x 1,x 2,...,x n )dx 1
o dx o ··· o dx .
2 n
then
Z Z
f (x )dx = f (T (u))|J |du.
Sx Su
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
CALCULUSII ITC 2 /70 8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Double Integrals
Definition10
If f isdefinedonaclosed,boundedregion
R inthe xy-plane,thenthe
doubleintegraloff overR is
n
Z ZZ
fdA = f (x,y )dA = lim X f (x i ,y i )∆A i
R R k∆ k→0
i=1
providedthelimitexists.Ifthelimitexists,thenf is integrableover
R.
Theorem3(AreaandVolume)
Let R beaboundedregioninxy-plane.Then
A = R R dA istheareaoftheregionR.
V=R R R f (x,y )dA isthevolumeofthesolidregionthatliesabove
R
R andbelowthegraphoff ,providedthatf isintegrableovera
planeregionR andf (x,y ) ≥ 0 forall (x,y ) in R.
CALCULUSII ITC 2 /70
Double Integrals
Theorem4(PropertiesofDoubleIntegrals)
Let f and g becontinuousoveraclosed,boundedplaneregion R and
let c beaconstant.
ZZ ZZ
cf (x,y )dA = c f (x,y )dA
R R
ZZ ZZ ZZ
[f (x,y ) ± g(x,y )]dA = f (x,y )dA ± g(x,y )dA
R R R
ZZ
f (x,y )dA ≥ 0 if f (x,y ) ≥ 0
R
ZZ ZZ
f (x,y )dA ≥ g(x,y )dA if f (x,y ) ≥ g(x,y )
R R
ZZ ZZ ZZ
f (x,y )dA = f (x,y )dA + f (x,y )dA,where R isthe
R R1 R2
unionoftwononoverlappingsubregionsR 1 and R 2 .
Theorem5(Fubini’sTheorem)
Let f becontinuousonaplaneregion R.
If R isdefinedby a ≤ x ≤ b and g1(x ) ≤ y ≤ g2(x ) where g1 and g2
arecontinuouson [a,b ] then
ZZ Z bZ g2 (x )
f (x,y )dA = f (x,y )dydx
R a g1 (x )
Example11
Evaluatetheintegral
ZZ
(1 − x 2 − y 2 )dA
R
where
(a) R istheregiongivenby 0 ≤ x ≤ 2 and − 1 ≤ y ≤ 2.
(b) R istheregionboundedbyparabola y = x 2 andaline y = x .
Definition12(Averagevalueofafunction)
If f isintegrableovertheplaneregion R ,thenthe averagevalue of f
over R is
1 ZZ
f (x,y )dA
A R
where A istheareaof R.
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
CALCULUSII ITC 2 /70 8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Change of Variables for Double Integrals
Example13
Evaluatethefollowingintegrals
ZZ
1 I = cos(2x + y) sin(x − y) dA, whereR istheregionbounded
R
bythelines y =0 ,y = x and x +2 y =8 .
ZZ
2 J = (x + y2) dA, whereR istheregionboundedbythelines
R
y = ± x and y = ± x +1 .
ZZ 2
3 K = (x − y2)exy dA, whereR istheregionboundedbythe
R
linesy = x,y = x +2 andthehyperbolas y =1 /x and y =4 /x.
∆Ai = ri∆ri∆θi
CALCULUSII ITC 2 /70
where ∆ri = r2 −r1 and ∆θi = θ2 −θ1. This implies that the volume of the solid of height f(ri cosθi,ri sinθi) over region
Ri is approximately
f(ri cosθi,ri sinθi)ri∆ri∆θi
and we have
.
Double Integrals in Polar Coordinates
Theorem7(ChangofvariablestoPolarform)
Let R beaplaneregioncosistingofallpoints (x,y )=( r cosθ,r sin θ)
satisfyingtheconditions 0 ≤ g1 (θ) ≤ r ≤ g2 (θ),α ≤ θ ≤ β,where
0 ≤ (β − α) ≤ 2π.If g1 and g2 arecontinuouson [α,β ] and f is
continuouson R ,then
β g2 (θ)
ZZ Z Z
f (x,y )dA = f (r cosθ,r sin θ)rdrdθ.
R α g1 (θ)
Example14
ZZ 2
Evaluatetheintegral x dA,where
R
1 R = { (x,y ) ∈ R 2 : x 2 + y2 ≤ 1} .
2 R = { (x,y ) ∈ R 2 :1 ≤ x 2 + y2 ≤ 4} .
3 R = { (x,y ) ∈ R 2 : x 2 + y2 ≤ 4; x ≥ 1} .
4 R istheregionareaenclosedbythegraphofPolarequation
r = cos2θ.
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
CALCULUSII ITC 2 /70 8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Moment and center of mass
Definition15
Let ρ isacontinuousdensityfunctiononthelaminaR.Then
ZZ
m= ρ(x,y )dA isthemassofthelamina.
R
ZZ
Mx = yρ(x,y )dA isthefirstmomentofR abouty-axis
R
ZZ
My = xρ(x,y )dA isthefirstmomentofR aboutx -axis
R
Thecentreofmass is
− − My Mx
x, y = , .
m m
If R representsasimpleplaneregionratherthanalamina,the
− −
point x, y iscalledthecentroidoftheregion.
y =
ZZ 2
ICALCULUSII x ρ(x,y )dA ITC 2 /70 is the moment of inertia of R about y-axis.
R
I0 = Ix + Iy is the moment of inertia of R about the region and it is called the polar moment of inertia.
Surface area
Example17
ZZ ZZ q
1+[ f x (x,y )]2 z+[=9
Findthesurfaceareaofthepartoftheparaboloid
Surfacearea= dS = − x 2)]−2 dA.
f y (x,y y 2 that
liesabovetheplane z =5R . R
Example18
Findthesurfaceareaoftheportionoftheplane z =2 − x − y thatlies
abovethecirclex 2 + y2 ≤ 1 inthefirstquadrant,asshowninFigure.
Example19
Findtheareaofthatpartoftheplane y + z =2 insidethecylinder
x 2 + z 2 =1 .
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
CALCULUSII ITC 2 /70 8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Q is a bounded solid region
Vi is a volume of the i-th box
(xi,yi,zi) is a point in the box
Vi
The volume of the i-th box is
∆Vi = ∆xi∆yi∆zi.
Triple Integrals
The norm k∆k of the
Definition20(Tripleintegral)
If f iscontinuousoveraboundedsolidregion Q ,thenthe triple
integral of f over Q isdefinedas
n
Z ZZZ
fdV = f (x,y,z )dV = lim X f (x i ,y i ,z i )∆ Vi
Q Q k∆ k→ 0
i=1
providedthelimitexists.
Theorem8
The volume ofthesolidregion Q isgivenby
ZZZ
Volumeof Q = dV.
Q
CALCULUSII ITC
partition is the length of the
2 /70
Theorem9(PropertiesofTripleIntegrals)
Let f and g becontinuousoveraboundedsolidregion Q andlet c bea
constant.
Z Z
cf (x,y,z )dV = c f (x,y,z )dV
Q Q
Z Z Z
[f (x,y,z ) ± g(x,y,z )]dV = f (x,y,z )dV ± g(x,y,z )dV
Q Q R
Z
f (x,y,z )dV ≥ 0 if f (x,y,z ) ≥ 0
Q
Z Z
f (x,y,z )dV ≥ g(x,y,z )dC if f (x,y,z ) ≥ g(x,y,z )
Q Q
Z Z Z
f (x,y,z )dV = f (x,y,z )dV + f (x,y,z )dV ,where Q is
Q Q1 Q2
theunionoftwononoverlappingsubregions Q 1 and Q 2 .
Theorem10(EvaluationbyIteratedIntegrals)
Let f becontinuousonasolidregion Q definedby
a ≤ x≤ b
h 1(x ) ≤ y ≤ h 2(x )
g1(x,y ) ≤ z ≤ g2(x,y )
ZZZ Z bZ h 2 (x )
Z g2 (x,y )
f (x,y,z )dV = f (x,y,z )dzdydx
Q a h 1 (x ) g1 (x,y )
Z 2Z x
Z x+ y
ex (y +2 z)dzdydx.
0 0 0
Example22(UsingaTripleIntegraltoFindVolume)
Findthevolumeoftheellipsoidgivenby 4x 2 +4 y 2 + z 2 =16 .
Example23(ChangingtheOrderofIntegration)
Evaluate √ √
π/2 π/2 3
Z Z Z
sin(y 2)dzdydx.
0 x 1
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Triple integral in cylindrical coordinates
We have
x= rcosθ
TripleIntegralinCylindricalCoordinates
β g2 (θ) h 2 (r,θ )
ZZZ Z Z Z
f (x,y,z )dV = f (r cosθ,r sin θ,z )rdzdrdθ
Q α g1 (θ) h 1 (r,θ )
CALCULUSII ITC 2 /70
y= rsinθ =⇒ |J| = r
z = z
Triple Integral in Cylindrical Coordinates
Example25
Findthevolumeofthesolidregion Q cutfromthesphere
2 2 2
x + y + z =4 bythecylinder r = sin θ asshowninFigure.
CALCULUSII ITC 2 /70
Triple Integrals in Spherical Coordinates
x = ρsinφcosθ y = ρsinφsinθ
z = ρcosφ Figure: Spherical
block:
∆Vi ≈ ρ2i
CALCULUSII ITC 2 /70
sinφi∆ρi∆φi∆θi
Q = {(ρ,θ,φ) : ρ1 ≤ θ1 ≤ θ ≤ θ2,φ1 ≤ φ ≤
ρ ≤ ρ2, φ2}
Triple Integrals in Spherical Coordinates
We have
x= ρsinφcosθ
Theorem11
θ2 φ2 ρ2
ZZZ Z Z Z
f (x,y,z )dV = F (ρ,φ,θ )ρ2 sin φdρdφdθ
Q θ1 φ1 ρ1
where
F (ρ,φ,θ )= f (ρ sin φcosθ,ρ sin φsin θ,ρ cos φ).
2
CALCULUSII ITC 2 /70
y= ρsinφsinθ =⇒ |J| = ρ sinφ.
z = ρcosφ
Finding Volume in Spherical Coordinates
Example26
Findthevolumeofthesolidregion Q boundedbelowbytheupper
nappeofthecone z 2 = x 2 + y 2 andabovebythesphere
x 2 + y 2 + z 2 =9 .
CALCULUSII ITC 2 /70
Contents
1 Surfaces in Space
2 Quadric Surfaces
3 Definitions and the Existence of Multiple Integrals
4 Multiple Integral Calculus
5 Double Integrals
6 Change of Variables for Double Integrals
7 Application of Double Integrals
CALCULUSII ITC 2 /70 8 Triple Integrals
9 Change of Variable in Triple Integrals
10 Application of Triple Integrals
Center of Mass and Moments of Inertia
Definition27
Supposethat ρ(x,y,z ) givesthemassdensityatthepoint (x,y,z ) ofa
solidregion Q .Then
ZZZ
m= ρ(x,y,z )dV isthetotalmassofthesolid.
Q
ZZZ
M yz = xρ (x,y,z )dV isthefirstmomentof yz -plane.
Q
ZZZ
M xz = yρ(x,y,z )dV isthefirstmomentof xz -plane.
Q
ZZZ
M xy = zρ(x,y,z )dV isthefirstmomentof xy -plane.
Q
− − −
The centerofmass of Q islocatedatthepoint (x, y, z ),where
− − − M yz M xz M xy
(x, y, z)= , , .
m m m
CALCULUSII ITC 2 /70
Center of Mass and Moments of Inertia
Definition28
ZZZ
IL = d2(x,y,z )ρ(x,y,z )dV isthemomentofinertiaabout
Q
L,where L canbeapoint,orastraightline,oraplane;and d is
thedistancefromapoint (x,y,z ) oftheregion Q to L.
ZZZ 2
Ix = (y + z2)ρ(x,y,z )dV isthemomentofinertiaabout
Q
x -axis.
ZZZ
Iy = (x 2 + z2)ρ(x,y,z )dV isthemomentofinertiaabout
Q
y-axis.
ZZZ
Iz = (x 2 + y2)ρ(x,y,z )dV isthemomentofinertiaabout
Q
z-axis.
ZZZ 2
Io = (x + y2 + z2)ρ(x,y,z )dV isthemomentofinertiaof Q
Q
abouttheorigin.
CALCULUSII ITC 2 /70
Moments of Inertia
Definition29
ZZZ
I xy = z2ρ(x,y,z )V isthemomentofinertiaof Q about
Q
xy -plane.
ZZZ 2
I yz = x ρ(x,y,z )dV isthemomentofinertiaof Q about
Q
yz-plane.
ZZZ 2
I xz = y ρ(x,y,z )dV isthemomentofinertiaof Q about
Q
xz -plane.
ZZZ
Io = (x 2 + y 2 + z 2)ρ(x,y,z )dV isthemomentofinertiaof Q
Q
abouttheorigin.
Example30
Q givenby4x2 +4 y2 + z2 =16,lying
Findthemassoftheellipsoid
abovethexy-plane.Thedensityatapointinthesolidisproportional
tothedistancebetweenthepointandthexy-plane.
CALCULUSII ITC 2 /70
Finding a Moment of Inertia
Example31
Findthemomentofinertiaabouttheaxisofsymmetryofthesolid Q
boundedbytheparaboloidz = x2 + y2 andtheplanez =4 asshown
inFigure.Thedensityateachpointisproportionaltothedistance
betweenthepointandthez-axis.
CALCULUSII ITC 2 /70