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8 Integrable Functions: 8.1 Riemann Integral
8 Integrable Functions: 8.1 Riemann Integral
Integrable functions
8.1
8.1.1
Riemann integral
An example
Suppose you want to find the area under the graph of the function () = 2 between = 1 and = 2 (see
Figure 12).
y
f (x) = x2
0.5
0.25 0.75 1
8.1.2
X
=1
( 1 )
inf
[1 ]
()
(40)
X
=1
( 1 )
sup
()
(41)
[1 ]
- the Riemann sum of corresponding to the division and to the intermediate points [1 ] by
( ) =
X
=1
( 1 ) ( )
(42)
Remark 8.1 If is a continuous function, by Weierstrasss boundedness theorem, attains its maximum and
minimum value on each interval [1 ], so the infimum (inf) and supremum (sup) in the above definitions are
just the minimum (min) and maximum (max) values of on these intervals.
Some properties of the lower/upper/Riemann sums are contained in the following.
Proposition 8.2 Let : [ ] R be a bounded function.
a) For any division of [ ] and any intermediate points we have
( ) ( ) ( )
(43)
(44)
c) Refining the partition, the lower Riemann sum increase and the upper Riemann sum decrease. That is, if
0 00 (all the points of 0 are also points of 00 ), then
( 0 ) ( 00 )
and
( 0 ) ( 00 )
[1 ]
() ( )
sup
()
[1 ]
[01 0 ]
()
inf
00
[00
1 ]
()
and
sup
[01 0 ]
()
sup
()
00
[00
1 ]
62
Definition 8.3 We say that the function : [ ] R is integrable on the interval [ ] if there exists a number
such that for any 0 there exists a division such that
( ) ( ) +
(45)
() =
(46)
Remark 8.4 In other words, the above definition says that the function is integrable if the upper and lower
Riemann sums get arbitrarily close.
Example 8.5 Consider the function : [0 1] R defined by () = 2 .
To see if is integrable, consider the partition
: 0
1
2
1
1
(so = , = 0 1 ).
We have
( ) =
=
=
=
=
=
( 1 )
=1
X
inf
[ 1
]
()
1
2
inf
1
[ ]
=1
2
X
1
1
=1
1
2
2
2
+
2
+
+
(
1)
1
3
1 ( 1) (2 1)
3
6
( 1) (2 1)
62
Similarly,
( ) =
X
=1
=
=
=
=
( 1 )
sup
()
[ 1
]
1
sup 2
[ 1
=1
]
2
1X
=1
1 2
1 + 22 + + 2
3
1 ( + 1) (2 + 1)
3
6
( + 1) (2 + 1)
62
lim ( ) = lim
( 1) (2 1)
2
1
= =
2
6
6
3
lim ( ) = lim
2
1
( + 1) (2 + 1)
= =
2
6
6
3
and
63
2 =
0
In practice, the definition (as in the previous example) is rarely used to show that a function is integrable. Instead,
we can use the following.
Proposition 8.6 If : [ ] R is continuous on the interval [ ], then is integrable on [ ].
Proof. To be written.
Some properties of the Riemann integral are contained in the following.
Theorem 8.7 (Properties of the Riemann integral) Let : [ ] R.
a) If [ ] and is integrable on [ ] and on [ ], then is integrable on [ ] and
Z
() =
() +
()
() =
()
() + () =
() +
()
In particular,
()
()
Z
Z
()
| ()|
and
( ) = ( )
Proof. Since is continuous on [ ], by Weierstrass boundedness theorem (Theorem 4.9) it follows that is
bounded on [ ] and attains its bounds, so there exists [ ] such that
( ) () ( )
[ ]
or equivalent (note
( )
()
( )
() ( )
R
1
The number
() (called the mean value of on [ ]) lies between the values ( ) and ( ) of
. Since is continuous, by the intermediate value theorem it follows that there exists between and such
that
Z
1
() = ()
concluding the proof.
8.1.4
Antiderivatives
In order to find an easier way for computing Riemann integrals, we introduce the notion of antiderivative.
Definition 8.9 A dierentiable function is called an antiderivative or indefinite integral of a function on
an interval [ ] if 0 () = () for every [ ].
Example 8.10 Consider the function () = 2 . Then () =
0 () =
3
3
3
3
32
= 2 = ()
3
So
3
3
3
+C
3
= 2 = ()
The next theorem shows that once we have found one antiderivative of a function, we can find all its
antiderivatives by just adding constants to it.
Theorem 8.11 If is an antiderivative of on an interval , the any other antiderivative of on is of the
form + C for a constant C R.
Proof. Let 1 be another antiderivative of .
We have
0
(1 () ()) = 10 () 0 () = () () = 0
[ ]
Since the derivative of the function 1 () () is identically zero on [ ], by Proposition 6.18 it follows that
the function is constant on [ ], so there exists R such that
1 () () = C
[ ]
1 () = () + C
[ ]
or equivalent
concluding the proof.
65
Z 0
Z
Z 0
1
1
() (0 )
=
()
() =
()
0
0
0
By the mean value theorem (Theorem 8.8), there exists between 0 and such that
Z 0
1
() = ( )
0
so combining with the above we obtain
() (0 )
= ( )
0
() (0 )
= lim ( ) = (0 )
0
0
()
()
()
[ ]
[ ]
The main relation between antiderivatives and the Riemann integral is contained in the following.
Theorem 8.14 (Fundamental theorem of Calculus / Leibniz-Netwon formula) If : [ ] R is continuous on [ ] and is an antiderivative of on [ ], then
Z
() = ()| = () ()
66
(48)
is an antiderivative of . Since is also an antiderivative of , it follows that they dier by a constant: there exists
C R such that
Z
() =
() + C
[ ]
We have
() () =
() + C
() + C
() + C 0 C =
()
3
3
3
3
0
0
As another example, consider the following.
8.1.5
Techniques of integration
R
There are mainly three methods for computing an integral () : using a formula, using a substitution (in
fact this method just simplifies the integral, so that it becomes easier), or integration by parts.
Using a formula
To be able to compute integrals, you should start by learning the antiderivatives of some common functions (see
the table of antiderivatives at the end of the notes, for example).
Example 8.17 Using the fact that the antiverivative of sin is cos and the Leibniz-Newton formula, we have
Z
2
0
sin = cos |2
= cos
0
( cos 0) = 0 + 1 = 1
2
Using a substitution
If you have to compute an integral, maybe a substitution will help you to simplify (and hence compute) the
integral. There are mainly two possibilities.
The first is to try to substitute = () for a convenient function () ( is the new variable).
Since = (),
= 0 (), which can be written in dierential form = 0 () . The substitution formula
is in this case
Z
Z
() = ( ()) 0 ()
If the resulting integral in is easier (can be computed), it means you have the right substitution. If not...
try again (or use integration by parts).
67
R
Example 8.18 Compute + 1.
Consider the substitution = 1, so = . The integral becomes
Z
Z
+ 1 =
( 1) 1 + 1
Z
=
Z
=
32 12
=
=
52 32
+C
52
32
2
2
( + 1)52 ( + 1)32 + C
5
3
= 0 () which can
If the resulting integral in is easier (can be computed), it means you have the right substitution. If not...
try again (or use integration by parts).
R
3
Example 8.19 Compute 2 .
Note that if you consider 3 = , then 32 = , so 2 can be replaced by
computed as follows
Z
Z
1
1
1 3
2 3
=
= + C = + C
3
3
3
1
3 .
4
R
Example 8.20 Compute 2 + 3 .
Note that if you consider 2 + 3 = then 2 = , or = 12 . The given integral can be computed as
follows
5
2
Z
Z
4
2
+3
1
1 5
4
=
+C =
+ C
+ 3 =
2
2 5
10
Using integration by parts
68
Since there is an exponential inside the integral, this should be chosen as 0 . So 0 = 2 (hence =
1 2
0
0
2 ) and = (so = = 1). Using the integration by parts formula we obtain
Z
2 =
=
=
=
=
1 2
2 =
Z
1 2
1 2
1
2
2
Z
2 1
2
2
2
2 1 2
+C
2
2 2
2 2
+ C
2
4
R
Example 8.22 Compute ln .
R
The integral does not contain exponentials, sine or cosine, powers. So choose 0 = 1 (so = 1 = ) and
0
= ln (so 0 = (ln ) = 1 ).
Using the integration by parts formula we obtain
Z
Z
Z
Z
1
0
ln = () ln = ln = ln 1 = ln + C
8.2
R
R
The line integral is a natural generalization of the definite Riemann integral () . In the integral ()
we integrate the function () from = to = along the line segment [ ] from to . ReplacingR the line
segment [ ] by a general curve in the plane or in the space, we obtain the line (or curve) integral
defined below.
We begin by defining the notion of curve (either in the plane R2 or in the space R3 ).
Definition 8.23 A curve is the oriented image (graph) of a continuous function : [ ] R3 , () =
( () () ()), [ ].
The function = () is called a parametrization of the curve , and () is called the initial/starting
point of the curve and () is called the terminal/endpoint of the curve . If () = () be say that the
curve is a closed curve.
If is has a derivative 0 () = (0 () 0 () 0 ()) which is continuous at all points ( ) and 0 () 6= (0 0 0),
we say that is a smooth curve.
Some parametrizations very useful in practice are given below.
1. A parametrization of the line segment from (1 1 1 ) to (2 2 2 ) (see Figure 13) is given by : [0 1]
R3 , where
() = (1 ) +
= (1 ) (1 1 1 ) + (2 2 2 )
= ((1 ) 1 + 2 (1 ) 1 + 2 (1 ) 1 + 2 )
[0 1]
2. A counterclockwise parametrization of an arc of circle of center (0 0) and radius 1 (see Figure 14), between
angles and is : [ ] R2 , where
() = (cos sin )
[ ]
More generally, if the circle has radius and center (0 0 ), the corresponding counterclockwise parametrization is
() = (0 + cos 0 + sin )
[ ]
69
t [0, 1]
A = (x1, y1, z1 )
x
t [, ]
Figure 14: A counterclockwise parametrization of the arc of a circle centered at the origin.
3. A parametrization which is very useful in practice is that of the graph of a given continuous function :
[ ] R2 (see Figure 15). In this case, the parametrization is given by : [ ] R2 , where
() = ( ())
[ ]
For example, the parametrization of a part of a parabola, given by the graph of the function : [2 3] R2 ,
() = 2 5 + 7 is given by
() = 2 5 +
[2 3]
4. If : : [ ] R3 is a given curve, then the reversed curve (see Figure 16) is obtained by reversing
the initial and starting points of the curve , and has the parametrization : [ ] R3 , where
() = ( + )
[ ]
With this preparation, we can now give the definition of the line integral, as follows:
Definition 8.24 Given a continuous function = (1 2 3 ) defined on smooth curve : = () = ( () () ()),
[ ], we define the line integral of over the curve by
Z
Z
=
( ()) 0 ()
70
t [a, b]
t [a, b]
t [a, b]
= 1 1 + 2 2 + 3 3
R
The line integral
defined above is therefore equal to
Z
1 + 2 + 3
R
we integrate the dot product of the vectors
This formula says that in order to compute the line integral
(
()) = (1 (
()) 2 (
()) 3 (
())) and 0 () = (0 () 0 () 0 ()) over the interval [ ].
R
Remark 8.26 It is not immediate from the definition that the line integral
is independent of the
parametrization. That is, if 1 : [ ] R3 and 2 : [ ] R3 are two parametrizations of the same oriented
curve , then
Z
Z
(
1 ()) 10 () =
(2 ()) 20 ()
However, this follows by the change of variables in the definite integral, as follows: if 1 and 2 both describe
the same smooth curve , then it can be shown that 1 () = 2 ( ()), for some bijective function : [ ] [ ].
71
(
2 ()) 20 () =
=
=
=1 ()
=1 ()
(
2 ( ())) 20 ( ()) 0 ()
(
1 ()) 10 ()
(
1 ()) 10 ()
R
where ( ) = 2 sin and is the arc of the circle
Example 8.27 Compute the line integral
of center (0 0) and radius 1 located in the first quadrant (i.e. 0).
A parametrization of the given curve is : [0 2] R3 , where
h i
() = (cos sin 0)
0
0
0
0
We have 0 () = (cos ) (sin ) (0) = ( sin cos 0), and therefore the given integral is
Z
=
=
(
()) 0 ()
sin2
=
2
1
=
+
2
1
=
6
=2
sin3
+
3
=0
1
0 0
+
3
2 3
Remark 8.28 (Physical interpretation of the line integral) In Physics, the work done by a constant force
acting on a particle moving in a straight line, is defined as = Force distance. In general, given a force (not
necessarily constant) and a particle moving on a curve (not necessarily a line segment), we can compute the
work done by dividing the curve by points ( ) into small parts , = 1 , such that each curve is
approximately a straight line segment, and the force is approximately constant on .
It follows that the work done in moving the particle along the curve is approximately = ( ( ))
(
( ) (1 )) (
( )) 0 ( ) (note that the tangent vector 0 ( ) is a good approximation of the curve
by a straight line if the points ( ) are suciently close to each other and the curve is smooth), and therefore
we obtain
X
X
1 + + =
(
( )) ( )
=
=1
=1
To make this formula exact, we pass to the limit with , and we obtain
= lim
=1
(
( )) ( ) =
( ()) 0 ()
Since the line integral is defined by a definite (Riemann) integral, it also has the corresponding properties. More
precisely, we have:
R
R
R
+
(additivity)
+
=
R
R
2.
, for any constant R (homogeneity)
=
R
R
R
3. If = 1 2 is formed by union of two curves, then 1 2
= 1
+ 2
(additivity with
respect to the curve)
R
R
4.
=
1.
Proof. Follow from the corresponding properties of the definite integral: the properties 1) and 2) follow from the
properties
Z
Z
Z
( () + ()) =
() +
()
and
() =
()
() =
() +
()
() =
()
For the definite integral, we saw (the Leibniz-Newton formula) that if 0 () = () for [ ], then
Z
() = () ()
We will see that with the appropriate definitions, a similar formula holds for the line integral. First, we introduce
the concept of independence of path of a line integral, as follows:
R
Definition 8.30 We say that the line integral
is independent of the path of integration in the
domain , if for any two points and any two curves 1 and 2 contained in with starting point
and endpoint , the corresponding line integrals are equal:
Z
Z
=
We have:
Theorem 8.31 If = (1 2 3 ) is continuous in a domain R3 , then the line integral
of path in if and only if there exists a function : R such that
= grad =
in
R
can be computed as follows:
In this case, the line integral
Z
= () ()
73
is independent
Proof. Assume that there exists the function : R such that = grad , that is 1 =
2 =
and
3 =
Let : = () = ( () () ()) : [ ] R3 be a curve with starting point = () and endpoint
= (). and If the curve We have
Z
Z
=
(
()) 0 ()
1 (
()) 0 () + 2 (
()) 0 () + 3 (
()) 0 ()
(
()) 0 () +
(
()) 0 () +
(
()) 0 ()
( () () ())
= (
())|=
= (
()) (
())
= () ()
R
and therefore the line integral
does not depend on the path of integration (depends only on its endpoint
and starting point).
R
Conversely, if the line integral
does not depend on the path of integration, it can be shown that the
function : R defined by
Z
( ) =
where is an arbitrary curve contained in with starting point (0 0 0 ) arbitrarily fixed and endpoint
( ) , is dierentiable in and satisfies the condition = grad .
To see this, we choose a curve = 1 2 such that the last part of the curve (the part close to the endpoint
( )) is a line segment 2 = [( ) ( )] parallel to the - axis. We obtain:
Z
( ) =
Z
Z
=
1
2
Z
= ( ) +
2
and therefore
( ) ( ) =
Using the parametrization 2 : : [0 1] R3 given by
() = (1 ) ( ) + ( )
= ( )
we obtain
( ) ( ) =
=
1 ( + ) ( + ) + 2 ( + ) () +
1 ( + )
74
and therefore
( ) ( )
lim
0
( )
lim
1 ( + )
= 1 ( )
( ) = 1 ( )
= 2 and
= 3 , and therefore = (1 2 3 ) =
= grad ,
R
Example 8.32 Consider the line integral
, where = ( + + cos ) and is a curve from =
(0 0 0) to = (1 2 2)
2
2
It can be checked that = grad 2 + 2 + sin , and therefore from the above theorem it follows that
Z
(122)
2 2
+
+ sin
2
2
(000)
2
1 2
0
2
=
+
+ sin
+ 0 + sin 0
2
2
2
2
1
=
+2+1
2
7
=
In general, it is not very easy to see whether a given function is the gradient of a certain function . The
following theorem gives us a simple criterion for deciding whether = grad :
Theorem
8.33 Let be a simply connected domain and = (1 2 3 ) have continuous partial derivatives.
R
Then
is independent of path in if and only if curl = 0, where
Proof. Assume
curl =
1
3
2 3
1 2 1
=
is independent of path. By the previous theorem, = grad , or 1 =
2 =
and
2
2
=
= 0
2
3
, has continuous
=
).
second order partial derivatives, and therefore
3
1
2
1
Similar proof shows + = 0 and = 0, and therefore curl = (0 0 0) = 0.
We will not give here the proof of the converse (it requires Stokess theorem).
75
8.3
We will first introduce the notion of arc length of a curve. Consider a smooth curve, with parametrization
: [ ] R3 , () = ( () () ()). To approximate the length of the curve , we consider a partition
: = 0 1 = of [ ] and we approximate the length of the curve by the length of the polygonal
line passing through the points = ( ) = ( ( ) ( ) ( )), = 0 1 . We have
Length ()
=
||
( ) (1 )||
=1
q
X
=1
( ( ) (1 )) + ( ( ) (1 )) + ( ( ) (1 ))
Applying Lagrange theorem to the function : [1 ] R it follows that there exists a point [1 ]
such that ( ) (1 ) = 0 ( ) ( 1 ), and similarly for the functions () and (). We obtain
Length ()
q
X
2
2
2
0
(0 ( ) ( 1 )) + ( 0 (
) ( 1 )) + ( ( ) ( 1 ))
=1
q
X
2
2
0 2
=
(0 ( )) + ( 0 (
)) + ( ( )) ( 1 )
=1
q
X
2
2
0 2
(0 ( )) + ( 0 (
=
)) + ( ( ))
=1
To make the above approximation exact, we pass to the limit with = 1 0. Since is a smooth
curve, by the definition of the Riemann integral it follows that the limit of the above sum exists and we have
lim
&0
Z
q
X
2
2
0 ( ))2 =
(0 ( )) + ( 0 (
))
+
(
=1
q
2
2
2
(0 ()) + ( 0 ()) + ( 0 ())
q
(0 ())2 + ( 0 ())2 + ( 0 ())2
Remark 8.35 The length of the curve defined above depends on the parametrization = (). Since there are
many possible paramtrizations of a given smooth curve , we should check that the above definition is independent
on the choice of the parametrization. However, this follows by the independence of the line integral with respect to
the arc length (see below).
Example 8.36 Lets use the above formula to compute the length of the circle of radius centered at the origin.
A parametrization of is given by : [0 2] R, () = ( cos sin 0).
We have 0 () = ( sin cos 0), and using the definition above we obtain
Length () =
q
( sin )2 + ( cos )2 + 02
= |2
0
= 2
which coincides with the formula known from geometry (i.e. the length of a circle of radius is 2).
76
To make it easier to remember the next definition, we consider a small part of the curve in the previous
discussion, say between the points () and ( + ). By the above definition, its length is given by
=
q
2
2
2
(0 ()) + ( 0 ()) + ( 0 ())
2
2
2
2
2
2
(0 ( )) + ( 0 ( )) + ( 0 ( )) = (0 ()) + ( 0 ()) + ( 0 ())
lim
= lim
0
0
or
2
2
2
= (0 ()) + ( 0 ()) + ( 0 ())
This formula shows that the length = () of an infinitesimal arc of the curve (called the arc length of the
curve ) has length
q
=
(
()) ||
0 ()|| =
(
())
q
2
2
2
(0 ()) + ( 0 ()) + ( 0 ())
R
Remark 8.38 It is not immediate from the definition that the line integral is independent of the parametrization. That is, if 1 : [ ] R3 and 2 : [ ] R3 are two parametrizations of the same oriented curve
, then
Z
Z
0
(
1 ()) ||
1 ()|| =
(
2 ()) ||
20 ()||
However, this follows by the change of variables in the definite integral, as follows: if 1 and 2 both describe
the same smooth curve , then it can be shown that 1 () = 2 ( ()), for some bijective function : [ ] [ ].
With the change of variables = (), we obtain
Z
(
2 ()) ||
20 ()|| =
=
1 ()
1 ()
(
2 ( ())) ||
20 ( ()) 0 ()||
(
2 ( ())) ||
20 ( ())|| 0 ()
(
1 ()) (
2 ( ()))0
(
1 ()) ||
10 ()||
Example 8.39 Compute the line integral + 2 where is the arc of the circle of center (0 0) and radius
1 located in the first quadrant (i.e. 0) oriented counterclockwise.
A parametrization of the given curve is : [0 2] R3 , where
h i
() = (cos sin 0)
0
77
0
0
0
We have 0 () = (cos ) (sin ) (0) = ( sin cos 0), and therefore the given integral is
Z
Z 2
q
+ 2 =
(cos + 2 sin 0) ( sin )2 + (cos )2 + 02
cos + 2 sin
(
())
q
2
2
2
(0 ()) + ( 0 ()) + ( 0 ()) +
q
(
()) (0 ())2 + ( 0 ())2 + ( 0 ())2
Z
Z
+
and similarly
Z
( ) =
( (
()))
=
=
(
())
q
(0 ())2 + ( 0 ())2 + ( 0 ())2
q
2
2
2
(0 ()) + ( 0 ()) + ( 0 ()) +
=
=
=
(
()) ||0 ()|| +
(
1 ()) ||10 ()|| +
Z
+
2
78
(
()) ||0 ()||
(
2 ()) ||20 ()||
To prove part 4), note that a parametrization for the reversed curve is 1 : [ ] R, 1 () = (), and that
0
we have 1 () =
(
( + )) =
0 ( + ). Using the definition and using the substitution = +
(note that = ), we obtain
Z
(
1 ()) ||
10 ()||
=
=
=
(
( + )) ||
( + )||
(
()) ||
()||
(
()) ||
()||
(just compare the first definition above with the second one, in which 1)
2. Mass of a curve with mass density = ( )
The mass of a curve with variable mass density (for example a wire which is not uniform, having parts that
are heavier/lighter) can be computed using the line integral as follows:
Z
Mass () =
To see why this formula is so, divide the curve into small parts by points ( ), = 1 , where
: [ ] R is a parametrization of and = 0 1 = is a partition of [ ].
If the partition is fine enough and the mass density is continuous, the part of the curve between points
(1 ) and ( ) has approximately constant density, hence its mass is approximately (
( )) (density)
times the length of this arc. Summing up the masses of all such arcs, we obtain
Mass ()
(
( ))
=1
q
2
2
0 2
(0 ( )) + ( 0 (
)) + ( ( ))
To make the above approximation exact, we pass to the limit with the norm of the partition tending to zero,
and we obtain
Z
Z
q
Mass () =
(
())
(
()) (0 ())2 + ( 0 ())2 + ( 0 ())2
which by definition equals
R
R
=
= R
The reason for the above formulae comes from Physics (the sum of moments with respect to the center of
mass of all forces involved equals zero), but we will not discuss it here.
79
Example 8.41 Find the length, mass and center of mass of the curve with mass density ( ) = 3, where
is the arc of parabola = 2 lying in the first quadrant.
q
2
2
(1) + (2) + 02
0
Z 1r
1
= 4
+ 2
4
0
2
Using the formula
2 + 2 = 2 2 + 2 + 2 ln + 2 + 2 + , we obtain
!!1
r
r
14
1
1
+ 2 +
ln +
+ 2
Length () = 4
2 4
2
4
0
!!
5
1 5 1
= 4
+ ln 1 +
2 2
8
2
1
5
=
5 + ln 1 +
2
2
=
- Mass of
Mass () =
=
Z 1
0
= 3
q
3 (1)2 + (2)2 + 02
p
1 + 42
= 3
=
=
=
3
8
1
8
12
5
3 32
8 32 1
5 51
- Center of mass of : ( )
For example, the coordinate of the center of mass is
R
= R
R1 2
3 1 + 42
0
=
=
5 51
4
Z 1
12
5 51
80
p
1 + 42
=
=
=
=
=
=
=
8.4
Z 5
12
1 1
4
8
5 51 1
Z 5
3
32 12
8 5 51 1
52
5
3
32
52
32 1
8 5 51
52
3
5
1
532
3
1
52
32
52 32
8 5 51
8 5 51
2
4
3
15 5
2
3
15
8 5 51
8 5 51
1
5 5
+
2 5 51
10 5 5 1
25 5 + 1
10 5 5 1
R
The double integral can be viewed as an extension of the definite integral () , as follows. Consider a function
of two variables, = ( ) : R defined on a domain R2 . We defined the integral by dividing the interval
[ ] into subintervals [1 ], = 1 , of length = 1 and taking limits of the sums of the form
( )
=1
=1 =1
81
Figure 18: The domain between the graph of two functions () (), [ ].
If the function is continuous on and is a nice domain (its boundary is a smooth curve), it can be shown
that the limit as , 0 of the above sum exists and is finite, and we denote the limit by
Z Z
( ) =
lim
(49)
=1 =1
RR
RR
2.
( ) = ( ) for any constant R (homogeneity)
RR
RR
RR
3. If = 1 2 , then
( ) =
( ) +
( )
1 2
1
2
RR
4. There exists (0 0 ) such that
( ) = (0 0 ) Area ()
8.4.1
There are essentially two dierent ways for computing the double integral: as an iterate (succesive) integral or by a
change of variables (see also Greens theorem for an alternate possibility for the evaluation of the double integral).
Double integral as an iterate integral Assume that the domain is the region between the graphs of two
functions : [ ] R of the variable (see Figure 18), that is:
= {( ) : () ()
[ ]}
( )
lim
lim
=1 =1
X
=1
X
lim
()
=1
( )
()
82
Figure 19: The domain between the graph of two functions () (), [ ].
and therefore in this case we can compute the double integral by first integrating the function first with respect
to (between the limit () and ()) and then integrating the resulting function with respect to (between the
limits and ):
!
Z Z
Z Z ()
( ) =
( )
(50)
()
A similar formula holds if we reverse the roles of the variables and , that is if the domain can be described
as
= {( ) : () ()
[ ]}
()
( ) =
( )
(51)
()
RR
Example 8.43 Compute the double integral
where is the upper half of the unit disk 2 + 2 1.
2
The given domain is of the form in Figure 18 (sketch p
a picture!), where ()
p = 0 and () = 1 ,
[1 1], and also of the form in Figure 18, where () = 1 2 and () = 1 2 , [0 1].
Using the first representation above, we have
!
Z Z
Z Z 2
1
1
1
1
1
=12
2
2 =0
1 2
2
1
=1
3
=
2
6 =1
1 1
1 1
=
2 6
2
6
2
=
3
=
83
Z 2
1
2
1
2
12
p
1 2
=1
2
2 32
1
3
=0
2
=
=
obtaining the same result.
Change of variables in the double integral Recall that for the definite integral
of variable = () : [ ] [ ], we obtain
Z
() =
( ()) 0 ()
= ( )
= ( )
RR
( ) by
( )
( )
( ( ) ( ))
( )
(52)
(53)
()
domain of integration (from to ), and the area element by () , where
( )
=
( )
is the Jacobian of the change of variables (52) - the determinant of the matrix of partial derivatives of the old
variables with respect to the new variables (note that the corresponding Jacobian for the definite
= 0 ()).
integral is just
Remark 8.44 To see why this formula is so, we go back to the definition (49), and we see that the area element
is the limiting area of a rectangle, and similarly for and .
Approximating = ( ) and = ( ) by a Taylors formula of order 1 near the point ( ), we obtain
a linear transformation
( ) +
( ) ( ) +
( )
( ) ( ) + ( ) +
( )
where all the partial derivatives are evaluated at the point ( ).
It can be shown that under a linear transformation, the area element element changes by a factor equal to the
absolute value of the Jacobian, that is
( )
=
( )
( )
=
( )
84
R R 2 +2
Example 8.45 Compute the integral
= cos
[0 3] and [0 2]
= sin
the corresponding Jacobian is
( )
=
( )
Z Z
+2
cos
sin
=
sin cos
Z Z
= cos2 + sin2 =
cos2 +2 sin2
[03][02]
=
=
=
0
2
0
=3
1 2
2 =0
=2
9
2 =0
= 9
8.4.2
Greens Theorem
Greens theorem gives us a formula which relates the double integral and the line integral, introduced in the previous
section.
Theorem 8.46 (Greens theorem) Let R2 be a bounded domain, having as boundary a smooth curve
and 12
(oriented such that the domain is on the left of the curve ). If = (1 2 ) : R is continuous on
7
Z
Z Z
2 1
(1 2 )
Remark 8.47 Note that the integrand on the left is just the third component of the curl , where = (1 2 3 ).
More generally, a similar formula holds (Stokess theorem), which states that
Z Z
Z
curl
=
85
()
Z
=()
=
1 ( )|=()
1 ( ()) 1 ( ())
1 ( ())
1 ( ())
[ ]
[ ]
We have
Z
(1 0)
=
=
=
(1 0)
+
(1 0)
(1 0)
(1 0)
(1 ( ())) (1 0 ())
1 ( ())
Z Z
1
(0 2 )
=
(1 ( ())) (1 0 ())
1 ( ())
Z Z
2 1
There are several applications of the double integral, among which we will reer to the computation of volumes,
areas and center of mass.
Given a continuous function = ( ) : R with 0 in , the volume of the region beneath the graph
of the function and above the domain (see Figure ??) is given by
Z Z
Volume =
( )
86
Remark 8.48 To see why this is so, remember that the double integral is the limit of the sum in (49), in which
( ) gives an approximation of the parallelipiped with base the rectangle and height ( ). Summing up over and taking the limit, this formula (that is, the double integral) gives the area under the graph of
the function = ( ).
Example 8.49 We can compute the volume of a sphere of radius (i.e. 2 + 2 + 2 2 ) by using the double
integral aspfollows: the volume of the sphere is by symmery twice the volume under the graph of the function
( ) = 2 2 2 above the domain : 2 + 2 2 (sketch a picture!).
Therefore, we obtain
Z Z p
Volume = 2
2 2 2
To compute this integral, we can either use an iterate integral, or a substitution. Choosing the substitution
(change to polar coordinates)
= cos
[0 ] and [0 2]
= sin
( )
=
( )
cos
sin
=
sin cos
Volume = 2
Z Z
[0][02]
= 2
= 2
= 2
=
=
2
0
p
2 2 cos2 2 sin2
!
p
2
2
32 =
1 2
3
=0
1 2 32
0
2
0
= cos2 + sin2 =
=2
2 3
3
=0
4 3
3
Taking ( ) 1 and remembering that a cylinder with a height of 1 has volume equal to the area of its base,
from the previous formula we obtain a formula for computing the area of a given domain :
Z Z
Area () =
1
Example 8.50 We can compute the area of the disk : + 2 2 by using the double integral as follows:
Z Z
1
Area =
Writing the domain as the domain between the curves () = 2 2 and () = 2 2 , with
[ ], we can compute the double integral as an iterated integral, as folows:
!
Z Z 2 2
Area =
1
2 2
p
2 2 2
R
2
2 2 = 2 2 2 + 2 arcsin + or we can
To compute the integral, we can either use the formula
use a substitution, say = sin , with [2 2], and after computation we obtain
Area = 2
87
Interpreting the function ( ) 0 as the density of mass at the point ( ) , and proceeding similarly
with the previous remark, we see that the mass of a domain with mass density ( ) is given by
Z Z
Mass () =
( )
R
R
and = R R
(
)
( )
Exercises
R1
0
1+
1
= 0
(2 )
R2
5. Redo the previous exercise in the particular case 1 2 , then use it to show that
!
1
1
1
1
lim
=
2 +
2 + +
2
2
( + 1)
( + 2)
( + )
6. Compute the indicated indefinite integrals.
R
a) R sin cos 7
cos 2
d) 1sin
2
R
2
g) R 3 +32 +3+1
1
j) 2 5+4
R 4 ++1
m)
R
p) 4+2
R 5
s) ln
R (+1)10
v)
g) (1)(+1)2
R
j) 22+3
+5+6
R
b) R
e)
R
h) R
k)
R
n)
R
q)
R
t)
R
x)
2 cos 3
1
163+2
2 +31
4 +3 +2 +
2
cos
1
2
2+3
2 +34
2
R
b)
2
R 1
e) 2 +7
R
h) 3 2
2
R 4 +
k) 3 1
88
R
c) R 2 ln
1
f) 2 +44
R 6
i) R ln
l) 3 +
R
o) 2 + 4
R ln
r)
R arcsin
u)
12
R
4
y) (2 +4)(+1)
R
c)
R
f)
R
i)
R
l)
2 10
22 +3+2
1
4 +1
a)
d)
ln
3
18
R (12 )
g)
1+4
b)
e)
h)
+1
cos
2+cos(2)
13
)2
R 4
2
g) 0 cos 2
R 13
j) 0 1
2
a)
a) 0 1+
R1
d) 0 2 +3+2
R 1 3
g) 0 8 +1
R1
j) 0 2
R1
m) 0 +1
2
R 4 1+
p) 0 ln (1 + tan )
12. Evaluate the line integral
b)
e)
h)
c)
f)
i)
1252
1+4
R
2 + + 1
R
c) R sin
f) 2 ln
R4
+1
R1
2 + 1
0
R 2
2 2 cos
0
R
b)
R 4 1+
e) 1 2
R 3
h) 6 cot
Rp
k) ( ) ( )
R1
1
n) 0 +
R1 2
q) 0 arctan
c)
f)
i)
R2
2 +1
4
1 (+1)
R 4
1
R 4
cos 2
0
R
c) 0 cos
R 1
f) 2 2 +4+5
R 2
i) 0 sin (2)
R
l) 0 2 cos
R4
o) 0 2 + 9
R
r) 0 2 sin2
(a) ( ) = ( 0) and is the quarter of the circle of radius 1 located in the first quadrant,
traversed counterclockwise.
(b) ( ) = ( ) and is the helix given by : [0 2] R3 , () = (cos sin 3).
R
13. If ( ) = 2 2 , is the line integral independent on path in R2 ? See parts c) and d) of the
exercise above.
(b) Evaluate
independent on path?
3
15. Show that the following line integrals are independent on path
R in R . Determine a function such that
= grad and then compute the corresponding line integral .
2
2
2
(d) ( ) = + + 2+ , is a curve from (0 1 1) to (2 4 0);
(f) ( ) = (cos cos (2) 2 sin sin (2) 0), is a curve from (2 2) to 4 0 3 .
R
17. Determine if the following line integrals are path independent in R3 . If armative, find a function such
that = grad .
R
(a) 2 22 1
R
(b) ( )
R
(c) ( )
R
(d) 2 0
R
(e) 3 ( + )2 6 ( + )2 0
R
(f) ( 2 )
R
18. Evaluate the line integral with respect to the arc length in the following cases:
(a) ( ) = 2 + 2 , : = 3, from (0 0) to (2 6);
(d) ( ) = 2 + 2 + 3 2 , : () = 2 , [0 3];
(e) ( ) = 1 + 2 + 2 , : () = ( cos sin ), [0 ];
19. Determine the mass and the coordinates of the center of mass of the following curves (assume mass density is
equal to 1):
(a) Arc of the circle of radius with center the origin and lying in the second quadrant (i.e. 0 and
0);
RR
= {( ) : 0 3 1 1}
=
( ) : 2 9 2 1
=
( ) : 2 + 2 2
n
o
=
( ) : ( 1)2 + 2 4 ( + 1)2 + 2 4
1 2
2
2
2
=
( ) : + 4 + 1 0
4
: , where (1 0) (2 0) (0 3)
90
sin () ; = {( ) : [0 1] [0 ]}
ZZ
Z
Z
Z
Z
ZZ
ZZ
2
+ 2 : 4, where (1 1) (2 1) (2 1)
2 = {( ) : 0 2; 0 }
2 = ( ) : 2 + 2 2
= 2 9, 2 1 [2 4]
= 2 9, 2 1 [2 3]
ZZ
= ( ) : 2 + 2 4 3 0
ln 2 + 2
: ( ) : 1 2 + 2 4
2
2
+
ZZ
ZZ
R
R
( + ) : ( ) : 2 + 2 +
3 Calculate the area, the mass and center of mass of the domain , where the mass density is given by
( ) = :
) : {( ) : [1 1] [0 2]}
) : 4,
where (1 1) (1 4)o (4 1)
n
2
2
) : ( ) : ( 1) + ( 1) 1
n
o
2
2
) = ( ) : 2 + 2 1
91
Appendix
Antiderivatives of some common functions
F unction
sin
cos
1
cos2
sin12
1
12
1
1
2
1
2
1+
1
1+
2
Antiderivative
+1
+1
cos
sin
tan
cot
arcsin
arccos
arctan
arccot
ln
ln ||
92
Domain
R ( R for 0)
R
R
R 2 2 : Z
R { : Z}
(1 1)
(1 1)
R
R
R
R
R