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17.3 THE EVALUATION OF DOUBLE INTEGRALS BY REPEATED INTEGRALS I 881

evident, but actually it is quite difﬁcult to prove. The result follows from what is known

as Fubini’s theorem.

†

J

Computations

Example 1 Evaluate

(x

4

−2y) dx dy with as in Figure 17.3.4.

x

y

y

=

x

2

y

=

–

x

2

x = –1

x = 1

x

Figure 17.3.4

SOLUTION By projecting onto the x-axis, we obtain the interval [−1, 1]. The region

consists of all points (x, y) with

−1 ≤ x ≤ 1 and − x

2

≤ y ≤ x

2

.

This is a region of Type I. By (17.3.1),

(x

4

−2y) dx dy =

1

−1

x

2

−x

2

[x

4

−2y] dy

dx

=

1

−1

x

4

y − y

2

x

2

−x

2

dx

=

1

−1

(x

6

− x

4

) −(−x

6

− x

4

)

dx

=

1

−1

2x

6

dx =

2

7

x

7

1

−1

=

4

7

. J

Example 2 Evaluate

(xy − y

3

) dx dy with as in Figure 17.3.5.

y = 1

y = 0

x = –1

x = y

x = 1

x

y

y

Figure 17.3.5

SOLUTION By projecting onto the y-axis, we obtain the interval [0, 1]. The region

consists of all points (x, y) with

0 ≤ y ≤ 1 and −1 ≤ x ≤ y.

†

After the Italian mathematician Guido Fubini (1879–1943).

P1: PBU/OVY P2: PBU/OVY QC: PBU/OVY T1: PBU

JWDD023-17 JWDD023-Salas-v13 October 4, 2006 21:18

882 I CHAPTER 17 DOUBLE AND TRIPLE INTEGRALS

This is a region of Type II. By (17.3.2),

__

(xy − y

3

) dx dy =

_

1

0

__

y

−1

(xy − y

3

) dx

_

dy

=

_

1

0

_

1

2

x

2

y − xy

3

_

y

−1

dy

=

_

1

0

__

1

2

y

3

− y

4

_

−

_

1

2

y + y

3

__

dy

=

_

1

0

_

−

1

2

y

3

− y

4

−

1

2

y

_

dy

=

_

−

1

8

y

4

−

1

5

y

5

−

1

4

y

2

_

1

0

= −

23

40

.

We can also project onto the x-axis and express as a region of Type I, but then the

lower boundary is deﬁned piecewise (see the ﬁgure) and the calculations are somewhat

more complicated: setting

φ(x) =

_

0, −1 ≤ x ≤ 0

x, 0 ≤ x ≤ 1,

we have as the set of all points (x, y) with

−1 ≤ x ≤ 1 and φ(x) ≤ y ≤ 1;

y

x

y = 1

–1 1

y = x

1

1

(0, 0)

(1, 1)

y = x

2

(x = y

1/2

)

y = x

1/4

(x = y

4

)

x

y

x

y

Figure 17.3.6

thus

__

(xy − y

3

) dx dy =

_

1

−1

__

1

φ(x)

(xy − y

3

) dy

_

dx

=

_

0

−1

__

1

φ(x)

(xy − y

3

) dy

_

dx +

_

1

0

__

1

φ(x)

(xy − y

3

) dy

_

dx

=

_

0

−1

__

1

0

(xy − y

3

) dy

_

dx +

_

1

0

__

1

x

(xy − y

3

) dy

_

dx

as you can check −−−−

↓

=

_

−

1

2

_

+

_

−

3

40

_

= −

23

40

.

Repeated integrals

_

b

a

__

φ

2

(x)

φ

1

(x)

f (x, y) dy

_

dx and

_

d

c

__

ψ

2

(y)

ψ

1

(y)

f (x, y) dx

_

dy

can be written in more compact form by omitting the large parentheses. From now on

we will simply write

_

b

a

_

φ

2

(x)

φ

1

(x)

f (x, y) dy dx and

_

d

c

_

ψ

2

(y)

ψ

1

(y)

f (x, y) dx dy.

Example 3 Evaluate

__

(x

1/2

− y

2

) dx dy with as in Figure 17.3.6.

SOLUTION The projection of onto the x-axis is the closed interval [0, 1], and

can be characterized as the set of all (x, y) with

0 ≤ x ≤ 1 and x

2

≤ y ≤ x

1/4

.

P1: PBU/OVY P2: PBU/OVY QC: PBU/OVY T1: PBU

JWDD023-17 JWDD023-Salas-v13 October 4, 2006 21:18

17.3 THE EVALUATION OF DOUBLE INTEGRALS BY REPEATED INTEGRALS I 883

Therefore

(x

1/2

− y

2

) dx dy =

1

0

x

1/4

x

2

(x

1/2

− y

2

) dy dx

=

1

0

x

1/2

y −

1

3

y

3

x

1/4

x

2

dx

=

1

0

2

3

x

3/4

− x

5/2

+

1

3

x

6

dx

=

8

21

x

7/4

−

2

7

x

7/2

+

1

21

x

7

1

0

=

8

21

−

2

7

+

1

21

=

1

7

.

We can also integrate in the other order. The projection of onto the y-axis is the

closed interval [0, 1], and can be characterized as the set of all (x, y) with

0 ≤ y ≤ 1 and y

4

≤ x ≤ y

1/2

.

This gives the same result:

(x

1/2

− y

2

) dx dy =

1

0

y

1/2

y

4

(x

1/2

− y

2

) dx dy

=

1

0

2

3

x

3/2

− y

2

x

y

1/2

y

4

dy

=

1

0

2

3

y

3/4

− y

5/2

+

1

3

y

6

dy

=

8

21

y

7/4

−

2

7

y

7/2

+

1

21

y

7

1

0

=

8

21

−

2

7

+

1

21

=

1

7

. J

x = y

1/2

x = y

4

y

x

y

Example 4 Use double integration to calculate the area of the region encolsed

by

y = x

2

and x + y = 2.

SOLUTION The region is pictured in Figure 17.3.7. Its area is given by the double

integral

dx dy.

We project onto the x-axis and write the boundaries as functions of x:

y = x

2

, y = 2 − x.

is the set of all (x, y) with −2 ≤ x ≤ 1 and x

2

≤ y ≤ 2 − x. Therefore

dx dy =

1

−2

2−x

x

2

dy dx =

1

−2

(2 − x − x

2

) dx =

2x −

1

2

x

2

−

1

3

x

3

1

−2

= (2 −

1

2

−

1

3

) −(−4 −2 +

8

3

) =

9

2

.

We can also project onto the y-axis and write the boundaries as functions of y, but

then the calculations become more complicated. As illustrated in Figure 17.3.8, is

the set of all (x, y) with

0 ≤ y ≤ 4 and −

√

y ≤ x ≤ ψ(y)

P1: PBU/OVY P2: PBU/OVY QC: PBU/OVY T1: PBU

JWDD023-17 JWDD023-Salas-v13 October 4, 2006 21:18

884 I CHAPTER 17 DOUBLE AND TRIPLE INTEGRALS

–1 –2 1

1

4

y = 2 – x

y = x

2

x

y

(1, 1)

(–2, 4)

Ω

Figure 17.3.7

–1 –2 1

4

x = 2 – y

x = y

x

y

(1, 1)

(–2, 4)

1

x = y

Figure 17.3.8

where

ψ(y) =

√

y, 0 ≤ y ≤ 1

2 − y, 1 ≤ y ≤ 4.

Therefore

dx dy =

1

0

√

y

−

√

y

dx dy +

4

1

2−y

−

√

y

dx dy.

As you can check, the sum of the integrals is

9

2

.

Symmetry in Double Integration

First we go back to the one-variable case. (Section 5.8) Let’s suppose that g is continuous

on an interval which is symmetric about the origin, say [−a, a].

If g is odd, then

a

−a

g(x) dx = 0.

If g is even, then

a

−a

g(x) dx = 2

a

0

g(x) dx.

We have similar results for double integrals.

Suppose that is symmetric about the y-axis.

If f is odd in x [ f (−x, y) = −f (x, y)], then

f (x, y) dx dy = 0.

If f is even in x [ f (−x, y) = −f (x, y)], then

f (x, y) dx dy = 2

right half

of

f (x, y) dx dy.

Suppose that is symmetric about the x-axis.

If f is odd in y [ f (x, −y) = −f (x, y)], then

f (x, y) dx dy = 0.

If f is even in y [ f (x, −y) = −f (x, y)], then

f (x, y) dx dy = 2

upper half

of

f (x, y) dx dy.

878 C HA P T E R 15 MULTI PLE I NTEGRATI ON

EXAMPLE 4 Evaluate

4

2

9

1

ye

x

dy

dx.

Solution First evaluate the inner integral, treating x as a constant:

S(x) =

9

1

ye

x

dy = e

x

9

1

y dy = e

x

1

2

y

2

9

y=1

= e

x

81 −1

2

= 40e

x

Then integrate S(x) with respect to x:

4

2

9

1

ye

x

dy

dx =

4

2

40e

x

dx = 40e

x

4

2

= 40(e

4

−e

2

)

If an iterated integral is written with dx preceding dy, then we integrate ﬁrst with

respect to x:

d

c

b

a

f (x, y) dx dy =

d

y=c

b

x=a

f (x, y) dx

dy

Here, for clarity, we have included the variables in the limits of integration of the iterated

integral on the right.

We often omit the parentheses in the

notation for an iterated integral:

b

a

d

c

f (x, y) dy dx

The order of the variables in dy dx tells us

to integrate ﬁrst with respect to y between

the limits y = c and y = d.

EXAMPLE 5 Evaluate

π/2

0

π/2

0

sin(2x + y) dx dy.

Solution Compute the inner integral, treating y as a constant:

π/2

0

sin(2x + y) dx = −

1

2

cos(2x + y)

π/2

x=0

= −

1

2

cos(π + y) +

1

2

cos y

π/2

0

π/2

0

sin(2x + y) dx dy = −

1

2

π/2

0

cos(π + y) −cos y

dy

= −

1

2

sin(π + y) −sin(y)

π/2

y=0

= −

1

2

sin

3π

2

−sin

π

2

+

1

2

sin π −sin 0

= 1

EXAMPLE 6 Reversing the Order of Integration Verify that

1

0

4

2

x

2

y

3

dy dx =

4

2

1

0

x

2

y

3

dx dy

Solution Both integrals have the value 20:

1

0

4

2

x

2

y

3

dy dx =

1

0

1

4

x

2

y

4

4

y=2

dx =

1

0

64x

2

−4x

2

dx

=

1

0

60x

2

dx = 20x

3

1

0

= 20

S E C T I ON 15.1 Integration in Several Variables 879

_

4

2

_

1

0

x

2

y

3

dx dy =

_

4

2

_

1

3

x

3

y

3

¸

¸

¸

¸

1

x=0

_

dy =

1

3

_

4

2

y

3

dy

=

1

12

y

4

¸

¸

¸

¸

4

2

=

1

12

(256 −16) = 20

The previous example illustrates a general fact: The value of an iterated integral does

not depend on the order in which the integration is performed. This is part of Fubini’s

Theorem. Even more important, Fubini’s Theorem states that a double integral over a

rectangle can be evaluated as an iterated integral.

CAUTION When you reverse the order of

integration in an iterated integral,

remember to interchange the limits of

integration (the inner limits become the

outer limits).

THEOREM3 Fubini’s Theorem The double integral of a continuous function f (x, y)

over a rectangle R = [a, b] ×[c, d] is equal to the iterated integral (in either order):

__

R

f (x, y) d A =

_

b

a

_

d

c

f (x, y) dy dx =

_

d

c

_

b

a

f (x, y) dx dy

Proof We sketch the proof. Consider a Riemann sum S

N,M

for a regular partition. Then

S

N,M

is the sum of values f (P

i j

) x y, where

x =

b −a

N

and y =

d −c

M

Fubini’s Theorem ultimately stems from the elementary fact that we may sum these val-

ues in any order. Think of the values f (P

i j

) as listed in an N × M array. For example,

the values for S

3,3

are listed in the array in the margin. If we ﬁrst sum the columns and

3 f (P

13

) f (P

23

) f (P

33

)

2 f (P

12

) f (P

22

) f (P

32

)

1 f (P

11

) f (P

21

) f (P

31

)

j

i

1 2 3

then add up the column sums, we obtain

S

N,M

=

N

i =1

M

j =1

f (P

i j

) x y

. ,, .

Sum in any order

=

N

i =1

_

M

j =1

f (P

i j

) y

_

x

. ,, .

First sum the columns,

then add up the column sums

Let us choose sample points of the form P

i j

= (x

i

, y

j

), where {x

i

} are sample points

for the regular partition on [a, b] and {y

j

} are sample points for the regular partition of

[c, d]. We observe that x and y approach zero as M and N tend to inﬁnity. Therefore,

the limit of the sums S

N,M

as P →0 may be expressed as a limit as N, M →∞:

__

R

f (x, y) d A = lim

N,M→∞

N

i =1

_

M

j =1

f (x

i

, y

j

)y

_

x

The inner sum on the right is a Riemann sum that approaches the single integral

_

d

c

f (x

i

, y) dy as M approaches ∞:

lim

M→∞

S

N,M

= lim

M→∞

M

j =1

f (x

i

, y

j

) =

_

d

c

f (x

i

, y) dy

To complete the proof, we take two facts for granted. First is the fact that the function

S(x) =

_

d

c

f (x, y) dy is continuous for a ≤ x ≤ b. Second, the limit lim

N,M→∞

S

N,M

may be computed by ﬁrst taking the limit with respect to M and then with respect to N.

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