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Mathematical Analysis Ii Integral Calculus: Sever Angel Popescu
Mathematical Analysis Ii Integral Calculus: Sever Angel Popescu
INTEGRAL CALCULUS
Preface 7
Chapter 1. Indefinite integrals (Primitives, Antiderivatives) 1
1. Definitions, some properties and basic formulas 1
2. Some results on polynomials 10
3. Primitives of rational functions 21
4. Primitives of irrational and trigonometric functions 27
5. Problems and exercises 47
Chapter 2. Definite integrals 49
1. The mass of a linear bar 49
2. Darboux sums and their applications 52
3. Lebesgue criterion and its applications 59
4. Mean theorem. Newton-Leibniz formula 63
5. The measure of a figure in Rn 68
6. Areas of plane figures bounded by graphics of functions 75
7. The volume of a rotational solid 85
8. The length of a curve in R3 87
9. Approximate computation of definite integrals. 90
10. Problems and exercises 101
Chapter 3. Improper (generalized) integrals 105
1. More on limits of functions of one variable 105
2. Improper integrals of the first type 112
3. Improper integrals of the second type 122
4. Problems and exercises 135
Chapter 4. Integrals with parameters 137
1. Proper integrals with parameters 137
2. Improper integrals with parameters 147
3. Eulers functions gamma and beta 167
4. Problems and exercises 179
Chapter 5. Line integrals 181
1. The mass of a wire. Line integrals of the first type. 181
2. Line integrals of the second type. 194
3
4 CONTENTS
7
8 PREFACE
is why the reader must be grateful to her for the easy (but not short)
way I succeeded to present the improper integrals with parameters.
Finally, I mention the special help that trees and birds of my close
park gave me during my silent walk around the lake in those hot
evenings of August 2010. All of these are of a great importance when
one is thinking of mathematical affairs.
Prof. Dr. Sever Angel Popescu
Technical University of Civil Engineering Bucharest
Department of Mathematics and Computer Science
B=dul Lacul Tei 124, Sector 2, Bucharest, ROMANIA
angel.popescu@gmail.com
February, 2011
CHAPTER 1
F 1.
Such a figure is usually called a curvilinear trapezoid. The great
English scientist Sir Isaac Newton (1642-1727) discovered the mathe-
matical relation between the function y = f (x) and this area.
T
1. (I. Newton) Let f : [a, b] R+ be a continuous
function defined on a real closed interval [a, b] with nonnegative real
values. Let x be a number in (a, b] and let F (x) be the area of the
curvilinear trapezoid [AxM D] (the area under the graphic of f "up to
the point x" (see Fig.2). Then this area function is differentiable and
its derivative F (x) at the point x is exactly f (x), the value of the initial
function f at the same point x.
1
2 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
F 2.
or
F (x) F (x0 )
(1.2) f (x0 ) f(x).
(x x0 )
Since f is continuous, taking limits when x x0 in (1.2), we get that
F (x0 ) exists and that it is equal to f (x0 ).
The area function constructed above is called the Newton area func-
tion of f.
C 1. Let f : [a, c) R be a continuous function which
does not change its sign on the interval [a, c) (here c may be even !).
Then, there is a differentiable function F defined on this interval (a, c)
such that F (x) = f (x) for any x (a, c).
P. It is sufficient to take f to be nonnegative (otherwise re-
place f by f ). Then we define like above F (x) = the area of the
curvilinear trapezoid [AxM D] (see Fig.2).
E 1. Try to substitute the above interval [a, c) for an open
finite or infinite interval (a, c). Moreover, try to substitute this last
interval for any open subset of R.
All of the discussion above is a real motivation for the following
general definition.
D 1. Let A be an open subset of the real line R. Let f :
A R be a function defined on A with values in R. Any differentiable
function F : A R such that its derivative F (x) is equal to f (x) for
any x in A (simply if F = f ) is called a primitive of f on A. It is also
called an antiderivative or an integral of f on A.
In the following all functions are defined only on subsets A of R,
which have no isolated points. We shall simply note A for a subset
satisfying this last property. We introduced this restriction because
it is a nonsense to speak about the limit of a function at an isolated
point. In particular, about its derivative!
If we remember the definition of the notion of a differential dF (a)
of a function F at a point a of A, namely dF (a) which is the linear
mapping defined on R with values in the same R, such that dF (a)(h) =
F (a)h for any h in R, or dF (a) = F (a)dx, where dx is the differential
of the variable x (in our case the identity mapping-see Analysis I, [Po]),
we can easily prove the following very useful result.
T
2. Let f : A R be a function defined on A (as above).
A function F : A R is a primitive of f on A if and only if it is
4 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
for a point c in (a, b). Since H (x) = 0 for any x of I, one gets that
H(b) = H(a). Let us denote by C this common value of H(x). Hence,
G F = C, or G = F + C. This means that for this fixed number C,
we have that G(x) = F (x) + C for any x I.
R 1. If the set A is not an interval, then the above result is
not always true. For instance, let A = (0, 1) (2, 3) and f (x) = 2x for
any x of A. It is easy to see that the following two functions
x2 , for x (0, 1)
F (x) = 2 ,
x + 1, for x (2, 3)
2
x , for x (0, 1)
G(x) =
x2 , for x (2, 3)
are primitives of f. It is clear enough that there is no constant number
C such that G(x) = F (x) + C for any x in A. Indeed, for x (0, 1),
C = 0 and for x (2, 3), C = 1, so we cannot have the same constant
C on the entire set A.
E 1. Let us find a primitive for the following continuous
function
x, if x [1, 1]
f(x) = x3 , if x (1, 2) ,
x2 + 4, if x [2, 3)
2 4 3
f : [1, 3) R. Since x2 = x, x4 = x3 and x3 + 4x = x2 +4,
any primitive of f is of the following form:
x2
2 + C1 , if x [1, 1]
x4
F (x) = + C2 , if x (1, 2) ,
x3 4
3
+ 4x + C3 , if x [2, 3)
Let us force now F to be continuous at x = 1 (F is differentiable, thus
it must be continuous):
1 1
+ C1 = + C2 ,
2 4
1
so we get that C2 = 4 + C1 . The continuity of F at x = 2 implies that
24 1 23
+ + C1 = + 8 + C3 ,
4 4 3
thus C3 = 77
12
+ C1 . Hence, all the primitives of f are:
x2
2
, if x [1, 1]
x4
F (x) = + 14 , if x (1, 2) + C1 ,
x3 4 77
3
+ 4x 12 , if x [2, 3)
6 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
1
(1.4) dx = ln x, if x I,
x
where I is any interval contained in (0, ).
1
(1.5) dx = ln(x), if x J,
x
where J is any interval contained in (, 0).
(1.6) ex dx = ex
ax
(1.7) ax dx = , if a > 0 and a = 1.
ln a
1
(1.8a) dx = arctan x
x2 +1
1 1 x
(1.9) dx = arctan , if a = 0.
x2 +a 2 a a
(1.10) sin xdx = cos x
(1.11) cos xdx = sin x
1
(1.12) dx = arcsin x, if x (1, 1).
1 x2
1 x
(1.13) dx = arcsin , if x (a, a).
a2 x2 a
1
(1.14) dx = ln(x + x2 + ),
2
x +
2
if = 0, x + > 0 and x + x2 + > 0.
1
(1.15) dx = tan x,
cos2 x
8 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
if x belongs to any interval which does not contain any number of the
form n + 2 , n Z.
1
(1.16) dx = cot x,
sin2 x
if x belongs to any interval which does not contain any number of the
form n, n Z.
(1.17) sinh xdx = cosh x, cosh xdx = sinh x,
x x x x
where sinh x = e e2
and cosh x = e +e
2
.
All of the above formulas can be directly verified by differentiat-
ing the function from the right side of each equality. Lets verify for
instance formula (1.14):
1 2x 1
2
ln(x + x + ) = 1 + = .
x + x2 + ) 2 x2 + x2 +
T
4. (linearity) Let f, g : I R be two functions defined
on the
same interval I and let , be two real numbers. Let f (x)dx
and
g(x)dx be two primitives of f and g respectively (on I). Then
f (x)dx + g(x)dx is a primitive of f + g on I.
P. Since f (x)dx = f and g(x)dx = g (use only the
definition!), we get that
f(x)dx + g(x)dx =
= f (x)dx + g(x)dx = f + g
and the proof is complete (why?). Here we used the linearity of the
differential operator h h .
This last result says that the "mapping" f f (x)dx is linear.
Here is a concrete example of the way we can work with this last
property and with the above basic formulas.
5 7
E 4. Let us compute x 3x + 2 3 x
5 3 dx. The
x
linearity of the integral operator (see theorem 4) and formula (1.3)
imply that
5
7 5
x 3x + 2 x
3
5
dx = x dx 3 xdx+
x3
1. DEFINITIONS, SOME PROPERTIES AND BASIC FORMULAS 9
4 2
1
35 x6 x2 x3 x5
+2 x dx 7
3 x dx = 3 +2 4 7 2 =
6 2 3 5
x6 3 2 3 4 35 2
= x + x3 x5.
6 2 2 2
Let J be another interval and let u : J I, x = u(t), be a function
of class C 1 (J ). Then dx = u (t)dt (see Analysis I, [Po]). Let f : I R
be a continuous function of the variable x I. Let F (x) be a primitive
of f on I. Then F (u(t)) is a primitive of the function f (u(t))u (t) of t,
i.e.
Indeed,
[F (u(t))] = F (u(t))u (t) = f(u(t))u (t).
Formula (1.18) is called the change of variable formula for integral
computation. This formula says that if in an integral h(x)dx one can
put in evidence an expression
u = u(x) such that h(x)dx = f(u(x))du
and if one can compute f(u)du then, put instead of u, u(x) in this
last primitive and we obtain a primitive h(x)dx for the differential
form hdx.
1
E 5. Let us compute 3x+2 dx, where 3x + 2 < 0. If we
denote
1 u = 3x + 2 then, du = 3dx (why?). Thus, our integral
1 becomes
1
3 3x+2
d(3x+2). Since u = 3x+2 < 0, a primitive for u du is ln(u)
1
(see formula (1.5)). So, a primitive of 3x+2 dx is 13 ln(3x 2).
Sometimes it is easier to directly
compute dx as a function of t and
dt. For instance, let us compute tan3 xdx. Let us change the variable:
t = tan x, x ( 2 , 2 ) (why this restriction?). Since
1 2
dt = dx = 1 + tan x dx = (1 + t2 )dx,
cos2 x
we get that
3
3 t3 t +tt tdt
tan xdx = 2
dt = 2
dt = tdt 2
=
1+t t +1 t +1
t2 1 d(t2 + 1) t2 1
= = ln(t2 + 1) =
2 2 t2 + 1 2 2
1
2
= tan x ln(tan2 x + 1) .
2
10 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
These last two formulas are called the integral by parts formulas.
When do we use them? If one has to compute the integral h(x)dx
and if we can write h(x) = f(x)g (x) and if the integral f (x)g(x)dx
can be easier computed, then formula (1.19) works. For instance, if we
differentiate the function f (x) = ln x, we get x1 which is an "easier"
function from the point of view of integral calculus.
Practically, let us
n
use this philosophy to compute the integral: In = x ln xdx, where n
is a natural number. For n = 0 we get
I0 = ln xdx = (ln x)(x) dx.
an bm1 n1 an b0
P1 (x) = an1 x + ... + anm xnm +
bm bm
12 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
an nm
P (x) = x + C1 Q + R.
bm
If we put now C = bamn xnm + C1 , we just obtained the statement of the
theorem for n. Hence the proof of the theorem is complete.
The uniqueness can be derived as follows. Let P = DQ + S, where
deg S < deg Q. Then, RS = (D C)Q. If R = S, then the inequality,
deg(RS) = deg(DC)Q deg Q, give rise to a contradiction (why?).
Thus, R = S and so (D C)Q = 0 implies D = C (Q = 0).
C 2. (the P -expansion of Q) Let P be a nonconstant
polynomial and let Q be another arbitrary polynomial. Then Q can be
uniquely written as
(2.2) Q = A0 + A1 P + ... + An P n ,
where A0 , A1 , ..., An are polynomials of degrees at most deg P 1. We
say that "we write Q in base P ". In particular, for any nonzero natural
number m, one get:
Q A0 A1 An
(2.3) m
= m + m1 + ... + mn ,
P P P P
if m > n and
Q A0 A1 Am1
(2.4) m
= m + m1 + ... + + S,
P P P P
where S is a polynomial, if n m.
P. We apply again mathematical induction on the degree of
Q. If Q is a nonzero constant (degree zero) polynomial, then Q = Q
(A0 = Q). Assume that deg Q > 0 and that the statement is true for
any polynomial Q1 of degree < deg Q. Let us apply Euclids division
algorithm for Q and P :
(2.5) Q = CP + A0 ,
where deg A0 < deg P. Since deg C is less than deg Q (deg P > 0),
using the induction hypothesis, we get C = A1 + A2 P + ... + An P n1 ,
where deg Aj < deg P, j = 1, 2, ..., n. Coming back to formula (2.5)
with this expression of C, we obtain exactly formula (2.2).
2. SOME RESULTS ON POLYNOMIALS 13
and D is monic with the least degree such that D can be written as
in (2.11). In particular, if P and Q are coprime, then there are two
polynomials U0 and V0 such that
(2.12) 1 = P U0 + QV0
P. Let us define the following set of polynomials
(2.13)
S = {H = P U + QV : U and V are arbitrary polynomials in R[x]}.
It is easy to see that the sum between two polynomials of S is also a
polynomial in S.
If we multiply a polynomial of S by an arbitrary polynomial of R[x],
we also get a polynomial of S (prove these two last statements). Let
D be a (monic) nonzero polynomial of S of the least degree and let
M be another polynomial of S. Let us apply the Euclids algorithm for
dividing M by D.We get
M = CD + R,
where deg R < deg D. Since M, D S, then R = M CD S. Thus,
R = 0 and so M = CD. Therefore D is a divisor of any polynomial of
S. In particular, D divides P and Q (P, Q S!) Since D S, there
are two polynomials U0 and V0 such that D = P U0 + QV0 .
=) Let now G be the greatest common divisor of P and Q. Since
G divides P and Q, G also divides D. But D also divides P and Q,
thus the degree of D is at most equal to deg G. Since G divides D, we
have that deg G = deg D. Since D and G are both monic, we must
have that D = G. Thus, for the greatest common divisor we have the
relation (2.11).
=) Let D0 be a monic nonzero polynomial of minimal degree such
that
D0 = P U1 + QV1 S.
Exactly like above we prove that D0 is the greatest common divisor of
P and Q.
The last statement is obvious.
Practically, we can find the greatest common divisor and its ex-
pression (2.11) by transferring the problem from polynomials P and
Q to another pair of polynomials Q and R, where deg R < deg Q (if
deg P deg Q). Then to another pair R and R1 , where deg R1 <
deg R, etc. This idea directly comes from the Euclids division algo-
rithm. Indeed, assume that deg P deg Q (if deg Q > deg P, change P
with Q, etc.) and divide P by Q. There are polynomials C and R such
that P = CQ + R and deg R < deg Q. It is easy to see that the greatest
18 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
for k. Since P1n1 , P2n2 , ... , Pknk are monic irreducible and distinct one to
each other, P1n1 and L have no common roots. Indeed, if is a root of
P1n1 and of L, then there is a j = 1 such that is a root of P1 and of Pj ;
if is real, P1 and Pj are both equal to x , a contradiction! (why?).
If is not real, let be the conjugate of . Then P1 and Pj are both
equal to (x )(x ), again a contradiction! (why?). Thus P1n1 and
L are coprime and we can apply theorem 9, formula (2.12). So there
are two uniquely defined polynomials V and U with deg V < deg L and
deg U < deg P1n1 such that
P1n1 V + LU = 1
(see theorem 10). Let us multiply both sides by Q P
= APQn1 L . We get:
1
Q 1 QV QU
(2.19) = + n1 .
P A L P1
Let us put Q1 instead of QU and let us see that the number of irre-
ducible factors of L is k 1. Applying the induction hypothesis we
obtain the representation (L is monic, so A = 1 in this case!):
QV Q2 Qk
(2.20) = n2 + ... + nk ,
L P2 Pk
where Q2 , Q3 , ..., Qk are uniquely defined polynomials. If we come back
to formula (2.19) with this expression of QV L
, we get exactly formula
(2.17). The other statement is a direct computational consequence of
this last formula.
E 6. Let us find the decomposition into simple fractions
of the rational function Q(x)
P (x)
= xx+1 2 2
4 +x2 . Since P (x) = x (x + 1), we
0 = A + D,
0 = B + C,
so A = 1, B = 1, C = 1 and D = 1. Therefore our decomposition
is
x+1 1 1 x 1
(2.22) 4 2
= 2+ + 2 .
x +x x x x +1
3. Primitives of rational functions
We shall use now the basic properties of the integrals (primitives)
and the above sketchy theory of rational functions in order to compute
their primitives.
Let us compute for instance a primitive x+1 for the rational function
which
appeared in example 6, namely x4 +x2 dx. We use the linearity
of in formula (2.22):
x+1 1 1 x 1
dx = dx + dx + dx =
x4 + x2 x2 x x2 + 1
2 1 1 2x 1
= x dx + x dx 2
dx 2
dx =
2 x +1 x +1
x3 1
= + ln |x| ln(x2 + 1) arctan x,
3 2
because
2x d(x2 + 1) du
2
dx = 2
= = ln |u| = ln(x2 + 1).
x +1 x +1 u
Since any simple fraction has one of the following forms:
A
(3.1) , where A, R,
x
A
(3.2) , where A, R, n N , n 2,
(x )n
Ax + B
(3.3) , where A, b, c R, = b2 4c < 0,
x2 + bx + c
Ax + B 2
(3.4) n , where A, b, c R, = b 4c < 0, n 2,
(x2
+ bx + c)
we must show how to find a primitive for each of these cases.
Case 1
A 1
(3.5) dx = A dx = A ln |x | .
x x
22 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
Case 2
A 1
(3.6) dx = A dx =
(x )n (x )n
(x )n+1
A (x )n dx = A , if n 2.
n + 1
Case 3 Since
Ax + B A 2x + b
2
dx = 2
dx+
x + bx + c 2 x + bx + c
Ab 1
+ +B 2
dx
2 x + bx + c
and since
2x + b
2
dx = ln(x2 + bx + c),
x + bx + c
one can reduce everything to the computation of a primitive of the
following type:
A 1
2
dx = A b
dx,
x + bx + c (x + 2 )2 + a2
2
where a = c b4 . Thus,
A d(x + 2b )
(3.7) dx = A =
x2 + bx + c (x + 2b )2 + a2
1 x + 2b
= A arctan .
a a
1 1 x
Here we use the basic formula x2 +a 2 dx = a arctan a (see formula
(1.9)).
Case 4 Using a similar reasoning as in Case 3 one can reduce the
computation of the primitive of the simple fraction of formula (3.4) to
the following primitive:
1 d(x + 2b )
dx =
n .
(x2 + bx + c)n (x + 2b )2 + a2
that
1 x
I1 = arctan .
a a
3. PRIMITIVES OF RATIONAL FUNCTIONS 23
1 x2 1 1 x
2 n dx = In1 d(x2 + a2 ) =
a (x2 + a2 ) a2 2a2 (x2 + a2 )n
2
1 1 (x + a2 )n+1
= 2 In1 2 xd .
a 2a n + 1
Let us use now the formula of integrating by parts (see (1.20)) and
compute
2
(x + a2 )n+1 (x2 + a2 )n+1 1 1
xd =x dx,
n + 1 n + 1 n + 1 (x + a2 )n1
2
Thus,
1 1 (x2 + a2 )n+1 1
In = 2 In1 2 x In1 ,
a 2a n + 1 n + 1
or
1 1 x
(3.8) In = 2 2 In1 + 2 .
a 2a (n 1) 2a (n 1)(x2 + a2 )n1
dx
For instance, let us compute I2 = (x2 +a 2 )2 .
1 x x
(3.9) I2 = 3
tan1 + 2 2 .
2a a 2a (x + a2 )
Here tan1 x is another notation for arctan x. Formula (3.8) can be used
to compute In "from up to down", i.e. the computation of In reduces
to the computation of In1 . The computation of In1 reduces to the
computation of In2 , etc., up to the computation of I1 = a1 arctan xa .
In the following examples we use the ideas and experience just ex-
posed in the above four cases.
3
E 7. What is a primitive of 4x+5 , where x runs over an
5
interval I which does not contain x = 4 .
3 3 d(4x + 5) 3 du 3 3
dx = = = ln |u| = ln |4x + 5| .
4x + 5 4 4x + 5 4 u 4 4
1
E 8. Let us compute a primitive of f (x) = (2x+5) 5 , where
5
x belongs to an interval I which does not contain x = 2 .
1 1 5 1
dx = (2x + 5) d(2x + 5) = u5 du =
(2x + 5)5 2 2
24 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
3 d (x2 + x + 1) 1 1 1
= + 2 d x+ =
2 x2 + x + 1 2 x + 12 + 34 2
3 2 1 1 3 2
= ln(x + x + 1) + 2 du = ln(x + x + 1)+
2 2 2
u2 + 23
1 1 u 3 2 1 2 x + 12
+ 3 arctan 3 = ln(x + x + 1) + arctan =
2 2 3 3
2 2
3 1 2x + 1
ln(x2 + x + 1) + arctan .
2 3 3
3x+2
So the set of all primitives of f (x) = x2 +x+1 is
3 2 1 2x + 1
ln(x + x + 1) + arctan +C ,
2 3 3
where C is an arbitrary constant.
x+3
E 10. Let us find a primitive for f (x) = (x2 +4x+6)3 , x R.
x+3 1 2x + 4
I= 3 dx = dx+
2
(x + 4x + 6) 2 (x + 4x + 6)3
2
1 1 (x2 + 4x + 6)
(3.10) + dx = dx+
(x2 + 4x + 6)3 2 (x2 + 4x + 6)3
1 1 3 dv
+ 3 d(x + 2) = u du +
3 ,
[(x + 2)2 + 2] 2 v2 + ( 2)2
where u = x2 + 4x + 6 and v = x + 2. Let
dv
I3 =
3
v2 + ( 2)2
3. PRIMITIVES OF RATIONAL FUNCTIONS 25
Thus,
1 1
(3.11) dx = b2 2
x dx b 2
dx =
x (x + b2 )
2 2 x2 + b2
x1 1 x
= b2 b2 arctan .
1 b b
Case 3. a = 0, b = 0. Then I = x2 (x21+a2 ) dx. Use now formula
(3.11) with a instead of b and find
1
1 2 x 2 1 x
dx = a a arctan .
x2 (x2 + a2 ) 1 a a
1
Case 4. a = 0, b = 0, a = b. Let us take the fraction (x2 +a2 )(x 2 +b2 ) and
Finally,
1
dx =
(x + a )(x2 + b2 )
2 2
1 1 1
= 2 dx dx =
b a2 x + a2
2 x2 + b2
1 1 x 1 x
= 2 arctan arctan .
b a2 a a b b
1
Case 5. a = b = 0. Then I = (x2 +a 2 )2 = I2 , with the notation of
u2 b 2u
F (u) = R ,u du.
a a
Then G(x) = F ax + b is a primitive of R(x, ax + b) (see formula
(1.18)).
28 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
E 12. Compute I = 1+12x+3 dx. Write u2 = 2x + 3,
2udu = 2dx = dx = udu, so
u u+11 1
I= du = du = 1du du =
1+u u+1 1+u
= u ln |u + 1| = 2x + 3 ln 2x + 3 + 1 .
B. Primitives of the form R(x, ax2 + bx + c)dx, a = 0,where
ax2 + bx + c is not a perfect square
Assume that a > 0. Then
2
2
b b2
ax + bx + c = ax + +c .
2 a 4a
2
Let us make the following convention: if c 4ab
> 0, we denote it by 2
b2
(any positive real number is a square!!); if c 4a < 0, we denote it by
2 2 b2
. Since ax + bx + c is not a perfect square, c 4a cannot be zero.
b
Thus, if we denote ax + 2a = u, then du = adx and our integral
becomes
u 2b a 1
(4.1) R , u2 2 du.
a a
Assume now that a < 0. Then
2
2
b b2
ax + bx + c = ax +c .
2 a 4a
b2
Now, always c 4a is positive because ax2 + bx + c 0 (otherwise we
b2
cannot define the square root of it!). So this time we put c 4a = 2.
Making the change of variable u = ax 2ba , du = adx, we
get
u + 2ba 2 1
R , u2 du.
a a
Hence, we have to study the following three types of such integrals:
B1 : R(x, x2 + 2 )dx
B2 : R(x, x2 2 )dx and
B3 : R(x, 2 x2 )dx.
In order to eliminate the radical in B1 and in B2 one can use the
(Euler) substitution
(4.2) x2 2 = x + t,
4. PRIMITIVES OF IRRATIONAL AND TRIGONOMETRIC FUNCTIONS 29
t2 2 + t2 2 t2
R , dt
2t 2t 2t2
which is a primitive of a rational function in the new variable t. Com-
pute it by
the methods described in the previous section and finally
put t = x2 2 x (see formula (4.2)).
E 13. Let us compute I = 3x2 4x + 1dx. First of all
we must reduce the computation of I to one of the form B1 or B2 . Since
2
2
2 1
3x 4x + 1 = 3x .
3 3
Thus for u = 3x 23 , dx = 13 du and our primitive becomes
1 1
u2 du.
3 3
Let us make now an Euler substitution
1
1 + t2 t2 13
(4.3) u2 = u + t, u = 3 , du = dt,
3 2t 2t2
so 4 2 2 1
1 2
1 1 t 3t + 9
u du = dt =
3 3 4 3 t3
2
1 t 2 t2
= ln |t| .
4 3 2 3 18
Coming back to the initial variable x we get (t = u2 13 u, see
formula (4.3)):
2
2 1
1 u 3
u 2 1
I = [ 2
ln u u
4 3 2 3 3
2
u2 13 u
].
18
To find the expression
of the primitive I in x we must put in this last
expression u = 3x 23 , etc. (go on with computations up to the
end).
30 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
2 2t t2 + 2t2 2
(4.7) R(x, x2 )dx = R 2 , dt,
t + 1 t2 + 1 (t2 + 1)2
which is a primitive of a rational function in the variable
t. After finding
2 x2
it we put instead of t its expression from (4.4), t = x
.
E
14. Let us use formula (4.7) to find the primitive of
I = x+14x2 dx.
For this we change the variable x with a new one t (like in (4.4)):
(4.8) 22 x2 = xt + 2.
So, using (4.5) we get
1 1 4t2 4
dx = 2 +2 dt =
x + 4 x2 t24t+1 + 2t
2
t +1
(t2 + 1)2
2
t 1
2 dt.
(t + 2t 1)(t2 + 1)
2
Since t2 + 2t 1 = (t + 1 + 2)(t + 1 2), we have the following
decomposition into simple fractions
t2 1 A B Ct + D
2 2
= + + 2 .
(t + 2t 1)(t + 1) t+1+ 2 t+1 2 t +1
An ugly computation leads to
1+ 2 1 1
(4.9) A= ,B = ,C = D = .
4+2 2 4+2 2 2
Thus
t2 1 1
I = 2 2 2
dt = 2A dt
(t + 2t 1)(t + 1) t+1+ 2
1 d(t2 + 1) 1
2B dt C 2
2D 2
dt =
t+1 2 t +1 t +1
4. PRIMITIVES OF IRRATIONAL AND TRIGONOMETRIC FUNCTIONS 31
(4.10)
= 2A ln t + 1 + 2 2B ln t + 1 2 C ln(t2 + 1) 2D arctan t,
where A, B, C, D have the numerical values from formula (4.9). From
(4.8) we get
4 x2 2
t= .
x
With this last value of t we come in (4.10) and obtain
4 x2 2
I = 2A ln + 1 + 2
x
4 x2 2
2B ln + 1 2
x
2
4x 22 4 x2 2
C ln + 1 2D arctan .
x x
R 2. To compute the primitive B1 we also can use trigono-
metric substitutions. For instance, if in I = R(x, x2 + 2 )dx we
put x = tan t, we get
1
dx = 2
dt, I = R( tan t, ) 2 dt.
cos t |cos t| cos t
This last primitive is a rational function of sin x and cos x. We shell
see later how to integrate a rational function of sin x and cos x.
E 15. Let us make x = a tan t (a > 0) and compute
2 2 2 1 2 d(sin t) 2 du
I= x + a dx = a dt = a =a ,
3
cos t 4
cos t (1 u2 )2
where u = sin t. Since
1 A B C D
2 = 2 + + 2 + ,
(1 u2 ) (1 u) 1 u (1 + u) 1+u
we find A = B = C = D = 14 . So
a2 du du du du
I= + + + =
4 (1 u)2 1u (1 + u)2 1+u
a2 1 1 a2 2u 1+u
ln(1 u) + ln(1 + u) = + ln .
4 1u 1+u 4 1 u2 1u
Coming back to t we obtain
a2 2 sin t 1 + sin t
I= + ln .
4 cos2 t 1 sin t
32 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
T
12. (Cebyshev)
One can find an integral of a rational
function starting from xm (axn + b)p dx, by making "rational" substi-
tutions, if and only if m, n and p are in one of the following three
situations:
Case 1. p is an integer (p2 = 1).
Case 2. p is not an integer but m+1
n
is an integer.
Case 3. p is not an integer, n is not an integer, but m+1
m+1
n
+ p is
an integer.
u
which is a primitive of a rational function. We decompose (u3 4) 4 into
If q = m+1
n
1 is not an integer, i.e. if m+1 n
is not an integer, q =
q1
q2
, simplified and q1 , q2 integers with q2 = 1, then the obvious substitu-
tion t = uq2 makes the binomial differential form tq (at + b)p dt rational.
Indeed,
tq (at + b)p dt = uq1 (auq2 + b)p q2 uq2 1 du
is rational because q1 , q2 and p are integers.
Case 2. p is not an integer, but m+1 n
is an integer. Let p = pp12 ,
simplified and p1 , p2 integers, with p2 = 1. Then the substitution
at + b = up2 give rise to a rational differential form. Indeed, this time
p p p
q = m+1 n
1 is an integer, t = u 2ab and dt = a2 u 2 1 du, so
p2
q p2
q p u b p
t (at + b) dt = up1 u 2 1 du
a a
is rational because p1 , p2 and q are integers.
Case 3. p = pp12 is not an integer and m+1 n
is not an integer too.
In this case we make the following "trick" in the canonical differ-
ential form:
p
q p q+p at + b
(4.13) t (at + b) dt = t dt.
t
We apply now the same idea like above.
If q + p = m+1
n
1 + p is an integer, i.e. if m+1 n
+ p is an integer,
at+b p2
then the obvious substitution t = u , where p2 is the denominator
of p, leads to a rational differential form. Indeed, this time
b
t = p2 = b (up2 a)1 ,
u a
dt = bp2 up2 1 (up2 a)2 du,
so
p
at + b
q+p
t dt = bq+p (up2 a)(q+p) up1 (bp2 ) up2 1 (up2 a)2 du.
t
Since q + p, p1 and p2 are integers, then this last differential form
is rational and the implication "=" of the theorem is completely
proved.
R 4. The case 3 which naturally appeared during the proof
of the above theorem 12 can also be manipulated in the following way.
Instead of the "trick" used in formula (4.13) we can use the following
one:
q
q p t
(4.14) t (at + b) dt = (at + b)p+q dt.
at + b
4. PRIMITIVES OF IRRATIONAL AND TRIGONOMETRIC FUNCTIONS 35
1
u5 (2 + 3u3 )2 du =
3
1 5 3 2 4 3 2
u (2 + 3u ) 5 u (2 + 3u ) du =
3
1 5 3 2 5 2
3 1 by parts
u (2 + 3u ) + u (2 + 3u ) du =
3 9
1 5 3 2 5 2 3 1 u
(4.15) u (2 + 3u ) + u (2 + 3u ) 2 du .
3 9 2 + 3u3
This last integral
u 1 u 1 u
du = 2 du = du,
2 + 3u3 3 3
+u 3 3 a3 + u3
36 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
where a = 3 23 , is an integral of a rational function. We can integrate it
u
by the usual methods of decomposing of the integrand a3 +u 3 into simple
fractions:
u 1 1 1 u+a
3 3
= + .
a +u 3a u + a 3a u ua + a2
2
Hence,
1 u 1 1 1 2u a + 3a
3 3
du = du + du =
3 a +u 9a u+a 18a u2 ua + a2
1 1 2 1 1
(4.16) ln |u + a| +
ln u ua + a + 2
du.
9a 18a 6 u ua + a2
2
2 1 1 1 1 1
1
2x 6 a
6 3 1
2 1
ln x + a + ln x x 6 a + a + tan ]}.
3 9a 18a 3a 3 a 3
where a = 3 23 .
a b
of integration", a, b, c, d are real numbers with det = 0 and
c d
pi , qi are nonzero natural numbers. Here i goes from 1 up to n. Such a
rational expression of simple radicals usually appears like:
p1
p2
pn
ax + b q1 ax + b q2 ax + b qn
(4.18) R , , ..., .
cx + d cx + d cx + d
To integrate such a function of x we make the natural substitution
ax + b
(4.19) = tq ,
cx + d
where q is the least common multiple (lcm) of all the denominators
q1 , q2 , ..., qn of the powers of ax+b
cx+d
. It is clear that the new obtained
differential form in t is a rational one. Indeed, starting from
p1
p2
pn
ax + b q1 ax + b q2 ax + b qn
R , , ..., dx,
cx + d cx + d cx + d
after substitution, we get:
tq1
q (ad bc) R (ts1 , ts2 , ..., tsn ) dt,
(ctq1 a)2
38 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
q q1
because, from (4.19) x = tat db
q c and dx = q (ad bc)
t
(ctq1 a)2
dt. Here
pi
si = qi q are natural numbers (why?). Thus, the obtained integral is an
integral of a rational function in the variable t.
For instance, in our example 16 the common expression ax+b cx+d
un-
der radicals is simply x. Now, the rational function is R(x1 , x2 ) =
x1 (2 + 3x2 )2 , pq11 = 13 , pq22 = 12 and q = lcm(3, 2) = 6. So the nat-
ural substitution is x = t6 and we get:
2 2 5
3
x 2+3 x dx = 6 t2 2 + 3t3 t dt,
etc.
E 17. Let us compute the integral I = x3 3 1 + x2 dx.
Since m = 3, n = 2 and p = 13 , p is not an integer and m+1 n
= 2
is an integer, we are in Case 2. We can see that it is possible to put
directly
1 + x2 = u3 , u = 1 + x2
3
(4.20)
(without making first of all x2 = t, why?). Thus,
3u2
2xdx = 3u2 du = dx = du.
2x
Let us come back to our differential form x3 3 1 + x2 dx and perform
these new substitutions:
3u2 3 3
x3 1 + x2 dx = x3 u du = x2 u3 du = (u3 1)u3 du.
3
2x 2 2
So
3 3 3 3 u7 u4 3 7 3 4
(u 1)u du = = 1 + x2 3 1 + x2 3 .
2 2 7 4 14 8
1+x2
E 18. Let us compute now I = x4
dx. This is a bino-
1
mial integral with m = 4, n = 2 and p = 2 . Since p is not an integer,
m+1
n
= 32 is also not an integer, but m+1
n
+ p = 1 is an integer (Case
2
3), we can directly make the substitution 1+x x2
= u2 (because t = x2 in
formula (4.13)). So
1
1 + x2 = u2 x2 , x2 = , 2xdx = 2x2 udu + 2u2 xdx,
u2 1
x2 u xu
dx = 2
du = du.
xu x 1 u2
4. PRIMITIVES OF IRRATIONAL AND TRIGONOMETRIC FUNCTIONS 39
Thus, our differential form becomes (we consider only the case x > 0
and u (1, )):
1 + x2 ux xu u2
dx = du = du =
x4 x4 1 u2 x2 (1 u2 )
u2
= 1 2)
du = u2 du.
u2 1
(1 u
Finally we get:
3
3
2 2
1 + x2 u 1 1 + x
dx = u2 du = = .
x4 3 3 x2
The best idea is to make "formal" computations (not taking count of
the definition domains of different expressions which appear during sub-
stitutions!) and, in the end, to verify by a direct differentiation the
obtained result. In our example,
3
1 1 + x2 2 1 + x2
= , x = 0.
3 x2 x4
Hence, in spite of the required limitations which appeared during
a par-
2
ticular computation, a primitive of the differential form 1+x x4
dx, on
2 32
each interval which does not contain 0, is 13 1+x
x2
.
integral becomes:
1 3 1
t 4 (1 + t) 2 dt.
4
The last integral is a binomial integral with m = 34 , n = 1 and p = 12 .
Since p is not an integer, m+1n
= 14 is also not an integer and m+1
n
+p
= 34 is not an integer, we are in no one of the three cases of the Cebysev
theorem. So we cannot reduce this primitive to a rational primitive by
rational substitutions. O. K., but the question is still alive!Is there
an elementary differentiable function F (x) such that F (x) = 1 + x4 ?
The answer is no, but we need a lot of higher Mathematics to prove it!
D. Primitives of the form R(cos x, sin x)dx, where R(x1 , x2 )
is a rational function
The general method consists in the following change of variable.
Assume that x belongs to an interval J on which the function x tan x2
is invertible and its inverse is of class C 1 . Since
1 tan2 x2 2 tan x2
cos x = , sin x = ,
1 + tan2 x2 1 + tan2 x2
it is naturally to put t = tan x2 , x = 2 arctan t, dx = 1+t
2
2 dt, so
1 t2 2t 2
R(cos x, sin x)dx = R , dt,
1 + t 1 + t 1 + t2
2 2
where u = cos x, or
(4.22) R(cos x, sin x)dx = T (sin x) cos xdx =
= T (sin x)d(sin x) = T (v)dv,
where v = sin x.
E 20. If we want to compute I = sin4 x cos3 xdx by the
general substitution t = tan x2 , we get a very complicated integral of a
rational function in t (why is it so complicated?)
4
3
2t 1 t2 2
I= 2 2
dt.
1+t 1+t 1 + t2
But, if we use the substitution described in (4.22), we get:
I = sin x cos x cos xdx = sin4 x(1 sin2 x)d(sin x) =
4 2
v5 v7 sin5 x sin7 x
= v 4 (1 v2 )dv = = .
5 7 5 7
R 8. Suppose now that cos x and sin x appear to even powers
in
R(cos x, sin x). Then always one can write R(cos x, sin x)dx as
1
S(tan x) dx = S(tan x)d(tan x) = S(u)du,
cos2 x
where u = tan x and S is a rational function of u (why all of these?).
The substitution
u = tan x can also be done even in other cases. For
instance, sin3sin xdx
x+cos3 x
dx can be "rationalized" by puting tan x = u.
cos2 x
E 21. Let us compute I = 1+sin 2 x dx by this last method
x
(the general substitution t = tan 2 is not good at all!-why?). Since
1 + tan2 x = cos12 x , and since u = tan x implies that x = tan1 u and
1
dx = 1+u 2 du, we get
cos2 x 1 1
2 dx = 1 2
dx = du.
1 + sin x cos2 x
+ tan x (1 + 2u ) (1 + u2 )
2
1 1
= (cos x + i sin x) = exp(ix).
i i
We see from here that the usual rules for computing primitives of the
real valued functions extends naturally to complex valued functions of
real variables. This is true because such extension works in the case of
the differential calculus (see Analysis I, [Po]). So we can directly write
1 1 1
exp(ix)dx = exp(ix)d(ix) = exp udu = exp u =
i i i
1
= exp(ix) = i exp(ix).
i
4. PRIMITIVES OF IRRATIONAL AND TRIGONOMETRIC FUNCTIONS 43
and
exp(ax)
I(a, b) = [a sin(bx) b cos(bx)] .
a2 + b2
R 9. A way to compute primitives of the form
R(cos mx, sin nx)dx,
exp(inx) exp(inx)
(4.24) sin nx =
2i
and to reduce the computation to a primitive of a complex valued func-
tion (of a real variable).
E 23. Let us compute a primitive for the trigonometric
differential form sin 3x cos4 xdx.
Since sin 3x = exp(3ix)exp(3ix)
2i
and since
1 + cos 2x 1 exp(2ix) + exp(2ix)
cos2 x = = + =
2 2 4
1
= [2 + exp(2ix) + exp(2ix)] ,
4
1
cos4 x = [6 + exp(4ix) + exp(4ix) + 4 exp(2ix) + 4 exp(2ix)] ,
16
one has
4 1
sin 3x cos xdx = [exp(3ix) exp(3ix)]
32i
[6 + exp(4ix) + exp(4ix) + 4 exp(2ix) + 4 exp(2ix)] dx =
1
= [6 exp(3ix) + exp(7ix) + exp(ix) + 4 exp(5ix) + +4 exp(ix)
32i
6 exp(3ix) exp(ix) exp(7ix) 4 exp(ix) 4 exp(5ix)]dx =
1
= [6 sin(3x) + sin(7x) + 3 sin x + 4 sin 5x]dx =
16
1 1 3 1
cos 3x cos 7x cos x cos 5x.
8 112 16 20
4. PRIMITIVES OF IRRATIONAL AND TRIGONOMETRIC FUNCTIONS 45
E 2. Let In = sinn xdx, where n > 2, and n = 2k is even
(k > 1). If n is odd it is easier to write
n1
sinn xdx = sinn1 x d(cos x) = (1 u2 ) 2 du,
etc. Let us compute In by firstly finding a recurrence formula:
2k
2k2
I2k = sin xdx = sin x (1 cos2 x)dx =
by parts
I2k2 sin2k2 x cos xd(sin x) =
1 sin 2x 1
x = (x sin x cos x) ,
2 2 2
one has from (4.25) that
4 3 1 1
(4.26) sin xdx = (x sin x cos x) sin3 x cos x.
4 2 4
Another way to compute such an integral is to express sinn x as a
polynomial of different powers of exp(ix) or exp(ix) :
n
n exp(ix) exp(ix)
sin x = =
2i
1 n
= n n [exp(inx) exp i(n 2)x+
2 i 1
n
+ exp i(n 4)x ...].
2
46 1. INDEFINITE INTEGRALS (PRIMITIVES, ANTIDERIVATIVES)
So
sinn xdx =
1 n
= n n [ exp(inx)dx exp i(n 2)xdx+
2 i 1
n
+ exp i(n 4)xdx ...].
2
For instance,
4 1
sin xdx = exp(4ix)dx 4 exp(2ix)dx +
16
6
+ dx 4 exp(2ix)dx + exp(4ix)dx =
16
1 exp(4ix) exp(2ix) exp(2ix) exp(4ix)
4i 4 +6x 4 + 4i =
16 2i ! 2i !
1 1
sin 4x 4 sin 2x + 6x .
16 2
An elementary trigonometric computation tells us that this expression
is exactly that one from (4.26). Moreover, it is more beautiful, because
it has no powers of trigonometric functions! These last ones are "not
desirable" during the integration computation.
R 10. It is very useful to know that the following
exp cos x primitives
x sin x
are not elementary functions: dx; dx; dx; sinh x
dx;
cosh x 2
2
x
2
x 1
x x
d
x
dx; sin x dx; cos x dx; exp(x )dx; ln x dx; 2 2 ;
1k sin
2
d
2
1 k sin d; 2
2
, where k, h (1, 1) \
(1+h sin ) 2
1k sin
{0} (elliptic integrals). Proofs for such statements belong to very high
Mathematics. It implies deep knowledge of Algebraic Geometry and Al-
gebraic Functions Theory. We note that not all the above statements
are "independent" one to eachother". For instance, if expx x dx is not
1
an elementary function, then 1 ln x dx is also not an elementary func-
tion. Indeed, let F (x) = ln x dx, a primitive of the differential form
1
ln x
dx. Let us make the substitution x = exp(t) in this last differential
form:
1 exp t
dx = dt.
ln x t
So a primitive of expt t dt is F (exp(t)) on any interval I which does
not contain 0 (prove it!). But, if F were elementary, then F (exp(t)
5. PROBLEMS AND EXERCISES 47
Definite integrals
the variation of f over the interval [xi1 , xi ], i.e. the length of the inter-
val f ([xi1 , xi ]) if f is continuous. Recall that a function f : [a, b] R
is uniformly continuous if for any small real number > 0 there is a real
number > 0 such that whenever x , x are in [a, b] and |x x | < ,
one has that |f (x ) f (x )| < . It is clear enough that a uniformly
continuous function is also a continuous one (why?). Since our con-
tinuous function f is also uniformly continuous on [a, b] (see [Po], Th.
59), for any small number > 0, one can find a > 0, such that for
any division
: a = x0 < x1 < x2 < ... < xn = b
with < , the variation f [xi1 , xi ] is less then . This means that
one can well approximate the density function f on the subinterval
[xi1 , xi ] with any fixed value f ( i ) of f at a fixed point i [xi1 , xi ].
The set of the fixed points { i }, i [xi1 , xi ], i = 1, 2, ..., n is called
a set of marking points for the division . Thus, the mass of the bar
can be well approximated by the sum:
n
(1.2) S(f; ; { i }) = f ( i )(xi xi1 ).
i=1
F 1.
Thus, these sums can well approximate the area of the trapezoid
aABb (see Fig.1) If the set of all these Riemann sums (when and { i }
vary such that 0) have one and only one limit point I(f ), we say
that this number I(f ) is exactly the mass of the bar (think of this intu-
itively!). Here it was an example which justify the following definition.
We recall that a limit point for a nonempty subset A of R is a point
a of R such that for any small real number > 0 the -neighborhood
(a , a + ) contains an infinite number of elements which are in A.
For instance, {0} is a limit point of the set A = {1, 1/2, 1/3, ...1/n, ...}.
D 3. We say that a function f : [a, b] R is (Riemann)
integrable on [a, b] if there exist a real number I(f), called the definite
b
integral of f from a to b and denoted by a f (x)dx, such that for any
> 0 there is a > 0 with the following property: if is a division
of [a, b] with < , then |S(f ; ; { i }) I(f )| < for any set of
marking points { i } of the division .
b
The above defined number I(f ) = a f (x)dx can be well approxi-
mated with Riemann sums of type (1.2). It is easy to see that such a
number I(f ) is unique (do it!). The above definition says that if we
look at a Riemann sum as a function of the division and of { i }, a
set of marking points of , this last defined function "has a limit" as
0 if and only if f is Riemann integrable on [a, b].
1. THE MASS OF A LINEAR BAR 51
n
n
S(f ; ; { i }) = f( i )(xi xi1 ) = k (xi xi1 ) = k(b a),
i=1 i=1
thus all the Riemann sums are equal to the constant number k(b a),
i.e. f is integrable on [a, b] and its integral I(f ) = k(b a).
Even for not complicated functions, to prove the integrability and
to compute directly I(f ), usually is not an easy task.
E 27. For instance, let f(x) = x, x [0, 1]. Then
n
n
S(f ; ; { i }) = f( i )(xi xi1 ) = i (xi xi1 ).
i=1 i=1
xi + xi1
i (xi xi1 ) = i (xi xi1 )+
i=1 i=1
2
n
xi + xi1
+ (xi xi1 )
i=1
2
Since n
xi + xi1 1
(xi xi1 ) =
i=1
2 2
and since for any fixed > 0 and for any division with <
n
x + x
i i1
i (xi xi1 ) < ,
2
i=1
one sees that n
1
i (xi xi1 ) <
2
i=1
for any
1 division1 with < . This means (see the definition above)
that 0 xdx = 2 .
The main problems we are concerned with are: 1) When a function
f : [a, b] R is Riemann integrable? and 2) If f is integrable, how
b
do we compute its definite integral a f (x)dx? Let us begin with the
following remark.
52 2. DEFINITE INTEGRALS
T
13. Let f : [a, b] R be a Riemann integrable function.
Then it is bounded, i.e. f = sup |f(x)| is a finite number.
x[a,b]
b
P. Let I(f ) = a f (x)dx and let > 0 be a small number,
= 1/10 for instance. Let : a = x0 < x1 < x2 < ... < xn = b be a
division of [a, b] such that
(1.3) |I(f ) S(f ; ; { i })| < 1/10,
for any set of marking points { i } of . Suppose that f is unbounded
to . Then f is unbounded at least on a subinterval [xj1 , xj ]. Let
(1) (2) (k)
us change the marking point j with j , j , ..., j , ... such that
(k)
f( j ) , when k . But
n
(k)
S(f ; ; { i }) = f ( i )(xi xi1 ) + f ( j )(xj xj1 ) ,
i=1,i=j
F 2.
F 3.
F 4.
F 5
(n)
n 0 as n and for any set of marking points { i } of n ,
(n)
n = 1, 2, ..., one has that S(f; n ; { i }) I(f), when n . Thus,
if we know that f is integrable on [a, b], we can use some special types
of divisions, for instance the equidistant divisions, i.e. those divisions
n : a = x0 < x1 < x2 < ... < xn = b for which xi xi1 = ba n
for
ba
any i = 1, 2, ..., n. Here we see that xi = a + i n so, n depends only
of n. If n < m, then n m and n = ba n
0, when n .
(n)
Thus, one can find I(f ) as the limit of a sequence {S(f ; n ; { i })}
for some particular values of the marking points. For instance, one can
(n)
take i = 12 (xi1 + xi ) = a + 2i1
2
ba
n
and the approximation:
b
def (n)
(2.6) f(x)dx R(f ; n) = S(f ; n ; { i }) =
a
n
ba 2i 1 b a
(2.7) = f a+
n i=1 2 n
for n large enough, is called "the rectangle method" (explain why?, by
drawing all...).
Darboux Criterion is analogous to Cauchy Criterion for numeri-
cal
b sequences. Since we usually cannot guess in advance the value of
a
f (x)dx, or we cannot exactly compute it, at least we need to know
if it exists. To prove its existence Darboux Criterion is needed. Then
we can approximate it by different methods. One cannot approximate
something on which we are not sure that it exists! Let us now apply it
in some particular but basic situations.
T
15. Let f : [a, b] R be a monotonous (increasing or
decreasing) function. Then f is Riemann integrable on [a, b].
P. Suppose that f is a decreasing
b function and that it is not
a constant function (we saw that a kdx = k(b a) in example 26).
Let us use Darboux Criterion (see theorem 14). Since Mi = f (xi1 )
and mi = f (xi ) (f is decreasing) one has that
n
(2.8) S s = [f (xi1 ) f (xi )] (xi xi1 )
i=1
n
(2.9)
[f (xi1 ) f (xi )] = (f (a) f(b)) .
i=1
For a small real number > 0 it is sufficient to take = f (a)f (b)
.
Here f (a) = f (b) because f was supposed not to be a constant function.
2. DARBOUX SUMS AND THEIR APPLICATIONS 57
Indeed, if < = f (a)f (b)
, then in (2.8) we get: S s <
f (a)f (b)
(f (a) f (b)) = and Darboux Criterion works.
T
16. Let f : [a, b] R be a continuous function. Then f
is Riemann integrable.
P. We again apply Darboux Criterion. Let > 0 be a small
real number and let > 0 be another small real number (which de-
pends on ) such that if |x x | < , one has that |f(x ) f(x )| <
ba
(f is uniformly continuous, see [Po], Th. 59). Let us take a di-
vision : a = x0 < x1 < x2 < ... < xn = b with < . Then
Mi mi = f(xi ) f (xi ) < ba for xi , xi [xi1 , xi ], i = 1, 2, ..., n (see
[Po], Th. 32). Hence,
n
S s = (Mi mi )(xi xi1 ) <
i=1
< (x1 a + x2 x1 + x3 x2 + ... + b) = .
ba
i.e. f is Riemann integrable on [a, b].
R 12. a) Let f : [a, b] R be such that f is continuous on
[a, b) and f has the limit y0 = lim f (x) at b, y0 = f(b), i.e. f is not
xb,x=b
continuous at b. Let f" : [a, b] R,
" = f (x), x [a, b) .
f(x)
y0 , x=b
It is easy to see that the Riemann sums of f and of f" respectively are
the same with the only exception when n = b. In this last case, the
contributions of this marking point to both sums are f (b)(b xn1 ) and
y0 (b xn1 ) respectively. But, when 0, b xn1 0, thus
b b
both integrals exists or not simultaneously and a f (x)dx = a f"(x)dx.
The same is true if f is not continuous at a, but it has finite side limit
on the right at a. Moreover, if c (a, b) and if f is continuous on
[a, c) (c, b], but it is not continuous at c, but having finite side limits
at c then, using extensions like above for f |[a,c) (f restricted to the
interval [a, c)) and for f |(c,b] respectively, we obtain that both integrals
c b
a
f"(x)dx and c f"(x)dx exist. Moreover, it is not difficult to see that
b
a
f (x)dx exists and
b c b
(2.10) f (x)dx = "
f (x)dx + f"(x)dx.
a a c
58 2. DEFINITE INTEGRALS
For instance,
1
x, x =
g(x) = 2
1 , g : [0, 1] R,
0, x = 2
is integrable and
1 1
1
g(x)dx =
xdx = ,
0 0 2
as we just proved in example 27. The morale is that if the function is
bounded, we do not care with it at a finite number of points from [a, b],
when we are interested in the integration process of this function. For
instance, if
1, x [0, 1)
f (x) = .
2 x [1, 2]
2 1 2
Since 0 f (x)dx = 0 dx + 1 2dx = 1 + 2 = 3, (see example 26) we do
not care of the value of the function in its discontinuity point x = 1.
We can give a more general frame for all of the questions discussed
above, by introducing a new basic notion.
3. LEBESGUE CRITERION AND ITS APPLICATIONS 59
E 28. For instance, if A = {a}, a point, has the L-measure
zero. Indeed, let > 0 be a small real number and let the interval
I = (a /4, a + /4). Since a I and l(I) = /2 < , we get
that the Lebesgue measure of A is zero, i.e. L(A) = 0. It is easy
to see that if B, C are two sets with B C and L(C) = 0, then
L(B) = 0. Moreover, if A1 , A2 , ..., At have Lebesgue measures zero,
then L (ti=1 Ai ) = 0 (prove it!). What happens if instead of a finite set
of L-measure zero sets we have a countable set of L-measure zero sets?
Is their union again a L-measure zero set?
D 6. A mathematical object (a function for instance) has
a property "P" almost everywhere (a.e.) on a subset D of R if the
subset A D of all the points at which this property "P" fails has
Lebesgue measure L(A) = 0.
For instance, if D is a domain in R, a function f : D R is a.e.
continuous on D if the set A of discontinuity points of f has Lebesgue
measure zero. For instance, if A is a finite set of points.
A famous criterion was proved by a French mathematician, Henri
Lebesgue (1875-1941).
T
17. (Lebesgue criterion) Let f : [a, b] R be a function.
Then f is Riemann integrable if and only if it is bounded and the subset
A of [a, b] of all the points at which f is discontinuous has the Lebesgue
measure zero, i.e. if and only if it is bounded and a.e. continuous on
[a, b].
The proof of this result is very technical and it cannot be given
here. One can find it for instance in [Nik], 12.10. We shall apply this
basic theorem in order to prove some other properties of the definite
integral.
T
18. Let f : [a, b] R be a bounded piecewise continuous
function (it is continuous but a finite number of points at which it has
finite sided limits). Then it is integrable.
60 2. DEFINITE INTEGRALS
point for f. Finally we get that the set A of the discontinuity points of
|f | is contained in the set B of the discontinuity points of f. Since f is
Riemann integrable, the L-measure of B is zero. Thus the L-measure
of A is also zero (see example 28).
(n)
Let now {n } be a sequence of divisions of [a, b], n : a < x1 <
(n) (n) (n)
x2 < ... < xkn = b, such that n 0. Then S(f ; n ; { i })
(n)
I(f ) and S(|f| ; n ; { i }) I(|f|). But
n
(n) (n) (n) (n)
S(f ; n ; { i }) = f( i )(xi xi1 )
i=1
n
(n) (n) (n) (n)
i (xi xi1 ) = S(|f| ; n ; { i }).
f( )
i=1
b b
So |I(f)| I(|f |), i.e. a f(x)dx a |f (x)| dx.
In the following we put together some basic properties of the Rie-
mann integrable functions space Int[a, b], defined on a fixed interval
[a, b].
T
21. Let Int[a, b] be the set of all Riemann integrable
functions on [a, b].
a) Then Int[a, b] is a vector subspace of the vector space of all func-
tions defined on [a, b]. Moreover, if f, g Int[a, b] and , R, then
b b b
(3.1) [f (x) + g(x)]dx = f (x)dx + g(x)dx.
a a a
b) If f, g Int[a, b] and f (x) g(x) for any x [a, b], then
b b b
a
f (x)dx a g(x)dx. In particular, if f (x) 0, then a f (x)dx 0.
b
In general, a f (x)dx may be zero but f(x) = 0 for at least one point
x.
c) If c (a, b) and if f Int[a, c] and if f Int[c, b], then f
Int[a, b] and
b c b
(3.2) f(x)dx = f (x)dx + f (x)dx
a a c
b d
If [a, b][c, d] = , we define [a,b][c,d] f (x)dx = a f(x)dx+ c f (x)dx.
a a b
We also put a f(x)dx = 0 and b f (x)dx = a f (x)dx. With this
notation, let l, m, n be three arbitrary real numbers in the interval [a, b],
then for f : [a, b] R, integrable, one has:
n m n
(3.3) f(x)dx = f (x)dx + f (x)dx
l l m
62 2. DEFINITE INTEGRALS
order to prove (3.3). Assume for instance that m < n < l. Then, from
(3.2) we get:
l n l
f (x)dx = f(x)dx + f (x)dx.
m m n
So
n l n l
f(x)dx = f (x)dx = f (x)dx f (x)dx,
l n m m
n m n
or l f (x)dx = l f(x)dx + m f (x)dx.
d) Assume that there is a c [a, b] such that g(c) > 0 (if g(x) < 0,
the reasoning is completely analogous). Since g is continuous, there is
an entire interval [c , c + ] [a, b], > 0, such that g(x) > 0 for
any x [c , c + ] (see [Po], theorem 34). Moreover, there is a point
x0 [c , c + ] with g(x0 ) = inf g(x) (see [Po], theorem 32).
x[c,c+]
Thus, g(x0 ) > 0. But
b c c+ b
g(x)dx = g(x)dx+ g(x)dx+ g(x)dx 2g(x0 ) > 0,
a a c c+
which contradicts the hypothesis. Hence, g(x) = 0 for any x [a, b].
R 13. We say that a number r R can be well approximated
with elements from a given subset A (the "approximation set") of R if
for any small real number > 0 one can find an element a of A
such that |r a | < . For instance, any real number r can be well
approximated with rational numbers (here A is Q, the set or rational
numbers). Let now f : [a, b] R be a Riemann integrable function.
b
Then I(f ) = a f (x)dx can be well approximated by an element of the
set of all Riemann sums of the form S(f; ; { i }) (see definition 3).
In particular, if g(x) = 1 for any x [a, b], we get the classical "mean
formula":
b
(4.2) f(x) dx = f()(b a).
a
This last formula says that the trapezoidal area [AabB] (see Fig.6)
is equal to the area of the rectangle with the base [a, b] and the height
equal to the ordinate of f at a point [a, b].
F 6
Since g(x) is continuous and not identical to zero, one has that
b
g(x) dx > 0
a
b
(see theorem 21), so we can divide the last inequalities by a
g(x) dx :
b
f (x)g(x) dx
m a b M.
a
g(x) dx
4. MEAN THEOREM. NEWTON-LEIBNIZ FORMULA 65
We use now Darboux theorem (see [Po], Th. 33) for the function f
b
f (x)g(x) dx
(f([a, b]) = [m, M ]) and find a [a, b] such that a
b = f (),
a g(x) dx
i.e. formula (4.1).
E 29. 100Let us use the classical mean formula in order to
x2
prove that I = 10 e dx < 2193 , so I is a very small number. Indeed,
2
from formula (4.2) we find that I = 90e , where [10, 100]. But
2 27
the biggest value of ex is e100 < 2100 , so I < 290 1
100 < 2100 = 293 .
T
24. Let f : [a, b] R be an integrable function and let
b
F be a primitive of f on [a, b]. Then a f (x) dx = F (b) F (a).
P. For any division = {a = x0 , x1 , ..., xn = b} of the inter-
val [a, b] one has:
n
[F (xi ) F (xi1 )] = F (b) F (a).
i=1
But, using the Lagrange formula (see [Po], Ch.4, Cor.5) on the interval
[xi1 , xi ], we find ci [xi1 , xi ] such that F (xi ) F (xi1 ) = f (ci )(xi
xi1 ). Thus,
n
f (ci )(xi xi1 ) = F (b) F (a).
i=1
1
E 30. Let us compute 0 x2 dx. To use Newton-Leibniz for-
3
mula we need a primitive function for f (x) = x2 . Since x2 dx = x3 ,
1
3 1
one has that 0 x2 dx = x3 = 13 03 = 13 .
0
x 2
et dt
E 31. Let us compute lim 0
x
. Since we have the non-
x0
0
determinate case ,
we can apply lHspital rule. But the function
x t2 0
2
G(x) = 0 e dt is a primitive of g(x) = ex (see theorem 23). So
2
G (x) = g(x) and our limit is equal to lim ex = 1.
x0
In this last integral we can make the change of variable tan z = t and
obtain:
2 1 1
4 2 dz = 4 dt =
0 1 + sin z 0 1 + 2t2
4 1 4
2 d 2t = arctan 2t = 2,
2 0 1+ 2t 2 0
t2
because sin2 z = 1+t2
, 1
z = arctan t and dz = 1+t
2 dt for z [0, 2 ). Here
A
1 def 1
2
dt = lim dt,
0 1 + 2t A 0 1 + 2t2
(q)
one has that m(Eext ) 23q1q + 2q1+1 0, when q . Hence the
measure of C exists and it is equal to zero. An easy example of a
nonmeasurable subset of R is the set F = [0, 1] Q. Since F contains
no interior points w.r.t. R, it cannot contain a nontrivial interval. So,
if F were measurable, its measure would be zero. But this is not true
(q) (q)
because we cannot construct a sequence (Eext )q , where each Eext is a
finite union of intervals, two of which having in common at most one
(q) (q)
point, F Eext for each q and m(Eext ) 0, where q 0. Indeed,
(q) (q)
in these conditions [0, 1] Eext for all q = 1, 2, ..., thus m(Eext ) 1
(q)
and so the sequence (Eext )q cannot tend to 0. In the same manner one
can prove that if a subset A is measurable in R and has measure zero,
then it cannot have interior points. Conversely, if it is measurable and
has no interior points, then its measure must be zero (Why?). The
measure of a measurable subset A of R is simply called its length,
l(A). What is the connection between the notion of a subset of R of
Lebesgues measure zero (see Definition 5) and the notion of a subset
of R of measure zero? It is clear that a subset of R of measure zero
(it is enough to be measurable!) must be bounded. It is also clear
that a subset of R of measure zero has also the Lebesgue measure zero
(look carefully to both definitions!). The set N = {1, 2, ..., n, ...} can
be covered by the disjoint union
1 1
n=1 [n ,n + ]
2ns+1 2ns+1
for any s 1. Since the sum of the lengths of all intervals of this union
is
1 1 1 1
ns
= s 1 = s
n=1
2 2 1 2s 2 1
F 7
Indeed, the area of the parallelogram [EF GH] is equal to the area
of the rectangle [HH JG] = l(EF ) l(HH ). The area of the triangle
[KLM ] is a half from the area of the parallelogram [KLNM ]. To find
the area of a disc with centre at W and of radius R, we approximate
the disc with the surface bounded by a regular polygon with n sides
inscribed in the boundary circle of this disc. Now, the angle , in
radians (see Fig.7), is equal to 2 2n
= n . So the area of the polygon is
equal to n 2R sin n R cos n 12 . Hence, the area of the disc is
sin n
lim R2 cos = R2 .
n n n
The length of the boundary circle of the above disc is
sin
lim n 2R sin = 2R lim n = 2R.
n n n
n
72 2. DEFINITE INTEGRALS
F 8
The intersection of two rectangles which belong to an elementary
figure has no interior points w.r.t. R2 if and only if either it is empty,
it is a point or a segment of a line parallel to one of the axes. For a
plane elementary figure see Fig.9.
In Fig.10 we see how to cover "from interior" with an elementary
figure a general plane figure A.
In Fig.11 we see how to cover "from exterior" with an elementary
figure another general figure A.
In Fig.12 we see the simultaneous process of approximation "from
interior" and "from exterior" with elementary figures Ei and Eo respec-
tively, a general plane figure B.
The measure of a measurable figure A in R2 (a plane figure!) is
simply called its area (A). The areas of a finite union of points or of
a finite union of segments of lines are zero (Why?). The same is true
for a finite union of curves of class C 1 (piecewise smooth curves! ).
R 14. To define the area (A) of a measurable subset A of
R2 we used the above finite unions of rectangles as elementary figures.
Since any rectangle is obvious a union of two triangles (as surfaces!)
with their intersections a segment of zero areas and since any triangle
5. THE MEASURE OF A FIGURE IN Rn 73
F 9
F 10
F 11
F 12
covers Df "from exterior". The area of this last figure is equal to S (f).
The integrability Darboux criterion (see theorem 14) says that Df is
measurable and its area is the common limit of {s (f )} and {S (f )}
b
when 0, i.e. m(Df ) = a f(x)dx.
Assume now that Df is measurable and its area is m(Df ). Let us
use now theorem 25 and, by looking at Fig.12, we see that for any
> 0, starting with the elementary figures Eint and Eext which appear
in definition 7, we can find a division 0 of the interval [a, b] such that
s (f )
S0 (f ) s0 (f ) < . For any other division 0 , let Eint and
S (f )
Eext be the two elementary figures generated by the rectangles which
give rise to the corresponding Darboux sums from the superior index.
Then
s (f ) S (f )
(6.2) Eint Eint Df Eext Eext
and
S (f ) s (f )
(6.3) m(Eext
)(= S (f)) m(Eint )(= s (f)) < .
Taking now an arbitrary division of [a, b] and denoting by =
0 we see that 0 and 0 . So S (f ) s (f) < .
By looking at (6.2) and (6.3) we see that {s (f )} and {S (f )} have a
common limit when 0. And this last limit is m(Df ). Hence f
b
is integrable on [a, b] and a f(x)dx = m(Df ).
R 15. For instance, if f(x) 0 is bounded and continuous
on [a, b] except maybe a finite number of points, then Df is measurable
and
b
f (x)dx = m(Df ).
a
E 34. Let f (x) = sin x, x [0, 2]. We are interested in
the computation of the hatched area from Fig.13.
Applying
the remark 15 we see that the area of the "+" part is equal
to 0 sin xdx = cos x |0 = 2. Now, if we take a division
: = x0 < x1 < ... < xn = 2
6. AREAS OF PLANE FIGURES BOUNDED BY GRAPHICS OF FUNCTIONS77
F 13
F 14
Since
x 1, x [2, 1),
|f (x)| = x3 , x [1, 0),
x3 , x [0, 1],
one has
1 1
area(Df ) = |f(x)| dx = (x 1)dx +
2 2
0 1
3
(x )dx + x3 dx
1 0
1
4 0
4 1
x2 x x
= + x +
2 2 4 1 4 0
= 1.
F 15
But whenever on a subinterval [c, d] [a, b], g(x) f (x), x [c, d],
we compute the area "between g and f" by the formula
d d
[g(x) f (x)]dx = |f (x) g(x)| dx.
c c
Indeed,
c d
areaf,g = [g(x) f (x)]dx + [f(x) g(x)]dx+
a c
e b b
+ [g(x) f (x)]dx + [f (x) g(x)]dx = |f(x) g(x)| dx.
d e a
E 36. Let us compute the area between f (x) = sin x and
g(x) = sin 2x, x [0, ]. The best way is to look at the graphics of f
and g in Fig.17.
Since the intersection points of these graphics are x = 0, x = 3 and
x = , one can write:
areaf,g = |sin x sin 2x| dx.
0
80 2. DEFINITE INTEGRALS
F 16
F 17
Since a continuous function keeps the same sign between two consec-
utive zeros of it (Why?-see Darboux theorem in [Po]), the sign of the
function h(x) = sin x sin 2x is the sign of h( 4 ) = 12 1 < 0 on
the interval [0, 3 ]. The sign of h(x) on the interval [ 3 , ] is the sign of
h( 3
4
) = 12 + 1 > 0. Thus,
3
areaf,g = (sin 2x sin x)dx + (sin x sin 2x)dx =
0 3
cos 2x 3
cos 2x
+ cos x |0 cos x | +
3
=
2 0 3 2
3
6. AREAS OF PLANE FIGURES BOUNDED BY GRAPHICS OF FUNCTIONS81
1 1 1 1 1 1 11
+ + 1+1+ + + = .
4 2 2 2 2 2 4
Assume now that we have a plane parametric curve
x = x(t)
() : , x [a, b],
y = y(t)
such that x(t) is an increasing function of class C 1 and y(t) is a non-
negative continuous function (see Fig.18).
F 18
Then the area of the domain D() , bounded by (), the segment
[x(a), x(b)] and the lines x = x(a), x = x(b), can be approximated by
Riemanns sums of the form:
n
(6.5) S() (; ( i )) = y( i ) (x(ti ) x(ti1 )) ,
i=1
But these last sums are Riemanns sums for a new function f (t) =
y(t)x (t), t [a, b]. Hence the area above can be computed by the
formula
b
(6.6) area(D() ) = y(t)x (t)dt.
a
If x(t) is increasing or decreasing almost everywhere (it is increasing
or decreasing on each subinterval of a fixed division a = c0 < c1 < ... <
ck = b), then obviously formula (6.6) must be substituted with a more
general formula
b
(6.7) area(D() ) = y(t) |x (t)| dt.
a
The same formula works if in addition to this last generalization, x(t)
is a smooth piecewise function on [a, b] and (or) y(t) is piecewise con-
tinuous on the same interval.
E 37. Let us compute the area bounded by the axis Ox and
the arc of the cycloid
x = a(t sin t)
() : , t [0, 2],
y = a(1 cos t)
where a > 0 is a parameter. Since x (t) = a(1 cos t) 0, we can
apply formula (6.6) and find
2 2
2 2 2
area = a (1 cos t) dt = a (1 2 cos t + cos2 t)dt =
0 0
2
a2
= 2a2 + 0 + (1 + cos 2t)dt = 3a2 .
2 0
F 19
F 20
Since the ray OM , M ((), ) covers the double hatched region I two
times the area of the hatched region is:
5
1 2
2 1 2 2 93 3
area = 9 d 9 d = .
2 0 2 0 4
F 21
F 22
F 23
Hence,
n
(7.1) vol(D) f (xi1 )2 + f (xi )2 + f (xi1 )f (xi ) (xi xi1 ).
3 i=1
Let us fix now a set of marking points ( i )i , i [xi1 , xi ], i = 1, 2, ..., n.
Since f is continuous, if the norm of the division is smaller and
smaller, then f (xi ) and f (xi1 ) are closer and closer to f ( i ). Thus
formula 7.1 becomes
n
(7.2) vol(D) f( i )2 (xi xi1 ) = Sf 2 (; ( i )),
i=1
a Riemann sum for the function f 2 , the division and the set of
marking points ( i ). So
b
(7.3) vol(D) = f 2 (x)dx.
a
Formula (7.2) says that we can well approximate the volume of the ro-
tational solid D with the sum of volumes of the cylinders Ci , generated
by the rotation of the line y(x) = f ( i ) for any x [xi1 , xi ], around
Ox-axis (see Fig.24).
E 41. Let us find the volume of a ball of radius R > 0, in
3
R.
Sucha ball is the rotational solid generated by the rotation of the
arc y = R2 x2 , x [R, R] of the circle of radius R, x2 + y 2 = R2 ,
8. THE LENGTH OF A CURVE IN R3 87
F 24
n
= [x(ti ) x(ti1 )]2 + [y(ti ) y(ti1 )]2 + [z(ti ) z(ti1 )]2 .
i=1
F 25
Since x(t), y(t) and z(t) are of class C 1 , applying Lagrange formula
to them on each interval [ti1 , ti ], we get
x(ti ) x(ti1 ) = x (ai )(ti ti1 ) x ( i )(ti ti1 ),
(b a) = .
ba
But this sum S1 is a Riemann sum for the function
f (t) = x (t)2 + y (t)2 + z (t)2 .
So our curve () is rectifiable and its length can be computed by using
the formula
b
(8.3) l() = x (t)2 + y (t)2 + z (t)2 dt.
a
The expression ds = x (t)2 + y (t)2 + z (t)2 dt is called the element
of length on the arc , i.e. it is "the limit" of the length of the arc
Mi1 Mi on , when the distance between Mi1 Mi is small enough.
Let us compute the length of the astroide
x = a cos3 t
, t [0, 2], a > 0
y = a sin3 t
This curve is a plane curve, so z(t) = 0 in the above formula. We see
that the Cartesian form of the parametric equation of the astroide is
2 2 2
x 3 + y 3 = a 3 . Thus the curve is symmetric relative to Ox and Oy axes.
Hence its length is
90 2. DEFINITE INTEGRALS
2 2
2 4
l=4 2 4 2 2
9a cos t sin t + 9a sin t cos tdt = 12a cos2 t sin2 tdt =
0 0
2 2
= 12a |cos t sin t| dt = 6a sin 2tdt = 3a cos 2t|02 = 6a.
0 0
E 42. Let M (x) be a moving point on the segment [a, b]
in a field of forces f parallel to the Ox-axis oriented like the direct
orientation of [a, b], i.e. "from a to b. (see Fig.26)
F 26
ba 2i 1
(9.1) f (x)dx R(f ; n) = f a+ h .
a n i=1 2
This
b formula is called the rectangles formula. In Fig.27 the integral
a
f (x)dx is just the area of the plane surface bounded by the graphic
of f (x), when x [a, b], the Ox-axis and the vertical lines x = a, y = b.
The approximate R(f ; n) from formula (9.1) is exactly the hatched area
of Fig.27, i.e. the sum of the areas of all the rectangles Di , where Di
has as a basis the segment [xi1 , xi ] and as height f ( i ), i being the
midpoint of [xi1 , xi ].
We can also be interested in the error err = |I R(f; n)| . If our
function is integrable, this error becomes smaller and smaller, when
n .
E 43. Let 1 us use the rectangles formula to evaluate the
x2
definite integral I = 0 e dx. Higher Mathematics show that function
2
f(x) = ex has not any primitive which could expressed by elementary
functions. For an approximate computation, take n = 5; then 1 =
x0 +x1
2
= 0.1, 2 = x1 +x
2
2
= 0.3, 3 = x2 +x
2
3
= 0.5, 4 = x3 +x
2
4
= 0.7 and
5 = 0.9. So,
1
(9.2) I [exp (0.01) + exp (0.09) + exp (0.25) +
5
(9.3) + exp (0.49) + exp (0.81)].
92 2. DEFINITE INTEGRALS
F 27
But what about the error we just have made in this last approxi-
mation?
Let us evaluate the error in the case of rectangles formula (9.1),
when f is a function of class C 2 on [a, b].
For this, we fix an i {1,
xi2, ..., n} and we try to estimate the error
xi1 +x
erri made by substituting xi1 f (x)dx with the area f 2
i
(xi
xi1 ) of the rectangle which has the basis the segment [xi1 , xi ] and
the height f (ci ), where ci = xi12+xi is the midpoint of this last segment
(see Fig.28).
F 28
9. APPROXIMATE COMPUTATION OF DEFINITE INTEGRALS. 93
more elementary then the initial one. In our case of rectangles ap-
proximation, we substituted f with f" such that f"(x) = f (ci ) for any
1 2
x [xi1 , xi ), i = 1, 2, ..., n. Then we approximated I = 0 ex dx with
b n xi n
"
f(x)dx = f (ci )dx = f(ci )(xi xi1 ) = R(f, n).
a i=1 xi1 i=1
F 29
ba
2n
[f (xi1 ) + f(xi )] . Thus,
n
ba
(9.6) I [f (xi1 ) + f (xi )] =
i=1
2n
9. APPROXIMATE COMPUTATION OF DEFINITE INTEGRALS. 95
n
ba def
= f (a) + f (b) + 2 f (xi ) = T (f, n).
2n i=1
This last formula is called the trapezoids formula. One can also estimate
the error err = |I T (f, n)| in this case:
M2
(9.7) err (b a)3 ,
12n2
where M2 = sup |f (x)| . For a proof of this last inequality see for
x[a,b]
instance [GG], pag.139.
Even our feeling says that trapezoids formula gives a better approx-
imation than the rectangles formula, the mathematical estimation of
errors (9.5) and (9.7) say contrary, namely, the estimation of error in
the case of the rectangles formula is two times smaller than the estima-
tion in the case of the trapezoids formula. In practice, sometimes the
error in the case of the trapezoids approximation formula can be less
than that one in which we use rectangle formula (for the same equidis-
tant division). Sometimes it is greater! (by drawing, find out some
examples!). Since both R(f, n) and T (f, n) are convergent to I, when
n , for n large enough one can use either rectangles or trapezoids
formula.
In order to obtain "better" approximation formulas we need to "in-
terpolate" our integrand function f (x) by a polynomial P (x) of a fixed
degree n. This means to fix n + 1 distinct points x0 < x1 < ... < xn
in [a, b] and to find a polynomial P (x) of degree n such that P (xi ) =
f(xi ) for any i = 0, 1, ..., n. We shall see that this last polynomial
is unique and it is called the interpolation polynomial of f at the
nodes {x0 , x1 , ..., xn }. In practice, we usually do not know the ana-
lytical expression of the function f (x). In fact we measure some values
{y0 , y1 , ..., yn } of it at a given finite number of points x0 < x1 < ... < xn .
Thus, f (xi ) = yi for i = 0, 1, ..., n. Having such an interpolation poly-
nomial we can force the approximation f (x) P (x), x [a, b]. One can
prove that if the number of nodes is greater and greater and if they are
"uniformly" distributed (for instance if we use equidistant divisions of
[a, b]), then the error f P = sup {|f(x) P (x)|} becomes smaller
x[a,b]
and smaller (see [GG] for instance). Let us use this last approximation
in order to find an approximation of the integral
b b
f (x)dx P (x)dx.
a a
96 2. DEFINITE INTEGRALS
This last integral can be easily computed even the degree of P is very
large (we can derive an elementary formula which is a function of the
coefficients of P and of a and b). Thus, the approximate computation
b
of a f (x)dx reduces to an easy task.
Let us reformulate our general problem. Given n + 1 nodes (points,
numbers, etc.) x0 < x1 < ... < xn and a fixed arbitrary set of n + 1
real numbers {y0 , y1 , ..., yn }, let us find a polynomial Ln (x) (here L is
from Lagrange) of degree n such that
Ln (xi ) = yi , i = 0, 1, ..., n,
i.e. the polynomial function Ln (x) is passing through the xOy-plane
points Mi (xi , yi ), i = 0, 1, ..., n (see Fig.30).
F 30
and if one uses formula (9.16) to compute each term of this last sum,
one gets
b
ba
f (x)dx [f(x0 ) + f (x2n )+
a 6n
(9.17)
+4(f (x1 ) + f(x3 ) + ... + f (x2n1 )) + 2(f (x2 ) + f (x4 ) + ... + f (x2n2 ))].
This approximation formula is called Simpson formula and if f is
of class C 4 then the error can be estimated by
b
(b a)5
err = f (x)dx S(f, n) M4 ,
a 2880
where M4 = sup f (IV ) (x) (see [GG]). For n = 2 look at the Fig. 31
x[a,b]
to see how we approximate the graphic of f with two arcs of parabolas.
F 31
15 +25 +...+n5
b) S = lim n6
;
n
1 1 1
c) S = lim n+1 + n+2 + ... + n+n ;
n
n n n
d) S = lim n2 +1 2 + n2 +22 + ... + n2 +n2 ;
n
e) S = lim 1+ n2+...+
n
n
.
n x
10. Using the fact that F (x) = a f (t)dt is a primitive of f (x),
compute: x sin t x
x
ln tdt dt 1+t4 dt
a) lim 1x1 ; b) lim 0 xt ; c) lim 0 x3 .
x1 x0 x0 x
11. Find the graphic of the function f (x) = 0 sint t dt, x R.
A
12. Compute the limits lim 0 eax cos bx dx and
A
A ax
lim 0 e sin bxdx.
A
13. Find the area bounded by the curves y = 2 x2 and y 3 = x2 .
14. Find the area bounded by the Ox-axis and the arc of the cycloid
x = a(t sin t),
, t [0, 2], a > 0.
y = a(1 cos t)
15. Find the area bounded by the curve: = a(1+cos 2), [0, ]
(Draw it!).
16. Find the area bounded by the Bernoullis lemniscate: 2 =
a cos 2, [ 4 , 4 ] [ 3
2
4
, 5
4
].
17. Find the length of the curves: a) y = ln x, x [ 3, 8]; b)
x = 14 y 2 12 ln y, y [1, e].
18. Find the lengths of the following curves:
x = a(t sin t),
a) the cycloid: , t [0, 2], a > 0,
y = a(1 cos t)
b) the cardioid: = a(1 + cos ), [0, 2] and
2 2 2
c) the astroide: x 3 + y 3 = a 3 , a > 0.
19. Find the volume of the revolutionary ellipsoid determined by
2 2
the rotation of the ellipse xa2 + yb2 = 1, a) around Ox-axis; b) around
Oy-axis. ?
20. Use the formula S = 2 ? y 1 + y 2 dx to find the area of
the parabolic mirror generated by the rotation of the arc of parabola
1
x = 16 ay 2 , y [0, 4a], around Ox-axis.
21. The curve y = a cosh xa (catenary), a > 0, x [0, a] rotates
around the Ox-axis and gives rise to a surface called catenoid. Find
the area of this catenoid.
22. Find the revolutionary areas obtained by the rotation around
the Ox-axis of the a) cycloid, b) cardioid and c) astroide from the
problem 18.
10. PROBLEMS AND EXERCISES 103
x = a cos t
H := y = a sin t , a, b > 0, t [0, 2].
z = bt
Ixx Ixy Ixz 2
(Hint: I = Ixy Iyy Iyz , where Ixx = 0 (y 2 + z 2 )ds, Ixy =
Ixz Iyz Izz
2 2
z ds, etc., i.e. the square of the distance of a point M (x, y, z) of H
0
to the Ox-axis, to the Oxy-plane, etc. Here ds = x2 + y 2 + z 2 dt is
the element of length on the curve H.
29. Use theformula ds = x2 + y 2 dt to deduce an analogous
formula, ds = 2 + 2 d, for a curve given in polar coordinates:
= (). Use this last formula to compute the length of the cardioid:
= a(1 + cos ), [0, 2], where a > 0.
2
30. The parabola y = x4 , x [0, 3], rotates around Oy-axis. Find
the volume of the resultant solid.
31. Find the coordinates of the mass center of the figures bounded
by the curves:
2 2
a) xa2 + yb2 = 1, x, y 0, x = 0, y = 0; b) y = x2 , y = x, x 0.
104 2. DEFINITE INTEGRALS
32. Use the formulas (see also the chapter with line integrals of the
first type):
2
L = x2 + y 2 dt,
0
2
x x2 + y 2 dt
xG = 0 ,
L
2
y x2 + y 2 dt
yG = 0
L
in order to compute the coordinates of the mass center of the line:
x = a(t sin t)
, t [0, 2).
y = a(1 cos t)
33. Let M1 (0, 12 ), M2 (1, 1), M3 (2, 12 ), M4 (3, 1) and M5 (4, 12 ) be 5
points in the xOy-plane. Write the Lagranges polynomial for these
points and compute the area bounded by it, the lines x = 0, x = 4,
y = 0 and the graphic of this polynomial.
4 34. Use the trapezoid method with n = 5 to approximately compute
0
xdx. Compute this integral by Newton-Leibniz
formula and observe the committed error.
CHAPTER 3
R 16. Since on the real line R we have two directions around
a given point b, on the left and on the right, we might be inclined to
generalize theorem 29 to the case of a function of many variables, say
of two variables, in the following sense. Let A be a nonempty domain
(open and connected, see [Po] for instance) of the xOy-plane and let
b = (b1 , b2 ) be a limit point of A. Let f : A R be a function of
two variables defined on A with scalar real values. The temptation is
to say that if the limit along any straight line which is passing through
b exists and it does not depend on the direction of these lines (this
means that there exist a real number L such that if {Mn = (xn , yn )} is
a sequence of points on a line y b2 = m(x b1 ) for all slopes m, i.e.
yn b2 = m(xn b1 ) for any n, then f(xn , yn ) has a limit at b). But
this statement is wrong as follows from the example bellow. Let
y
3 x+y , if y = x
3
f (x, y) = ,
0, if y = x 3
F 1
is x
1 1
dx = lim dt = lim [ln x ln a] = ,
a x x a t x
But
n+1 n+1
f (x)dx = f (qn ) dx = f (qn ),
n n
n+1
where qn [n, n+1] (mean theorem). Since the series n=n0 n f (x)dx
is convergent, its general term f(qn ) converges to zero, when n .
The other statements are simple consequences of the definition of a
limit of a function at ( lim f (x) = lim f (qn ) = 0 for any sequence
x n
qn ) and of the basic properties of sequences on a compact inter-
val (see [Po], Weierstrass theorem). Indeed, if f were not bounded,
there exists a sequence {xn }, xn [a, ) for n = 1, 2, ..., such that
f(xn ) (say; you can easily put instead ). If {xn } itself is
bounded, there is a subsequence {xkn } of {xn } with xkn x0 [a, )
(Cesros Lemma, a particular case of Weierstrass theorem, see [Po]).
The continuity of f implies that f(xkn ) f (x0 ). Since {f (xkn )} is a
subsequence of {f (xn )}, then f (xkn ) . The uniqueness of the limit
of a sequence implies that f(x0 ) = , a pure contradiction! Thus the
sequence {xn } is not bounded to . Let {xtn } be a subsequence of
{xn } with xtn . Since lim f (x) = 0, one has that f(xtn ) 0. But
x
f(xtn ) , {xtn } being a subsequence of {xn } , thus we again obtain
a contradiction (0 = !). Hence f cannot be unbounded.
Here
is an example of an unbounded function f (x) on [a, ) such
that a f (x)dx is convergent (contrary to a Riemann integral on a
finite and closed interval [a, b]!). Take N large enough such that N a
and define f : [a, ) R, f (N + i) = N + i for any i = 0, 1, 2, ... and
f(x) = 0 for any x / {N, N + 1, N + 2, ...}. Using only the definition
of
an improper integral of the first type and theorem 19 we see that
a
f (x)dx is convergent and it is zero, in spite of that fact that f is
unbounded: f (N + i) = N + i , when i .
The following example is a standard example.
2. IMPROPER INTEGRALS OF THE FIRST TYPE 115
T
35. (absolute convergence implies convergence) Suppose
that the integral a f(x)dx is absolutely convergent. Then it is also
convergent.
P. Since
a
f(x)dx is absolutely convergent, one has that
the integral a |f(x)| dx is convergent, so by using Cauchy criterion
we have that
x
|f(x)| dx 0,
x
whenever x , x . Since
x x
f (x)dx |f (x)| dx ,
x x
x
one has that x f (x)dx 0, whenever x , x , i.e. our integral
a
f (x)dx is also convergent.
sin x
For instance, let us prove that the integral I = 1 x2 dx is con-
vergent. We shall prove that it is absolutely convergent. Indeed,
x |sin x| x 1 1
1
dx dx = 0,
x x2 x2 x x
x
or
(2.3) (L ) g(x) < f(x) < (L + )g(x).
f (x)
If a f (x)dx is convergent, then f (x)dx and L dx are also
f (x)
convergent; since g(x) < L , one has that g(x)dx is also convergent
(see theorem 36). Since
g(x)dx = g(x)dx + g(x)dx,
a a
we have that a g(x)dx is convergent.
If a g(x)dx is convergent, then
(L + ) a g(x)dx and (L + ) g(x)dx are also convergent. Use
the last inequality of 2.3 and theorem 36 to see that f(x)dx is also
convergent. Since
(2.4) f (x)dx = f (x)dx + f (x)dx,
a a
one has that a f (x)dx is convergent.
ii) If L = 0, in formula (2.3) we use only the last inequality
to see
that if a g(x)dx is convergent, then a g(x)dx and g(x)dx are
also convergent
so f (x)dx is convergent. From formula (2.4) we get
that a f(x)dx itself is convergent.
iii) If L = , then for any fixed M > 0, there exists a large number
> a such that fg(x)
(x)
> M if x [, ). Since f(x) > M g(x), x [, )
and since a g(x)dx and M g(x)dx are divergent, then f (x)dx
is divergent. Now we apply again formula (2.4) to see that a f (x)dx
is divergent.
For instance, since
1
3 2
x +1
lim 1 =1
x 2
x3
1
and since 1
dx is divergent ( = 2/3 in example 47), this last
2
1
x3
theorem says that 1 3 2
x +1
dx is divergent.
If in theorem 37 we take a > 0 and g(x) = x1p , we get a very useful
test.
T
38. (test p) Let f : [a, ) R+ be a function defined
on the interval [a, ) with nonnegative values, integrable on any subin-
terval [a, x] [a, ). Let
lim xp f (x) = L R {}.
x
120 3. IMPROPER (GENERALIZED) INTEGRALS
i) If L = 0, and
p > 1, then a f(x)dx is convergent. If L = 0,
and p 1, then a f(x)dx is divergent.
ii) If L = 0 and p > 1, then a f(x)dx is convergent.
iii) If L = and p 1, then a f (x)dx is divergent.
If L = 0, , we call the number k = p, Abels degree of f (x).
For instance, Abel degree of f (x) = x3 + 1 is equal to k = 3 because
lim x3 (x3 + 1) = 1. The Abel degree is uniquely determined. Indeed,
x
lim xp f(x) = lim xp f(x) = L = 0 implies that lim xpp = 1, or that
x x x
p = p .
Test p is very useful in apparently complicated problems. For in-
stance, is it possible to use an approximation like this:
10000
x+1 x x+1 x
3
dx
3
dx?
0 x2 + 1 0 x2 + 1
To find an elementary primitive of x+1
3 2
x +1
x
is not a good idea! Let
us prove that this improper integral of the first type is convergent and
then everything will be clear.
For this, let us use test p (see theorem 38):
p x+1 x xp
lim x
3
= lim =
x x2 + 1 x x + 1 + x 3 x2 + 1
xp 1 xp
= lim 2 = lim 1 + 2 = 0,
x 1
x2 1+ 1
+ 1 x3 3 1 + 1 2 x x 2 3
x x2
50.
E
2
(Fresnels integrals)
2
The following integrals
I = 0 sin x dx and J = 0 cos x dx are called the Fresnels inte-
grals. Let us prove that I is convergent (in fact both are convergent!).
For this, let us write
1
2 2
sin x dx = sin x dx + sin x2 dx.
0 0 1
2
x to2 prove that 1 sin x dx is convergent. Let us denote
It is enough
F (x) = 1 sin t dt and let us change the variable t = u. So
x 2
2 1 x 1
sin t dt = sin udu.
1 2 1 u
2
Since any real number z [1, ) can be written
1 as z = x for an x
[1, ), it is enough to see that the integral 1 u sin udu is convergent.
Here we apply again the Dirichlets test for f (u) = sin u and g(u) = 1u .
So the first Fresnels integral is convergent. We leave as an exercise
for the reader to prove (in the same way!) that the second Fresnels
integral is also convergent.
If f is integrable on any subinterval [y, b], where y (a, b], then again
f is integrable on the entire interval [a, b] and
b b
(3.2) f (x)dx = lim f (t)dt
a ya,y>a y
3. IMPROPER INTEGRALS OF THE SECOND TYPE 123
P. Since the proof for the second part of the statement is very
similar to the proof of the first part, we shall prove only this last one.
To prove the integrability of f on [a, b] we shall use Darboux Criterion
(theorem 14). Since f is bounded on [a, b] one can choose M > 0 such
that |f (x)| M on [a, b]. Let > 0 be a small positive real number
and let 1 = /2M. Let > 0 such that 1 and for any partition
= {a = x0 , x1 , ..., xn1 = b 1 } of the interval [a, b 1 ] with
< , one has:
n1
S s = (Mi mi ) (xi xi1 ) < /2.
i=1
If this last limit exists, in practice one can work with it, but,...very
carefully, because its value is only a convention. 0
1
For instance, 1 x1 dx is divergent because neither 1 x1 dx, nor
1 1
dx is convergent.
0 x 1
However, the principal value of 1 x1 dx is 0. Indeed,
1 1
1 1 1
dx = lim dx + dx =
1 x 0,>0 1 x x
= lim [ln ln 1 + ln 1 ln ] = 0.
0,>0
But x
1 (b x)+1 (b a)+1
dt = + ,
a (b t) + 1 + 1
126 3. IMPROPER (GENERALIZED) INTEGRALS
if = 1, and x
1 ba
dt = ln ,
a (b t) bx
if = 1. It is easy to see that the limit in (3.4) exists if and only if
+1
< 1. In this last case I() = (ba)
+1
.
x
If F (x) = a f (t)dt, x [a, b) is the area function of Newton for
b
function f which appears in the last definition, then a f (t)dt is con-
vergent if and only if the function F : [a, b) R has a (unique) finite
limit at the point b. Thus we can apply the general Cauchy Criterion
(see theorem 31, a)) for the function F and obtain:
T
41. (Cauchy criterion for improper integrals II) Let f :
[a, b) R be a function which is integrable on any finite interval [a, x]
b
for x [a, b). Then a f (x)dx is convergent if and only if for any small
> 0, there exists small
enough and depending on , such that if
x
x , x (b , b), then x f(x)dx < . This is equivalent to say that
x
x
f (x)dx 0, whenever x , x b, x , x [a, b) and x , x < b.
E 52. Let us apply this last 2 Cauchy criterion to see if the
improper integral of the second type 1 sin x
x1
dx is convergent or not.
sin x
Here x = 1 is the unique singularity of f(x) = x1 on (1, 2]. Take an
x sin x
> 0 and let us evaluate the quantity x x1 dx . Using the mean
formula (see theorem 22), we get
x x
sin x 1
dx = sin c dx.
x x1 x x1
Thus,
x sin x
dx 2 x 1 + 2 x 1 < ,
x x1
2
if x , x (1, 1 + ), with = 16 . Here a neighborhood of 1 in (1, 2] is
of the form (1, 1 + ), with small enough.
The similarity with the improper integrals of the first type is now
very clear. Indeed, it is enough to put instead of , the real number b
and instead of the neighborhood (, ) of infinite, with large enough,
the "neighborhood" (b , b) = [a, b) (b , b + ) of b in A = [a, b).
Even the other results relative to improper integrals of the first type
can be transferred almost word by word for improper integrals of the
second type, to be clear, we prefer to present them here with proofs.
3. IMPROPER INTEGRALS OF THE SECOND TYPE 127
T
44. (limit comparison test) Let f, g : [a, b) R+ be two
functions defined on the interval [a, b) with nonnegative values, with b as
the unique singularity and integrable on any subinterval [a, x] [a, b).
Assume in addition that g(x) > 0 for any x [a, b) and that the
following limit "exists": lim fg(x)
(x)
= L R {}.
xb
b b
i) If L = 0, , then the improper integrals a f(x)dx and a g(x)dx
have the same nature, i.e. they are simultaneously convergent or diver-
gent. b b
ii) If L = 0 and a g(x)dx is convergent, then a f (x)dx is also
convergent. b b
iii) If L = and a g(x)dx is divergent, then a f (x)dx is also
divergent.
P. i) Take an > 0 sufficiently small such that L > 0 (since
f and g have nonnegative values, L is nonnegative). Since lim fg(x)
(x)
= L,
xb
there exists a small enough > 0 such that a < b and if x [b, b),
then
f (x)
L < < L + ,
g(x)
3. IMPROPER INTEGRALS OF THE SECOND TYPE 129
or
(3.5) (L ) g(x) < f(x) < (L + )g(x).
b b b f (x)
If a f (x)dx is convergent, then b f(x)dx and b L dx are also
f (x) b
convergent; since g(x) < L , one has that b g(x)dx is also conver-
gent (see theorem 43). Since
b b b
g(x)dx = g(x)dx + g(x)dx,
a a b
b b
we have that a g(x)dx is convergent. If a g(x)dx is convergent, then
b b
(L + ) a g(x)dx and (L + ) b g(x)dx are also convergent. Use
b
the last inequality of (3.5) and theorem 43 to see that b f (x)dx is
convergent. Since
b b b
(3.6) f (x)dx = f (x)dx + f(x)dx,
a a b
b
one has that a f (x)dx is convergent.
ii) If L = 0, in formula (3.5) we use only the last inequality to see
b b b
that if a g(x)dx is convergent, then a g(x)dx and b g(x)dx are
b
also convergent and b f (x)dx is convergent. From formula (3.6) we
b
get that a f (x)dx itself is convergent.
iii) If L = , then for any fixed M > 0, there exists a small
number > 0 such that fg(x)(x)
> M if x [b , b). Since f(x) > M g(x),
b b
x [b , b) and since a g(x)dx and M b g(x)dx are divergent, then
b
b
f (x)dx is also divergent. Now we apply again formula (3.6) to see
b
that a f (x)dx is divergent.
For instance, since
1
x(x+1)
lim =1
x0,x>0 1
x
2
and since 1 dx
is convergent ( = 1/2 < 1 in example 51), this last
0 x
2 1
theorem says that 0 x(x+1) dx is convergent.
1
If in theorem 44 we take g(x) = (bx)q , we get a very useful test.
T
45. (test q) Let f : [a, b) R+ be a function defined on
the interval [a, b) with nonnegative values, with the unique singularity
130 3. IMPROPER (GENERALIZED) INTEGRALS
1
b
variables: t = bx , x = b 1t , in the integral I() = a f(x)dx. Thus
1
I() = 1 f b 1t t12 dt. Let us denote by g(t) the new function
ba
f (b 1t ) u
of t, t2 . Since limI() is the same with lim 1 g(t)dt, the study
b 0
u
ba
f) 0 x7 +1 dx; g) 1 3
x1
; h) 1 (x+1) 3
x1
; i) 0 cos(x2 )dx;
4 dx (x2 +1)dx 1 dx
j) 0 x2 cos 2xdx; k) 0 arctgx x
dx; l) 2 (x2) 5 ; m) 1 4 5 x1 ; n) 0 x ln x ;
x
dx
a2 b2
o) t , where t > a > b > 0; p) 0 e x2 e x2 dx.
x(xa)(xb)
2. Compute (in the convergence case!) the following improper
integrals:
a) 0 e2x sin 3xdx; b) 0 eax cos bxdx, a > 0; c) 0 (x2 +a2dx)(x2 +4) ;
arctan x dx 2
d) 0 (1+x 2 )3/2 dx; e) 1+x2 ; f) 0 sin 2xdx g) 0 xex dx;
4
h) 0 x3 ekx dx, k > 0.
3. Can you use a computer to approximately compute the improper
integrals?:
dx dx
a) 1 2x+ 3 2
x +4x+5
; b)
1 x2 + 3 x4 +1
;
1 1 2 1
c) 0 x 2 (1 x) 3 dx; d) 0 x 2 ex dx;
8 4 1 x
e) 0 ex dx; f) 0 e4x dx; g) 0 tan (4+x2 )
dx; h) 0 cos x2 dx.
CHAPTER 4
cos 1 1 cos
I() = + = ,
if = 0. If = 0, I(0) = 0. A natural question arises: Is the func-
0 l H ospital
tion I() continuous at 0? Since lim I() = 0
= lim sin = 0,
0 0
the answer is yes, because I(0) = 0. This example is the easiest pos-
sible case which can appear. Usually, the primitive with respect to x
cannot be computed (expressed as an elementary function!) in I(t) =
b(t)
a(t)
f (x, t)dx, so we need to use other "indirect" computation of this
2
integral. For instance, I(c) = c ecx dx, for c > 0 is an improper
integral with a parameter c. Here J = (0, ), K = (0, ), a(c) = c,
the identity function and b(c) = . For any fixed c > 0 our integral
2
is convergent (apply the test p for p = 2). Since any primitive of ex
is not an elementary function (this is a very deep result in Math and
2
cannot be proved in this course!), any primitive of ecx , c > 0, is not
also an elementary function (why?). Thus we cannot directly compute
I(c). In the next section we shall see how to compute such integrals
with parameters (not
exactly this last one! We shall only compute
c3 1
I (c) = e 2c
1 .
Let us consider in the following only proper integrals with one pa-
rameter, because we can ignore all the others parameters while we sepa-
b(t)
rately work with one of them. Thus, let us consider I(t) = a(t) f (x, t)dx,
t J R, J an interval, a, b : J K R and f(x, t) is integrable
w.r.t. the variable x on the interval K. The first natural question is if
the function I is continuous on J if the functions a(t), b(t) and f (x, t)
are continuous on J and respectively on K J.
T
48. (continuity theorem) With the above notation, if
functions a(t), b(t) and f (x, t) are continuous on J and respectively
1. PROPER INTEGRALS WITH PARAMETERS 139
b(t)
on K J, then the new function I : J R, I(t) = a(t)
f(x, t)dx is
also continuous on J.
P. Let us fix a point t0 in J and let us prove that the function
I is continuous at this fixed point t0 . For this let us take an arbitrary
sequence {tn } in J such that tn t0 . To prove the continuity of I at
t0 it is enough to prove that I(tn ) I(t0 ). For this last statement, let
us evaluate the difference I(tn ) I(t0 ) :
b(tn ) b(t0 )
I(tn ) I(t0 ) = f(x, tn )dx f (x, t0 )dx =
a(tn ) a(t0 )
(1.3)
a(t0 ) b(t0 ) b(tn ) b(t0 )
f (x, tn )dx+ f (x, tn )dx+ f (x, tn )dx f (x, t0 )dx.
a(tn ) a(t0 ) b(t0 ) a(t0 )
a(t ) b(t )
To evaluate the integrals a(tn0) f (x, tn )dx and b(t0n) f(x, tn )dx we apply
the mean formula (see theorem 22) and find:
a(t0 )
(1.4) f (x, tn )dx = f(cn , tn ) [a(t0 ) a(tn )]
a(tn )
and
b(tn )
(1.5) f(x, tn )dx = f (dn , tn )[b(tn ) b(t0 )],
b(t0 )
where cn is between a(tn ) and a(t0 ) and dn is between b(tn ) and b(t0 ).
Since functions a(t) and b(t) are continuous and tn t0 , we see that
the sequence {cn } converges to a(t0 ) and the sequence {dn } tends to
b(t0 ). Since f is a continuous function as a function of two variables,
we see that f (cn , tn ) f(a(t0 ), t0 ) and f(dn , tn ) f(b(t0 ), t0 ). But
a(t0 ) a(tn ) 0 and b(tn ) b(t0 ) 0, so that
a(t0 )
f (x, tn )dx f (a(t0 ), t0 ) 0 = 0
a(tn )
and
b(tn )
f (x, tn )dx f (b(t0 ), t0 ) 0 = 0.
b(t0 )
for any t J.
P. Let us fix t0 in J and let us evaluate the ratio
b0
I(t) I(t0 ) [f(x, t) f (x, t0 )] dx
= a0 .
t t0 t t0
For any fixed x in [a0 , b0 ] we define gx : [t, t0 ] R by gx () = f (x, ).
Here [t, t0 ] = [t, t0 ] if t t0 and [t, t0 ] = [t0 , t] if t0 t. Let us write
Lagranges formula for the function gx on the interval [t, t0 ] (i.e. we
must consider 2 cases, t t0 and t t0 respectively). In both cases
one has:
gx (t) gx (t0 ) = gx (cx,t )(t t0 ),
1. PROPER INTEGRALS WITH PARAMETERS 141
Since f
t
(x, cx,t ) is a new continuous function h(x, t) of two variables,
we can apply the continuity theorem 48 to the proper integral
b0 b0
f
(x, cx,t )dx = h(x, t)dx
a0 t a0
Since the sum and the product are commutative we see that the above
double sums are equal. Hence the numbers M1 and M2 can be well
approximate by the one and the same set of numbers of the form
n m
f( i , j )(tj tj1 )(xi xi1 ).
i=1 j=1
is called a Riemann double sum for the function f. If all this double
sums becomes closer and closer to a number I, we say that I is the
double integral of f on the rectangle D. Write I = f (x, t)dxdt.
D
2. IMPROPER INTEGRALS WITH PARAMETERS 147
p with p = 2), so the Cauchy criterion condition works, one has that
for any small > 0 there exists M > 0 such that if x , x > M we get
1
x
2 x u(u+1)
du < . Thus, since
x arctan tu x arctan tu x 1
du
du u(u + 1) du<
x u(u + 1) x 2 x u(u + 1)
x
we obtain that x arctan tu
u(u+1)
du < for any x , x > M. Hence
1
arctan tu arctan tu arctan tu
g(t) = du = du + du
0 u(u + 1) 0 u(u + 1) 1 u(u + 1)
is the uniform limit of f (x, t) relative to the parameter t.
T
54. (continuity theorem) Let f(x, t), f : K J R,
where K is a real interval and J is the domain of parameters t =
(t1 , t2 , ..., tn ), J Rn . Assume that f is continuous with respect to the
variable vector t and that f has a uniform limit g(t) at a limit point
b of K. Then g(t) = limf (x, t) is a continuous function of its vector
xb
variable t. Thus, for any fixed t0 J,
, -
(2.1) lim limf (x, t) = limf (x, t0 ).
tt0 xb xb
for any x Vb and for any t J. Now let us fix such an x0 Vb and
write again the inequality (2.2) for x = x0 :
(2.4)
|g(t) g(t0 )| |g(t) f(x0 , t)|+|f(x0 , t) f (x0 , t0 )|+|f(x0 , t0 ) g(t0 )| .
Since function t f (x0 , t) is continuous at t0 , there is a small real
number > 0 such that if t t0 < , we get
(2.5) |f (x0 , t) f(x0 , t0 )| < .
3
Let us use the three inequalities (2.3) and (2.5) in the evaluation (2.4)
to finally obtain:
|g(t) g(t0 )| <
for any t J with t t0 < . But this exactly means the continuity
of the function g at t0 .
arctan tu
E 56. Let us take the function g(t) = 0 u(u+1) du (this
is an improper integral with a parameter x t, seetuthe definition bellow)
obtained as a uniform limit of f(x, t) = 0 arctan u(u+1)
du when x and
let us compute
arctan tu
limg(t) = lim du.
t0 t0 0 u(u + 1)
Since g is continuous (see the last theorem above), we can write 0 =
g(0) = limg(t). Thus this limit is equal to 0. We simply put x = 0
t0
under the integral sign. But, we must be very careful and not to do this
before you did not prove that the limit is uniform!
With the supplementary condition that f (x, t) has a finite limit at
a limit point t0 of J, one can extend formula (2.1) for this more general
case. For instance, if a > 0, then
arctan tu arctan a
lim du = du = ln .
t a u(u + 1) a u(u + 1) 2 a+1
(What happens when a 0?).
The above theorem is sometimes used to decide if a limit is uniform
or not. For instance, take f(x, t) = tx , where x R and t (0, 1]. If
g(t) = lim f (x, t), it it easy to see that
x
0, if t < 1
g(t) = .
1, if t = 1
Since this function in not a continuous function, the above limit cannot
be uniform with respect to the parameter t. This is also a counterex-
ample to the fact that the hypothesis on limit to be a uniform one is
necessary.
2. IMPROPER INTEGRALS WITH PARAMETERS 151
T
55. (integration theorem)Let K and J be real intervals,
let b be a limit point of K and let f : K J R, f (x, t), be a function
which has a uniform limit g(t) at b, relative to the parameter t. Assume
that [a, c] is an interval contained in J and that f is continuous with
respect to t on [a, c]. Then g is integrable on [a, c] and
c c
(2.6) g(t)dt = lim f(x, t)dt,
a xb a
or
c c
(2.7) lim f (x, t)dt = limf (x, t)dt.
xb a a xb
b
f
(2.8) I (t) = (x, t)dx a (t)f (a(t), t),
a(t) t
for any t J (Leibniz formula).
154 4. INTEGRALS WITH PARAMETERS
b
e) (Weierstrass test) Let I(t) = a f (x, t)dx, a R, be an improper
integral with a parameter t and with singularity b. If there exists a
function s(x), s : K R such that |f (x, t)| s(x) for any x K,
b
t J and if the improper integral a s(x)dx is convergent, then I(t) is
uniformly convergent.
P. Let us prove for instance Leibniz formula d).
x b
Let F (x, t) = a(t) f (u, t)du. Since the integral I(t) = a(t) f (x, t)dx
is convergent, the function F (x, t) has as a limit at b, exactly the func-
b
tion I(t). Since the integral H(t) = a(t) f t
(x, t)dx is uniformly conver-
x f
gent, the function L(x, t) = a(t) t (u, t)du has as a uniform limit the
function H(t). Applying theorem 56 we get that
x
F f
I (t) = lim (x, t) = lim (u, t)du a (t)f(a(t), t) =
xb t xb a(t) t
b
f
= (x, t)du a (t)f (a(t), t).
a(t) t
x
Here we just applied Leibniz formula for the proper integral a(t) f(u, t)du
with parameter t.
Let us prove now Weierstrass test e). In order to prove that the
b
improper integral I(t) = a f(x, t)dx with parameter t is uniformly
convergent, we use Cauchy criterion a) of the same theorem. Let > 0
be a small real number and let Vb be a neighborhood of b in K such
x
that for any x , x Vb one has x s(x)dx < (here we used the
b
fact that the improper integral a s(x)dx is convergent). Since
x
x x
f (x, t)dx |f(x, t)| dx s(x)dx < ,
x x x
x
we finally derive that x f (x, t)dx < for any x , x Vb . Applying
again the Cauchy criterion a), we get that the integral I(t) is uniformly
convergent.
Let us use Leibniz formula d) of this last theorem (for improper in-
tegrals with a parameter) to compute the integral I(t) = 0 arctan tx
x(1+x2 )
dx,
t > 0. We can easily see that this integral is uniformly convergent (for
applying Leibniz formula this is not necessarily!). To see this we write
arctan tx 1
x(1 + x2 ) 2 x(1 + x2 ) .
2. IMPROPER INTEGRALS WITH PARAMETERS 155
1
Since the improper integral 2 1 x(1+x 2 ) dx is convergent (apply p-
test with p = 3), Weierstrass test e) in the above theorem says that
arctan tx
1 x(1+x2 )
dx is uniformly convergent. Since lim arctan tx
2 = t, the in-
x0 x(1+x )
1 arctan tx
tegral 0 x(1+x2 ) dx is a proper integral. It is easy to see that a sum
between a proper integral and an uniformly convergent improper in-
tegral is also an uniformly convergent improper integral (prove this!).
Thus
1
arctan tx arctan tx arctan tx
I(t) = 2
dx = 2
dx + dx
0 x(1 + x ) 0 x(1 + x ) 1 x(1 + x2 )
is an uniformly convergent integral. We also need that the integral
arctan tx 1
H(t) = 2
dx = dx
0 t x(1 + x ) 0 (1 + x )(1 + t2 x2 )
2
1 1
(1 + x2 )(1 + t2 x2 ) 1 + x2
1
and since 1 (1+x 2 ) dx is convergent (test p for p = 2), applying again
1
Weierstrass test e) we get that 1 (1+x2 )(1+t 2 x2 ) dx is uniformly conver-
But
1 1 1 t2 1
2 2 2
= 2
2
(1 + x )(1 + t x ) 1t 1+x 1 t 1 + t2 x2
2
1 t 1
= 2
arctan x|0 2
arctan tx | 0 = .
1t 1t 21+t
156 4. INTEGRALS WITH PARAMETERS
for any x , x > M. Thus, the Weierstrass test e) tells us that the
integral I(t) = 1 sinx2tx dx is uniformly convergent.
Now we give some applications to the effective computation of some
classes of integrals with parameters.
E 57. Let us compute the value of the following integral
with two parameters and :
x2 2
e ex
(2.9) I(, ) = dx, , > 0.
0 x
Since
2 2 2 2
ex ex 0 2xex 2xex
lim = = lim = 0,
x0 x 0 x0 1
for any fixed and , the integral has only b = as a singularity.
Considering successively I(, ) as an integral with a parameter and
then, with a parameter respectively, we can apply Leibniz formula
separately for and respectively. Let us prove the simple convergence
of I(, ). Since
x2 x2
2e 2e
lim x = 0, lim x = 0,
x x x x
if , > 0, the p-test with p = 2 gives us the simple convergence of
I(, ). We need now the uniform convergence of
2 2
I ex ex 2
= dx = xex dx.
0 x 0
2. IMPROPER INTEGRALS WITH PARAMETERS 157
For any fixed 1 > 0, this last integral is uniformly convergent on the
interval J = [1 , ). Indeed,
x2 2 2
xe = xex xe1 x
2
and 0 xe1 x dx is convergent (apply test p for p = 2), thus applying
again
Weierstrass test e) of theorem 57 we obtain that the integral
x2
0 xe dx is uniformly convergent w.r.t. . In the same way we
can prove that the integral
2 2
I ex ex 2
= dx = xex dx
0 x 0
type [, ) and not on the entire interval (0, ). We shall prove now
that the integral
cos ax cos bx b
I(a, b) = dx = ln
0 x a
is not uniformly convergent w.r.t. a and b (simultaneously), where
a, b (0, ). Suppose it is uniformly convergent. Applying theorem 57
1
b) we get for a = 2n , b = n1 and n that 0 = ln 2, a contradiction!
Thus our integral cannot be uniformly convergent on (0, ). It is an
open problem for me if this integral is uniformly convergent on any
interval of the type [, ), where > 0. But on intervals of the type
[, M ], 0 < < M ? These informations could not help us to compute
the integral by Leibniz formula because the integral
cos ax cos bx
dx = sin axdx
0 a x 0
is not convergent!
E 58. (Dirichlets integral) The following integral with a
parameter ,
sin x
I() = dx
0 x
is very useful in different branches of science and technique. It was
considered for the first time by the great German mathematician Jo-
hann Peter Gustave Lejeune Dirichlet in the XIX-th century. To prove
its existence, for any fixed , he invented the Dirichlet test (see the-
orem 39). In example 49 we just proved its simple convergence. In
order to compute it we need it to be uniformly convergent. Even we
had succeeded to prove such thing, Leibniz formula leads us to compute
sin x
dx = cos xdx,
0 x 0
sin 5x sin2 5u 2 1
I= 2
dx = lim 2
du = lim sin 5u du =
0 x x 0 u x 0 u
x x
1 sin 5u cos 5u
(2.20) 2
lim sin 5u 10 du .
x u 0 0 u
Since
sin2 5u sin 5u
lim = 5lim lim sin 5u = 5 1 0 = 0,
u0 u u0 5u u0
2
1 x sin2 5x
x sin 5u cos 5u x sin 10u
sin 5u u 0 = x and 10 0 u
du = 5 0 u
du. Thus the
value of I from (2.20) becomes
sin2 5x sin 10u
I = lim 5 du.
x x 0 u
sin2 5x
Since x x1 , we find that the limit is equal to 0. Looking at the
Dirichlets integral we see that 0 sinu10u du = 2 (here = 10). Thus,
I = 5
2
.
Let us integrate this last equality with respect to u and then let us change
the order of integration (see Fubinis theorem for improper integrals,
theorem 57 c); verify the uniform convergence!):
u2 2 u2 2 2
J e du = J = ue du eu t dt =
0 0 0
u2 (t2 +1) 1 (1+t2 )u2
= e u du dt = e dt =
0 0 0 2(t2 + 1) 0
1 1 1
= 2
dt = arctan t |
0 = .
2 0 1+t 2 4
164 4. INTEGRALS WITH PARAMETERS
Hence
x2
(2.21) J= e dx =
0 2
If we put x = tu, u being a new variable ant t > 0 a parameter, we
get
tu2 1
(2.22) e du = .
0 t 2
E 60. (Fresnels
integrals) The following integrals I1 =
0
sin x dx and I2 = 0 cos x2 dx are called Fresnels integrals. Let
2
fractions. Since
2
t4 + 1 = t2 + 1 2t2 = (t2 + 1 t 2)(t2 + 1 + t 2),
we get
1 At + B Ct + D
4
= + ,
1+t 2
t +1t 2 t +1+t 2 2
where A = 21 2 , C = 21 2 , B = D = 12 . Hence
1 A (2t 2) A + 2B 1
dt = dt + dt+
1 + t4 2 t2 + 1 t 2 2 t2 + 1 t 2
C (2t + 2) B 2C 1
+ dt + dt =
2 t2 + 1 + t 2 2 t2 + 1 + t 2
1 t2 + 1 + t 2 1 1 1
= ln 2 d t +
4 2 t2 + 1 t 2 4 t 12 + 12 2
1 1 1 1 t2 + 1 + t 2
+ 2 d t+ = ln +
4 2 4 2 t2 + 1 t 2
t + 12 + 12
1 1
+ 2 tan1 ( 2t 1) + 2 tan1 ( 2t + 1).
4 4
166 4. INTEGRALS WITH PARAMETERS
Thus,
,
1 2 -
4
dt = 0 + + + = .
0 1+t 4 2 4 2 4 2 2
1 1
Finally, I1 = 22 = 2 2 . We leave as an exercise for the reader
to prove that I2 = 0 cos x2 dx is also 12 2 .
R 19. Sometimes we meet the following situation. Let K be
an interval [a, b] in R {} and let J = [t0 , T ] be an interval in R
{} such that t0 R. Let f (x, t) be a function of two variables defined
b
on K J such that it is of class C 1 on K J. Let I(t) = a f (x, t)dx be
an improper integral with a parameter t with a or b, or both of them as
its unique singular points. Assume that for any > 0, < T t0 , the
b
integrals I(t) and L(t) = a f t
(x, t)dx are uniformly convergent w.r.t.
b
t on [t0 + , T ]. We also assume that I(t0 ) = a f (x, t0 )dx is convergent
b
and that L(t) = a f t
(x, t)dx is bounded in any neighborhood [t0 , t0 +
b
] of t0 . Then the function t I(t) = a f (x, t)dx is well defined
on [t0 , ) and it is continuous on this interval. Indeed, since I(t)
is uniformly convergent on any interval of the type [t0 + , T ] it is
continuous on (t0 , T ] (see theorem 57 b)). Now we prove that we can
"extend by continuity" this continuous function I(t), t (t0 , T ] to the
b
entire interval [t0 , T ] by putting I(t0 ) = a f (x, t0 )dx. Thus we want
to prove the continuity of I at t0 in [t0 , T ]. Take a sequence {tn }n1 ,
tn (t0 , T ] and tn t0 . Let us evaluate the difference I(tn ) I(t0 ),
when n . For any fixed x (a, b), let us apply Lagrange formula
for the function t f(x, t) on the interval [t0 , tn ] :
f
f(x, tn ) f (x, t0 ) = (x, cx,tn )(tn t0 ),
t
where cx,tn [t0 , tn ]. Thus,
b b
f
I(tn ) I(t0 ) = [f (x, tn ) f(x, t0 )] dx = (tn t0 ) (x, cx,tn )dx
a a t
b
is convergent to 0 when n because a f t
(x, cx,tn )dx is bounded
around the point t0 . Hence I(t) is also continuous at t = t0 .
For instance, let I(t) = 0 sinx x etx dx, t [0, ). It is not difficult
to prove that all conditions which appears in remark 19 are satisfied
for t0 =0. Thus we can say that I is also continuous at t = 0. Its value
I(0) = 0 sinx x dx = 2 (see Dirichlets integral 2.19).
E 61. Let us study and compute the following integral
3. EULERS FUNCTIONS GAMMA AND BETA 167
1 x x
I(, ) = 0 ln x
dx,
, > 1. For this let us formally write
1 1
x 1 x 1
I(, ) = dx dx.
0 ln x 0 ln x
It is sufficient to prove that any of this last two integrals are proper
integrals (do it!). Thus I(, ) is a proper integral and
1 1
1
x x t t
dx = x dt dx = x dx dt =
0 ln x 0 0
1
xt+1 1 +1
= dt = dt = ln .
t+1 0 t+1 +1
Here we just applied Fubini theorem 52, because all integrals which
appear can be considered proper integrals.
(k) (k)
(k) (x) = 1 (x) + 2 (x),
where 1
(k)
1 (x) = tx1 (ln t)k et dt
0
and
(k)
2 (x) = tx1 (ln t)k et dt.
1
If we could prove that these two last improper integrals with parameter
x are uniformly convergent on [, M ], their sum (k) (x) would also be
(k)
uniformly convergent on the same interval. Let us start with 1 (x). It
is an improper integral of the second type with a singular point t = 0.
Since
k
x1 1
t (ln t) e t |ln t| e = t
k t 1 k t 1
ln et ,
t
applying Weierstrass test e) of theorem 57, it will be enough to prove
1 k
the convergence of the integral 0 t1 ln 1t et dt. We can assume
that is sufficiently small (we prove the uniform convergence on a
larger interval if we diminish !), for instance that 0 < < 1. Let us fix
now a number q such that 0 < q < 1, q + 1 > 0 and another small
number with 0 < < q1+ k
. We did this such that the following limit
to be 0!
k 1 k
1 ln
(3.3) lim tq t1 ln et = lim tq t1 tk tk .
t0,t>0 t t0,t>0 1
t
for any x (0, M ] because the quantity on the left goes to when x
becomes closer and closer to 0 (see formula (3.4)).
The second problem: 2) Is our integral (x) = 0 tx1 et dt uni-
formly convergent on an interval of the type [M, ), where M > 0?
The answer is also no. Indeed, for any fixed N > 1,
x1 t x1
t e dt N et dt = N x1 eN ,
N N
170 4. INTEGRALS WITH PARAMETERS
= tx1 et |
0 +(x 1) tx2 et dt = (x 1)(x 1)
0
or
(3.5) (x) = (x 1)(x 1)
for any x > 1.
3. EULERS FUNCTIONS GAMMA AND BETA 171
1 3 1 1 (2n 1)(2n 3)...1
M2n = n n ... ( ) = n1
.
2 2 2 2 2 2
Let us give some information in order to sketch the graphic of (x)
(see Fig.1)
T
61. (derivatives and graphic for (x)) Gamma function
(x) = 0 tx1 et dt, x (0, ) has the following additional proper-
ties:
1) (x) > 0, i.e. the graphic of is a convex one (keep water!-see
Fig.1)
2) has a unique local extremum point, namely a minimum point
xmin (1, 2) (see Fig.1)
3) Oy-axis is a vertical asymptote (see Fig.1)
4) lim (x) = . Moreover, (x) , whenever x as fast
x
as n! , when n (see Fig.1).
P. 1) Formula (3.2) implies (x) = 0 tx1 (ln t)2 et dt > 0
for any x (0, ). Thus the function (x) is convex.
2) Since (1) = (2) = 1 (see theorem 60), Rolles theorem (see for
instance [Po], Th.36) says that there exists a point xmin (1, 2) such
that (xmin ) = 0. Since (x) > 0, xmin is a point of minimum for .
It is the unique extremum point for . Otherwise, if there was another
one z = xmin , then (z) = 0 (Fermats theorem-see for instance [Po],
Th.35). Applying Rolles theorem to the function (x) on the interval
with ends z and xmin respectively, we would find a point y in this last
interval such that (y) = 0, a contradiction, because (x) > 0 for
any x (0, ). Thus xmin is the unique extremum point for .
3) Let us compute
(x + 1) 1
lim (x) = lim = = .
x0,x>0 x0,x>0 x +0
Here we just used the recurrence formula (x+1) = x(x) (see theorem
60) and the continuity of (see theorem 59).
4) The continuity of , just used above, and the basic formula
(n) = (n 1)! implies that
lim (x) = lim (n) = lim (n 1)! = .
x n n
3. EULERS FUNCTIONS GAMMA AND BETA 173
F 1
point (x0 , y0 ) (0, ) (0, ) and let us choose p0 , q0 > 0 such that
x0 > p0 and y0 > q0 . Thus, (x0 , y0 ) [p0 , ) [q0 , ) and, since the
beta function B(x, y) is uniformly convergent on [p0 , )[q0 , ), from
theorem 57 b) and d), applied to B0 (x, y) and to B1 (x, y) separately,
we see that B(x, y) is continuous, differentiable and even of class C
on (0, ) (0, ) (work slowly everything!).
In the following result we put together the main properties of the
function beta.
3. EULERS FUNCTIONS GAMMA AND BETA 175
F 2
1
T
63. Let B(x, y) = 0 tx1 (1 t)y1 dt, x > 0, y > 0 be
the beta function. Then
1) B(x, y) = B(y, x) (symmetry).
y
2) B(x, y + 1) = x+y B(x, y) (reduction formula).
x
3) B(x + 1, y) = x+y B(x, y) (reduction formula).
ux1
4) B(x, y) = 0 (1+u) x+y du.
uy1
5) B(x, y) = 0 (1+u)x+y du.
6) B(x, y) = (x)(y)
(x+y)
(-reduction). This formula reduces the com-
putations with function
B to computations with function .
2x1
7) B(x, y) = 2 0 sin
2
u cos2y1 udu (the trigonometric expres-
sion).
P. First of all we want to remark that all the following com-
putations are made in fact with proper integrals, then we take limits
to obtain the improper integrals formulations. But we omit to specify
this and we directly work with the improper form! Let us use this
extremely excessive method only to prove 1).
B(x, y) = lim tx1 (1 t)y1 dt =
0,1
1
u=1t
= lim (1 u)x1 uy1 du =
0,1 1
176 4. INTEGRALS WITH PARAMETERS
1
= uy1 (1 u)x1 du = B(y, x).
0
2)
1 1 x
x1 y t
B(x, y + 1) = t (1 t) dt = (1 t)y dt =
0 0 x
x
1
t y 1 x
y y1 y 1 x1
= (1 t) + t (1t) dt = t (1+t1)(1t)y1 dt =
x 0 x 0 x 0
1 1
y y y y
tx1 (1 t)y1 dt tx1 (1 t)y dt = B(x, y) B(x, y + 1).
x 0 x 0 x x
Thus , y- y
1+ B(x, y + 1) = B(x, y),
x x
or
y
B(x, y + 1) = B(x, y).
x+y
3) We use now 1), 2) and again 1) to prove 3):
x x
B(x + 1, y) = B(y, x + 1) = B(y, x) = B(x, y).
x+y x+y
1
4) In B(x, y) = 0 tx1 (1t)y1 dt let us make the change of variable
u
t = 1+u =
u 1
t= =1 .
1+u 1+u
We simply get
x1
y1
u 1 1 ux1
B(x, y) = du = du.
0 1+u 1+u (1 + u)2 0 (1 + u)x+y
5) If in the formula 4) we use the symmetry 1) we get:
uy1
B(x, y) = B(y, x) = du,
0 (1 + u)y+x
i.e. formula 5).
6) In formula
(p)
(3.8) y p1 ety dy = , t > 0, p > 0.
0 tp
of theorem 60 9) we simply put t + 1 instead of t and p + q instead of
p (here q > 0). We get:
(p + q)
= y p+q1 e(t+1)y dy.
(t + 1)p 0
3. EULERS FUNCTIONS GAMMA AND BETA 177
Let us multiply this last equality by tp1 and then let us integrate the
obtained result with respect to t from 0 up to :
tp1 p1 p+q1 (t+1)y
(3.9) (p + q) dt = t y e dy dt.
0 (t + 1)p+q 0 0
It is not so difficult to verify the conditions of theorem 57 c) and apply
Fubinis result, i.e. we change the order of integration in the equal-
tp1
ity (3.9). Moreover, we also use formula 0 (t+1) p+q dt = B(p, q) just
obtained in 4):
p+q1 y p1 ty
(p + q)B(p, q) = y e t e dt dy.
0 0
We use again formula (3.8) with t instead of y and y instead of t to
compute the brackets inside the right side of the last equality:
(p)
(p + q)B(p, q) = y p+q1 ey p dy =
0 y
= (p) y q1 ey dy = (p)(q),
0
or
(p)(q)
B(p, q) = .
(p + q)
1
7) In the definition formula B(x, y) = 0 tx1 (1 t)y1 dt of the
function beta let us put t = sin2 u :
2
B(x, y) = sin2x2 u cos2y2 u 2 sin u cos udu =
0
2
=2 sin2x1 u cos2y1 udu.
0
The function beta is useful in the computation of some types of
7
integrals. For instance, let us compute I = 0 sin x 4 cos xdx. It is
2
5 3 ( 5 )( 3 ) 1
( 1 ) ( 34 )
J = B( , ) = 45 34 = 4 4 .
4 4 ( 4 + 4 ) 1
1
Let us use the complementaries
formula 7) of
theorem 60 for x = 4
and
1 3 2 2
find ( 4 ) ( 4 ) = sin = 2 . Hence J = 8 .
4
E 63. Another important integrals are I1 (m) = 02 sinm xdx
and I2 (m) = 02 cosm xdx. Let us compute I1 (m) (here m is a natural
number).
1
2
m 1 m+1 1 1 m+1 ( )
I1 (m) = sin xdx = B , = m+2 2 .
2
0 2 2 2 2 2
If m = 2k (even), then
2
1 (k + 12 )( 12 ) 1 (k 12 )(k 32 )... 12 ( 12 )
I1 (2k) = = =
2 (k + 1) 2 k!
1 3 5 ... (2k 1)
= .
2k+1 k!
If m = 2k + 1 (odd), then
1 (k + 1)( 12 ) 1 k!( 12 )
I1 (2k + 1) = = =
2 (k + 1 + 12 ) 2 (k + 12 )(k 12 )(k 32 )... 12 ( 12 )
2k k!
= .
1 3 5 ... (2k + 1)
We leave as an exercise to the reader to compute I2 (m).
E 64. ("Traian Lalescu" national contest, 2006, Romania)
b
Let us compute Jn = a (x a)n (b x)n dx. First of all let us change
the variable x with u = x a. Thus,
ba ba
n
n n n n u
Jn = u (b a u) du = (b a) u 1 du.
0 0 ba
u
Let us change again the variable u with t = ba . Hence
1
Jn = (b a) 2n+1
tn (1 t)n dt = (b a)2n+1 B(n + 1, n + 1) =
0
(n + 1)(n + 1) (n!)2
= (b a)2n+1 = (b a)2n+1 .
(2n + 2) (2n + 1)!
4. PROBLEMS AND EXERCISES 179
many times);
1 2 x2 )
d) 0 ln(1
x 2 1x2 dx, || < 1;
e) 0 ln(1+sin a cos x)
dx;
eax ebx
cos x
f) 0 dx, a > 0, b > 0;
eaxxebx
g) 0 x
sin(mx)dx, a, b > 0;
1+a
h) 02 ln 1a cos x cos1 x dx, |a| < 1.
cos x
6. Prove that the famous Bessels function Jn (x) = 2 0 cos(nt
x sin t)dt, n = 0, 1, 2, ... , is a solution of the ordinary differential equa-
tion (Bessels equation): x2 y + xy + (x2 n2 )y = 0.
7. Compute:
sin x t2 x 2 x2 t2 x2 t3
e dt (tan1 t) dt e dt x e dt
a)lim 0tan x et2 dt ; b) lim 0 x2 +1 ; c)lim xx2 t2 ; d)lim sin
x+1 t2
e dt
.
x 0 x x0 x3
e dt x0 1
8. Use Dirichlets integral to compute:
2
3 4
a) 0 sinx x dx; b) 0 sinx x dx; c) 0 sinx2 x dx;
Hint: sin 3x = (sin x) (3 4 sin2 x); sin4 x = (1 cos2 x) sin2 x;
9. Use informations on Eulers gamma and beta functions to com-
pute:
180 4. INTEGRALS WITH PARAMETERS
1
a) 0 t 4 (1 + t)2 dt; b) 02 sin3 x cos5 xdx;
1 2 1
c) 02 sin3 x cos2 xdx; d) 0 x 3 (1 x) 3 dx;
2 2
e) 0 x6 ex dx; f) xn ex dx, n a natural number;
3 1
g) 0 ex dx; h) 0 t3 1 tdt;
1 1 1 x 1
i) 0 (1 x2 )10 dx; j) 0 1x 3 dx; k) 0 1+x 3 dx; l) 0 1+x3
dx;
dx 3 x
m) 0 (1+x2 )2 ; n) 0 1+x2 dx.
10) Compute:
2
t tx2
a) t e dx ; b) 04 ln(1+ttan x)dx, t 0; c) 02 ln(cos2 x+
t=1
2 sin2 x)dx (Hint:
Compute first of all I(t) = 0
2
ln(cos2 x+t sin2 x)dx,
then put t = 2);
x2
d) 0 1+x4 dx;
11) Prove that equality: 12 = implies equality:
n + 12 = 135...(2n1)n for any n N.
1 2 4
12) If A = 6 and B = 13 , compute 0 6 x(1 + x) 3 dx as
an expression of A and B.
13) Reduce to computations with function the following integral
2
sin10 x cos12 xdx.
0
14) Prove that the equality: 12 = implies the equality:
x2
0
e dx = 2 .
15) Prove that m = xf (x)dx and 2 = (x m)2 f (x)dx,
where
1 (xm)2
f (x) = e 22 ,
2
where > 0 and m is a fixed real number. This last function is called in
Statistics the probability function of the Gauss-Laplace distribution . It
models for instance the distribution of errors in a particular sequences
of random measurements. m is called the mean and 2 is called the
variance of this last distribution.
16) Compute I() = 0 ln(1+x) 1+x2
dx, || < 1 and then compute
0.5 ln(1+0.5x)
0 1+x2
dx.
CHAPTER 5
Line integrals
r (t) = (x1 (t), ..., xn (t)) is called the position vector of "the moving
point" M(x1 , x2 , ..., xn ) at the moment t". Such a deformation is also
called a parametric path in Rn because it is uniquely determined by the
n scalar functions x1 = x1 (t), ..., xn = xn (t), where t is called a pa-
rameter. A parametric representation (parametrization)of this path is
usually given in the following way:
x1 = x1 (t)
.
(1.1) . , t I.
.
x = x (t)
n n
F 1
F 2
C will be a finite union of simple curves Ci , i = 1, 2, ..., N, such that
Ci Cj = or a point for i = j.
F 3
Let us come back to the circle (1.2), but instead of the interval
[0, 2) we consider a new interval [, ); this means that we start to
go on the circle from M (R, 0), in the counterclockwise direction, up
to we come back to M. This is the same with changing the variable t
with a new one v = t K = [, ). The new parametrization in
the variable v is:
x(v) = R cos v
, t [0, 2).
y(v) = R sin v
Now we change the variable v K = [, ) with another one u
J = [, ) such that tan v2 = u. Thus, the new parametrization of
the same circle is:
2
x"(u) = R 1u
(1.4) 1+u
2u
2
, u [, ) R = R {}.
y"(u) = R 1+u 2
184 5. LINE INTEGRALS
q (u) =
r ((u)), i.e.
q =
r . Two paths
r and q which can be
obtained one from each other by a composition with a diffeomorphism
are called equivalent. We see that the images of all equivalent paths
are identical. Thus they give rise to one and the same curve. In the
Advanced Mathematics the notion of a curve is an abstract object,
namely the set of all equivalent parametric paths with a given one r.
In fact one works with a representative or with a representation of
such an object, namely with a particular parametric path. Here we do
not use such a sophisticated way to define a curve. We shall always
identify the abstract curve with the image of a parametric path which is
a representative of this curve. Thus a circle is an usual circle, a line is an
usual line, etc. But, we always have to fix a particular parametrization
of such a "curve" to work with. Instead of writing all the parameter
equations in (1.1) to define a parametric curve
r : I R, we simply
write the couple (I, r ) and say:"Let the curve (or the deformation)
(I,
r )", etc.
F 4
D 17. We say that the general wire (I = [a, b], r , f ) has
a mass H (a real number) if for any small positive real number > 0,
there exists a small positive real number (which depends on ) such
that |H S((I, r , f ); ; { i })| < for any division of [a, b] with
< and for any set of marking points { i }, i [ti1 , ti ]. This
is also equivalent to saying that H is a unique point with the follow-
ing property: "There exists a sequence of divisions {n }, n n+1
(the points of n are between the points of n+1 ) such that n 0
and the sequence {S((I, (n)
r , f ); n ; { i })} is convergent to H for any
(n)
choice of the set of marking points { i } for the division n . This num-
ber H is said to be the line (curvilinear) integral of the first type of the
function f on the curve C = r ([a, b]).It is denoted by C f (x, y, z)ds,
were ds is called the element of length, i.e. the length of a "small"
curvilinear arc [M
i1 Mi ] on C. If a wire (I = [a, b], r , f ) has a mass
H we also say that the line integral C f(x, y, z)ds exists and it is equal
to H. When f = 1, the mass H coincides with the length l(C). Thus,
in this last case,
the length exists (C is rectifiable-see definition 8) and
it is equal to C ds.
T
64. Let (I = [a, b]; r ; f ),
r (t) = (x(t), y(t), z(t), be
a
smooth wire with f a continuous function. Then the line integral
C
f (x, y, z)ds of the first type exists (the mass of the wire exists) and
1. THE MASS OF A WIRE. LINE INTEGRALS OF THE FIRST TYPE. 187
n
f (x( i ), y( i ), z( i ))
i=1
[x(ti ) x(ti1 )]2 + [y(ti ) y(ti1 )]2 + [z(ti ) z(ti1 )]2 .
n
= f (x( i ), y( i ), z( i ))
i=1
x2 (ci )(ti ti1 )2 + y 2 (di )(ti ti1 )2 + z 2 (ei )(ti ti1 )2 ,
where ci , di , ei [ti1 , ti ] (we applied Lagrange formula for each func-
tions x(t), y(t) and z(t) on the intervals [ti1 , ti ]). Since the curve
C is of class C 1 on [a, b], functions x (t), y (t) and z (t) are continu-
ous, so that we can use freely the approximations: x2 (ci ) x ( i ),
y 2 (di ) y ( i ), z 2 (ei ) z ( i ). Thus, our last Riemann sum becomes:
(1.7) S((I, r , f ); ; { })
i
n
f (x( i ), y( i ), z( i )) x2 ( i ) + y 2 ( i ) + z 2 ( i )(ti ti1 ).
i=1
The approximation here is better and better if the norm of the di-
visions is smaller and smaller. Hence these Riemann sums have
a unique limit point H if and only if the sums on the right in for-
mula (1.7) have such a point H. But the sums on the right are noth-
ing
b else than Riemann sums for the usual definite Riemann integral
a
f (x(t), y(t), z(t)) x2 (t) + y 2 (t) + z 2 (t)dt. Thus, finally, this last
integral exists and it is equal to H. Hence H exists and the formula
(1.6) is true.
188 5. LINE INTEGRALS
F 5
F 6
. = 4
length([AB]) . ds = dt =
[AB] 0 4
Now, the length of [OA] is obviously 1 and the perimeter of the frame
is equal to 1 + 4 + 1 = 2 + 4 .
b) Since
mass[OABO] = mass[OA] + mass[AB] . + mass[OB] =
2 2 2 2
= (x + y )ds + (x + y )ds + (x2 + y 2 )ds =
[OB]
[AB] [OA]
1
1
2 4
2 2 2 2
= (t + t ) 2dt + (cos t + sin t)dt + (t2 + 02 )dt =
0 0 0
1 1 2
= + + = + .
3 4 3 3 4
c) First of all let us explain some formulas in connection with the mass
. By
centre. Let G(xG , yG ) be the mass centre of the loaded arc [AB].
definition, if we concentrate the entire mass of the arc in the point G,
both static moments with respect to axes of this last obtained system is
equal to static moments with respect to axes of the initial arc. If one
1. THE MASS OF A WIRE. LINE INTEGRALS OF THE FIRST TYPE. 191
and
yG f (x, y)ds = yf(x, y)ds.
[AB]
[AB]
Hence
[AB]
xf (x, y)ds [AB] yf (x, y)ds
(1.14) xG = , yG = .
[AB]
f (x, y)ds
[AB]
f(x, y)ds
Now we have to compute three line integrals. But the mass was just
computed in b), mass = 4 . Let us compute the line integrals which
appear at the numerators:
xf (x, y)ds = x(x2 + y 2 )ds =
[AB]
[AB]
4 1
= cos t(cos2 t + sin2 t)dt = sin t |04 = .
2
0
yf (x, y)ds = y(x2 + y 2 )ds =
[AB]
[AB]
4 1
= sin t(cos2 t + sin2 t)dt = cos t |04 = 1 .
0 2
Hence
1
2 2 2 42 2
xG = = , yG =
.
4
d) Recall that the moment of inertia of a point M (x, y) loaded with a
mass m w.r.t. Oy-axis is equal to mx2 (here x is the distance from
M to Oy-axis). By a process of "globalization" i.e. of "integration"
(explain it like in the case of the mass centre!) we get
1 1
5 2
2 x 1
IOy = x2 f ds = t2 (t2 + t2 ) 2dt = 2 2 = .
[OB] 0 5 0 10
192 5. LINE INTEGRALS
Let us put together all the formulas which give us the coordinates
of mass centre of a space wire (I,
r , f ), where
r (t) = (x(t), y(t), z(t)).
Let C be the support curve of this wire. Then,
C
xf ds C
yfds zf ds
(1.15) xG = ; yG = ; zG = C .
C
fds C
f ds C
f ds
Let now denote Ix , Iy , Iz the moments of inertia of the above wire w.r.t.
Ox-axis, Oy-axis and Oz-axis respectively. Let IO be the moment of
inertia of the same wire w.r.t. the origin O. Then
(1.16) Ix = (y + z )fds; Iy = (x2 + z 2 )f ds;
2 2
C C
Iz = (y 2 + x2 )f ds; IO = (x2 + y 2 + z 2 )f ds.
C C
Looking at the definition 17 and at the formula 1.5 we obtain that the
. [A
area (ABB A ) of the cylindrical surface bounded by [AB],
B ] and
the segments [AA ], [BB ] (see Fig.7) can be computed by using the
following formula:
(1.17) (ABB A ) = fds.
[AB]
F 7
E 68. Let us find the area of the surface which are a part
of the cylindrical surface with directrix curve the parabola y = 2x2 in
xOy-plane, generator lines parallel to Oz-axis, delimited by the xOy-
plane and the plane x + y + z = 10 (see Fig.8). Since z = 10 x y,
f(x, y) = 10xy in formula 1.17 and since x = t, y = 2t2 , t [1, 1]
we get:
is a parametrization of the curve [AOD],
1
= (10 x y)ds = (10 t 2t2 ) 1 + 16t2 dt.
[AOD] 1
Since the function g(t) = t 1 + 16t2 is an odd function
1 on
the symmet-
ric interval [1, 1] w.r.t. the origin O, one has that 1 t 1 + 16t2 dt =
194 5. LINE INTEGRALS
F 8
f (P )AB AB
, where f (P ) AB is the dot (scalar) product of the free
AB AB
vectors f (P ) and AB. Thus, if the length of the vector AB is very
small we can approximate the work of M on [AB] by the dot product
(2.1) f (P ) AB,
where P is a fixed point on [AB].
D 18. (orientation of an arc) Let us consider now a
with a parametrization x = x(t), y = y(t) and
smooth curve [AB]
is oriented or
z = z(t), t [a, b] (see Fig.9). We say that the arc [AB]
2. LINE INTEGRALS OF THE SECOND TYPE. 195
F 9
If the norm of the division is very small, since the curve [AB]
is smooth, the lengths of the subarcs [M i1 Mi ] are very small. Thus
we can approximate the work of a continuous field of forces F (x, y, z)
along the
= (P (x, y, z), Q(x, y, z), R(x, y, z)) defined on the curve [AB],
196 5. LINE INTEGRALS
n
(2.2) S( F , , { i }) = F (Pi ) Mi1 Mi ,
i=1
Mi1 Mi .
3 2
g : [a, b] R (or R ), let us assume that there exists a real num-
ber S with the following property: if > 0 is a small positive real
number, then there exists another small positive real number > 0
(depending
on ) such
that if is a division of [a, b], one has that
S S( F , , { i }) < . This (unique) number S will be denoted by
/ /
F d r or by P dx + Qdy + Rdz and it is called the line integral of
the second type of F or of the differential form = P dx + Qdy + Rdz
/
respectively. Here, formally, d r = (dx, dy, dz) and F d
r will be
interpreted as "the work" of the field of forces F along the oriented
curve (considered with the direct orientation), or "the circulation"
of the field of forces F along the oriented curve if the curve is
"closed" (
r (a) = r (b)). If we change the direct orientation with
the inverse one (write ) the line integral will have a minus in front
/ /
F d r = F d
def
of it, i.e. r . Moreover, if = N i=1 i is
a finite union of nonoverlaping (they have in common at most one
point) curves i , considered with the induced orientation of , then
/ /
N
F d r = i=1 F d
r (this is a consequence but I prefer to put
i
it in a definition!).
2. LINE INTEGRALS OF THE SECOND TYPE. 197
/
It is easy to see that the mapping F F d
r for a fixed curve
is a linear mapping. The basic problem is how to compute such a
/
line integral F d
r . The following theorem will clarify this question.
T
65. Let us consider again the above orientated smooth
with a parametrization x = x(t), y = y(t) and z = z(t),
curve [AB]
t [a, b], with a division of the interval [a, b],with its Riemann sum,
etc. (see Fig.9 and all the starting discussion). Then
/ b
(2.3) F dr = F (x(t), y(t), z(t))
r (t)dt,
a
[AB]
or
/
(2.4) F d
r =
[AB]
b
= [P (x(t), y(t), z(t))x (t) + Q(x(t), y(t), z(t))y (t)+
a
+R(x(t), y(t), z(t))z (t)]dt,
where
r (t) = (x(t), y(t), z(t)) = x(t) i + y(t) j + z(t) k .
P. First of all, in order to evaluate a Riemann sum of the
type (2.2), let us compute the dot product F (Pi ) Mi1 Mi .
F (Pi ) Mi1 Mi P (x( i ), y( i ), z( i )) [x(ti ) x(ti1 )] +
where ei [ti1 , ti ]. Since the norm is very small, i.e. the lengths
of intervals [ti1 , ti ] are small enough and since the functions x (t), y (t),
z (t) are continuous (the curve is of class C 1 being smooth), we can well
approximate x (ci ), y (di ) and z (ei ) with x ( i ), y ( i ) and with z ( i )
respectively (ci , di and ei are very close to i and the previous functions
are continuous!). Thus formula (2.5) can be rewritten as
F (Pi ) Mi1 Mi =
= [P (x( i ), y( i ), z( i ))x ( i ) + Q(x( i ), y( i ), z( i ))y ( i )](ti ti1 )+
+R(x( i ), y( i ), z( i ))z ( i )(ti ti1 ).
Thus, the Riemann sum S( F , , { i }) = ni=1 F (Pi ) Mi1 Mi can be
approximated with
n
[P (x( i ), y( i ), z( i ))x ( i ) + Q(x( i ), y( i ), z( i ))y ( i )+
i=1
E 69. Let F (x, y) = x2 i + xy j be a plane field of forces
(or, equivalently, let = x2 dx + xydy be a plane differential form of
order I) and let be the marked with arrows oriented curve in Fig.10
(the arrows indicate the orientation!)
F 10
/
. b) Compute
a) Find the work on the arc of the circle [BC]; F
[AB]
/
d
r ; c) Compute P dx + Qdy;
[CA]
d) Compute the circulation of the field F along the closed oriented
(like in Fig.10) curve [CABC]. Since our last curve is not smooth (it
has "corners"!) we must decompose it into 3 smooth nonoverlaping
[AB]
curves: [CA], and [BC] respectively and then to write (see defin-
ition 19):
/ / / /
(2.7) F dr = F dr + F dr + F dr.
[CABC]
[CA]
[AB]
[BC]
Let us find 3 separate parametrizations for the component curves [CA],
and [BC].
[AB]
x = 2 + (2)t
[CA] : , t [0, 1];
y = 0 + (1)t
200 5. LINE INTEGRALS
: x=0
[AB] , t [1, 2];
y=t
: x = 2 cos t
[BC] , t [0, ] ,
y = 2 sin t 2
i.e. t goes from to 0. Now we are ready to compute everything. a)
2
can be find as follows:
The work on the arc [BC]
/ /
F dr = P dx + Qdy =
[BC]
[BC]
2
= (2 cos t)2 (2 cos t) + (2 cos t)(2 sin t)(2 sin t) dt =
0
2
= 8 cos2 t sin t + cos2 t sin t dt = 0.
0
b)
/ 2
F d
r = 02 0 + 0 tdt = 0.
1
[AB]
c)
/ 1
7
P dx + Qdy = (2 2t)2 (2) + (2 2t)(t)(1) dt = .
0 3
[CA]
P. Since the second law of dynamics says that F = m
v , we
can apply formula (2.3) and successively write:
/ b b
W = F dr = F ( r (t)) v (t)dt = m v (t)
v (t)dt =
a a
b
b
v
v m 2
=m dt = |
v | = T (B) T (A).
a 2 2 a
R
/ 20. Maybe somebody asks what happens with a line in-
tegral F dr if we change the parametrization of the given curve
, i.e. if the parametric path r changes with an equivalent one r .
To preserve the initial orientation we must assume that the change of
variables : [a , b ] [a, b] is an increasing one, i.e. (t) > 0. Then,
r (t ) =
r ((t )) and dt = dtdt dt. Thus,
/ b
d r
F (r ) dr = F ( r ) dt =
a dt
b
d
r dt
= F ( r ((t )))
dt =
a dt dt
b /
= F ( r (t)) r (t)dt = F d
r.
a
Thus the value of the line integral does not change. It depends only on
the curve itself and not on its particular parametrization.
F 11
Indeed, let us find the general form of all the potential functions
U(x, y, z) of G :
U
x = 0
U
=0 .
Uy
z
= mg
Let us integrate the last equation w.r.t. z and put the constants which
appear only once:
U (x, y, z) = mgz + K(x, y),
where K(x, y) is a constant w.r.t. z but, in general, it can depend on x
and y because, in general, U may depend on x and y. Let us introduce
204 5. LINE INTEGRALS
K (x) = 0,
U (x, y, z) = mgz + K.
where U(x, y, z) is a /potential function (a primitive) of F .
b) In particular, F d
r does not depend on the curve which
/
connect the points A and B, i.e. the integral F d r does not depend
on path in D.
c) Another consequence is that two primitives U and V of F on D
differ one to each other by a constant only.
3. INDEPENDENCE ON PATH. CONSERVATIVE FIELDS 205
/ d) For any "closed" curve ( r (b) = r (a)) of D one has that
F d
r = 0. Conversely, if for any smooth closed curve of D we
/ /
have that F d r = 0, then F d
r does not depend on path in D.
F 12
Let us compute the circulation (or the work) of the plane field
F (x, y) = 2xy i + x2 j along the curve . Because the curve is a
union of 4 smooth distinct curves, we ought to find a parametrization
for each of them, compute 4 line integrals and then add the four ob-
tained numbers (see example 69). All of this may be very boring and
3. INDEPENDENCE ON PATH. CONSERVATIVE FIELDS 207
tiresome. The best method is to check first of all if the field is conserv-
ative or not. If we were lucky that the field to be conservative, then the
line integrals does not depend on path and we can choose a very easy
path which connect the starting and the end points of the arc. In our
case the arc is closed, so that the integral is zero. Let us check now if
our field is conservative or not. For this, let us try to find U (x, y) such
that
U U
= 2xy, and = x2 .
x y
We integrate the first equality w.r.t. x and find: U = x2 y+K(y). Let us
put this expression of U in the second equation and find: x2 + K (y) =
x2 . Thus, K (y) = 0 and K(y) is a constant K. Hence U (x, y) =
x2 y + K, where K is an arbitrary constant. Therefore our field is
conservative and, as a consequence, the given line integral is zero (see
theorem 67).
But, how to test if a field is conservative or not without direct
checking if a potential (primitive) function exists, like we did above?
We begin with the following remark.
T
68. Let F : D R3 ,
F (x, y, z) = (P (x, y, z), Q(x, y, z), R(x, y, z)) be a conservative field
of class C 1 on a space domain D. Then curl F = 0 , i.e. the field F
is an irrotational field. If F : D R2 , F (x, y) = (P (x, y, ), Q(x, y, )),
is a plane conservative field of class C 1 on a plane domain D, then
Q
x
= P
y
on D.
P. Let U(x, y, z) be a primitive function for the conservative
field
F (x, y, z) = (P (x, y, z), Q(x, y, z), R(x, y, z)).
Then x = P, U
U
y
= Q and U z
= R. We know that
R Q R P Q P
curl F = F = i j+ k.
y z x z x y
U U U
If here instead of P, Q, R we put ,
x y
and z
respectively, we get
R Q 2U 2U
y
z
=
yz
= 0 because U is a function of class C 2 (since
zy
P, Q, R are functions of class C 1 ) and we can apply Schwarz theorem
(see theorem 71, [Po]). Similarly we can easily show that Rx
P
z
=0
Q P
and x y = 0, i.e. curl F = 0 . In the plane field situation, we put
2U 2U
instead Q, U
y
and instead of P, Ux
, so that Q
x
= xy and P
y
= yx .
2U 2U Q P
Since u is of class C 2 , xy
= yx
, i.e. x
= y
.
208 5. LINE INTEGRALS
x Q y 2 x2 P
and Q = x2 +y 2
. It is easy to see that x
= (x2 +y2 )2
= y
but
/ 2
y x
2 dx + dy = [sin2 t + cos2 t]dt = 2 = 0.
x + y2 x2 + y 2 0
x2 +y2 =1
Hence F cannot be conservative on D (see theorem 67 d)).
/
This last remark is very useful in practice. Let us compute xdx +
ydy + zdz, where is the oriented path from Fig.13.
Since F = (x, y, z) is irrotational, i.e. curl F = 0 , the integral
does not depend on path and its value is U (1, 5, 3) U (0, 0, 0), where
U is a primitive of F . We know that such a primitive exists from the
last remark (D is the entire R2 so it is simple connected). Thus we can
directly compute it by integrating the system
U
x = x
U
y
=y .
U
z
=z
2 2 2
It is easy to see that x +y2 +z + K, where K is a constant, is the
general solution of this system (use the same idea like in the case of the
3. INDEPENDENCE ON PATH. CONSERVATIVE FIELDS 209
F 13
x2 +y 2 +z 2
gravitational field). Take U(x, y, z) = 2
and compute U(1, 5, 3)
U(0, 0, 0) = 35
2
. /
F d
When a line integral of the second type r does not depend
/
on path on a domain D, then instead of writing F dr , where
[AB]
. is a path in D which connects two points A and B of D, we
[AB]
/ B
simply write F d
r . To compute such an integral we can use a
A
primitive of F or we can use any arc of a piecewise smooth curve
included in D which connect A and
/ / BB in this order.
/ Namely, we write
B
F dr = U (B) U(A) or F d
r = F d
r . The usual
A A
choice for is a segment of a line or a finite union of segments of lines,
eventually parallel with the coordinate axes. For instance,
(3,0,2)
/ (3,1,2)
/
xdx + ydy + zdz = xdx + ydy + zdz+
(1,1,2) (1,1,2)
(3,0,2)
/ (3,02)
/
+ xdx + ydy + zdz + xdx + ydy + zdz =
(3,1,2) (3,0,2)
210 5. LINE INTEGRALS
3 0 2
3 0 2
x2 y 2 z 2 1 7
= xdx+ ydy + zdz = + + = 4 +0 = .
1 1 2 2 1 2 1 2 2 2 2
R 22. The idea coming from this last example can be gen-
eralized in order to construct a primitive for a conservative continuous
field F = (P, Q, R) on a domain D. In order to prove that a field F
is conservative on a simple connected domain, the best is to use the
criterion just described in remark 21 namely, to verify if curl F = 0
(in the space case), or to verify that Q
x
= Py
(in the plane case). Let
us describe an effective construction for such a primitive U (x, y) in the
plane case (for the space case the description is more tiresome). First
of all let us choose a fixed point M0 (x0 , y0 ) in D. The primitive U we
are going to construct will depend on the choice of this fixed point. We
just know that all the primitives of a given field differ one to each other
by a constant. Thus, such a primitive is completely determined by its
value at a point. In our case we shall determine the primitive U(x, y)
with the property: U(x0 , y0 ) = 0. Take now another point M(c, d) of
D and try to define the value of U at this "moving" point M. Let
[M0 M1 M2 ....M2n1 M2n ], M2n = M, be a polygonal line in D, which
connect M0 with M, such that the couples of segments
([M0 M1 ], [M1 M2 ]), ([M2 M3 ], [M3 M4 ]), ..., ([M2n2 M2n1 ], [M2n1 M2n ])
has the following property: in each couple ([M2j2 M2j1 ], [M2j1 M2j ]),
j = 1, 2, ..., n, the first segment [M2j2 M2j1 ] is parallel to Ox-axis and
the second [M2j1 M2j ] is parallel to Oy-axis. We start with the value of
U at M0 and shall find the value of it at M2 (we operate with the first
couple). Then we use the value of U at M2 and, by the same procedure,
we find the value of U at M4 and so on up to we succeed to find the
value of U at M2n = M. Hence we reduced everything in describing the
procedure only for the first couple ([M0 M1 ], [M1 M2 ]). More exactly, it is
sufficient to construct U (x, y) in a small open disc B(M0 , r) D, r >
0, with centre at M0 and radius r. Let P (s, u) B(M0 , r) and let the
couple of segments ([M0 P1 ], [P1 P ]) such that P1 (s, y0 ), i.e. the segment
[M0 P1 ] is parallel to Ox-axis and [P1 P ] is parallel to Oy-axis. It is
clear that the polygonal line [M0 P1 P ] is contained in the disc B(M0 , r),
i.e. it is contained in D too. Let us define now:
/P / /
U (s, u) = P dx + Qdy = P dx + Qdy + P dx + Qdy.
M0 [M0 P1 ] [P1 P ]
4. COMPUTING PLANE AREAS WITH LINE INTEGRALS 211
or
s u
(3.3) U(s, u) = P (x, y0 )dx + Q(s, y)dy.
x0 y0
We see that here we have integrals with parameters. Let us use the
conservativeness hypothesis of F = (P, Q) which implies Q x
= P
y
and the Leibniz formula (1.9), Ch.4, to compute (the existence is also
assured!) Us
(s, u) and U
u
(s, u) :
u u
U Q P
(s, u) = P (s, y0 ) + (s, y)dy = P (s, y0 ) + (s, y)dy =
s y0 s y0 y
F 14
b b
= g(x)dx f (x)dx = area(D).
a a
R 23. If the domain D is simple w.r.t. Oy-axis, i.e. if [c, d]
is the projection of D on Oy-axis and if y0 (c, d), then the straight
4. COMPUTING PLANE AREAS WITH LINE INTEGRALS 213
F 15
integral is zero (dx = 0). In general, these dividing curves can not be
always chosen to be segments parallel with the Oy-axis. Hence, these
/ /
last two equalities come from the general relation: F dr + F
d
r = 0. Let us use these observations to prove that formula (4.1) is
true even in the general case when the domain is not simple w.r.t. to
Ox-axis but it can be divided into a finite set of nonoverlaping simple
domains w.r.t. Ox-axis. Look at Fig.15 and follow the next reasoning:
/ / /
area(D) = area(D1 )+area(D2 )+area(D3 ) = ydx ydx ydx =
D1 D2 D3
/ / /
= [ ydx + ydx + ydx+
[A
4 A3 A2 ]
[A2 A6 ]
[A6 A4 ]
/ / / /
+ ydx + ydx + ydx + ydx] =
[A
6 A5 A4 ]
[A4 A6 ] [A
2 A1 A6 ]
[A6 A2 ]
/ / / /
ydx ydx ydx = ydx.
[A
4 A3 A2 ] [A
2 A1 A6 ] [A
6 A5 A4 ]
D
In this way we can extend all the formulas (4.1), (4.3) and (4.4) to the
case when the domain D has its boundary D a closed direct oriented
4. COMPUTING PLANE AREAS WITH LINE INTEGRALS 215
This last expression of the area does not depend on the origin O or
of the coordinate system. Thus, a very nice consequence of the vector
formula 4.5 is the following.
216 5. LINE INTEGRALS
T
70. Let A0 , A1 , ..., An1 , An = A0 and M be n+1 distinct
n1
points in a plane (P ). Then the quantity j=0 M Aj MAj+1 is a real
number which does not depend on M. Its absolute value is equal to two
times the area of the polygonal domain D bounded by the polygonal line
[A0 A1 ...An1 An].
R 25. Let D be a plane bounded domain with its boundary
D a "closed" piecewise smooth direct oriented curve. For a moving
point M on the oriented curve D we denote by
r = OM the po-
sition vector of M w.r.t. a fixed point O. Let us fix for a moment a
Cartesian plane frame {O; i , j } and the corresponding two axes Ox
and Oy. By d r we mean the vector dr = dx i + dy j which can be
conceived as a small difference
r r . If we compute r d
r we
obtain (xdy ydx) k , where k = i j is an orthogonal versor on
the plane (P ) in which D is. Its sense is closely connected with the
orientation of D by using the screw rule ({O; i , j , k } is a direct
Cartesian coordinate system: k = i j ). Thus formula (4.4) can
also be written:
/
1
(4.7) area(D) = (
r dr ) k.
2
D
Since this formula is independent on the coordinate system {O; i , j },
we see what is intuitively clear that the area does not depend on a
fixed coordinate system. This is why formula (4.7) is useful in many
applications.
F 16
F 17
f3 (t) k , t [0, 1], where
f1 (t) = a + (x a)t
f2 (t) = b + (y b)t , t [0, 1].
f3 (t) = c + (z c)t
T
71. Let D be a starred domain in R3 and let = P dx +
Qdy + Rdz be a closed differential form on D, i.e. P, Q, R are of class
C 1 and curl F = 0 on D. Then is exact on D, i.e. there exists a
scalar function U(x, y, z) defined on D, such that its partial derivatives
U U U
, ,
x y z
exist and U
x
= P, Uy
= Q and U
z
= R, i.e. U is a primitive
or a potential function for F . Here F is a field with components P, Q
and R.
P. Let A(a, b, c) be a centre of the starred domain D and let
M0 (x0 , y0 , z0 ) be an arbitrary moving point of D. Since D is starred and
A is a centre of it, the segment [AM0 ] is contained in D. We define:
/
U (x0 , y0 , z0 ) = P dx + Qdy + Rdz =
[AM0 ]
1
(5.1) = [P (f1 (t), f2 (t), f3 (t))(x0 a)+Q(f1 (t), f2 (t), f3 (t))(y0 b)+
0
+R(f1 (t), f2 (t), f3 (t))(z0 c)]dt.
Dont forget that
f1 (t) = a + (x0 a)t
f2 (t) = b + (y0 b)t , t [0, 1].
f (t) = c + (z c)t
3 0
The computations are easier in this case (do them!). Finally we get the
same function U defined on D (if A is fixed). For instance, let us use
this last idea to find a primitive of the form = yzdx + zxdy + xydz.
Since curl F = 0 , there exists a primitive (it is clear that D = R3 is
a starred domain) U(x, y, z). Let us fix a centre A(0, 1, 2) (see Fig.18)
F 18
and let us compute the value of U at B(3, 1, 3) :
A1/
(3,1,2) B(3,1,3)
/
U(3, 1, 3) = yzdx+zxdy +xydz + yzdx+zxdy +xydz =
A(0,1,2) A1 (3,1,2)
3 3
= 1 2 dx + 3 1 dz = 9.
0 2
220 5. LINE INTEGRALS
F 19
F : D R2 , F = (P, Q) be a plane field of class C 1 on D such that
P
y
= Q
x
on D. Then the field is conservative, i.e. there exists a scalar
function U (x, y) such that grad U = F , or Ux
= P and Uy
= Q. Our
above experience tells us that this function must be of the form:
/
(5.2) U(x, y) = P dx + Qdy,
7. Let A(a, 0), B(0, b), n = [AB], be the segment AB and let m =
2
. 2
[AB], be the arc of the ellipse xa2 + yb2 = 1 which connects A and B.
The metallic frame [AmBnA] is loaded with a density function f(x, y)
at the point M (x, y), which is three times the value of the projection
of M on the Ox-axis. Find its mass centre.
8. Let A(1, 1), B(1, 1) and [AOB] be the arc of the parabola x =
[AB] with the density function f (x, y) = x + 1
y 2 . The frame [AOB]
rotates around Ox-axis. Find its moment of inertia.
9. Let A(1,
1) and B(2, 0) be two points in the xOy-plane.
Find I = [OA][AB] (x + y 3 )ds.
3
10. Find C xyds,
where C is the square |x| + |y| = a > 0.
ds
11. Find I = C 2 2
, where C is the segment which connect
x +y +4
the points O(0, 0) and A(1, 2).
2 2
12. Find C xyds, where C is thecurve xa2 + yb2 = 1, x, y 0.
x = 2 cos t
ds
13. Find C x2 +y2 +z2 , where C : y = 2 sin t , t [0, 4].
z = bt
14. Find the length of the arc of a conic helix: x = 2et cos t,
y = 2et sin t, z = 2et , between O(0, 0, 0) and A(2, 0, 2).
15. Find the length and the mass centre of the arc of a cycloid:
x = a(t sin t)
, t [0, ].
y = a(1 cos t)
x2 y2
16. Find the mass of the ellipse-wire a2
+ b2
= 1 if its density
function is f(x, y) = |y| .
x = t2
17. Find C (x + y)ds, where C is the arc: y = 3t
, t [0, 1].
2
z = t3
18. Use Riemann sums to find the side area of the parabolic cylinder
y = 38 x2 , bounded by the planes z = 0, x = 0, z = x, y = 6.
/
19. Compute xdy, where C is the direct oriented (trigonometric
C
sense) curve which bounds the triangle realized by the coordinates axes
and the line x2 + y3 = 1.
/
20. Compute xydx + x2 dy, where C is the arc of the parabola
C
y = 4x2 between O(0, 0) and A(1, 4), clockwise oriented.
6. PROBLEMS AND EXERCISES 223
21. Find the work of the field F (x, y) = xy i + x2 j on the fol-
lowing oriented curves:
a) the rectangle frame [OABCO], where A(0, 1), B(2, 1) and C(2, 0).
The orientation is O A B C ).
b) the curve [OBAO], where [OB] and [AO] are segments of lines,
[BA] is an arc of a circle of radius 2, B(2, 0) and the angle (AOB) is
equal to 60 . The orientation is O B A O.
c) the triangle frame [ABCA], where A(1, 2), B(3, 4) and C(5, 1).
The orientation is A B C A.
d) the curve [OmAnO], where A(1, 1), [OmA] is the arc of the
parabola y = x2 and [AnO] is the arc of the parabola x = y 2 . The
orientation is/O A O.
22. Find F d r , where
r (t) = t i + t2 j + t3 k , t [0, 1] and
C
Double integrals
F 1
and {dj } are sets of marking points for x and y respectively. Thus
we can well approximate:
n m
def
(1.1) mass(D) f (ci , dj )area(Dij ) = Sf (x , y , {(ci , dj )})
i=1 j=1
These last formulas says that either we integrate f (x, y) w.r.t. y from
c to d and obtain a new function of x which is finally integrated from
a to b (the first equality), or we firstly integrate f (x, y) w.r.t. x from a
to b and obtain a new function of y which is finally integrated from c
to d (the second equality).
P. We preserve the above notation in the next considera-
b d
tions. Let J = f (x, y)dxdy, I1 = a c f(x, y)dy dx and I2 =
d b D
c a
f (x, y)dx dy. The number J exists because of theorem 73. The
d
integral I(x) = c f (x, y)dy is an integral with a parameter x. Thus
b
I1 = a I(x)dx and we can well approximate it with Riemann sums of
228 6. DOUBLE INTEGRALS
2 2 2 2
mass(D) = (x y + xy )dxdy = (x y + xy )dy dx =
0 1
D
2 1
1
2y
2
y 3 22
2
23 21 1
= x +x dx = x +x x x dx =
0 2 3 1 0 2 3 2 3
1
3
1
3 2 7 3x 7 x2 1 7 5
= x + x dx = + = + = .
0 2 3 2 3 3 2 0 2 6 3
The other variant of the formula is "easier" to work with.
2 1
2 2 2 2
(x y + xy )dxdy = (x y + xy )dx dy =
1 0
D
1. DOUBLE INTEGRALS ON RECTANGLES. 229
1 2
2
2
2
x3 x2 2 y y2 y y 3 5
y + y dy = + dy = + = .
1 3 2 0 1 3 2 6 6 1 3
a Riemann sum of function xf(x, y). Hence the theoretical static mo-
ment My of the lamina (D, f ) relative to Oy-axis can be computed by
the formula:
(1.5) My = xf (x, y)dxdy.
D
In the same manner we can deduce a formula for the static moment
Mx of the lamina (D, f ) w.r.t. Ox-axis:
(1.6) Mx = yf (x, y)dxdy.
D
The coordinates (xG , yG ) of the mass centre G of the lamina (D, f) are
defined such that if we concentrate the mass of D at the point G, then
both moments of this last system must coincide with the correspondent
global moments, i.e.
My = xf(x, y)dxdy = xG mass(D),
D
and
Mx = yf (x, y)dxdy = yG mass(D).
D
230 6. DOUBLE INTEGRALS
For instance, let us compute the mass centre of the square D = [1, 1]
[0, 2] with the density function f(x, y) = y. First of all let us remark
that D is symmetric w.r.t. Oy-axis. Moreover, the distribution of the
mass is symmetric w.r.t. the same axis: f (x, y) = f (x, y) = y. Thus,
G is on Oy-axis, i.e. xG = 0. In order to compute yG we need to
compute two integrals:
1 2
1
f (x, y)dxdy = ydxdy = ydy dx = 2 dx = 4
1 0 1
D D
and
1 2
1
2 2 8 16
yf (x, y)dxdy = y dxdy = y dy dx = dx = .
1 0 3 1 3
D D
16
Hence yG = 43 = 43 . We leave as an exercise to the reader to prove
that yG = 43 is the mass centre of the wire x = 0, y = t [0, 2],
with the same density function f (x, y) = y. Use your "static" feeling
to anticipate this result and to explain this feeling.
E 74. Let us deduce the moments of inertia IOx of a simple
rectangle D with density function f(x, y), when D moves around Ox-
axis. For a material point P (x, y) with a mass m, this moment of
inertia is equal to y 2 m, i.e. the mass m multiplied by the square of the
distance from P to the rotation axis Ox. Thus, we can well approximate
the moment of inertia of the rectangle Dij w.r.t. Ox-axis with the
quantity d2j f (ci , dj )area(Dij ). Thus the global moment of inertia of D
relative to Ox-axis can be well approximated by
n m
d2j f(ci , dj )(yj yj1 )(xi xi1 ) = Sy2 f (x , y , {(ci , dj )}).
i=1 j=1
2 3
IOy = x f (x, y)dxdy = x ydy dx =
0 0
D
1 1
1
3 1 1 1 1
x ydy dx = x3 dx = = .
0 0 2 0 2 4 8
Let us also compute IOx for the rectangle of figure Fig.2. Whenever
we have no density function given, we consider it to be the constant
function f(x, y) = 1.
F 2
Thus we have:
1
2
1
2
1
y 3 4
IOx = y dxdy = y dx dy = 2 = .
1 1 3 1 3
D
E 75. We also can compute the volume of some type of
3D-domaine called rectangular cylindrical solids. In Fig.3
232 6. DOUBLE INTEGRALS
F 3
n
m
f(ci , dj )(yj yj1 )(xi xi1 ),
i=1 j=1
vol = f (x, y)dxdy.
2. DOUBLE INTEGRALS ON AN ARBITRARY BOUNDED DOMAIN 233
When f (x, y) has also negative values, we can use the more general
formula:
(1.10) vol = |f (x, y)| dxdy.
For instance, in Fig.4 we have a rectangular cylindrical body
[ABCOA B C O ]. In this case the parallelepiped solid with the basis
the rectangle [ABCO] is xcuted by the plane xa + yb + zc = 1 in the upper
part. Hence z = c 1 a yb , a > 1, b > 1 and the volume of our
cylindrical body [ABCOA B C O ] can be computed as follows:
1 1 ,
1,
c c - c c -1
vol = c x y dy dx = cy xy y 2 dx =
0 0 a b 0 a 2b 0
1
c c c c 1 c c
c x dx = cx x2 x = c .
0 a 2b 2a 2b 0 2a 2b
F 4
For instance, the diameter of a closed disc B[A, r] is 2r, i.e. its usual
diameter. The diameter of a rectangle is equal to the length of one
of its diagonal. The diameter of a parallelogram is equal to the length
of its greatest diagonal. And so on! A division of the domain D
(like above!) is a finite set of domains Di , i = 1, 2, ..., n, of the same
type like D, such that Di = D and Di Dj = or a figure of
zero area (in fact points or piecewise smooth curves!) for i = j (see
2. DOUBLE INTEGRALS ON AN ARBITRARY BOUNDED DOMAIN 235
F 5
This last result says that the class of integrable functions is included
in the class of bounded functions. This is why any function considered
by us in the following is assumed to be bounded.
Let D be like above, let = {Di }, i = 1, 2, ..., n be a division of D
and let f be a bounded function defined on D with values in R. Let
mi = inf{f (x, y) : (x, y) Di } and let Mi = sup{f (x, y) : (x, y) Di }
for any i = 1, 2, ..., n. Then
n
s (f ) = mi area(Di )
i=1
n
n
f (x(i) ) f (x(i) ) area(Di ) < area(Di ) = ,
i=1
area(D) i=1
# #
because < implies diam(Di ) < and so, #x(i) x(i) # < .
Thus we can apply the uniform continuity of f and finally we get that
S (f ) s (f) < , i.e. that f is integrable.
R 27. Up to now we used closed bounded domains Di with
piecewise smooth boundaries, as subdomains of a division of a fixed
domain D of the same type. Since any such subdomain Di can be
well approximated with elementary figures (finite union of nonoverlap-
ing simple rectangles) or with finite unions of nonoverlaping triangles,
discs, parallelograms, etc., we can substitute these Di in definition 24 or
in theorem 76 with triangles, discs, parallelograms, etc. It is clear that
in general it is not possible to cover a domain D with nonoverlaping
discs, for instance. But, for any small > 0, there exists such a union
of discs U D, such that area(D
U ) < . Hence we can work with
the following alternative equivalent definition for an integrable function
f. We say that f : D R is (Riemann) integrable on D if there ex-
ists a real number I such that for any small > 0 and > 0 there
exists a union U = {Bi } of nnonoverlaping discs, such that U D,
area(D
U ) < and |I i=1 f ((ci , di ))area(Bi )| < for any set of
marking points {Pi (ci , di )}, Pi (ci , di ) Bi , i = 1, 2, ..., n. Similarly we
can work with triangles, parallelograms, general rectangles, etc., instead
of discs.
238 6. DOUBLE INTEGRALS
The following result put together some basic properties of the dou-
ble integral.
T
78. a) the mapping f f (x, y)dxdy is a linear
D
mapping defined on the vector space Int(D) of all integrable functions
defined on D. This means that
[f (x, y) + g(x, y)]dxdy = f (x, y)dxdy + g(x, y)dxdy.
D D D
b) the mass of a lamina (D, f ) can be computed as follows:
mass(D) = f(x, y)dxdy.
D
In particular the area of D is equal to dxdy.
D
c) if f g on D, then f (x, y)dxdy g(x, y)dxdy. In par-
D D
F 6
240 6. DOUBLE INTEGRALS
With these notation and definitions one has the following basic
result.
T
79. (iterative general formula) Let D be a simple domain
w.r.t. Ox-axis like above and let f : D R be a piecewise continuous
function (bounded and continuous on D except a subset of zero area)
defined on D. Then
b (x)
(2.2) f(x, y)dxdy = f (x, y)dy dx.
a (x)
D
(x)
Here I(x) = (x) f (x, y)dy is an integral with a parameter x in its
general form (see formula (1.2)). This formula says that in order
to compute a double integral on this particular type of domain D, we
fix an x on [a, b], the projection of D on Ox-axis, cut the domain D
with the vertical line which passes through x and obtain the segment
[UV ], where U (x, (x)) and V (x, (x)), compute the simple integral
(x)
I(x) = (x) f(x, y)dy with a parameter x, along this segment and fi-
b
nally compute the next simple integral a I(x)dx. In fact, we just com-
puted the mass I(x) of the segment [UV ], which depends on x, then we
b
"made the sum" a I(x)dx of all these masses I(x).
P. We intend to use the similar iterative formula for a rec-
tangle (see formula (1.2)) for an extension-function f"(x, y) : =
[LM NP ] R of f : D R to . We simply extend f from D to
the rectangle = [a, b] [c, d] by putting zero in all the points of
D :
" f (x, y), if (x, y) D
f(x, y) = .
0, if (x, y)
D
Since this function is continuous on except maybe the points of D,
which has zero area, we can apply theorem 77 and find that f" is inte-
grable on and
f(x, y)dxdy = f"(x, y)dxdy 0 dxdy = f"(x, y)dxdy.
D
D
But now we can apply the iterative formula (1.2) for the rectangle
= [a, b] [c, d] and find:
b d
"
f(x, y)dxdy = "
f (x, y)dy dx =
a c
2. DOUBLE INTEGRALS ON AN ARBITRARY BOUNDED DOMAIN 241
b (x) (x) d
= f"(x, y)dy + f"(x, y)dy + f"(x, y)dy dx =
a c (x) (x)
b (x)
= f (x, y)dy dx.
a (x)
For instance, let us compute the mass of the plate D with the
density function f (x, y) = 3xy 2 , where D is the domain bounded by
the line y = x and the parabola y = x2 . Since x [0, 1] and since
x x2 , when x [0, 1], we get:
1 x
1
x
mass(D) = 2
3xy dxdy = x 2
3y dy dx = x y 3 x2 dx =
0 x2 0
D
1
1
3 6 x5 x8 1 1 3
x (x x )dx = = = .
0 5 8 0 5 8 40
R 28. If the domain D is not simple w.r.t. Ox-axis but it
is simple w.r.t. Oy-axis (see Fig.7) we obtain the analogous formula:
d (y)
(2.3) f (x, y)dxdy = f(x, y)dx dy,
c (y)
D
F 7
3 5
5 (x 1) 2 4 3 32
=2 x 1dx = 2 3 = 42 = .
1 2
3 3
1
Let us compute now the static moment w.r.t. Oy-axis, by using formula
(2.3) (decomposing D into two nonoverlaping subdomains, compute
also this moment by using formula (2.2)):
2 y2 +1
MOy (D) = xdxdy = xdx dy =
2 1
D
2 2
1 2 2 24 11
= [(y + 1) 1]dy = [y 4 + 2y 2 ]dy = .
2 2 0 15
Thus,
xdxdy
24 11
D 15 33
xG = = 32 = .
mass(D) 3
30
Prove that this xG is the same like the x-coordinates of the mass centre
of the domain D bounded by y = 2, x = y 2 + 1 and by x = 1.
Let us now compute the moment of inertia IOx (D) of the plate D
from Fig.8 with the density function f (x, y) = 2x. The formula is the
same formula for rectangles (see formula (1.8)) extended to a general
2. DOUBLE INTEGRALS ON AN ARBITRARY BOUNDED DOMAIN 243
2
2 2 3 2 32 2 5 x7 768
= (16 2x 2 x6 )dx = x2 = .
3 0 3 5 7 35
0
F 8
2 2 2 2
vol = (x + y )dxdy = (x + y )dy dx =
0 0
D
244 6. DOUBLE INTEGRALS
1
1 3 1x
2 y 2 (1 x)3
x y+ dx = x (1 x) + dx =
0 3 0 0 3
3 1
x x4 (1 x)4 1 1 1 1
= + = .
3 4 12 0 3 4 12 6
E 8. Let D be a simple domain w.r.t. Ox-axis and let [a, b]
be its projection on Ox-axis. For any x [a, b] let Mx (x, (x)) and
Nx (x, (x)), (x) (x) be the points at which the vertical line X = x
cuts D, the boundary of D. Let G(x, (x)) be the mass centre (the
density function is 1) of the segment [Mx Nx ]. Let (, f) be the wire
x = x, y = (x), and f (x, (x)) = length[Mx Nx ], where x [a, b] and
let H be its mass centre. Prove that H is the mass centre of D.
E 9. State and comment a Lebesgue type criterion for dou-
ble integrals.
E 10. Let f, g : D R be two piecewise continuous func-
tions defined on a domain D like above. Let A = {(x, y) D :
f(x, y) = g(x, y)}. We assume that A has zero area. Prove that
f(x, y)dxdy = g(x, y)dxdy.
D D
Q P
(3.1) P dx + Qdy = dxdy.
x y
D D
F 9
x=x
(3.3) arc[BDA] : , x [a, b] ,
y = (x)
x = (y)
(3.4) arc[DAC] : , y [c, d] ,
y=y
x = (y)
(3.5) arc[CBD] : , y [c, d].
y=y
/
P
a) We firstly prove that y
dxdy = P dx. Indeed,
D D
b (x)
P P
dxdy = (x, y)dy dx =
y a (x) y
D
b b
= P (x, (x))dx P (x, (x))dx =
a a
/ / /
= P dx + P dx = P dx.
arc[ACB] arc[BDA] D
/
Q
b) We prove now that x
dxdy = Qdx. Indeed,
D D
d (y)
Q Q
dxdy = (x, y)dx dy =
x c (y) x
D
246 6. DOUBLE INTEGRALS
d d
Q((y), y))dy Q((y), y))dy =
c c
/ / /
Qdy + Qdy = Qdy.
arc[CBD] arc[DAC] D
We now add the two equalities obtained in a) and b) and we finally get
the Green formula.
R 29. If our domain D is not simple with respect to one
axis or to both, we break it into a finite number of subdomains which
are simple w.r.t. both axis and they preserve the other properties of D.
Then we apply Green formula for each of these last domains. Let us
do this for the domain D of Fig.10,
F 10
Q P Q P
dxdy = dxdy+
x y x y
D D1
Q P Q P
+ dxdy + dxdy =
x y x y
D2 D3
/ / /
Green
= P dx+Qdy+ P dx+Qdy+ P dx+Qdy =
arc[GHABCEG] arc[EF GE] arc[CDEC]
3. GREEN FORMULA. APPLICATIONS. 247
/ / /
= P dx + Qdy + P dx + Qdy + P dx + Qdy+
arc[GHABC] arc[CE] arc[EG]
/ /
(3.6) + P dx + Qdy + P dx + Qdy+
arc[EF G] arc[GE]
/ /
+ P dx + Qdy + P dx + Qdy.
arc[CDE] arc[EC]
/ / /
Since P dx + Qdy + P dx + Qdy = 0 and P dx + Qdy +
arc[CE] arc[EC] arc[EG]
/
P dx + Qdy = 0, in formula (3.6) it remains
arc[GE]
/ /
Q P
dxdy = P dx + Qdy + P dx + Qdy+
x y
D arc[GHABC] arc[CDE]
/ /
+ P dx + Qdy = P dx + Qdy,
arc[EF G] D
Q P
P dx + Qdy = dxdy = 0.
x y
D
/
Thus, from remark 26 we get that P dx + Qdy is independent on
arc[AB]
the path which connect A and B and, consequently, the field F = (P, Q)
is conservative.
E 78. (a practical method for computing the static moments
for plane domains) In Mechanics we meet the following situation. Let
D be a plane domain with a complicated boundary D. Moreover, we
do not know exactly to describe this boundary; it is only supplied by a
large number of points
A0 (x0 , y0 ), A1 (x1 , y1 ), ..., An (xn , yn )
which are situated on D (see Fig.11).
F 11
3. GREEN FORMULA. APPLICATIONS. 249
yi yi1 1 1
k+2
= [xi1 + t(xi xi1 )] =
xi xi1 k + 2 0
k+2 k+2
1 x xi1
= (yi yi1 ) i .
k+2 xi xi1
Hence
(3.9) xk dxdy
D
250 6. DOUBLE INTEGRALS
n
1 xk+2 xk+2 xk+2
i xk+2
i1
0 n
(y0 yn ) + (yi yi1 ) .
(k + 1)(k + 2) x0 xn i=1
xi xi1
Here we do not need to put the absolute value for the determinant be-
cause the direct trigonometric direction of the sequence of points A0 ,
A1 , A2 assures the nonnegativity of this determinant. We propose to
the reader to find nice geometrical or mechanical interpretations for
formulas (3.9) and (3.10).
We can even continue to find "nice" formulas. Let the mm matrix
Iij (D) = xi y j f (x, y)dxdy
D
of the generalized moment of inertia for a plate (D, f), where f is the
density function. If one can well approximate this f by a polynomial
P (x, y) in two variables, we can reduce the problem of the calculation
of such moments to the computation of double integrals of the following
type xi y j dxdy for i, j {0, 1, 2, ...}. Applying again Green formula
D
we get
/
i j xi+1 j
x y dxdy = y dy.
i+1
D D
E 79. Let us use the Green formula (see theorem 80) to
/
compute the line integral I = xydx + x2 dy (see Fig.12). Thus,
arc[OABO]
1 2x
1
1
I= (2x x)dxdy = x dy dx = x2 dx = .
0 x 0 3
D
F 12
3 9x2
mass(D) = x2 y 2 dxdy = x2
y 2 dy dx =
3 9x2
D
252 6. DOUBLE INTEGRALS
2 3 9x2 2 3
= 2
x y 3 0 dx = x2 (9 x2 ) 9 x2 dx.
3 3 3 3
Here we must be careful because the same letter x is used for the
variable x and, at the same time, like a name of a function x(u, v) of
variables u and v. The same is for the letter y. We intentionally did
this because we wanted to show that the variable x was changed with
a function x(u, v) of variables u and v and the variable y was changed
with a function y(u, v) of the new variables u and v. This change of the
"old" variables x and y with the "new" ones u and v is called a change
of variables. More exactly, the deformation
g : D is called a
change of variables if it is a diffeomorphism (see Fig.13)
Let us partially divide the domain into rectangles ij = [ui1 , ui ]
[vj1 , vj ], i = 1, 2, ..., n and j = 1, 2, ..., m. In each rectangle ij we
choose a fixed marked point Pij ( i , j ). A small rectangle [P0 P1 P2 P3 ] =
[ui1 , ui ] [vj1 , vj ] is deformed by g into a curvilinear parallelogram
[M0 M1 M2 M3 ] (see Fig.13 and Fig.14). First of all we want to estimate
the area of this last curvilinear parallelogram [M0 M1 M2 M3 ] in lan-
guage of the area of the rectangle [P0 P1 P2 P3 ] and of the deformation
functions x(u, v) and y(u, v).
T
81. area([M0 M1 M2 M3 ]) J( i , j ) area([P0 P1 P2 P3 ]),
where J( i , j ) is the value of the Jacobian
x
u
(u, v) x
v
(u, v)
J (u, v) = det y
u
(u, v) y
v
(u, v)
4. CHANGE OF VARIABLES IN DOUBLE INTEGRALS. POLAR COORDINATES.
253
F 13
of
g (u, v) computed at the point Pij ( i , j ). Here the sign "" means
"well approximation". This approximation is better and better if the
norms of the divisions generated by {ui } and {vj } are smaller and
smaller, i.e. if ui ui1 0 and vj vj1 0 for any i and j.
The above formula is usually written in a formal way:
(4.1) dxdy = |J (u, v)| dudv.
We say that the initial element of area dudv (which is the area of
a small rectangle!), after the deformation process generated by g , is
"dilated" and becomes |J(u, v)| dudv. The dilation (or contraction) co-
efficient is exactly |J (u, v)| in a small neighborhood of the point (u, v).
This means that the changes of areas are perfectly controlled by the
Jacobian matrix of the deformation g.
P. We approximate the area of the curvilinear parallelogram
[M0 M1 M2 M3 ] with the area of the parallelogram [M0 M1 M2 M3 ],
generated by the vectors M0 M1 and M0 M2 (see Fig.14). # #
# #
But the area of this last parallelogram is equal to #M0 M1 M0 M2 # .
Let compute M0 M1 M0 M2 . Firstly we have:
M0 M1 = [x(ui , vj1 ) x(ui1 , vj1 )] i +[y(ui , vj1 ) y(ui1 , vj1 )] j =
x y
= (ci , vj1 ) i + (c , vj1 ) j (ui ui1 ).
u u i
Here we used Lagrange formula for functions t x(t, vj1 ) and t
y(t, vj1 ) on the interval [ui1 , ui ]. Since the length of this last interval
is small enough, since both functions just defined are of class C 1 , since
254 6. DOUBLE INTEGRALS
F 14
n
m
f (x( i , j ), y( i , j )) J( i , j ) (ui ui1 )(vj vj1 )
i=1 j=1
f (x(u, v), y(u, v)) |J(u, v)| dudv.
Hence the two fixed numbers f(x, y)dxdy and
D
f (x(u, v), y(u, v)) |J(u, v)| dudv become closer and closer! There-
fore they must coincide, i.e.
f(x, y)dxdy = f(x(u, v), y(u, v)) |J (u, v)| dudv,
D
what we wanted to prove.
256 6. DOUBLE INTEGRALS
cos sin
det = = 0.
sin cos
(see also [Po], Ch.11, Section 6). Hence formula (4.1) becomes:
(4.6) dxdy = dd.
For instance, let consider again the double integral of example 80 and
let us change the Cartesian variables (x, y) with the polar coordinates
(, ) (see formula (4.5)). Here dxdy = dd. Thus, formula (4.4) can
be applied:
3 2
2 2 4 2 2
x y dxdy = cos sin d d =
0 0
D: x2 +y 2 9
3 2 2
3
5 2 2 1 2
= cos sin d d = sin 2d 5 d =
0 0 4 0 0
2
5 5
1 cos 4 3 3
= d = .
0 2 4 4
We can remark how easy become the calculations if we changed the
variables!
4. CHANGE OF VARIABLES IN DOUBLE INTEGRALS. POLAR COORDINATES.
257
E 81. Let us compute the inertia moment of the ellipse
2
x2
a2
+ yb2 1 w.r.t. Oy-axis. Since nothing is said on the density
function, we take f (x, y) = 1. If one tries to compute the double integral
which appear here, x2 dxdy, by using only iterative formulas,
x2 2
D: + y2 1
a2 b
one will see that the calculations becomes very difficult. Let us try to
use the following "general polar coordinates" change of variables:
x = a cos
, (0, 1], [0, 2).
y = b sin
It is easy to see that in this last case J = ab and our integral becomes
(we simply apply change of variables formula (4.4):
1 2
2 2 2
x dxdy = cos d abd =
0 0
x2 2
D: + y2 1
a2 b
1 2
1
2
3 2 3 2
= ab cos d d = ab d cos d =
0 0 0 0
2
1 1 + cos 2 ab
= ab d = .
4 0 2 4
2 2
E 82. The area of the ellipse xa2 + yb2 1 can be immediately
computed by using the above change of variables.
1 2
E 83. Sometimes the disc has not its centre in the origin
of the axes. For instance, let us compute the mass centre of the disc
2 2
D : x + y + 4y 0 if the density function is f(x, y) = x2 + y 2 .
Since the equation of the disc can be written as x2 + (y + 2)2 4, we
see that the centre of the disc is in C(0, 2) and its radius is equal to
2. It is symmetric w.r.t. Oy-axis, geometrically and also from the point
of view of statics (the mass is symmetrically expanded w.r.t. Oy-axis).
258 6. DOUBLE INTEGRALS
To compute these two double integrals we shall use the common polar
coordinates (because the circle D contains the origin! Otherwise this
method fails!). Let us write the Cartesian equation of the disc in the
language of polar coordinates: 2 cos2 + 2 sin2 + 4 sin 0, or
+ 4 sin 0, or 0 < 4 sin . This time, for any fixed value of ,
goes between 0 and 4 sin (Draw and look at it!). Now itself goes
between and 2. Hence
2 4 sin
2 3 4 sin
x2 + y 2 dxdy = d d = d =
0 3 0
D
2
64 64 2 3
= sin d = (1 cos2 )d(cos ) =
3 3
2
64 cos3 256
= cos = .
3 3 9
Now, we look at the last calculations and make some slight modifications
in order to compute the double integral in the numerator:
2 4 sin
2
y x2 + y 2 dxdy = sin d d =
0
D
4 sin
2
4 256 2 5
sin d = sin d =
4 0 4
2
= 64 (1 cos2 )2 d(cos ) =
2
= 64 (1 2 cos2 + cos4 )d(cos ) =
2
2 1 16
64 cos cos + cos = 64 .
3 5
3 5 15
64 16
Thus yG = 15
256 = 12
5
.
9
4. CHANGE OF VARIABLES IN DOUBLE INTEGRALS. POLAR COORDINATES.
259
E 84. Sometimes the centre of the disc is not in the origin
of the axes and the boundary of the disc does not passes through the
origin. For instance, let us compute the mass of the disc D : (x
1)2 + (y + 3)2 1 if the density function is f (x, y) = x. Let us use the
following change of variables:
x = 1 + cos
, (0, 1), [0, 2).
y = 3 + sin
Thus,
1 2
E 85. Let us compute for instance the mass of the plate
[A0 A1 A2 A3 ] with the density function f(x, y) = y (see Fig.15).
F 15
Since A0 A1 = 10 i + 3 j and A2 A3 = 10 i + 3 j as free vectors,
we conclude that the domain D = [A0 A1 A2 A3 ] is a parallelogram. But,
to compute the mass of D, i.e. the double integral ydxdy with the
D
iterative formulas, it is not so easy. Let us try to change this "com-
plicated" domain into a rectangle, on which it will be easy to integrate.
We need some knowledge from a Linear Algebra course. Let us start
with the square = [0, 1] [0, 1] and let us try to find a "translated"
linear mapping
g : R2 R2 which "without the translation part"
is an isomorphism of vector spaces and such that
g () = D. Thus
260 6. DOUBLE INTEGRALS
g (1, 0) = (13, 5), g (0, 1) = (4, 6) and g (1, 1) = (14, 9) (see Fig.6.15)
supply us with the values of a, b, c, d, e, h. In fact we do not need the
last equality because such a function g carries collinear vectors into
collinear vectors (Why?). Namely, a = 10, b = 1, c = 3, d = 4, e = 3
and h = 2. Thus
g (u, v) = (10u + v + 3, 3u + 4v + 2). Since the matrix
10 1
T = of the linear part (u, v) (au+bv, cu+dv) of
g is in-
3 4
vertible, we see that g is a diffeomorphism from to D, in particular
3
= 36 +4 = 18 11 = 18 (10 + 1) = 198.
2
Until this moment we considered only double integrals on bounded
domains. A similar theory can be done for double integrals on un-
bounded domains (see also the improper integrals of the first type).
For instance, let us compute again (we computed it with the help
of an integral with a parameter)
x2 and almost immediately the famous
Poissons integral I = 0 e dx.
2 x2 y2 2 2
I = e dx e dy = ex y dxdy =
0 0
D: x0,y0
x= cos
2
2 1 2
= e d d = e = .
y= sin 0 0 2 2 0 4
2 2
Thus I = 2
. The integral ex y dxdy is an improper dou-
D: x0,y0
ble integral of the first type (the function is bounded but the domain
is unbounded). Formula (4.5) and the theory of improper simple inte-
grals are sufficient for the practical problems related to improper double
integrals.
For instance, let us consider the following improper double integral
1
of the second type J = 3 2 2
dxdy. In this case the domain
x +y
D: x2 +y2 1
1
is bounded but the function f (x, y) =
3
is not bounded at (0, 0).
x2 +y 2
Like in the situation of an improper simple integral of the second type,
we isolate the singularity by a neighborhood (a small disc in the 2-D
case) D : x2 + y 2 2 , for a small > 0 and write:
1
J = lim dxdy =
0 3
x2 + y 2
D
D : 2 x2 +y2 1
1
3
1 2 4
x= cos 23 3
= lim d d = 2 lim 4 = .
y= sin 0 0 0
3
2
Here we used the formula dxdy = dd. Pay attention, do not forget
, the Jacobian of the deformation
g , i.e. the dilation coefficient of
areas when one passes from rectangles to discs!
262 6. DOUBLE INTEGRALS
15
, for any fixed value of y in this interval, x [1 1 y2, 3
4
4 y 2 ], i.e.
1 1 y2 x 3 4 y2.
This double inequality can be decomposed into two inequalities: (x
1)2 + y 2 1, i.e. the disc with centre at C1 (1, 0) and radius r = 1
and (x 3)2 + y 2 4, i.e. the exterior of the open disc with centre at
C2 (3, 0) and radius R = 2. To change the order of integration it is not
so easy. First of all we see that the domain D described by the last two
inequalities:
(x 1)2 + y 2 1
D:
(x 3)2 + y 2 4
is simple w.r.t. the Oy-axis but it is not simple w.r.t. the Ox-axis.
However, it is symmetric w.r.t. Ox-axis. Hence the area of D is two
times the area of the superior part of D. i.e. the domain D :
(x 1)2 + y 2 1
D : , y 0.
(x 3)2 + y 2 4
Even if this last domain is not simple with respect to the Ox-axis (make
a drawing and see this!). In fact D can be decomposed into a union
of two nonoverlaping domains D1 and D2 corresponding to x [0, 1]
and to x [1, 54 ] respectively (prove this!). By making explicit the
expression of y as a function of x in the equalities (x 1)2 + y 2 = 1
and (x 3)2 + y 2 = 4 we finally get:
5 2xx2
1 2xx2 4
(D) = 2(D ) = 2 dy dx +
dy dx .
0 0 1 6xx2 5
Triple integrals
F 1
Let now D = [a, b] [c, d] [e, g] be a parallelepiped space domain
and let us consider the following divisions x : a = x0 < x1 < ... <
xn = b, y : c = y0 < y1 < ... < ym = d, z : e = z0 < z1 <
... < zp = g of the segments [a, b], [c, d] and [e, g] respectively. Let
= x y z = {Dijk = [xi1 , xi ] [yj1 , yj ] [zk1 , zk ]} be the
3-dimensional division of D generated by x , y and z (see Fig.2).
Let
{Pijk ( i , j , k )}, i [xi1 , xi ], j [yj1 , yj ], k [zk1 , zk ]
(i.e. Pijk Dijk ) be a fixed set of marking points of the division and
let
= max{diam(Dijk )}
i,j,k
be the norm of the division . Let f : D R be a density function
defined on D. If is small enough, we can well approximate the
mass of the solid (Dijk , f|Dijk ) by the number f ( i , j , k ) vol(Dijk ),
i.e. with the density at the fixed point Pijk multiplied by the volume
1. WHAT IS A TRIPLE INTEGRAL ON A PARALLELEPIPED? 267
F 2
for any division with < and for any set of marking points
{Pijk ( i , j , k )} of . This number I is denoted by f (x, y, z)dxdydz
D
and it is called the triple integral of f on the domain D. Here dxdydz is
called an element of volume and it symbolizes a small volume vol(Dijk ).
In general, dxdydz is not equal to the product dx dy dz. But here it
is so, because the volume of a small parallelepiped Dijk is "virtually"
268 7. TRIPLE INTEGRALS
equal to dx dy dz. We see that I = f (x, y, z)dxdydz is the mass
D
of the solid (D, f ) and vol(D) = dxdydz because for f = 1 each
D
Riemann sum Sf (; {Pijk ( i , j , k )}) is equal to vol(D).
It is easy to see that the above defined number I is unique.
Introducing Darboux sums like in the case of the double or simple
integrals, it is not difficult to prove a Darboux type criterion and the
following basic result.
T
83. (iterative formulas for parallelepipeds) Let D = [a, b]
[c, d] [e, g] be a parallelepiped space domain and let f : D R be a
piecewise continuous (see the definition above) function defined on D.
Then f is Riemann integrable on D and
b d g
T = f (x, y, z)dz dy dx
a c e
and
I= f (x, y, z)dxdydz.
D
Since, by definition, I exists if it is the unique limit point of the Rie-
mann sums Sf (; {Pijk ( i , j , k )}), we shall prove that T itself is the
unique limit point of such type of sums. So I exists and it will be equal
to T. Let us preserve the notation from the statement of the theorem.
1. WHAT IS A TRIPLE INTEGRAL ON A PARALLELEPIPED? 269
g
Since J(x, y) = e f (x, y, z)dz can be well approximated by Riemann
sums of the form:
p
J(x, y) f (x, y, k )(zk zk1 ),
k=1
d
we see that K(x) = c
J (x, y)dy can be well approximated by sums of
the following type:
p
d
(1.3) K(x) f (x, y, k )dy (zk zk1 ).
k=1 c
d
Each integral c f (x, y, k )dy can be well approximated by Riemann
sums of the type:
d mk
(k) (k) (k)
f (x, y, k )dy f (x, j , k )(yj yj1 ).
c j=1
(k) (k) (k)
We put together all the divisions y : c = y0 < ... < ymk = d, k =
1, 2, ..., p and form a bigger division y : c = y0 < y1 < ... < ym = d.
Hence
p m
K(x) f (x, j , k )(yj yj1 )(zk zk1 ).
k=1 j=1
b
Now, T = K(x)dx can be well approximated by sums of the type:
a
p
m b
But
b njk
(jk) (jk)
f (x, j , k )dx f ( (jk) , j , k )(xi xi1 ).
a i=1
(jk) (jk) (jk)
By putting together all the divisions x : a = x0 < ... < xnjk = b,
j = 1, 2, ..., m, k = 1, 2, ..., p we get that
p m n
T f ( i , j , k )(xi xi1 )(yj yj1 )(zk zk1 ) =
k=1 j=1 i=1
n p
m
= f ( i , j , k ) vol(Dijk ),
i=1 j=1 k=1
because of the commutative and associative properties of the usual ad-
dition of real numbers. Hence T can be well approximated by Riemann
sums of the type (1.1), i.e. I = T.
270 7. TRIPLE INTEGRALS
E 86. Let us compute the mass of the unitary cube D =
[0, 1] [0, 1] [0, 1] with the density function f (x, y, z) = 3xyz + 1. The
iterative method described above will be used.
mass(D) = (3xyz + 1)dxdydz =
D
1 1 1
= (3xyz + 1)dz dy dx =
0 0 0
1 z=1
1
3xyz 2
= + z dy dx =
0 0 2 z=0
1 y=1
1 1
3xy 3xy 2
+ 1 dy dx = + y dx =
0 0 2 0 4 y=0
1 2 x=1
3x 3x 11
= + 1 dx = + x = .
0 4 8 x=0 8
Formulas for mass centres, static moments relative to coordinates
planes and inertia moments of solids can be immediately written by a
simple analogy with the similar formulas for laminas. Let (D, f ) be a
solid, where D is a parallelepiped space domain. Then the coordinates
of the mass centre G of D are:
xf (x, y, z)dxdydz yf (x, y, z)dxdydz
(1.4) xG = D , yG = D ,
f(x, y, z)dxdydz f (x, y, z)dxdydz
D D
zf (x, y, z)dxdydz
zG = D .
f (x, y, z)dxdydz
D
If the solid (D, f ) is rotating around Oz-axis say, then the inertia mo-
ment Iz = (x2 + y 2 )f (x, y, z)dxdydz, etc. All of these formulas
D
can be deduced exactly like in the case of double integrals.
2. TRIPLE INTEGRALS ON A GENERAL DOMAIN. 271
F 3
The volume of such an elementary domain is equal, by definition,
to the sum of all volumes of the component parallelepipeds. Let us
recall definition 7 of a volume (measure in the 3-dimensional case).
D 27. A subset D of R3 has a volume vol(D) R+ if for
any small real number > 0 there exist two elementary domains Eint
and Eext such that:
1) Eint D Eext ,
2) vol(Eext ) vol(Eint ) < .
3) vol(Eint ) vol(D) vol(Eext ).
This means that a subset D R3 has a volume vol(D), a nonneg-
ative real number, if and only if there exist two towers of elementary
(j) (j)
domains {Eint } and {Eext } such that
(2.1)
(1) (2) (k) (m) (2) (1)
Eint Eint ... Eint ... D ... Eext ... Eext Eext ,
272 7. TRIPLE INTEGRALS
(m) (k)
vol(Eext ) vol(D) and vol(Eint ) vol(D) as m and k are convergent
(m) (m)
to (become larger and larger). Since vol(Eext ) vol(Eint ) 0 as
m , vol(D) is the unique real number which is contained in all
(m) (m)
intervals [vol(Eint ), vol(Eext )], m = 1, 2, .... (see Cantors axiom in
[Po]).
Using this definition, it is not difficult to prove that a finite set
of points, of segments of finite length smooth curves, or of smooth
surfaces, have volume zero. In particular, the boundary D of a general
domain D has volume zero. As a consequence, a general domain D has
a finite volume, vol(D). It is also easy to see that a bounded subset A
of R3 , which has no interior points, has a volume vol(A) and this last
one is equal to zero.
The volume function D vol(D) is an additive function, i.e.
vol(D1 D2 ) = vol(D1 ) + vol(D2 ) vol(D1 D2 ) and it is an increasing
function, i.e. D D implies vol(D) vol(D ).
Let now (D, f) be a solid, i.e. D is a general domain and f :
D R is a piecewise continuous function. A division (partition)
of D is a finite set of general subdomains {Di }, i = 1, 2, ..., n of
D such that ni=1 Di = D and for i = j, Di Dj is a subset with
no interior points (the empty set, a finite number of points, smooth
curves, smooth surfaces, etc.). The norm of is the nonnegative real
number
*# # = max {diam(D + i ) : i = 1, 2, ..., n} , where diam(Di ) =
# #
sup #M M # : M, M Di . We usually denote = {Di }. A set of
marking points {Pi ( i , i , i )}, Pi Di , i = 1, 2, ..., n, is usually associ-
ated to a division . Let
n
Sf (, {Pi ( i , i , i )}) = f ( i , i , i )vol(Di )
i=1
and
Mi = sup{f (x, y, z) : (x, y, z) Di } = f (x(i) )
(see [Po], theorem 58). Hence
n
S (f ) s (f) = f (x(i) ) f (x(i) ) vol(Di )
i=1
n
n
f (x(i) ) f (x(i) ) vol(Di ) <
vol(Di ) = ,
i=1
vol(D) i=1
# #
because < implies diam(Di ) < and so, #x(i) x(i) # < .
Thus we can apply the uniform continuity of f and finally we get that
S (f ) s (f) < , i.e. that f is integrable.
R 31. Up to now we used closed bounded domains Di with
piecewise smooth boundaries, as subdomains of a division of a fixed
domain D of the same type. Since any such subdomain Di can be well
approximated with elementary domains (finite union of nonoverlaping
parallelepipeds) or with finite unions of nonoverlaping tethrahedrons,
balls, prisms, etc., we can substitute these Di in definition 28 or in
theorem 85 with tethrahedrons, balls, prisms, etc. It is clear that in
general it is not possible to cover a domain D with nonoverlaping balls,
for instance. But, for any small > 0, there exists such a union of
balls U D, such that vol(D
U ) < . Hence we can work with the
following alternative equivalent definition for an integrable function f.
We say that f : D R is (Riemann) integrable on D if there ex-
ists a real number I such that for any small > 0 and > 0 there
exists a union U = {Bi } of nonoverlaping balls, such that U D,
vol(D
U ) < and |I ni=1 f ( i , i , i )vol(Bi )| < for any set of
marking points {Pi ( i , i , i )}, Pi ( i , i , i ) Bi , i = 1, 2, ..., n. Simi-
larly we can work with tethrahedrons, prisms, general parallelepipeds,
etc., instead of balls. This is why if one has a tower of domains like in
the formula (2.1),
(1) (2) (k)
Eint Eint ... Eint ... D,
(k)
such that vol(Eint ) vol(D), then the approximation formulas can be
used:
(2.2) f(x, y, z)dxdydz = lim f(x, y, z)dxdydz,
k
D (k)
Eint
276 7. TRIPLE INTEGRALS
or
(2.3) f (x, y, z)dxdydz f (x, y, z)dxdydz
D (k)
Eint
= f(x, y, z)dxdydz + g(x, y, z)dxdydz.
D D
e)
f (x, y, z)dxdydz = f (x0 , y0 , z0 ) vol(D),
D
where f is continuous and (x0 , y0 , z0 ) is a point of D (mean formula).
This formula says that any nonhomogeneous solid has the same mass as
a homogenous solid with the same domain D and the constant density
equal to the value of the initial density function at a certain point of
D. In particular, if f is continuous, f (x, y, z) 0 and
f (x, y, z)dxdydz > 0,
D
then the set A of points (x, y, z) for which f(x, y, z) > 0 has the volume
equal to zero (the proof of this statement is more difficult).
f) if = {Di }, i = 1, 2, ..., n is a division of D, then
n
f (x, y, z)dxdydz = f(x, y, z)dxdydz.
D i=1 Di
If our solid (D, f ) is rotating around the Oz-axis for instance, the
inertia moment can be computed as follows:
Iz = (x2 + y 2 )f (x, y, z)dxdydz,
D
F 4
when (x, y) runs on a plane domain contained in the xOy-plane (see
Fig.5). This means that D is a cylindrical domain delimited "up and
down" by the explicitly described surfaces z = (x, y) and z = (x, y).
F 5
280 7. TRIPLE INTEGRALS
T
88. (a general iterative formula I) Let D be a general
domain (see its definition at the beginning of this section) in R3 and
let (D, f ) be a solid (f : D R is a piecewise continuous function).
We also assume that D is simple w.r.t. Oz-axis. Then:
(x,y)
(3.1) f(x, y, z)dxdydz = f(x, y, z)dz dxdy.
(x,y)
D
= f"(x, y, z)dz dy dx =
a c e
(x,y) (x,y)
= ( f"(x, y, z)dz + " y, z)dz+
f(x,
e (x,y)
[a,b][c,d]
g (x,y)
+ f"(x, y, z)dz)dxdy = f"(x, y, z)dz dxdy =
(x,y) (x,y)
[a,b][c,d]
(x,y)
= f (x, y, z)dz dxdy,
(x,y)
i.e. we just obtained the iterative formula (3.1). Here we used the
fact that f"(x, y, z) = 0 at all the points of the segment [A, B] which
are outside of the segment [M1 M2 ] and, at all the points of E which
are projected on the xOy-plane in the points of the region [a, b]
[c, d]
(see Fig.5). For the other points (x, y, z) of D, f"(x, y, z) =
f(x, y, z).
E 87. Let = {M (x, y, z) : x2 + y 2 z 2 , 0 z 2} be the
conic domain from Fig.6 and let f (x, y, z) = 3z be a density function
defined on . Let us compute the mass of the solid (, f ).
We must be careful here because isnot more a plane domain like
in the above theorem. Hence (x, y) = x2 + y 2 and (x, y) = 2 and
for of the above theorem one has xy = prxOy (D) (see Fig.6).
Thus, using formula 3.1, we get:
2
mass() = 3zdxdydz = 3zdz dxdy =
x2 +y 2
x2 +y2 4
3 2 3
z 2 x2 +y2 dxdy = 4 (x2 + y 2 ) dxdy =
2 2
x2 +y 2 4 x2 +y2 4
3
=6 dxdy (x2 + y 2 )dxdy.
2
x2 +y2 4 x2 +y2 4
282 7. TRIPLE INTEGRALS
F 6
The first double integral is nothing else then 6 times the area of a disc
with radius 2, thus its value is equal to 24. Let us use polar coordinates
change of variables to compute the second double integral:
2 2
2 2 2
(x + y )dxdy = d d =
0 0
x2 +y2 4
2
2
3
2
4
= d d = 2 = 8.
0 0 4 0
Hence,
3
mass() = 24 8 = 12.
2
We see that in the above iterative formula first of all one computes
a simple integral and then one computes a double integral. We shall
see in the following that in some cases it is possible to compute firstly
a double integral and then a simple one. Moreover, in the next result
the general domain D which appeared in the statement of theorem 88
needs not to be simple.
T
89. (a general iterative formula II) Let be a general
domain and let (, f ) be a solid such that [e, g] = prOz (), S =
{Z = z}, where z [e, g], is the section of realized by the plane Z = z
and z is the projection of S on the xOy-plane (see Fig.7). Then,
g
(3.2) f (x, y, z)dxdydz = f (x, y, z)dxdy dz.
e
z
3. ITERATIVE FORMULAS FOR A GENERAL SPACE DOMAIN 283
Here, first of all we compute a double integral I(z) = f (x, y, z)dxdy
z g
with a parameter z and then we calculate a simple integral e
I(z)dz
of the last computed function I(z).
F 7
F 8
Both iterative formulas (3.1) and (3.2) refers to the Oz-axis. We can
easily imagine the other four types of formulas which refer to Oy-axis
and to Ox-axis.
E 89. For instance, let us find the coordinates of the mass
centre of the domain D : x2 + z 2 2y, 0 y 8 and the density
function f (x, y, z) = y. The matter is about a circular paraboloidal
domain with Oy as an axe of symmetry. The symmetry here is also
a static symmetry because the mass is symmetrically distributed w.r.t.
3. ITERATIVE FORMULAS FOR A GENERAL SPACE DOMAIN 285
83 1 6
= 16 d d =
3 24 0 0
4
83 1 8 83 1 48
= 16 2 = 16 2 =
3 24 8 0 3 24 8
1 5
= 8 16 48 2 = 2 45 .
24 8
245
Hence, yG = 45 = 6.
3
g 1
: D are vector functions (fields) of class C 1 . Here x, y, z
are independent variables, but x(u, v, w), y(u, v, w), z(u, v, w) are three
functions of three independent variables u, v and w. We prefer not to
introduce new notation for the name of these three last functions (like
(u, v, w), (u, v.w), (u, v, w)). A change of the "old" variables x, y
and z with the "new" ones u, v and w is nothing else then such a smooth
deformation or a "regular transformation", another more mathematical
term for the same notion.
First of all we are interested how changes the volume of a small (its
diameter is small enough!) parallelepiped domain [P0 P1 P4 P3 P2 P1 P4 P3 ]
of the domain , which contains a fixed marking point P (, , ),
through the deformation g . Let [M0 M1 M4 M3 M2 M1 M4 M3 ] be the im-
age
g ([P0 P1 P4 P3 P2 P1 P4 P3 ]) of [P0 P1 P4 P3 P2 P1 P4 P3 ] through g (see
Fig.9).
If P0 (u0 , v0 , w0 ), P1 (u0 , v1 , w0 ), P2 (u0 , v0 , w1 ), P3 (u1 , v0 , w0 ),
4. CHANGE OF VARIABLES IN A TRIPLE INTEGRAL 287
F 9
The approximation means that the volume of the image of the paral-
lelepiped
[P0 P1 P4 P3 P2 P1 P4 P3 ]
through the deformation g is closer and closer to the quantity
J
g (, , ) (u1 u0 )(v1 v0 )(w1 w0 )
288 7. TRIPLE INTEGRALS
x
x2 x0 (, , ) (w1 w0 ),
w
y
y2 y0 (, , ) (w1 w0 ),
w
z
z2 z0 (, , ) (w1 w0 ),
w
x
x3 x0 (, , ) (u1 u0 ),
u
y
y3 y0 (, , ) (u1 u0 ),
u
z
z3 z0 (, , ) (u1 u0 ).
u
With these approximations, we come back to the above determinant
(4.5) and find:
x1 x0 y1 y0 z1 z0
det x2 x0 y2 y0 z2 z0
x3 x0 y3 y0 z3 z0
x y z
v
(, , ) v
(, , ) v
(, , )
det w x
(, , ) w y
(, , ) w z
(, , ) (u1 u0 )(v1 v0 )(w1 w0 ).
x y z
u
(, , ) u (, , ) u (, , )
Since the determinant of a transposed matrix is the same like the de-
terminant of the initial matrix and since by changing the rows between
them, the absolute value of the obtained determinant does not change,
we finally get that the absolute value of this last value is nothing else
then
J
g (, , ) (u1 u0 )(v1 v0 )(w1 w0 ),
i.e. the formula which appeared in the statement of the theorem. Let
us recall the definition of the Jacobian of
g :
x x x
u
(, , ) v (, , ) w (, , )
(4.7) J
g (, , ) = det
y (, , ) y (, , ) y (, , )
u v w
z z z
u
(, , ) v
(, , ) w
(, , )
Let us use this basic result in order to prove the next theorem. We
shall again use the following simple observation: if two real numbers I
and J are limit points for one and the same subset A of real numbers
and if A has a unique limit point, then I = J. Instead of saying that I
is a limit point of A, we can say that I can be well approximated with
elements of A, etc.
290 7. TRIPLE INTEGRALS
T
91. (general change of variables in triple integrals) With
the above notation and hypotheses one has:
(4.8) f (x, y, z)dxdydz =
D
= f (x(u, v, w), y(u, v, w), z(u, v, w)) J
g (u, v, w) dudvdw.
g . Since
g is a diffeomorphism, D can also be well approximated
by the set of subdomains {Dijk }, i = 1, 2, ..., n, j = 1, 2, ..., m, k =
1, 2, ..., p.
Let {Pijk ( i , j , k )}, Pijk ijk , be a set of marking points in
(Pay attention, {ijk } is not a division of ). We just remarked above
(see remark 31) that the triple integral I = f (x, y, z)dxdydz can
D
be well approximated by sums of the following type (here
Mijk (x( i , j , k ), y( i , j , k ), z( i , j , k )) Dijk ,
i = 1, 2, ..., n, j = 1, 2, ..., m, k = 1, 2, ..., p
is a set of marking points in D):
(4.9)
n m p
I f(x( i , j , k ), y( i , j , k ), z( i , j , k )) vol(Dijk ).
i=1 j=1 k=1
But, using formula (4.2), we get: vol(Dijk ) J
g ( i , j , k ) (ui
ui1 )(vj vj1 )(wk wk1 ). Thus, coming back to formula (4.9), we
get:
n m p
I f (x( i , j , k ), y( i , j , k ), z( i , j , k ))
i=1 j=1 k=1
J
g ( i , j , k ) (ui ui1 )(vj vj1 )(wk wk1 ),
4. CHANGE OF VARIABLES IN A TRIPLE INTEGRAL 291
+ f (x, y, z)dxdydz = 0 + f (x, y, z)dxdydz =
g ( )
g ( )
= f (x(u, v, w), y(u, v, w), z(u, v, w)) J
g (u, v, w) dudvdw =
= f (x(u, v, w), y(u, v, w), z(u, v, w)) J
g (u, v, w) dudvdw.
Here we used an immediate result (prove it!): "The integral (simple,
double, triple, etc.) on a subset of measure (length, area, volume, etc.)
zero is always equal to zero. Indeed, look carefully to any general Rie-
mann sum,...it is zero!
R 33. Moreover, during the proof of the above theorem 91
we did not used the fact that D or are closed. Even some parts of
their boundaries D or are missing, the formula continues to work.
This will be the situation in some future applications, when either the
Jacobian J
g is zero at some points of , or g is not a bijection or a
diffeomorphism around some points of (see bellow the change of the
Cartesian coordinates x, y, z into the spherical coordinates , , ).
E 90. Let D be the skew parallelepiped [OACBDA C B ]
generated by the vectors OA = i + 3 j + k , OB = 3 i + k and
OD = i + j + 4 k (see Fig.10).
Assume that D is loaded with a density function f (x, y, z) = x +
y + z. Let us compute the mass of D, i.e. the triple integral I =
292 7. TRIPLE INTEGRALS
F 10
f (x, y, z)dxdydz. We see that any of the iterative methods fails
D
in this case because of the "complicated" geometrical form of D (it can
also be divided into "many" simple subdomains w.r.t. Oz-axis). Let us
use the change of variables method described above. For this, we try
to find a linear transformation g : R3 R3 such that the image of
the cube = [0, 1] [0, 1] [0, 1] through g be exactly our domain
D. Any course of Linear Algebra tells us that there exists one and only
one linear transformation (an isomorphism or automorphism in fact!)
which changes the basis {(1, 0, 0), (0, 1, 0), (0, 0, 1)} into another basis
{OA, OB, OD}. Here we just identified the arithmetical vector space
R3 with the geometrical 3-D space V3 of all free space vectors. It is
easy to write the matrix M g of this linear transformation w.r.t. the
canonical basis {(1, 0, 0), (0, 1, 0), (0, 0, 1)} of R3 :
1 3 1
M g =
3 0 1 .
1 1 4
Thus, g acts on the column vector (u, v, w)t R3 as follows:
u 1 3 1 u u 3v + w
g v = 3 0 1 v = 3u + w .
w 1 1 4 w u + v + 4w
Hence
g (u, v, w) = (u 3v + w, 3u + w, u + v + 4w). Why
g () = D?
To answer to this question we can use the linearity of g . Indeed, an
element (u, v, w) R3 is in = [0, 1] [0, 1] [0, 1] if and only if
4. CHANGE OF VARIABLES IN A TRIPLE INTEGRAL 293
= (5u 2v + 6w) du dv dw =
0 0 0
1
1
5 2 1
= u 2uv + 6uw dv dw =
0 0 2 0
1 1
5
= 2v + 6w dv dw =
0 0 2
1 1 1
5 3
= v v + 6wv dw =
2
+ 6w dw =
0 2 0 0 2
1
3 3 9
= w + 3w2 = + 3 = .
2 0 2 2
E 91. (spherical coordinates) Let us recall a very important
type of change of variables, namely the change of the Cartesian coordi-
nates x, y, z into the "spherical coordinates", , , (see Fig.11). Here
is the distance of a point M (x, y, z) up to the origin O, is the angle
between the Ox-axis and the projection OM of the position vector OM,
294 7. TRIPLE INTEGRALS
F 11
= 2 sin = 0,
the maximal definition domain of this regular transformation is:
(0, ), [0, 2) and (0, ). We see that the maximal definition
domain of
g is the infinite parallelepiped = [0, ) [0, 2] [0, ]
without some of its exterior sides. The image of g is the whole space
R3 without the Oz-axis. During the triple integration process all of
these "gaps" of dimension 1 or 2 have zero volume, so that they means
"nothing" (see also remark 32). For instance, if we have to compute
4. CHANGE OF VARIABLES IN A TRIPLE INTEGRAL 295
the integral I = f (x, y, z)dxdydz, where D : x2 + y 2 + z 2 R2 is
D
the closed ball of radius R > 0 and with centre at O, we need in general
to use the change of variables formula by using spherical coordinates.
Let D = D
{Oz-axis}, let R = [0, R] [0, 2] [0, ] and let R =
(0, R] [0, 2) (0, ). Then, using the remark 33, we get
(4.11) f(x, y, z)dxdydz = f (x, y, z)dxdydz =
D D
(4.12) = f ( sin cos , sin sin , cos ) 2 sin ddd
R
(4.13) = f ( sin cos , sin sin , cos ) 2 sin ddd.
R
Hence,
(4.14) f (x, y, z)dxdydz =
D
= f( sin cos , sin sin , cos ) 2 sin ddd,
R
or
(4.15) f (x, y, z)dxdydz =
D: x2 +y2 +z 2 R2
R 2
2
= f ( sin cos , sin sin , cos ) sin d d d.
0 0 0
3
=4 d
|cos | sin d d =
0 0 0
3
3
= 4 2 d |cos | sin d =
0 0
3
4 2
= 8 cos sin d cos sin d =
4 0 0
2
2
= 162 sin d(sin ) sin d(sin ) =
0 2
sin2 2 sin2
= 162 = 162.
2 0 2
2
Not always the too much processed formula (4.15) is useful. For in-
stance, let C(0, 0, a) be a point on the Oz-axis, a > 0 and let D be the
closed ball with centre at a and with radius a (see Fig.12).
F 12
Let us compute the inertia moment Iz = (x2 + y 2 )dxdydz of
D
the solid (D, 1) (or of D with the density function understood to be
f(x, y, z) = 1). Since the sphere D contains the origin O, it is a
good idea to use the change of variables formula, by changing the old
Cartesian coordinates (x, y, z) with the spherical coordinates (, , ).
It is clear that if M (x, y, z) D, then the corresponding and verify
the obvious conditions: [0, 2] and [0, 2 ] (see Fig.12). The
Cartesian relation which describes D is: x2 + y 2 + (z a)2 a2 , or
4. CHANGE OF VARIABLES IN A TRIPLE INTEGRAL 297
2a cos
2 5 26 a5 2
(4.16) = 2 sin3 d = sin3 cos5 d.
0 5 0 5 0
where r [0, 4], [0, 2] and x [3, 5]. Now we are really ready to
use the change of variables formula (4.8) with the Jacobian equal to r.
mass(D) = (2x + 1)dxdydz = 2 xdxdydz + dxdydz =
D D D
=2 xdxdydz + vol(D) = 32 + 2 xdxdydz =
D D
4 2 5
= 32 + r 2xdx d dr =
0 0 3
4 2
4 2
2 5
= 32 + r x |3 d dr = 32 + 16 r d dr =
0 0 0 0
= 32 + 32 8 = 288.
Let us compute now xf (x, y, z)dxdydz, i.e. the static moment
D
w.r.t. yOz-plane.
2
x(2x + 1)dxdydz = 2 x dxdydz + xdxdydz.
D D D
But the last triple integral on the right was just computed above, so
that:
4 2 5
2
x(2x + 1)dxdydz = 128 + 2 r x dx d dr =
0 0 3
D
2
2 4
3 3
3136 3520
= 128 + r 5 3 d dr = 128 + = .
3 0 0 3 3
3520
Finally, xG = 3288 4.074 [3, 5].
The next result is very important in Mechanics. It can be done for
simple, double, triple or surface integrals (these last ones will be studied
in the next chapter). We shall give it here only for triple integrals. We
leave as an exercise for the reader to state and to prove such a result
for simple, double or surface integrals.
T
92. (the reduction theorem in Statics) Let
(D1 , f1 ), (D2 , f2 ), ..., (Dn , fn )
be n general nonoverlaping solids in R3 and let
G1 (x1 , y1 , z1 ), G2 (x2 , y2 , z2 ), ..., Gn (xn , yn , zn )
300 7. TRIPLE INTEGRALS
D1 Dn
mass(D1 )
mass(D1 ) + ... + mass(Dn )
mass(Dn )
= =
mass(D)
x1 mass(D1 ) + x2 mass(D2 ) + ... + xn mass(Dn )
= .
mass(D)
4. CHANGE OF VARIABLES IN A TRIPLE INTEGRAL 301
E 93. (a system of two solids) Let us apply this basic result
(theorem 92) to compute the coordinates xG , yG and zG , the coordinates
of the mass centre for the system D, formed with two homogenous solids
D1 , D2 (considered with the density function f = 1), where D1 is the
2 2 2
"north" hemisphere of the ellipsoid: xa2 + yb2 + zc2 1, z 0 and D2 is
the "south" hemisphere of the ball: x2 +(y 2b)2 +z 2 b2 , z 0, where
a, b, c > 0. To compute the coordinates of the mass centres for D1 and
D2 respectively, we need appropriate changes of variables, inspired of
the usage of the spherical coordinates. For D1 we consider the "general
spherical coordinates", , , :
x = x(, , ) = a sin cos ,
D1 : y = y(, , ) = b sin sin ,
z = z(, , ) = c cos .
where [0, 1], [0, 2] and [0, 2 ]. The Jacobian of this trans-
formation is equal to abc2 sin (prove this!). For instance, let us
compute the volume of D1 (which is equal to its mass because the den-
sity function is 1) by using formula 4.8:
1 2
2
vol(D1 ) = dxdydz = abc 2 sin d d d =
0 0 0
D1
1
2
2 1 2abc
= abc 2 d d sin d = abc 2 1 = .
0 0 0 3 3
2 2 2
Thus, the volume of the entire ellipsoid xa2 + yb2 + zc2 1 is equal to 4abc
3
.
4R3
If a = b = c = R, we get the volume of a sphere of radius R : 3 . We
3
shall need bellow the volume of a half of a ball of radius b : vol = 2b 3
.
zdxdydz
D1
centre of D1 . Since Oz is a symmetry axis for D1 , y1 = x1 = 0.
1 2
2
zdxdydz = abc2 3 sin cos d d d =
0 0 0
D1
abc2 sin2 2 abc2
2 = .
4 2 0 4
302 7. TRIPLE INTEGRALS
abc2
3c
Hence z1 = = 16
4
.
4abc
3
Since D2 is symmetric w.r.t. the line x = 0, y = 2b, x2 = 0, y2 = 2b,
zdxdydz
D
so that we need only to compute z2 = 2 . Here G2 , the mass
dxdydz
D2
centre of D2 has the coordinates x2 , y2 and z2 . An appropriate change
of variables for D2 are:
x = x(, , ) = sin cos ,
y = y(, , ) = 2b + sin sin ,
z = z(, , ) = cos .
where [0, b], [0, 2] and [ 2 , ]. The Jacobian is obviously
J = 2 sin , because the function y was modified by the addition of a
constant. Hence,
b 2
zdxdydz = 3 sin cos d d d =
0 0 2
D2
b4 b4
= sin cos d 2 = .
2
4 4
4
b4
Thus z2 = 2b3
= 3b
8
.
3
Let us use now formula (4.18) to compute xG , yG and zG .
0 vol(D1 ) + 0 vol(D2 )
xG = =0
vol(D)
2b3
0 vol(D1 ) + 2b vol(D2 ) 2b
3 2b3
yG = = 2abc 3 =
vol(D) 3
+ 2b3
ac + b2
3c 3
16
vol(D1 ) 3b
8
vol(D2 ) 3c 2abc
16
3 3b 8
2b
3 3 ac2 b3
zG = = 2abc 3 = .
vol(D) 3
+ 2b
3
16 ac + b2
Many other practical properties of the mass centres can be proved
by simple applications of the basic properties of triple integrals. For
instance, for two nonoverlaping solids (D1 , f1 ), (D2 , f2 ) with their mass
centres G1 (x1 , y1 , z1 ) and G2 (x2 , y2 , z2 ), the mass centre G of the system
(D, f ), where D = D1 D2 , is on the segment which joins G1 and G2
(prove it!). What happens when G1 = G2 ?
5. PROBLEMS AND EXERCISES 303
0 z 1; f (x, y, z) = x2 + y 2 ;
c) x2 + y 2 1, 1 z 2, f (x, y, z) = 2z;
4. Find the coordinates of the mass centre of the following domains,
bounded by:
a) x2 + y 2 = z, 0 z 1; b) x2 + y 2 = z, x + y + z = 0; c)
y 2 + 2z 2 = 4x, x = 2;
5. Find the inertia moment of the following solids w.r.t. Ox-axis:
a) x2 + y 2 + z 2 9, f = 1; b) (x 1)2 + y 2 + z 2 1; c) x2 + y 2 2x,
x 0, y 0, 0 z 2, f = 2z;
d) [0, 1] [0, 2] [0, 3]; e) x2 + z 2 y 2 , 0 y 2, f = 2y +
1; f) the general parallelepiped generated by OA, OB, OC, where
A(1, 3, 1), B(2, 1, 1) and C(0, 1, 2); g) the tetrahedron [OABV ],
where A(1, 3, 2), B(3, 1, 4) and V (1, 1, 1).
6. Find the mass centre for D = D1 D2 D3 , where D1 : x2 +y 2 9,
0 z 3, f1 (x, y, z) = z,
D2 : (x 5)2 + y 2 + z 2 4, f2 (x, y, z) = x and D3 : [10, 11] [5, 6]
[0, 1], f3 (x, y, z) = z.
CHAPTER 8
Surface integrals
g (u, v) = (x(u, v), y(u, v), z(u, v), where x(u, v), y(u, v) and z(u, v) are
piecewise functions of class C 1 of independent variables u and v, we
also represent
g or S in a parametric way:
x = x(u, v)
(1.1)
g : y = y(u, v) , (u, v) D .
z = z(u, v)
parametric representations:
x=x
g1: y=y (x, y) R2 .
z = 2x + 3y + 1
Here D = R2 , u = x, v = y, x(u, v) = u, y(u, v) = v and z(u, v) =
2u + 3v + 1. Another parametrization of the same plane is:
x=x
g2: y = (2x + z 1) /3 (x, z) R2 .
z=z
It is now clear how do we construct the last one:
x = (1 z + 3y) /2
g1: y=y (y, z) R2 .
z=z
Hence, we can simply call a surface any deformation g : D R3 or
only the support S = g (D) of this last one. In practice, we give a
surface by its parametric equations or by an implicit form of it, S =
{(x, y, z) : F (x, y, z) = 0}, where F is of class C 1 and
F F F
grad F (x, y, z) = (x, y, z), (x, y, z), (x, y, z) = 0 ,
x y z
i.e. in a neighborhood of each point M (a, b, c) of this surface (i.e.
(a, b, c) verifies the equation F (x, y, z) = 0) we can apply the implicit
function theorem (see [Po], theorem 82) and we can represent the sur-
face in one of the following three forms:
x=x x=x
S: y=y , (x, y) D , S : y = y(x, z) , (x, z) D ,
z = z(x, y)
z=z
x = x(y, z)
S: y=y , (y, z) D .
z=z
For instance, the unity sphere S = {(x, y, z) : x2 + y 2 + z 2 = 1} is given
here as an implicit equation. If we want to express it as z = z(x, y)
about a point M0 (a, b, c), the partial differential F
z
(a, b, c) must be not
zero, i.e. 2c = 0, or c = 0. So we can do this about all points M0 (a, b, c)
on the sphereS, but the points on the circle x2 + y 2 = 1, z = 0.
Since z = 1 x2 y 2 , round such a point M0 (a, b, c) z cannot
be defined as a univalent (univalued) function. About such a point
we can represent the equation of the sphere S as an explicit function
1. DEFORMATION OF A 2D-DOMAIN INTO A SPACE SURFACE 307
g (u, v) by r (u, v) = x(u, v) i + y(u, v) j + z(u, v) k = OM 0 , the
position vector of M0 (x0 , y0 , z0 ), where x0 = x(u0 , v0 ), y0 = y(u0 , v0 ),
z0 = z(u0 , v0 ). To easier understand what is M0 , we put
r (P0 ) = M0 ,
etc. (see Fig.1). Thus, a running point M on the surface S is the
image through r of a running point P (u, v) of the plane domain D.
This means that M (x(u, v), y(u, v), z(u, v)) is such a running point on
S. Usually, we associate to any point M0 (x(u0 , v0 ), y(u0 , v0 ), z(u0 , v0 ))
of S two important vectors which generate the tangent plane TM0 at
M0 to S. These are:
(1.2)
r u (P0 ) = xu (u0 , v0 ) i + yu (u0 , v0 ) j + zu (u0 , v0 ) k and
r v (P0 ) = xv (u0 , v0 ) i + yv (u0 , v0 ) j + zv (u0 , v0 ) k .
Our hypotheses on S say that the tangent plane TM0 exists and it
is unique, so that the two vectors r u (P0 ) and
r v (P0 ) which give its
direction N (P0 ) = r u (P0 ) r v (P0 ) cannot be collinear. The versor
r u (P0 )
n (P0 ) = r v (P0 )
is called the normal versor at M0 to S. Here
r u (P0 )r v (P0 )
x = x , x = x ,
u u v v
r = r , ... etc. Thus, the equation of the tangent
u u
plane TM0 is:
X x0 Y y0 Z z0
det xu (u0 , v0 ) yu (u0 , v0 ) zu (u0 , v0 ) = 0.
xv (u0 , v0 ) yv (u0 , v0 ) zv (u0 , v0 )
Let us introduce three new functions A(u, v), B(u, v) and C(u, v):
r u (u, v)
r v (u, v) = A(u, v) i + B(u, v) j + C(u, v) k . Hence the
normal versor
n (u, v), at a running point M (x(u, v), y(u, v), z(u, v)) of
S, has the following expression:
A(u, v)
(1.3) n (u, v) = i+
A2 (u, v) + B 2 (u, v) + C 2 (u, v)
B(u, v)
+ j+
2 2 2
A (u, v) + B (u, v) + C (u, v)
308 8. SURFACE INTEGRALS
C(u, v)
+ k.
A2 (u, v) 2 2
+ B (u, v) + C (u, v)
(see Fig.1).
F 1
We are interested now how the area of a small rectangle [P0 P1 P2 P3 ],
where P0 (u0 , v0 ), P1 (u1 , v0 ), P2 (u0 , v1 ) and P3 (u1 , v1 ) changes when we
deform this rectangle through the deformation r (u, v) up to the sur-
face [M0 M1 M2 M3 ] (see Fig.1). The idea is the same like the idea used
in proving theorem 81.
T
93. With the above notation and hypotheses, one has
(1.4) area[M0 M1 M2 M3 ]
A2 (u0 , v0 ) + B 2 (u0 , v0 ) + C 2 (u0 , v0 ) area[P0 P1 P2 P3 ],
the approximation being better and better as the diameter of [P0 P1 P2 P3 ]
is smaller and smaller. Hence, the number
A2 (u0 , v0 ) + B 2 (u0 , v0 ) + C 2 (u0 , v0 )
acts as a dilation or contraction coefficient of the elementary area
area[P0 P1 P2 P3 ] = (u1 u0 )(v1 v0 ).
Formula (1.4) can also symbolically be written:
(1.5) d = A2 + B 2 + C 2 dudv,
1. DEFORMATION OF A 2D-DOMAIN INTO A SPACE SURFACE 309
F 2
this last deformation is said to be a cylindrical deformation. The
parametric equations of this cylinder are:
x = x(u, v) = R cos u
(1.8)
g : y = y(u, v) = R sin u , (u, v) D = [0, 2] [0, h].
z = z(u, v) = v
1. DEFORMATION OF A 2D-DOMAIN INTO A SPACE SURFACE 311
r u
r v = det R sin u R cos u 0 = R cos u i +R sin u j +0 k .
0 0 1
So that A2 + B 2 + C 2 = R and d = Rdudv. This means that if R
is large enough, then the areas on the cylinder x2 + y 2 = R2 are very
much modified. The dilation coefficient of the areas is R.
E 95. (conical deformation) Let D = [0, 2] [0, h] (see
Fig.3) and let
r (u, v) = Rh v cos u i + Rh v sin u j + v k , u [0, 2] and
v [0, h] be a deformation of the rectangle D onto a cone (see Fig.3).
F 3
2
The Cartesian equation of this last cone is x2 +y 2 = Rh2 z 2 , z [0, h].
Let us compute the expression A2 + B 2 + C 2 .
i j k
ru r v = det Rh v sin u Rh v cos u 0 =
R R
h
cos u h
sin u 1
R R
R2
= v cos u i + v sin u j 2 v k .
h h h
312 8. SURFACE INTEGRALS
Thus
R2 2 R4 2 R R2
A2 + B 2 + C 2 = v + 4v = v 1+ .
h2 h h h2
R R2
Hence d = h
v 1+ h2
dudv.
F 4
and let
r (, ) = R sin cos i + R sin sin j + R cos k ,
[0, 2] and [0, ] be a deformation of the rectangle D onto the sphere
x2 + y 2 + z 2 = R2 . In this case,
i j k
r r = det R sin sin R sin cos =
0
R cos cos R cos sin R sin
= R2 sin2 cos i R2 sin2 sin j R2 sin cos k .
Hence A2 + B 2 + C 2 = R2 sin .
In the case of a surface S which is explicitly given w.r.t. z, z =
z(x, y), the formulas can be putted in another more convenable form.
Indeed, the parametrization of S is:
x=x
y=y , (x, y) D.
z = z(x, y)
2. SURFACE INTEGRAL OF THE FIRST TYPE. THE MASS OF A 3D-LAMINA.
313
6)
mass(S) = f (x, y, z)d,
S
where f is a density function on S.
7) The coordinates of the mass centre of the 3D-lamina (S, f) are
calculated with the help of the following formulas:
(2.7)
xf (x, y, z)d yf(x, y, z)d zf(x, y, z)d
xG = S , yG = S , zG = S .
f (x, y, z)d f (x, y, z)d f (x, y, z)d
S S S
T
94. Let (S, f ) be a 3D-lamina as above (D is a general
plane domain, r : D R3 is a piecewise smooth deformation of D
onto S, f is piecewise continuous density function on S). Then we can
reduce the computation of I = f(x, y, z)d to the computation of a
S
double integral on the initial undeformed domain D :
(2.9) f (x, y, z)d =
S
= f (x(u, v), y(u, v), z(u, v)) A(u, v)2 + B(u, v)2 + C(u, v)2 dudv.
D
N
f (x( j , j ), y( j , j ), z( j , j ))
j=1
A( j , j )2 + B( j , j )2 + C( j , j )2 area(Rj )
2. SURFACE INTEGRAL OF THE FIRST TYPE. THE MASS OF A 3D-LAMINA.
317
f (x(u, v), y(u, v), z(u, v)) A(u, v)2 + B(u, v)2 + C(u, v)2 dudv.
D
Hence,
f (x, y, z)d
S
f (x(u, v), y(u, v), z(u, v)) A(u, v)2 + B(u, v)2 + C(u, v)2 dudv.
D
Since both these numbers are fixed numbers, they must coincide, i.e.
the equality (2.9) is completely proved.
F 5
2 2
x= cos
= 2 + 1 d d =
x= sin 0 0
3 2
2 2
1 2
( + 1) 2 3/2
= 2 + 1 2 d(2 + 1) = 3 = 5 1 .
0 2
3
0
3 2
3
2 +1=t2
5
= 2 2 + 1d = 3 t2 (t2 1)dt = etc.
2 0 1
c) Find the moment of inertia of (S, f), f = 3z, around the Ox-axis.
2
2 2
x + y2 (x 2
+ y )
Ix = 3 y2 + 1 + x2 + y 2 dxdy =
2 4
S
3 2 2
2 2
23 4
= +1 4 sin + d d =
8 0 0
2 2
2
3 5 2 3
(2.12) = 2 +1 sin d d + 7 2 + 1d.
2 0 0 4 0
But
2 2
2 1 cos 2
sin d = d = ,
0 0 2
so that 2.12 becomes
3 2 5 2 3 2 7 2
Ix = + 1d + + 1d = etc.
2 0 4 0
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 319
F 6
(called the transition matrix from the basis {v1 , v2 , v3 } to the basis
{w1 , w2 , w3 }) has its determinant det C a positive real number. The
infinite set of all the bases in V3 , the real vector space of all 3D-free
vectors, can be divided into two nonoverlaping (their intersection is
empty) subsets A and A . Two bases {v1 , v2 , v3 } and {w1 , w2 , w3 } be-
longs to the same subset if the transition matrix from one to another
has a positive determinant. Let denote by A the subset (or class) which
contains the basis { i , j , k } and by A the subset (or class) which
contains the basis { i , j , k}. We leave as an exercise for the reader
to prove that A A contains all the bases of V3 and that A A = ,
the empty set. We call A the direct orientation of the space V3 and
A the inverse orientation of V3 . The same can be done for V2 , the real
vector space of the 2D-free vector space (i.e. the plane free vectors).
Thus, whenever we fix a Cartesian coordinate system uov in a plane
(P ), we just fixed a direct orientation:"from u to v". What is this?
The direction of the ou-axis is given by a versor i . The direction of
ov-axis is given by a versor j . By definition the class A of orientation
into which the base { i , j } belongs is said to be the direct orientation
of the Cartesian system uov. "From u to v" means that we take firstly
i then, secondly, we take j . We simply say that uov is an oriented
plane Cartesian coordinate system (here the direct orientation is "from
u to v and the inverse one is "from v to u") (see Fig.7).The closed
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 321
r x y z
ru= = , ,
u u u u
and the "velocity" along v is
r x y z
rv= = , , .
v v v v
We associate to the point M0 (S) its normal versor
r u (u0 , v0 )
r v (u0 , v0 )
n (M0 ) =
r (u , v ) r (u , v )
u 0 0 v 0 0
if
n (M0 ) = OM0 ) on the unit sphere (US) : x2 + y 2 + z 2 = 1 in the
Oxyz-space (the space into which (S) is considered). Let us leave M0
to run freely on (S) and let us denote it by M. We obtain in this way
a new function M M , which associates to a point M of (S), a
point M on (U S). Let us call this function the orientation function
and denote it by Or : (S) (U S), Or(M ) = M .
F 7
g and Or g is continuous.
E 98. For instance, a plane (P ) : ax + by + cz + d = 0
is an orientable surface. Indeed, say a = 0, a > 0 and let us use the
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 323
by + cz + d a b c
, y, z , , ,
a a2 + b2 + c2 a2 + b2 + c2 a2 + b2 + c2
i.e. a constant function, which always is continuous. Therefore, any
plane has two faces, i.e. it is orientable.
Not all surfaces are orientable, i.e. they have two faces. An easy to
construct surface which has only one face is Mbius surface (see Fig.8).
This surface is obtained by taking a rectangle strip [ABCD] and by
gluing [AB] with [BC] such that A C and B D. Let () be the
"closed" curve which was initially the midline in the rectangle [ABCD]
(see Fig.8). Let us continuously and increasingly move a normal versor
F 8
It is easy to see that
n (M ) = aia+b j +c k
2 +b2 +c2 , i.e. the normal versor of the
g defines one and the same face if and only if the Jacobian of is a
positive number.
In general, if a surface (S) has an explicit parametrization, say
w.r.t. z,
x=x
(S) : y=y , (x, y) D xOy,
z = z(x, y)
z z
then A = x , B = y and C = 1 (see formula (1.9)). Since
(3.2) n (M ) = cos i + cos j + cos k =
A(u, v)
= i+
2 2
A(u, v) + B(u, v) + C(u, v) 2
B(u, v)
+ j+
A(u, v)2 + B(u, v)2 + C(u, v)2
C(u, v)
+ k,
A(u, v)2 + B(u, v)2 + C(u, v)2
1
then cos = A2 +B 2 +1 > 0 i.e. [0, 2 ). Many times, this last
information is sufficient to determine the direct face (which corresponds
to the direct orientation) of the surface (S).
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 325
x=x
E 99. Let (S) : y= y , x2 + y 2 R2 be the
2 2
z = x +y
conic surface of Fig.9.
F 9
1
cos = .
A(u, v) + B(u, v)2 + 1
2
Hence, we must put a minus in front of cos , cos and cos , in the
expression of
n (see (3.2)). Therefore, in our case, for any M (x, y, z)
(S),
x y 1
n (M ) = , , .
2 x2 + y 2 2 x2 + y 2 2
R 34. It is not difficult to see that if D is a smooth domain
(closed, bounded, connected and D is a smooth curve) and if r :D
zero area for i = j) oriented subdomains of the same type like D (see
Fig.10). We see in this figure that the intersection curve Di Dj (if it
exist like a curve!) is always double oriented. Moreover, the orientation
of each Di (i.e. the orientation of Di ) is completely determined by
the orientation of D (i.e. of D).
F 10
Let r (u, v) = x(u, v) i + y(u, v) j + z(u, v) k , r :D
g (D) =
(S) be a piecewise smooth deformation and let Pi (ui , vi ) Di , i =
1, 2, ..., n be a set of marking points of the division {Di } of D. Then
{Si = g (Di )}, i = 1, 2, ..., n is a division of (S). If
{Di } = max{diam(Di ) : i = 1, 2, ..., n}
becomes smaller and smaller, then {Si } becomes smaller and smaller,
except maybe a subset of points of zero area of D. Let Mi =
r (Pi ),
i.e. Mi (x(ui , vi ), y(ui , vi ), z(ui , vi )) for i = 1, 2, ..., n. We assume that
(S) and, as a consequence, all (Si ) are orientable surfaces. Let
r u (ui , vi )
r v (ui , vi )
n (Mi ) = =
r (u , v ) r (u , v )
u i i v i i
A(ui , vi )
(3.3) = i+
A(ui , vi )2 2
+ B(ui , vi ) + C(ui , vi ) 2
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 327
B(ui , vi )
+ j+
2 2
A(ui , vi ) + B(ui , vi ) + C(ui , vi ) 2
C(ui , vi )
+ k,
A(ui , vi )2 2
+ B(ui , vi ) + C(ui , vi ) 2
3) / / / / / /
F
n d = F
n d + F
n d,
(S)(T ) (S) (T )
where (T ) is another oriented surface such that on the common curve
(S) (T ) the orientation induced by the orientation of (T ) must
be the inverse orientation of the same intersection curve viewed with
the orientation induced by the orientation of (S) (see the situation of
two neighboring oriented subdomains in Fig.10 or in Fig.13). If the
surfaces (S) and (T ) have no small smooth curve in common, then
the orientation of (T ) cannot be connected with the orientation of (S)
by anything else, so that in the union (S) (T ) they keep their own
orientation.
Let us now try to prove/ the
/ existence and to compute the surface
integral of the second type F n d. For this we approximate the
(S)
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 329
= A(u , v )2 + B(u , v )2 + C(u , v )2 dudv
Di
A(ui , vi )2 + B(ui , vi )2 + C(ui , vi )2 area(Di ),
because both points Pi (ui , vi ) and Pi (u , v ) are in the same small
domain Di . Let us come back in formula (3.4) with this expression of
the area(Si ) and with the expression of n (Mi ) from formula (3.3):
,
n
-
F (Mi )
n (Mi ) area(Si )
i=1
n
[P (Mi )A(Mi ) + Q(Mi )B(Mi ) + R(Mi )C(Mi )] area(Di ).
i=1
But this last sum is a Riemann sum of the double integral
[P (x(u, v), y(u, v), z(u, v))A(u, v)+Q(x(u, v), y(u, v), z(u, v))B(u, v)+
D
(3.6)
= [P (x(u, v), y(u, v), z(u, v))A(u, v)+Q(x(u, v), y(u, v), z(u, v))B(u, v)+
D
where cos , cos and cos are the coordinates of the normal versor
F 11
we see that the area-projection prxOy d of an orientated small ele-
ment d (for instance the area of an (Si ))of the surface (S) on the xOy-
plane is a direct oriented area in this plane, usually denoted by dxdy. It
is clear enough that the order dx then dy in the symbol dxdy is essential,
because it reflects the direct orientation "from x to y" in the xOy-plane.
Hence dxdy = dydx (dxdy is the "up" area and dydx is the "down"
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 331
this last being a formal expression, not used in practice. The expression
= P dydz + Qdzdx + Rdxdy is said to be a differential form of order
2 in three variables. Do not forget the order: dzdx and not dxdz!
/ /
E 100. Let us compute I = xdydz + ydzdx, where (S)
(S)
is the interior face of the paraboloid: z = x2 + y 2 , 0 z 4 (see
Fig.12).
F 12
z z
we can use formula (3.2) and find A = x = 2x, B = y = 2y,
C = 1, [0, 2 ],
2x 2y 1
n (x, y, z) = , , .
1 + 4x2 + 4y 2 1 + 4x2 + 4y 2 1 + 4x2 + 4y 2
Let us use now the basic formula (3.6):
/ /
xdydz + ydzdx = 2 (x2 + y 2 )dxdy =
(S) D:x2 +y2 4
2 2
2
3
= 2 d d = 4 3 d = 16.
0 0 0
1
R 35. If (S) is not of class C but it is piecewisely of class
1
C (see Fig.13), then we give an orientation to each smooth pieces
of (S) such that on the common intersection curves, these last curves
must have 2 distinct type of orientation (each of them coming from
the orientation of the neighboring subdomains). In fact, the orienta-
tion of (S) completely determines the orientation of all the component
subdomains.
F 13
E 101. Let us compute the flux of the field F = (0, 0, z)
on the exterior faces of the tetrahedron [OABC] of Fig.14. Since the
surface is a union of 4 distinct surfaces with different parametrizations,
3. FLUX OF A VECTOR FIELD THROUGH AN ORIENTED SURFACE. 333
we successively compute:
/ /
I4 = (0, 0, z)
n4 d.
[ABC]
Since
F 14
x=x
[ABC] : y=y , x + y 1,
z =1xy
A = 1, , B = 1, C = 1, so
1 1x
I0 = (1 x y)dxdy = (1 x y)dy dx =
0 0
x+y1
1x 1 2
1
y 2 x 1 1
y xy dx = x+ dx = .
0 2 0 0 2 2 6
Now / /
I1 = (0, 0, z)
n1 d = 0,
[OAB]
because
n1 = k and z = 0 on [OAB].
/ / / /
I2 = (0, 0, z)
n2 d = (0, 0, z) ( j )d = 0.
[OCA] [OCA]
334 8. SURFACE INTEGRALS
/ /
I3 = (0, 0, z) ( i )d = 0.
[OBC]
F 15
F 16
[XY ][Z Z ], we see that [XY ] is perpendicular on the entire plane
[ZZ Z ]. In particular it is perpendicular on [ZZ ]. Let
n (Z ) be the
normal versor on the plane [XY Z] at the point Z (see Fig.16). Since
+ = 90 and + = 90 one has that = (see Fig.16). Thus,
[Z Z ] = [ZZ ] cos and so,
1 1 1
area(XY Z) = [XY ][ZZ ] = [XY ] cos [ZZ ] =
2 cos 2
1 1 1
= [XY ][Z Z ] = area(XY Z ].
cos 2 cos
Hence, area(prxOy [XY Z]) = area(XY Z) cos , what we wanted to
prove.
We must be very careful with the notation dxdy, the area of the
direct oriented domain which is the projection of a small part of the
direct oriented surface S, of area d. Since dxdy = dydx, one uses the
exterior product notation dxdy = dx dy. To change dxdy with dydx
means to take the other face of the oriented projection (see Fig.17).
4. Problems and exercises
1. Compute I = xyd, where S is the part of the plane (P ) :
S
2x + y + 2z = 1 which is inside the cylinder: x2 + y 2 = 1.
2. The cylindrical solid x2 + y 2 R2 cut the semisphere x2 + y 2 +
z = 4R2 , z 0 into a surface S. Find its area and its centre of mass
2
F 17
3. Compute (x2 + y 2 )d is S is a surface with the following
S
parametrization: x = u, y = v, z = uv and u2 + v 2 1.
4. Find the moment of inertia of the cone y 2 + z 2 = 4x2 , x [2, 2]
with respect to the Oz-axis.
5. Find the centre of mass for the 3D-lamina (S, f ), where S is the
surface x2 + z 2 = 4y, y 4 and f (x, y, z) = y.
6. Compute I = (x + y + z)d, where S is the union of all the
S
sides of the parallelepiped [0, 1] [0, 2] [0, 3].
7. Compute I = (x + y + z)d, where S is the surface x2 + y 2 +
S
z 2 = a2 , z 0.
8. Find the mass of the 3D-plate (S, f), where S is the surface
x2 + y 2 + z 2 = 1, x 0, y 0, z 0 and the density function is
1
f(x, y, z) = [x2 + y 2 + (z 1)2 ] 2 .
9. Find the area of the part of the sphere x2 + y 2 + z 2 = a2 , which
is inside the cylinder x/2 + 2
/ y = ax.
10. Compute I = xydydz + xzdzdx + 2x2 ydxdy, where (S) is
(S)
the exterior side of the surface z = x2 + y 2 , x2 + y 2 4.
11. Compute the flux of the field F (x2 , y 2 , z 2 ) through the interior
side of the surface x2 + y 2 = z, z 1.
4. PROBLEMS AND EXERCISES 337
12. Compute the flux of the field F (x3 , y 3 , z 3 ) through the total
exterior sides of the surface x2 + y 2 = z 2 , 0 z 4.
13. Find the flux of the field F (x, y, z) = x i + y j + z k through
the interior side of the sphere x2 + y 2 + z 2 = R2 .
14. Find the flux of the field F (x2 , y 2 , z 2 ) through the total exterior
sides of tetrahedron [OABC], where A(1,0, 2), B(0, 2, 0) and C(0, 0, 3).
1 1 1
15. Compute the flux of the field F x , y , z through the exterior
side of the sphere x2 + y 2 + z 2 = R2 .
16. Find the flux of the field F (yz, xz, xy) through the total exte-
rior face of the cylinder x2 + y 2 = a2 , 0 z h.
CHAPTER 9
R3
S is open) and if it is the boundary of a bounded, closed and
connected subset of R3 . Moreover, S must divide the space R3 into
two disjoint (with their intersection empty!) subsets, and R3
T
95. (Gauss formula) Let R3 be a bounded, closed
and connected subset with its boundary = S a piecewise smooth,
oriented and totally closed surface, considered with its "exterior" side
(see Fig.1). Let
F (x, y, z) = P (x, y, z) i + Q(x, y, z) j + R(x, y, z) k
F 1
Before to prove this basic result, let us make some commentaries
on it.
The philosophical importance of Gauss formula (1.1) is the follow-
ing. On the left side of this formula we have an "oriented" object, in
general very complicated, but only a 2D-object. On the right side one
has a triple integral, a simpler object (because it has no "orientation" at
all), but a 3D-object. Hence this formula connects a 2D-computation
with a 3D-computation. On the left side of this formula we have in
fact the flux S ( F ) of the field F through the surface S, "from inside
to outside", i.e. the normal versor at a point M S is "above" the
tangent plane at M to S (see Fig.1). On the right side of the formula
one has "the global productivity" of the volume w.r.t. the field F .
Let us explain in the following the word "productivity". Let us apply
the mean formula (see theorem 87, e)) to the triple integral from the
right side:
div F dxdydz = div F (P0 ) vol(),
1. GAUSS FORMULA (DIVERGENCE THEOREM) 341
F 2
The triple integral can be naturally decomposed into three triple
integrals and so we can apply Gauss formula for the three simple do-
mains:
div F dxdydz = div F dxdydz + div F dxdydz +
1 2
+ div F dxdydz =
3
/ / / / / /
= F
n1 d + F n1 d + F n1 d +
(S)
(2 )
(3 ) (S1 ) (S2 )
/ / / /
+ F
n2 d + F n2 d +
(2 )
(S1 ) (S1 )
344 9. GAUSS AND STOKES FORMULAS. APPLICATIONS
/ / / /
+ F
n3 d + F n3 d =
(3 )
(S2 ) (S2 )
/ / / / / /
= F
n1 d + F
n2 d + F
n3 d +
(S)
(2 )
(3 ) (2 )
(S1 ) (3 )
(S2 )
/ / / / / / / /
+ F n1 d F n1 d + F n1 d F n1 d =
(S1 ) (S1 ) (S2 ) (S2 )
/ /
= F
n d.
(S)
/ /
Q
(1.6) b) Q(x, y, z)dzdx = dxdydz,
y
(S)
/ /
R
(1.7) c) R(x, y, z)dxdy = dxdydz.
z
(S)
Since the proofs for all these formulae a), b) or c) are similar, we shall
prove only formula c). For this, after dividing the domain into a finite
union of nonoverlaping subdomains (see what we did above!) which are
simple w.r.t. Oz-axis, we suppose that is a simple domain w.r.t. Oz-
axis like in Fig.3. This means that
= {(x, y, z) : (x, y) z (x, y), (x, y) xy = prxOy } ,
where and are continuous functions defined on xy .
Let us look now at Fig.3 and write:
(x,y)
R R
dxdydz = dz dxdy =
z z
xy (x,y)
1. GAUSS FORMULA (DIVERGENCE THEOREM) 345
F 3
= R(x, y, (x, y))dxdy R(x, y, (x, y))dxdy =
xy xy
/ / / /
= R(x, y, z)dxdy + R(x, y, z)dxdy+
(S2 ) (S1 )
/ / / /
+ R(x, y, z)dxdy = R(x, y, z)dxdy,
(S3 ) (S)
/ /
because R(x, y, z)dxdy = 0, ( = 90 , so cos = 0 and dxdy =
(S3 )
F 4
Use then this result to compute the flux 1 of the same field F
through the exterior surface of the cube, except the hatched face [O A B C ].
/ /
Gauss
S ( F ) = F n d = (2x + 2y + 2z)dxdydz =
S
1 1 1
= 2 (x + y + z)dx dy dz =
0 0 0
1 1 2
1
x
=2 + xy + xz dy dz =
2 0
0 0
1 1
1
1
1 y y 2
=2 + y + z dy dz = 2 + + yz dz =
2 2 2 0
0 0 0
1
1
z 2
=2 (1 + z) dz = 2 z + = 3.
2 0
0
Let (S1 ) be the hatched surface [O A B C ]. Since the normal versor
n = k = (0, 0, 1), one has that dydz = cos d = 0 and dzdx =
cos d = 0. Thus,
(S1 ) ( F ) = dxdy = 1.
[0,1][0,1]
1. GAUSS FORMULA (DIVERGENCE THEOREM) 347
Hence 1 = S ( F ) (S1 ) ( F ) = 2.
E 103. Compute the flux of the vector field F = (x2 , y 2 , z)
through the sphere x2 +y 2 +z 2 = 1, from exterior to interior (see Fig.5).
F 5
We simply apply Gauss formula (95):
(S) ( F ) = (2x + 2y + 1)dxdydz.
x2 +y2 +z 2 1
2u 2u 2u
where u = x2
+ y2
+ .
The total amount of heat H in is:
z 2
H= u dxdydz,
Since this last one must equal the amount of heat leaving , one has:
u
dxdydz = K u dxdydz,
t
or
u
Ku dxdydz = 0.
t
Since the integrand function is continuous w.r.t. x, y and z, since
was arbitrarly chosen, by a local application of the mean formula, we
3. STOKES THEOREM 349
see that u
t
Ku is identical to zero on (prove this in general like
in the case of a simple integral!). Finally we get the famous parabolic
PDE (partial differential equation) of the heat flow:
u
= c2 u,
t
K
where c2 = . If for a small interval of time the heat flow does not
depend on time, we get u = 0, which is called the Laplace equation.
It is fundamental in many branches of Applied Mathematics. More
discussions on this subject can be find in any course of PDE.
3. Stokes Theorem
This fundamental result is a generalization of the Green theorem
(in plane), for the 3-dimensional case. This theorem says that in some
conditions a surface integral of the second type can be transformed into
a line integral and conversely.
A surface (S) R3 has the curve as its boundary or border
if (S), is a piecewise smooth, connected and "closed" curve
(
r (a) = r (b),
r : [a, b] R3 ) and, for any point M0 of , there
exists a small > 0 such that the intersection B(M0 ; r)(S), 0 < r ,
between any ball (in R3 ) with centre at M0 and radius r, at most
, has the property that B(M0 ; r)
[B(M0 ; r) (S)] is a connected
set. Moreover, if M0 (S) but M0 / , then there exists at least
one ball B(M0 ; r), r > 0 such that B(M0 ; r)
[B(M0 ; r) (S)] is the
disjoint union of two connected subsets of B(M0 ; r) (their intersections
is empty!).
A sphere S is not a surface with a border. But a semisphere is a
surface with a border , the unique "big" circle on the sphere. Other
examples of surfaces with a border one can see in Fig.6, Fig.7 or Fig.8.
We must be careful! For instance, the cylinder x2 + y 2 = R2 , 0 z h
has not a (unique) border in our acceptance because its candidate for a
"border" is the nonconnected union between the following two circles:
x2 + y 2 = R2 , z = 0 and x2 + y 2 = R2 , z = h,where h = 0. If we add to
this last cylinder the "above" disc x2 + y 2 R2 , z = h, the obtained
surface has a unique (connected) border: x2 + y 2 = R2 , z = 0, thus it
is a surface with a border in our previous acceptance.
Let g : D R3 ,
g (u, v) = x(u, v) i + y(u, v) j + z(u, v) k , be a
piecewise smooth deformation and let (S) = g (D) be its corresponding
(direct oriented) surface with a border like above.. Let F (x, y, z) =
P (x, y, z) i +Q(x, y, z) j +R(x, y, z) k be a field of class C 1 defined on
a space domain which contains the surface (S). Let D = be a direct
350 9. GAUSS AND STOKES FORMULAS. APPLICATIONS
oriented closed piecewise smooth curve and let = (S) be the border
of (S) which is the image of through the deformation g . Notice that
is "closed" and the orientation of , which is that one inherited from
the direct orientation of in the uov-plane, is compatible with the
direct orientation of (S). This means that if we walk on the border
in the direction indicated by its direct orientation, the direct face of
the surface (S) is always "on the left" (see Fig.6). The surface (S) of
Fig.6 is not simple w.r.t. Oz-axis (i.e. it has no parametrization of
the form z = z(x, y), (x, y) prxOy (S)), but we can divide it into two
nonoverlaping oriented surfaces (S1 ) and (S2 ) with the corresponding
borders (S1 ) = [AEBCA] and (S2 ) = [F ACBF ] respectively (see
Fig.6). It will be easy to prove that if the bellow Stokes formula is
true for simple surfaces (S1 ) and (S2 ), then it is true for the entire
(S) = (S1 ) (S2 ) (see this proof bellow!). This is why we shall prove
this basic formula only for a simple surface (S) w.r.t. Oz-axis.
F 6
Let us recall that curl F is a new vector field associated to the field
F as follows:
i j k
(3.1) curl F = det =
x y z
P Q R
3. STOKES THEOREM 351
R Q P R Q P
= i + j + k.
y z z x x y
Recall that the normal versor can be computed by the formula
A B C
n = , ,
A2 + B 2 + C 2 A2 + B 2 + C 2 A2 + B 2 + C 2
and d = A2 + B 2 + C 2 dudv. Let us put
A B C
nx = , ny = , nz = .
A2 + B 2 + C 2 A2 + B 2 + C 2 A2 + B 2 + C 2
T
96. (Stokes formula) Let D, (S), g , = (S), etc. be
the above notation and hypotheses. Then
/ / /
(3.2) (curl F ) n d = P dx + Qdy + Rdz.
(S)
The first surface integral is the flux of the curl F through the surface
(S). The last line integral is the circulation (or the work) of F on the
oriented border of (S). Stokes formula says that this flux of curl F
and the circulation of F are equal.
P. Let us put the expression of curl F from (3.1) on the left
side of formula (3.2):
/ / / /
R Q P R
(curl F ) n d = [ nx + ny +
y z z x
(S) (S)
/ /
Q P P P
+ nz ]d = ny nz d+
x y z y
(S)
/ /
/ /
Q Q R R
+ nz nx d + nx ny d.
x z y x
(S) (S)
/
To prove that this last sum is equal to P dx + Qdy + Rdz it is enough
to prove the following three equalities:
/ / /
P P
a) n y nz d = P dx,
z y
(S)
352 9. GAUSS AND STOKES FORMULAS. APPLICATIONS
/ / /
Q Q
b) x
nz n
z x
d = Qdy,
(S)
/ / /
R R
c) n
y x
n
x y
d = Rdz.
(S)
Since the proof of each of these equalities are similar, we shall prove
only a). Now we can suppose that (S) is simple w.r.t. Oz-axis (other-
wise we decompose it into a finite simple surfaces like in Fig.6). Hence,
one can find for (S) an explicit parametrization w.r.t. z :
x=x
(S) : y=y , (x, y) xy = prxOy (S)
z = z(x, y)
P P
ny nz d =
z y
(S)
P z P
= (x, y, z(x, y)) (x, y, z(x, y)) dxdy =
z y y
xy
= [P (x, y, z(x, y))] dxdy =
y
xy
/ /
Green
= P (x, y, z(x, y))dx = P (x, y, z)dx,
i.e. the right side of a). Here we just applied Green formula for the
domain xy with its boundary (see Fig.7).
If (S) is not simple with respect to Oz-axis we reduce everything to
simple components of (S). Let us apply this last idea for the surface
3. STOKES THEOREM 353
F 7
of Fig.6.
/ / / / / /
(curl F )
n d = (curl F )
n d + (curl F )
n d =
(S) (S1 ) (S2 )
/ /
P dx + Qdy + Rdz + P dx + Qdy + Rdz +
[AEB] [BCA]
/ /
+ P dx + Qdy + Rdz + P dx + Qdy + Rdz .
[BF A] [ACB]
But / /
P dx + Qdy + Rdz = P dx + Qdy + Rdz,
[BCA] [ACB]
so that
/ / /
(curl F )
n d = P dx + Qdy + Rdz+
(S) [AEB]
/ /
+ P dx + Qdy + Rdz = P dx + Qdy + Rdz.
[BF A]
354 9. GAUSS AND STOKES FORMULAS. APPLICATIONS
/
E 104. Let us compute the line integral I = x2 ydx +
y 2 dy + z 2 dz, where is the oriented curve [O A B C O ] from Fig.8.
For this, let us consider the oriented surface
x=x
(S) : y = y , (x, y) [0, 1] [0, 1],
z=1
which has as its (unique) border the connected curve . Since
i j k
curl F = det = x2 k ,
x y z
x2 y y 2 z 2
we can apply Stokes formula (3.2) and find:
/ / /
2 2 2
x ydx + y dy + z dz = (curl F ) n d = x2 dxdy =
(S) [0,1][0,1]
1
1 1
2 1
= x dy dx = x2 dx = .
3
0 0 0
The same curve with the inverse orientation is also the border of
the surface S obtained by the union of the five other sides of the cube,
except the "above" side, situated on the plane z = 1. This surface is
oriented by /the/ exterior normal vectors like in Fig.8.
Hence, (curl F )
n d = 13 . Let us now directly compute the
S
line integral I.
/ /
I = x2 ydx+y 2 dy +z 2 dz = x2 ydx+y 2 dy +z 2 dz+
[O A ]:x=x,y=0,z=1,x[0,1]
/
+ x2 ydx + y 2 dy + z 2 dz+
[A B ]:x=1,y=y,z=1,y[0,1]
/
+ x2 ydx + y 2 dy + z 2 dz+
[B C ]:x=x,y=1,z=1,x[0,1]
3. STOKES THEOREM 355
F 8
/
+ x2 ydx + y 2 dy + z 2 dz =
[C O ]:x=0,y=y,z=1,y[0,1]
1 1 1
2 2 1
=0+ y dy x dx y 2 dy = .
3
0 0 0
We just obtained the same result like that one obtained by using Stokes
formula. Hence, these last computation can also be viewed as a simple
verification.
We know that if F : D R3 if a conservative field of class C 1 on
a domain D, then curl F = 0 (see theorem 68) Conversely, if D is
a simple connected domain (any totally closed surface S D can be
continuously shrunk to a point in D), then the field F of class C 1 is
conservative. We easily see that in order to prove that F is conserva-
/
tive, it is enough to prove that the line integral F d r = 0 on any
"closed" piecewise smooth curve D (construct a primitive for F of
(x,y,z)
/
the type: U (x, y, z) = F d
r ). Now, for any "closed" piecewise
(a,b,c)
smooth curve D, it is intuitively clear (at least for the usual balls,
cylindrical domains, conical domains, paraboloidal domains, etc.) that
there exists a bounded, connected piecewise smooth surface T D
356 9. GAUSS AND STOKES FORMULAS. APPLICATIONS
with the unique border (try to explain this existence at least for a
starred domain D, i.e. if there exists a point P0 D such that if P is
another point in D, then the whole segment [P0 P ] is included in D).
Then we can apply Stokes formula for the surface T with its border :
/ / /
(curl F ) n d = P dx + Qdy + Rdz.
T
/
But curl F = 0 , thus P dx + Qdy + Rdz = 0. Hence F is conserv-
ative.
Sometimes Stokes formula cannot be easily applied, but this last
result can work easily.
/
E 105. Let us compute the line integral I = x2 dx+y 2 dy+
z 2 dz, where this time is the oriented curve [ABCD] of Fig.9.
F 9
Since F = (x2 , y 2 , z 2 ), curl F = 0 and this implies that F is
/
conservative. Hence, the integral x2 dx + y 2 dy + z 2 dz does not depend
on the integration path which connects the points A and D. The simplest
path which connect A and D is the oriented segment [AD] : x = 0,
4. PROBLEMS AND EXERCISES 357
y = y, z = 0. Thus,
/ R
2
x dx + y dy + z dz = y 2 dy = R3 .
2 2 2
3
R
9. Use Stokes formula to compute the circulation of F = x j + y k
along the "closed" curve S, the intersection between the sphere x2 +
y 2 + z 2 = R2 and the plane x + y + z = 0, with the orientation given
by the direction of the vector (1, 1, 1).
10. Let F = yz i + 2xz j x2 k . Compute the flux of F through
the ellipsoid 4x2 + y 2 + 4z 2 = 8, the exterior side and the circulation of
the same field along the intersection curve , the intersection between
this last ellipsoid and the plane z = 1.The projection of the orientation
of this curve on the xOy-plane is "from y to x", i.e. the clockwise
orientation.
CHAPTER 10
F 1
n
Lagrange
(1.6) = f (g(cj )) [x (dj ) + iy (ej )] (tj tj1 ),
j=1
with
n
f (g(cj )) [x (cj ) + iy (cj )] (tj tj1 ),
j=1
T
which is a Riemann sum of f (g(t))g (t)dt. Hence this last integral can
T0
n
be well approximated with Riemann sums of the form f( j )(zj
j=1
zj1 ). This means that f is integrable on the arc ab and f(z)dz =
ab
T
f (g(t))g (t)dt.
T0
1
E 106. Let us compute In = (zz0 )n
dz for any nat-
|zz0 |=r
ural number n = 0, 1, ... . The equation |z z0 | = r describes a circle
with centre at z0 and radius r. It has the following parametrization
z = z0 + r exp(i), where [0, 2]. It is equivalent to the real form
x = x0 + r cos
, [0, 2]. Applying formula (1.5) we get:
y = y0 + r sin
2 2
1 i n+1 ei(1n)
In = rie d = r i = 0,
rn ein i(1 n) 0
0
2
if n = 1 and I1 = i d = 2i. Here we used the equality: e2mi =
0
cos 2m + i sin 2m = 1 for any integer number m. Hence
1 0, if n = 1
(1.7) dz =
(z z0 ) n 2i, n = 1.
|zz0 |=r
We shall now express the complex integral f (z)dz as a complex
ab
number, with a real and an imaginary part. For this, let j = j + ij ,
364 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
n
= u(j , j ) + iv( j , j ) [(x(tj ) x(tj1 )) + i(y(tj ) y(tj1 ))] =
j=1
n
= u( j , j )(x(tj ) x(tj1 )) v( j , j )(y(tj ) y(tj1 )) +
j=1
n
+i u( j , j )(y(tj ) y(tj1 )) + v( j , j )(x(tj ) x(tj1 )) .
j=1
Since the real part of this last sum is a Riemann sum for the line
/
integral udx vdy and since the imaginary part is a Riemann sum
ab
/
for the line integral vdx + udy, we find that:
ab
/ /
(1.8) f(z)dz = udx vdy + i vdx + udy.
ab ab ab
Let us compute (3xy + y 2 i) dz, where is the oriented segment
[AB] with A(0, 0) and B(1, 2). Since u(x, y) = 3xy and v(x, y) = y 2
can be easily computed, we use formula (1.8). A parametrization for
[AB] is x = x, y = 2x, x [0, 1]. Hence,
1 1
2 16
f (z)dz = (6x 8x )dx + i (4x2 + 12x2 )dx = + i .
2 2
3 3
ab 0 0
T
97. (Cauchy fundamental theorem) Let D be a simple
connected domain of C and let f : D C be a differentiable (ana-
lytic) complex function defined on D. Then, for any piecewise smooth
/
"closed" oriented curve D, one has that f (z)dz = 0.
1. COMPLEX FUNCTIONS INTEGRATION 365
u v v u
= dxdy + i + dxdy = 0,
y x y x
D D
where D is the domain bounded by (see Fig.2)
F 2
The simple connected property of D is necessarily. Indeed, for
instance
1
dz = 2i = 0
z z0
|zz0 |=r
(see formula (1.7)) because D = C
{z0 } is not simple connected.
A main consequence of this Cauchy fundamental theorem is the pos-
sibility to construct a primitive function F (z) for an analytic function
/
f(z) defined on a simple connected domain D. The formula f (z)dz =
0 for any piecewise smooth "closed" oriented curve D, implies
B
like usually that the complex integral f (z)dz does not depend on
A
366 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
f()d
segm[w0 w]
= ,
w w0
where segm[w0 w] is the segment of the straight line which connect w0
and w (see Fig.3).
F 3
1. COMPLEX FUNCTIONS INTEGRATION 367
F (w) F (w0 )
lim = f(w0 ),
ww0 w w0
F (w)F (w0 )
let us evaluate now the distance between ww0
and f (z) :
f ()d f (w0 )d
F (w) F (w0 ) segm[w0 w] segm[w0 w]
f (w ) =
w w0
0 |w w0 |
|f() f (w0 )| |d|
segm[w0 w]
sup |f() f (w0 )| .
|w w0 | segm[w0 w]
Since f is continuous
on D, this last supremum goes to zero when w
F (w)F (w0 )
w0 . Hence, ww0 f (w0 ) 0, when w w0 , i.e. lim F (w)F (w0 )
ww0
=
ww0
f(w0 ), i.e. F is differentiable at w0 and F (w0 ) = f (w0 ).
What happens when D is not simple connected, i.e. if it has some
"gaps" or "holes"? We shall describe in the following a very simple
model of a n-connected domain . We start with a complex domain D
and let us consider another simple connected bounded domain D D
such that D = D D D . Let D1 , D2 , ..., Dn1 be n 1 nonover-
laping (the intersection Di Dj , i = j, is empty or at most a piecewise
smooth curve) domains contained in D. We assume that the boundary
D = + 0 is a directly oriented piecewise smooth curve and the bound-
aries D1 =
1 , ..., Dn1 = n1 are included in D and they are piece-
n1
wise smooth inverse oriented curves (see Fig.4). Then = D
j=1 Dj
is said to be a n-connected domain. For n = 1 we get = D itself, i.e.
a simple connected domain. For n = 2, = D
D1 and we obtain a
double connected domain (with a "hole"), etc. To obtain from a new
simple connected domain , it is enough to get out from it n1 piece-
wise smooth curves 1 , ..., n1 which connect D with D1 , ..., Dn1
respectively, traced twice in the opposite directions (see Fig.4).
Hence , which has as its boundary the union between D, D1 , ..., Dn1
and 1 , ..., n1 traced twice each of them, is a simple connected do-
main.
368 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
F 4
T
98. (n-connected Cauchy fundamental theorem) With
n1
these notation and hypotheses, let f : D
j=1 Dj C be a con-
tinuous function which is analytic on . Then,
(1.9) f (z)dz = f (z)dz + f(z)dz + ... + f (z)dz.
+
0 +
1 +
2 +
n1
F 5
or
n1
f (z)dz = f (z)dz.
j=1
+
0 +
j
def 1
The residue res(f, zj ) = 2i
f(z)dz is well defined because if
|zzj |=rj
we diminish the radius rj of the disc to another one 0 < rj < rj
then, on the annulus {z C : rj < |z zj | < rj } the function f (z)
is analytic and, applying the first statement of this theorem, we get
1 1
that 2i f (z)dz = 2i f(z)dz, i.e. the residue res(f, zj ) is
|zzj |=rj |zzj |=rj
well defined. The equality (1.10) is the particular case of the general
Cauchy formula (1.9), where we take the discs |z zj | < rj for the
domains Dj .
R 37. Let H be a complex domain, let D be a bounded do-
main included in H such that D = is a direct oriented, continuous
and piecewise smooth curve. Let f be an analytic function on H, except
a finite number of points z1 , z2 , ...zm inside D and a finite number of
points w1 , w2 , ..., ws which are on D = (see Fig.6). If in a small
neighborhood Vj of wj , which does not contain any other wt , the curve
is smooth, then we say that the angle in radians attached to wj is
j = . If wh is an angular point on and the angle in radians between
the two distinct tangent lines at wh to is h , we attach this h to wh
370 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
F 6
We shall try in the following to compute such a new number res(f, z0 ) =
1
2i
f(z)dz for a function f which is analytic on the disc |z z0 | <
|zz0 |=r
r, except the point z0 , its centre. Then, we shall apply the residues for-
mula (1.10) in order to compute some complicated real or complex
integrals. But what about the point of C = C {}? (see the Rie-
mann sphere in [Po], 6.5). To study the behavior of a function f in a
neighborhood V,R = {z C : |z| > R} of infinite means to study the
behavior of the functions g(w) = f(1/w) in the corresponding neigh-
borhood V0,1/R = {w C : |w| < 1/R} and then to come back to
with the obtained informations. Let us assume that a complex function
f is analytic on C except a finite set of points z1 , z2 , ..., zk . Let R > 0
large enough such that |zj | < R for j = 1, 2, ..., k. We define
def 1
(1.12) res(f, ) = f (z)dz,
2i
1. COMPLEX FUNCTIONS INTEGRATION 371
points at which the function is not analytic) of f (z). We easily see that
z0 = 0 is an essential singular point (see the definition bellow) of f
because sin 1z = 1z 3!z1 3 + ... and (z2 +2)
1
2 is analytic (differentiable) in
a small neighborhood of z0 = 0. The points z1 = i 2 and z2 = i 2
are
poles of order 2 because, for instance, the function g(z) = (z
2
i 2) f (z) is analytic in a small neighborhood of i 2 which does not
contain the points z0 = 0 and z2 = i 2, etc. It is clear enough
that res(f, z0 ) = c1 = 14 . Now, to compute the residues res(f, z1 ) and
res(f, z2 ) we need formula (1.17):
1
(k1)
res(f, z0 ) = lim (z z0 )k f(z) .
(k 1)! zz0
1. COMPLEX FUNCTIONS INTEGRATION 373
Thus,
sin 1z
res(f, z1 ) = lim =
zi 2 (z + i 2)2
z12 (z + i 2)2 cos 1z 2(z + i 2) sin 1z
= lim =
zi 2 (z + i 2)4
i 2 sin i2 cos i2
= .
16
sin 1z
res(f, z2 ) = lim =
zi 2 (z i 2)2
z12 (z i 2)2 cos 1z 2(z i 2) sin 1z
= lim =
zi 2 (z i 2)4
i 2 sin i2 cos i2
= .
16
We can now start the discussion. If r < 2 1, then inside the circle
|z i| = r there exists no singular point for f. Thus, in this case
I(r) = 0. If r = 2 1, then z1 is on the circle |z i| = 2 1 and we
apply formula (1.11)
(we say that at z1 we have a semiresidue. Hence,
i 2 sin i cos i
I( 2 1) = i 2
16
2
. If
2 1 < r < 1, then z1 is inside the
i 2 sin i cos i
circle 2 1, so that I(r) = 2i 2
16
2
. If
r = 1, then, besides
i 2 sin i cos i
z1 , one has a semiresidue at z0 and I(1) = 2i 2 2
+ i.
16
If 1 < r < 1 + 2, then we have residues at z0 and z1 inside the
i 2 sin i cos i
circle, so I(r) = 2i 2
16
2
+ 2i. If r = 1 + 2, then we
have residues at z0 and z1 inside the circle and a semiresidue
at z2 ,
i 2 sin i cos i i 2 sin i cos i
so that I(1 + 2) = 2i 2 2
+ 2i + i 2 2
. If
16 16
r > 1 + 2, we have
all the three points as residues
inside the circle,
i 2 sin i cos i i 2 sin i cos i
so that I(r) = 2i 16
2 2
+ 2i + 2i 16
2 2
.
1
To compute J = z 2 (z 2 1)
dz, we can use formula (1.11). One has
[tuv]
a residue at t = 0, with the associated angle 1 = 2 and a residue at
u = 1, with the associated angle 2 = 4 . But, denoting h(z) = z2 (z12 1) ,
one has
1
res(h, 0) = lim 2 = lim 2z (z 2 1)2 = 0
z0 z 1 z0
374 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
and
1 1
res(h, 1) = lim = .
z1 z 2 (z + 1) 2
Hence, J = 2 i 0 + 4 i 1
2
= i
8
.
If an infinite number of negative indexed terms an are distinct of
zero, we say that z0 is an essential point. If all an are zero, i.e. if
(1.18) f (z) = a0 + a1 (z z0 ) + ... + an (z z0 )n + ...
we say that f is analytic at z0 and z0 is a regular point of f . In this last
situation we call the expansion on the right side, a Taylor expansion.
It can be proved that any analytic function f in a disc B(z0 , R) has a
Taylor expansion of the type (1.18). Let us evaluate the coefficients an
in this last case. For this, let us take a circle r with centre at z0 and
an arbitrary radius r > 0 and let us integrate terms by terms:
f(z)
dz = ak (z z0 )kn1 dz = an 2i,
(z z0 )n+1 k=0
r r
kn1
because of formulas (1.7) ( (z z0 ) dz = 0 for k < n and (z
r r
z0 )kn1 dz = 2i for k = n) and because of the Cauchy fundamental
kn1
theorem (97) for k > n (then (z z0 ) is analytic and so (z
r
kn1
z0 ) dz = 0). Hence,
1 f (z)
an = dz.
2i (z z0 )n+1
r
Since an = n!1 f (n) (z0 ) (compute this n-th derivate in the Taylor expan-
sion (1.18)), one obtains:
(n) n! f(z)
(1.20) f (z0 ) = dz.
2i (z z0 )n+1
1. COMPLEX FUNCTIONS INTEGRATION 375
1 1 1 1 1 1
(2.1) I= R z+ , z dz.
i 2 z 2i z z
|z|=1
P (z) 1 1 1 1 1
=R z+ , z
Q(z) 2 z 2i z z
in variable z. Since this last function has at most a finite number of
poles (the zeros of Q(z)) inside the circle |z| = 1 (or on its circumfer-
ence), we can apply the residue formula and get:
1 P (z)
(2.2) I = 2i res , zk .
i Q(z)
Q(zk )=0
2
cos mx
For instance, if we want to compute the coefficient am = 2+sin x
dx of
0
1
the Fourier expansion of the function f(x) = 2+sin x
, x [0, 2] (see
378 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
1 zm
= dz + dz.
z m (z 2 + 4iz 1) z 2 + 4iz 1
|z|=1 |z|=1
b) Integrals of the form f(x)dx
These improper integrals of the first type can be easily computed
by using residues formula. First of all we need an auxiliary result.
T
101. Let f (z) be an analytic function everywhere in the
upper half-plane {z C : Im z > 0}, except a finite number of points
z1 , z2 , ..., zn . We assume that in a neighborhood |z| > R0 > 0 of the
function f (z) is bounded as follows: |f(z)| < |z|M1+ , where M > 0 and
> 0. Then
(2.3) lim f(z)dz = 0,
R
CR
which goes to zero when R . Hence f (z)dz 0 when R
CR
and the theorem is completely proved.
Now we can prove the basic result which will help us to compute
improper integrals just announced.
T
102. Let f (x) be a real function of class C , defined
on the entire real axis and let f(z) be a unique (see [Po], section 11.8)
analytic prolongation of it to the upper half-plane Im z > 0. We assume
2. APPLICATIONS OF RESIDUES FORMULA 379
F 7
that the function f (z) satisfies the conditions of the above theorem 101.
Then our improper integral f (x)dx is convergent and:
n
(2.4) f (x)dx = 2i res(f, zk ),
k=1
where z1 , z2 , ..., zn are all the singular points (at which f is not analyti-
P (z)
cal) of f in the upper half-plane Im z > 0. In particular, if f (z) = Q(z)
is a rational function which satisfies the supplementary conditions that
deg Q(z) deg P (z) + 2 and that the equation Q(z) = 0 has no real
root, then
P (x)
(2.5) dx = 2i res(f, zk )
Q(x)
Re zk >0 and Q(zk )=0
P. Let us take R0 large enough such that |zk | < R0 for any
k = 1, 2, ..., n. Now we consider in the upper half-plane the closed
contour [R, R] CR (see Fig.7). We apply the residue formula and
find:
R n
f (x)dx + f(z)dz = 2i res(f, zk ).
R k=1
CR
380 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
Since the conditions of theorem 101 are satisfied, taking limit when
R , we get exactly formula (2.4).
The last statement is true because, f (z) = PQ(x) (x)
together with the
above restrictions on the polynomials P (z), Q(z), satisfies the same
conditions of theorem 101.
1
For instance, we know that the integral I = x4 +1 dx is conver-
gent but its computation is not so easy. We see that z41+1 |z|13 , for
|z| large enough, i.e. R0 = 1, for instance, M = 1 and = 2 > 0 in
theorem 101. Thus we can apply the last theorem. For this we need to
find all the zeros of z 4 + 1 = 0 in the half-plane Im z > 0. The solutions
+2k
of the equation z 4 + 1 = 0 are z0,1,2,3 = ei 4 , k = 0, 1, 2, 3. But only
3
z0 = ei 4 and z1 = ei 4 are in the upper half-plane. Thus,
1 i 4 1 i 3
I = 2i res 4 ,e + res 4 ,e 4 .
z +1 z +1
But, there is a problem! Formula (1.17) is not practicable here! Why?
Let us see:
1 i 4 1 1
res 4 ,e = lim (z z0 ) 4 = .
z +1 zz 0 z +1 (z0 z1 )(z0 z2 )(z0 z3 )
To compute this last number is not so easy. But, let us look carefully
to the general formula 1.17 for the case of a simple pole z0 , i.e. for
P (z)
k = 1 and for f (z) = Q(z) , a rational function:
P (z) P (z0 ) P (z0 )
(2.6) res(f, z0 ) = lim (z z0 ) = Q(z)Q(z )
= .
zz0 Q(z) lim zz0 0 Q (z0 )
zz0
(2.8) = R(R) eaR sin d,
0
because
iaz iaRei iaR(cos +i sin ) iaR cos aR sin )
e = e = e = e e =
= |cos(aR cos ) + i sin(aR cos )| eaR sin ) = eaR sin ) .
Let us evaluate the real simple integral
2
I= eaR sin d = eaR sin d + eaR sin d.
0 0
2
and
2
2aR 2aR 2
aR
I 2 e
d = e = e 1 .
aR 0 aR
0
Since
iaz
e f(z)dz R(R) eaR sin d (R) 1 eaR
a
C 0
R
when R .
R 38. a) If a < 0 and f (z) satisfies all the conditions which
appear in the statement of the theorem 103 for the lower half-plane
Im z 0, then the formula 2.7 is again true for any semicircular arc
CR in the lower half of the xOy-plane. b) Similar assertions hold for
a = i, > 0, when we integrate on the right (Re z 0, see Fig.8)
or on the left (Re z 0) half of the xOy-plane. We leave to the reader
to state and prove such similar Jordans lemmas. Such variations of
Jordans lemma are extensively used in operational calculus (Fourier
and Laplace transforms).
T
104. Let f (x) be a continuous real valued function de-
fined on the entire real axis R and let f(z) be an extension of it into
the entire upper half-plane Im z 0. We assume that f (z) satisfies
the conditions of Jordans lemma and that it is analytic in this upper
half-plane with the exception of a finite number of points z1 , z2 , ..., zn
in
thisiaxhalf-plane, which are not on the real axis. Then the integral
e f (x)dx, a > 0 exists and it can be computed as follows:
n
iax
(2.9) e f(x)dx = 2i res eiaz f (z), zk .
k=1
2. APPLICATIONS OF RESIDUES FORMULA 383
F 8
and try
tocosapply formula (2.9) to it. For instance, let us compute
nx
I1 = x2 +h2 dx, where h > 0 is a real parameter and n = 0, 1, 2, ... .
Thus, inz
einx e
I= 2 2
dx = 2i res 2 , ih =
x + h z + h2
384 10. SOME REMARKS ON COMPLEX FUNCTIONS INTEGRATION
einz enh
2i lim (z ih) 2 2
= 2i = enh .
zih z +h 2ih h
nh
sin nx
Thus I1 = h e and I2 = x2 +h2 dx = 0 (this was obvious from the
beginning because the function under the integration sign is odd and the
interval is symmetric w.r.t. the origin).
E 109. (Computing Fresnels integrals) In example
50 we
proved that the Fresnels integrals I1 = 0 cos x dx and I2 = 0 sin x2 dx
2
are convergent. Let us compute them here. For this we naturally intro-
iz2
duce the auxiliary complex function f (z) = e . Let A(r, 0), B r2 , r2
and let r be the arc of the circle |z| = r, between A and B. Let
= [OA] r [BO] with its direct orientation (draw it!). Applying
2
Cauchy fundamental theorem 97 to the analytic function f (z) = eiz ,
we get:
iz 2 ix2 iz2 2
(2.10) 0 = e dz = e dx + e dz + eiz dz.
+ [OA] r [BO]
r
iz2 z=ei 4 i 4 2
e dz = e e d.
[BO] 0
Exam samples
1. June, 2010
2. June, 2010
1. The graphic of y = x 4 x2 + 1, x [0, 1] rotates around Ox-
axis. Find the volume of the resulting
solid.
1
2. Prove that the integral 0 (x2 +1)(x 2 +4) dx is convergent and then
compute it.
3. Find 2the area of the plane surface bounded by the curves: y =
10x and y = 10x.
4. Compute zdxdydz. Draw this domain and sup-
x2 +y2 +z 2 9, z0
ply with a mechanical interpretation the obtained result.
3. June, 2010
tan1 x
1. Prove that I = 1 x2
dx is convergent
and compute it.
x = t2
2. Compute the length of the curve : , t [0, 1].
y = t3
3. Let O(0, 0), A(1, 1), B(1, 1) and let the lamina OAB with the
density function f (x) = x. Find its mass and the coordinates of its
centre of mass.
387
388 A. EXAM SAMPLES
4. Find the
coordinates of the centre of mass for the total surface
x2 + y 2 = 4z 2
of the cone: .
0z2
4. June, 2010
3
1. The curve y = xex , x [0, ) rotates around the Ox-axis.
Find the volume of the obtained solid. First of all verify if this volume
is finite.
2. Starting with the formula
1
(x)(y)
tx1 (1 t)y1 dt = , x > 0, y > 0,
0 (x + y)
compute J = 02 sin6 x cos6 xdx.
3. Let A(2, 1) and B(1, 0). The homogenous lamina OAB of density
2, rotates around Ox-axis. Find its moment of inertia w.r.t. Ox-axis.
2 2 2
4. Let D : x + y + z 9, z 0. Compute I = z 2 dxdydz.
D
5. September, 2010
1. Let A(2, 2), B(1, 0) and C(2, 2). Let be the arc of the
parabola y 2 = x which connect A and C. Let [ABC] the polygonal line
which passes through A, B and C. Compute the area bounded by
and [ABC].
2. Find the work of the field F (x, y) = xy j along the polygonal
arc [OABO], with this orientation, where A(1, 2) and B(3, 0).
3. Compute the mass of the lamina D : x2 + y 2 9, x 0, y 0,
if the density function is f (x, y) = |y| .
4. Find the coordinates of the centre of mass for the solid bounded
by the sphere x2 + y 2 + z 2 = 9 and inside the cylinder x2 + y 2 = 4,
z = 0, if the density function is f (x, y, z) = z.
6. September, 2010
1. Prove that I = 0 1 3 dx is convergent and then compute
( x+1)
it.
2. Draw the domain D : x2 + y 2 4, x2 + (y 1)2 1 and then
find the centre of mass of D (the density function is considered to be
f = 1). 3
3. If a = 23 , compute K = 0 x10 ex dx as a function of a.
4. Find the volume of the domain D : x2 +y 2 2z, x2 +y 2 +z 2 3.
APPENDIX B
Basic antiderivatives
Prove all the following formulas (here f (x)dx means a primitive
of f(x)):
1
+1
x+1 ,
if = 1.
(0.1) x dx = ln x, if = 1 and x > 0 .
ln(x), if = 1 and x < 0
ax
(0.2) ax dx = , if a > 0, a = 1.
ln a
1 1 x a
(0.3) = ln , a = 0, x = a.
x2 a2 2a x + a
1 1 x
(0.4) 2 2
dx = tan1 , a = 0.
x +a a a
1 2 + a2 , a = 0.
(0.5) dx = ln x + x
x2 + a2
1 x
(0.6) dx = sin1 , a = 0, a2 x2 > 0.
2
a x 2 a
x 2 a2 x
(0.7) a2 x2 dx = a x2 + sin1 , a = 0, a2 x2 > 0.
2 2 a
x 2 a2
(0.8) x2 a2 dx = x a2 ln(x + x2 a2 ), a = 0.
2 2
(0.9) sin xdx = cos x.
(0.10) cos xdx = sin x.
389
390 B. BASIC ANTIDERIVATIVES
1
(0.11) 2
dx = tan x, x = (2k + 1) .
cos x 2
1
(0.12) dx = cot x, x = k.
sin2 x
(0.13) tan xdx = ln |cos x| , x = (2k + 1) .
2
(0.14) cot xdx = ln |sin x| , x = k.
1 x
(0.15) dx = ln tan , x = k.
sin x 2
x
1
(0.16) dx = ln tan , x = (2k + 1) .
cos x 4 2 2
(0.17) sinh xdx = cosh x.
(0.18) cosh dx = sinh x.
1 sinh x
(0.19) 2 dx = tanh x = .
cosh x cosh x
1 cosh x
(0.20) 2 dx = coth x = .
sinh x sinh x
Index
397