Solutions to the Exercises on

Multiple Integrals

Laurenz Wiskott
Institut fur Neuroinformatik
Ruhr-Universitat Bochum, Germany, EU

4 February 2017

Contents

1 Introduction 2

2 Calculating multiple integrals 2

2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

2.1.1 Exercise: Integral of a function between two curves . . . . . . . . . . . . . . . . . . . . 2

3 Changing the order of integration 3

3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

3.1.1 Exercise: Integration in opposite order . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

3.1.2 Exercise: Integration in opposite order . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

4 Changing the coordinate system of integration 4

4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

4.1.1 Exercise: Jacobian determinant . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

4.1.2 Exercise: Integration with a nonlinear coordinate transformation . . . . . . . . . . . . 5

4.1.3 Exercise: Variable transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2017 Laurenz Wiskott (homepage https://www.ini.rub.de/PEOPLE/wiskott/). This work (except for all figures from
other sources, if present) is licensed under the Creative Commons Attribution-ShareAlike 4.0 International License. To view
a copy of this license, visit http://creativecommons.org/licenses/by-sa/4.0/. Figures from other sources have their own
copyright, which is generally indicated. Do not distribute parts of these lecture notes showing figures with non-free copyrights
(here usually figures I have the rights to publish but you dont, like my own published figures).
Several of my exercises (not necessarily on this topic) were inspired by papers and textbooks by other authors. Unfortunately,
I did not document that well, because initially I did not intend to make the exercises publicly available, and now I cannot trace
it back anymore. So I cannot give as much credit as I would like to. The concrete versions of the exercises are certainly my
own work, though.
These exercises complement my corresponding lecture notes available at https://www.ini.rub.de/PEOPLE/wiskott/

Teaching/Material/, where you can also find other teaching material such as programming exercises. The table of contents of
the lecture notes is reproduced here to give an orientation when the exercises can be reasonably solved. For best learning effect
I recommend to first seriously try to solve the exercises yourself before looking into the solutions.

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 4.1.4 Exercise: Area integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

5 Gauss theorem - integration by parts in multiple dimensions? 9

5.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

5.1.1 Exercise: Gauss theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1 Introduction

2 Calculating multiple integrals

2.1 Exercises

2.1.1 Exercise: Integral of a function between two curves

Integrate the function f (x, y) = xy over the region between the curves y = x and y = x2 for 0 x 2.

Solution: One has to be a bit careful here. Sketching the two functions x and x2 shows that x > x2 for
0 < x < 1 and x > x2 for x > 1. Thus, we have to split the integral I into two parts, because otherwise one
part would yield a negative contribution.
2
Z1 Zx Z2 Zx
I= xy dy dx + xy dy dx (1)
0 x2 1 x
Z1 Z2
2
= x[y 2 /2]xx2 dx + x[y 2 /2]xx dx (2)
0 1
Z1 Z2
2 4
= x(x /2 x /2) dx + x(x4 /2 x2 /2) dx (3)
0 1
Z1 Z2
1 3 5 1
= (x x ) dx + (x5 x3 ) dx (4)
2 2
0 1
= ([x4 /4]10 [x6 /6]10 )/2 + ([x6 /6]21 [x4 /4]21 )/2 (5)
= ((1/4 0/4) (1/6 0/6))/2 + ((64/6 1/6) (16/4 1/4))/2 (6)
= 1/8 1/12 + 63/12 15/8 (7)
= 62/12 14/8 (8)
= 62/12 21/12 (9)
= 41/12 (10)
= 3.416 . (11)

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3 Changing the order of integration

3.1 Exercises

3.1.1 Exercise: Integration in opposite order

Sketch the integration region and solve the following integral in the opposite order (first x then y):
2 2
y2
Z Z
dy dx . (1)
1 x x2

Solution: The integration region is the upper left triangle of the square with x [1, 2] and y [1, 2] (Sketch
not available!). Integrating in the opposite order yields
2 y 2 y
y2
Z Z Z Z
1
dx dy = y2 dx dy (2)
1 1 x2 1 1 x2
Z 2
= y 2 [1/x]y1 dy (3)
1
Z 2
= y 2 (1/y (1/1)) dy (4)
1
Z 2 Z 2
= y 2 dy y dy (5)
1 1
= [y /3]21 [y 2 /2]21
3
(6)
3 3 2 2
= (2 /3 1 /3) (2 /2 1 /2) (7)
= (8/3 1/3) (4/2 1/2) (8)
= 7/3 3/2 (9)
= 5/6 . (10)

3.1.2 Exercise: Integration in opposite order

Sketch the integration region and solve the following integral in the opposite order (first x then y):
Z 2 Z +x
x y 2 dy dx . (1)
0 x

Solution: The integration region is a symmetric triangle (D: gleichschenkliges Dreieck) pointing to the left
within the rectangle with x [0, 2] and y [2, +2] (Sketch not available!). It can equally well be integrated

3
over with
Z +2 Z 2 Z 0 Z 2 Z +2 Z 2
x y 2 dx dy = y2 x dx dy + y2 x dx dy (2)
2 |y| 2 y 0 y
Z 2 Z 2
=2 y2 x dx dy (3)
0 y
Z 2
=2 y 2 [x2 /2]2y dy (4)
0
Z 2
=2 y 2 (22 y 2 )/2 dy (5)
0
Z 2
= 4y 2 y 4 dy (6)
0
= 4[y 3 /3]20 [y 5 /5]20 (7)
3 3 5 5
= 4(2 0 )/3 (2 0 )/5 (8)
= 32/3 32/5 (9)
= 160/15 96/15 (10)
= 64/15 . (11)

4 Changing the coordinate system of integration

4.1 Exercises

4.1.1 Exercise: Jacobian determinant

Consider the following nonlinear coordinate transformation between variables x and y and variables u and
v (a and b are parameters):

x = u + a cos(u) (1)
y = v + b sin(u) . (2)

1. Visualize the transformation.

Solution: Fur a = 0 und b = 0 waren beide Koordinatensysteme identisch und man konnte zur Visu-
alisierung einfach ein regelmaiges u-v-Gitter in die x-y-Ebene zeichnen. Wahlen wir a ungleich Null,
wird das Koordinatensystem mit zunehmendem u periodisch in x-Richtung vor- und zuruckgeschoben,
was zu einer periodischen Stauchung und Streckung fuhrt. Wahlen wir b ungleich Null, wird das Koor-
dinatensystem mit zunehmendem u periodisch in y-Richtung hoch- und runtergeschoben, was zu einer
Wellenform fuhrt. For b = 1 and a = 0.5, for instance, we have:

Graph: (Wiskott group, 2017) unclear.

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 2. Calculate the Jacobian determinant.
Solution:
 
 x x 
 u v 
J =  y y  (3)
 
 u v 
 (1 a sin(u)) 0 
=   (4)
b cos(u) 1 
= (1 a sin(u)) 1 b cos(u) 0 (5)
= 1 a sin(u) . (6)

Now, consider the following extended nonlinear coordinate transformation:

x = u + a cos(u) + b sin(v) (7)

y = v + a cos(v) + b sin(u) . (8)

3. Calculate the Jacobian determinant.

Solution:
 
 x x 
 u v 
J =  y y  (9)
 
 u v 
 (1 a sin(u)) b cos(v) 
=   (10)
b cos(u) (1 a sin(v)) 
= (1 a sin(u)) (1 a sin(v)) b cos(u) b cos(v) (11)
2 2
= 1 a sin(u) a sin(v) + a sin(u) sin(v) b cos(u) cos(v) . (12)

4. Discuss the result in comparison to the first transformation.

Solution: In the first part the shift in y-direction dependent on u, i.e. the term b sin(u) in (2), does
not have any effect on the Jacobian, because it does not effect the local volume. If the roles of x and
y as well as u and v would be swapped in (1, 2), one would get a similar coordinate transformation in
which a shift in x-direction dependent on v would have no effect either for symmetry reasons. In some
sense one can argue that equations (7, 8) are a combination of these two coordinate transformations.
Isnt it curious that in the combination the terms b sin(u) and b sin(v) actually have an effect on the
Jacobian?

4.1.2 Exercise: Integration with a nonlinear coordinate transformation

Compute the integral ZZ  p 

I= 1 x2 + y 2 dx dy , (1)
D

with D indicating the disc in the xy-plane around (0, 0) with radius 1.

Hint: Use polar coordinates (r, ) with x = r cos , y = r sin .

5
Solution:
ZZ  p 
I = 1 x2 + y 2 dx dy (2)
D
Z1 Z2 

x x


r
= 1 r2 d dr (3)

y y
r

0 0 | {z }
r cos cos +
r sin sin =r

Z2 Z1
= 1 d (r r2 ) dr (4)
0 0
= 2([r2 /2]10 [r3 /3]10 ) (5)
= 2((1/2 0/2) (1/3 0/3)) (6)
= 2(3/6 2/6) (7)
= /3 (8)
= 1.047... . (9)

4.1.3 Exercise: Variable transformation

(a) Calculate the integral of the function f (x, y) = 1 over the dashed area of the figure. Give a geometric
interpretation for this integral.

p p

CC BY-SA 4.0
1
Hint: The integral of 1 y is 2 (y 1 y 2 + arcsin(y)).
2

Solution:
The easiest way is to realize that the area is the difference between a quarter unit circle of area /4
minus half a unit square of area 1/2.

6
 The most direct way is to simply calculate the integral.
Z 1 Z 1y2 Z 1 h i1y2
1 dx dy = x dy (1)
0 1y 0 1y
Z 1 p
= 1 y 2 (1 y) dy (2)
0
Z 1 p Z 1 Z 1
= 1 y 2 dy 1 dy + y dy (3)
0 0 0
 h i1  1 1 1
1 p
= (y 1 y 2 + arcsin(y)) y + y2 (4)
2 0 0 2 0
1 1
= [arcsin(1) arcsin(0)] 1 + (5)
2 | {z } | {z } 2
/2 0
1
= (6)
4 2

Another way is to split the integral up into the difference of the integral over the quarter circle (in
polar coordinates) and the integral over the triangle (in x-y-coordinates).
ZZ Z /2 Z 1 x x
Z 1 Z 1y
r
1 dx dy = 1 y y dr d 1 dx dy (7)
0 0 r 0 0
A | {z }
r cos cos +
r sin sin =r
Z /2  1 Z 1 h i1y
1 2
= r d x dy (8)
0 2 0 0 0
Z /2 Z 1
1
= d 1 y dy (9)
0 2 0
 /2  1
1 1 2
= y +y (10)
2 0 2 0
1
= /4 (1/2 + 1) = (11)
4 2

(b) Calculate the integral of the function f (x, y) = 1/(x2 +y 2 )3/2 over the same area. Use polar coordinates
(r, ) with x = r cos , y = r sin .

Solution: First determine the boundaries of the area in polar coordinates: Since we look only at the upper
right quadrant we have angles from 0 to 90. This means [0, /2]. The upper bound of the radius is
just the radius 1. The lower bound is given by the function y = 1 x. If x and y are substituted by polar
coordinates we get r sin = 1 r cos and therefore r [1/(cos + sin ), 1].

7
 Z 1 Z 1y2
A = 1/(x2 + y 2 )3/2 dx dy (12)
0 1y

Z /2 Z 1 x x
1 r

= dr d (13)

3 y y
1/(cos +sin ) r r

0

| {z }
r cos cos +
r sin sin =r
Z /2 Z 1
1
= dr d (14)
0 1/(cos +sin ) r2
Z /2  1
1
= d (15)
0 r 1/(cos +sin )
Z /2
= 1 + (cos + sin ) d (16)
0
h i/2
= + sin cos (17)
0
= (/2 + sin(/2) cos(/2)) (0 + sin 0 cos 0) (18)
= /2 + 1 + 1 = 2 /2 (19)

4.1.4 Exercise: Area integral

Consider a shape in the xy-plane with a boundary given by

x = (1 + a cos(n)) cos() (1)
y = 3(1 + a cos(n)) sin() (2)
for any a [0, 1] and n N+ (without 0).

(a) Sketch the shap for a = 0.5 and n = 6.

Solution: The correct sketch is shown on the left. If y is scaled by 1/3 the figure looks nicer (right).

Figure (left): (Wiskott group, 2017) unclear.; Figure (right): (Wiskott group, 2017) unclear.
(b) Calculate the area of the shape for general a and n.
Hint: First apply a very simple geometrical transformation that makes the task much easier.
Solution: First we compress everything in the y-direction by a factor of 1/3 to get a more symmetric
boundary with only 1/3 of the area.
x = (1 + a cos(n)) cos() (3)
y = (1 + a cos(n)) sin() . (4)

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 The integral is then best written in polar coordinates.

Z2 (1+aZcos(n))
I/3 = r dr d (5)
0 0
Z2
(1+a cos(n))
= [r2 /2]0 d (6)
0
Z2
= ((1 + a cos(n))2 /2 0/2) d (7)
0
Z2
1
1 + 2a cos(n) + a2 cos(n)2 d


= (8)
2
0
Z2 Z2 Z2
1 a2
= 1 d + a cos(n) d + cos(n)2 d (9)
2 2
0 0 0
| {z } | {z }
=0 =
2
= + 0 + a /2 (10)
= (1 + a2 /2) (11)
I = 3(1 + a2 /2) . (12)
R 2 R 2
The last integral in (9) equals , because 2 = 0
1 d = 0
(sin()2 + cos()2 ) d and for symmetry
reasons.

(c) Discuss the plausibility of the result.

Solution: The result is plausible in several aspects: (i) The area equals 3 for a = 0, because in that
case the shape is an ellipse with radii 1 and 3. (ii) The result does not depend on n for symmetry
reasons. After compression in y-direction by a factor of 1/3 one could rearrange infinitesimally small
radial slices to get from any n to any other n (except 0) without changing the overall area. (iii) The
area increases with a, because what gets subtracted from the inner of the ellipse gets added even more
to the outer of the ellipse, because of the radial magnification factor.

5 Gauss theorem - integration by parts in multiple dimensions?

5.1 Exercises

5.1.1 Exercise: Gauss theorem

Consider the two-dimensional vector field

f (x) = x = (x1 , x2 )T . (1)

(a) Sketch the vector field.

Solution: Not available!
(b) Calculate the divergence T f (x).

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 Solution:
f1 f2
T f (x) = + (2)
x1 x2
(1) x1 x2
= + (3)
x1 x2
= 1+1 (4)
= 2. (5)

(c) Calculate the integral over the divergence over the area of a disc of radius r centered at the origin.
Solution: Since the divergence is 2 everywhere the integral is simply twice the area of the disc, i.e.
2r2 .
(d) Calculate the flow of the vector field through the boundary of the disc with radius r centered at the
origin.
Hint: By Gauss theorem the result should be identical to the integral over the divergence.
Solution: At radius r the vectors of the vector field have length r and point strictly outwards, away
from the origin, i.e. they are orthogonal to the boundary of the disc. Thus the flow through the
boundary is simply r times the circumference, i.e. r2r, which is the same as the integral over the
divergence over the disc, see above.

(e) Calculate the integral over the divergence over the area of a disc of radius r centered at an arbitrary
point xc .
Solution: Since the divergence is 2 everywhere in any case the integral is still simply twice the area
of the disc, i.e. 2r2 .
(f) Calculate the flow of the vector field through the boundary of the disc with radius r centered at xc .
Hint: Because of the linearity of the integral, the flow through a volume boundary of a sum of two vector
fields equals the sum of the flows through the volume boundary of the two vector fields individually.
Solution: First consider the flow through the boundary of the disc for the vector field f (x) xc . This
vector field looks identical to f (x) itself except that it is centered at xc . Thus its flow through the
boundary is exactly the one we have calculated for f (x) and the disc at the origin. Next we realize
that the flow of the constant vector field xc through the boundary of any closed volume is zero for
symmetry reasons. Thus the flow of f (x) through the disc centered at xc is again r2r.

Hint: There is actually not much to calculate here. Use symmetry arguments and Gedankenexperiments
instead.

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