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2016febIntegral-Calculus. Problems PDF
2016febIntegral-Calculus. Problems PDF
PROBLEMS
CLAUDIA TIMOFTE
INTEGRAL CALCULUS
PROBLEMS
To my students
Preface
Claudia Timofte
7
Contents
2 Line Integrals 37
3 Multiple Integrals 49
3.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.2 Applications of double integrals to problems of mechanics . . . . . . 55
3.3 Triple and n-fold multiple integrals . . . . . . . . . . . . . . . . . . . 58
4 Surface Integrals 67
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
9
Chapter 1
Remark 1.2 If F is a primitive of the function f , then there exists a real constant
C such that the indefinite integral of f can be written as
∫
f (x) dx = F (x) + C. (1.1)
Remark 1.4 If F1 and F2 are antiderivatives of the function f , then there exists
C ∈ R such that:
F1 (x) = F2 (x) + C, ∀x ∈ I. (1.2)
11
12 INTEGRAL CALCULUS
is
x5
I = x2 + + C, C ∈ R.
5
IMPROPER INTEGRALS 13
We have
2 3/2 x4
I = x3 + x − + C, C ∈ R.
3 4
Solution. We have:
∫ ∫ √ (√
√ 1 )′ √
I=2 ex
√ dx = 2 e x
x dx = e x + C, C ∈ R.
2 x
Definition 1.13 Let f : [a, b] → R and let us divide the interval [a, b] into n parts
with the aid of the division points a = x0 < x1 < · · · < xn = b. Then, ∆ =
14 INTEGRAL CALCULUS
(x0 , . . . , xn ) is called a partition of the interval [a, b]. Also, let us choose an arbitrary
point ξi in each subinterval [xi−1 , xi ], i = 1, n and let
∑
n
σ∆ (f, ξ) = f (ξi )(xi − xi−1 )
i=1
| σ∆ (f, ξ) − I |< ε.
The number I is called the definite integral of the function f on [a, b].
We shall use the following notation:
∫ b
I= f (x) dx.
a
∫ b ∫ a
f (x) dx = − f (x) dx
a b
and ∫ a
f (x) dx = 0.
a
Proposition 1.18 If f : [a, b] → R is integrable and f (x) ≥ 0 for any x ∈ [a, b],
∫ b
then f (x) dx ≥ 0.
a
∫ b ∫ b
f (x) dx ≤ |f (x)| dx.
a a
∫ b ∫ c ∫ b
Proposition 1.22 f (x) dx = f (x) dx + f (x) dx.
a a c
Proposition 1.23 If the function ∫ x f : [a, b] → R is continuous on [a, b], then the
function F : [a, b] → R, F (x) = f (t) dt is a primitive function for f .
a
Proposition 1.24 If the function f : [a, b] → R is continuous on [a, b], then there
exists at least one point ξ ∈ [a, b] such that
∫ b
f (x) dx = f (ξ)(b − a).
a
∫ b ∫ b
Proposition 1.32 If f (x) ≤ g(x) on [a, b], then f (x) dx ≤ g(x) dx.
a a
Proposition 1.33 Let f, g : [a, b] → R be Riemann integrable functions over [a, b].
Then, the product f g : [a, b] → R is Riemann integrable over [a, b].
Proposition 1.34 Let f, g : [a, b] → R be Riemann integrable functions over [a, b].
Then, min{f, g} and max{f, g} are Riemann integrable over [a, b].
where a, b ∈ R and α, β, γ ∈ Q.
Remark 1.36 An expression of the form xα (axβ + b)γ dx is called a binomial dif-
ferential. Chebyshev proved a remarkable theorem, stating that there are only three
cases for which such an expression can be integrated in terms of elementary functions
(the corresponding integrals can be rationalized by means of proper substitutions).
Let ′ ′ ′
m n p
α= , β= , γ= , m, n, p ∈ N∗ . (1.5)
m n p
We have the following three cases.
axβ + b = tp
axβ + b = tp xβ
∫ 2 √
x
3) I = √ √ dx.
4
1 3 x+1
∫ 4√ √
4) I = 1+ x dx.
1
∫
5) I = x−1/2 (1 − x−4/3 )−5/8 dx.
b − a = ∞, f is bounded.
∫ b
I= f (x) dx
−∞
or ∫ ∞
I= f (x) dx,
−∞
with a, b ∈ R.
II. Improper integrals of the second kind. In this case,
Let us recall here some results about improper integrals of the first kind.
Definition 1.41 Let f : [a, ∞) → R such that f is integrable on any closed interval
[a, b], a < b. If there exists the limit
∫ b
lim f (x) dx < ∞,
b→∞ a
20 INTEGRAL CALCULUS
∫ ∞
then the integral I = f (x) dx is called convergent and
a
∫ ∞ ∫ b
f (x) dx = lim f (x) dx.
a b→∞ a
∫ ∞
In the opposite case, we shall say that I = f (x) dx is divergent.
a
∫ β
f (x) dx < ε, ∀α, β, β > α > Mε .
α
∫ ∞
Definition 1.43 The improper integral I = f (x) dx is called absolutely conver-
∫ ∞ a
Remark
∫ ∞ 1.46 If f, g are continuous,
∫ ∞ 0 ≤ f (x) ≤ g(x), ∀x ≥ a and the integral
f (x) dx is divergent, then g(x) dx is divergent, too.
a a
Remark 1.47 If f, g > 0 are integrable on [a, x], ∀x ∈ [a, ∞) and there exists
f (x)
∃ L = lim ∈ (0, ∞),
x→∞ g(x)
∫ ∞ ∫ ∞
then the integrals f (x) dx and g(x) dx have the same nature.
a a
IMPROPER INTEGRALS 21
∫ ∞
Proposition 1.48 If ∃ lim | f (t) |1/t < ∞, then if L < 1, the integral f (x) dx
t→∞
∫ ∞ a
∫ x
f (t)dt ≤ M, ∀x ∈ [a, ∞),
a
∫ ∞
then the integral f (x)φ(x) dx is convergent.
a
∫ ∞
f (x) dx = lim F (b) − F (a).
a b→∞
Let us recall now some useful results about improper integrals of the second
kind. If b − a ∈ R, but f is unbounded in the neighbourhood of the points a < x1 <
22 INTEGRAL CALCULUS
∫ b
x2 < · · · < xq < b, then the integral f (x) dx is called an improper integral of the
a
second kind. Such an integral will be convergent if
∫ x1 −ε1 ∫ x2 −ε2 ∫ b
∃ lim′ ( f (x) dx + ′
f (x) dx + · · · + f (x) dx).
′
εj ,εj a x1 +ε1 xq +εq
∫ b
It suffices then to consider only improper integrals of the form f (x) dx, where
a
the function f is unbounded in the neighbourhood of the point b.
∫ b
then the improper integral I = f (x) dx is called convergent and
a
∫ b ∫ c
f (x) dx = lim f (x) dx.
a c→b a
∫ b
In the opposite case, we shall say that I = f (x) dx is divergent.
a
∫ β
f (x) dx < ε, ∀α, β such that b − δε < α < β < b.
α
∫ b
Definition 1.56 The improper integral I = f (x) dx is called absolutely conver-
∫ b a
∫ b
Theorem 1.57 If the improper integral I = f (x) dx is absolutely convergent,
a
then I is convergent.
∫ ∞
Remark 1.59 If f, g are continuous, 0 ≤ f (x) ≤ g(x), ∀x ≥ a and f (x) dx is
∫ ∞ a
∫ b
dx
Lemma 1.60 If b > 0, then the integral is convergent for β < 1 and diver-
0 xβ
gent for β ≥ 1.
Remark 1.61 Improper integrals of the third kind, i.e. integrals for which b−a = ∞
and f is not bounded on the entire interval of integration, can be studied by reducing
them to the previous cases. Indeed, if we consider the integral
∫ ∞
I= f (x) dx,
a
∫ ∞ ∫ b ∫ ∞
I= f (x) dx = f (x) dx + f (x) dx, with c < b < ∞
a a b
and we can use our previous results for deciding upon the nature of the integral I.
Solution. We have
∫ a ( )
1 1 1
I = lim dx = lim − + = 1.
a→∞ 1 x2 a→∞ a 1
Solution. Since
1 1
≤ 2
x2 (1 + ex ) x
and the integral ∫ ∞
1
dx
1 x2
is convergent, it follows that the given integral is convergent, as well.
is convergent.
1
φ(x) =
x
and
f (x) = sin x.
IMPROPER INTEGRALS 25
is semi-convergent.
is convergent.
Solution. We get
∫ 1 √
1
I = lim √ dx = lim (2 − 2 b) = 2.
b→0+ b x b→0+
Solution. We get
∫ a ( ) a
I = lim xe−x dx = lim −xe−x − e−x = −ae−a − e−a + 1 = 1.
a→∞ 0 a→∞ 0
∫∞
So, the improper integral 0 xe−x dx is convergent to 1.
26 INTEGRAL CALCULUS
Solution. ∫ ∫
0 ∞
1 1
I= dx + dx.
−∞ 1 + x2 0 1 + x2
Since the integrand is an even function, we have
∫ ∞ ∫ a a
1 1
I=2 dx = lim 2 dx = lim arctan x = π.
0 1 + x2 a→∞ 0 1+x 2 a→∞ 0
e−x ≤ e−x .
2
∫ ∞
Since the integral e−x dx is convergent, using the comparison test, it follows
1
that the given integral is convergent.
Solution. We have ∫
1
dx = ln(ln(x)) + C.
x ln(x)
Then, ∫ ∞ a
1
dx = lim ln(ln(x)) = ∞,
e x ln(x) a→∞ e
is convergent.
which is convergent.
is convergent.
28 INTEGRAL CALCULUS
is convergent or divergent.
Let us briefly discuss now the notion of principal value for divergent improper
integrals. We consider the improper integral of the first kind
∫ ∞
I= f (x) dx, (1.6)
−∞
where f is continuous on R.
∫ ∞
Definition 1.81 The improper integral I = f (x) dx is called convergent in the
−∞
sense of the principal value (Cauchy) if
∫ a ∫ ∞
∃ lim f (x) dx = v.p. f (x) dx.
a→∞ −a −∞
Remark 1.82 If the integral I is convergent in the classical sense, then I is con-
vergent in the sense of the principal value. The converse implication is false.
∫ ∞
Example 1.83 The integral I = x dx is divergent in the classical sense of
−∞
convergence, but it is convergent in the sense of principal value and we have
∫ ∞
v.p. x dx = 0.
−∞
IMPROPER INTEGRALS 29
∫ b
Definition 1.84 The improper integral I = f (x) dx, where f is continuous on
a
[a, c) ∪ (c, b), a < c < b is called convergent in the sense of the principal value
(Cauchy) if
(∫ c−δ ∫ b ) ∫ b
∃ lim f (x) dx + f (x) dx = v.p. f (x) dx.
δ→0 a c+δ a
∫ b
1
Example 1.85 The integral I = dx, a < 0 < b is divergent in the classical
a x
sense of convergence, but it is convergent in the sense of principal value and we have
∫ b b
1
v.p. dx = ln .
a x a
∫ b
g2 (y) = f (x, y) dx
a
g1 and g2 are called functions defined by integrals which depend on a parameter.
Remark 1.87 If f ∈ C([a, b] × [c, d]), then g1 ∈ C([a, b]), g2 ∈ C([c, d]) and
∫d ∫d ( )
lim f (x, y) dy = lim f (x, y) dy ∀x0 ∈ [a, b]
x→x0 x→x0
c c
∫b ∫b ( )
lim f (x, y) dx = lim f (x, y) dx, ∀y0 ∈ [c, d].
y→y0 y→y0
a a
These equalities are no longer true if the above integrals are improper.
30 INTEGRAL CALCULUS
is derivable and ∫ d
′ ∂f
g (x) = (x, y) dy.
c ∂x
(∫ d ) ∫ d
d ∂f
f (x, y) dy = (x, y) dy.
dx c c ∂x
∀x ∈ (a, b).
is derivable and
(∫ ∞ ) ∫ ∞
d ∂f
f (x, y) dy = (x, y) dy.
dx c c ∂x
Remark 1.95 A similar result holds true for the case of improper integrals of the
second kind.
32 INTEGRAL CALCULUS
for a > 0.
for a > 1.
for a ≥ 0.
IMPROPER INTEGRALS 33
Euler’s Functions
∫ ∞
Γ(p) = e−t tp−1 dt, p∈R (Gamma function)
0
∫ 1
B(p, q) = tp−1 (1 − t)q−1 dt, p, q ∈ R (Beta function)
0
Γ(p)Γ(q)
B(p, q) =
Γ(p + q)
4) Γ(1) = 1.
6) Γ(n + 1) = n!, n ∈ N.
π
7) Γ(p)Γ(1 − p) = , 0 < p < 1.
sin(πp)
1 √
8) Γ( ) = π.
2
Remark 1.103 We can extend the notion of a ”factorial” if we put
Also, the function Γ can be extended for p ∈ R \ {0, −1, −2, · · · } if we put
Γ(x + n + 1)
Γ(x) = , ∀n ∈ N.
x(x + 1) · · · (x + n)
34 INTEGRAL CALCULUS
Proposition 1.104 The following properties for Euler’s Beta function hold true:
q−1
2) B(p, q) = B(p, q − 1), p > 0, q > 1.
p+q−1
(p − 1)(q − 1)
3) B(p, q) = B(p − 1, q − 1), p, q > 1.
(p + q − 1)(p + q − 2)
∫∞
xp−1
4) B(p, q) = dx, p, q > 0.
(1 + x)p+q
0
x
(Hint: use the change of variables t = in B(p, q)).
x+1
∫ b
1
5) B(p, q) = (x − a)p−1 (b − x)q−1 dx, a < b.
(b − a)p+q−1 a
(Hint: use the change of variables x = a + (b − a)t in B(p, q)).
∫ π/2
6) B(p, q) = 2 cos2p−1 x sin2q−1 x dx.
0
(Hint: use the change of variables t = cos2 x in B(p, q)).
∫ ∞
sin x
2) I = dx;
x5
∫1 ∞
cos x
3) I = dx.
1 x
∫ ∞
1) I = sin x dx;
∫0 1
2
2) I = √ dx.
∫ 0 1 − x2
∞
e−x dx.
2
3) I =
0
Line Integrals
y = φ(x), α ≤ x ≤ β, φ continuous.
i.e.
x = φ(t),
t ∈ [a, b] ⊆ R.
y = ψ(t),
γ(a) is called the initial point (the beginning point) of the path γ
γ(b) is called the terminal point (the end point) of the path γ
37
38 INTEGRAL CALCULUS
Definition 2.7 Let γ1 , γ2 : [0, 1] → Rn be two contours such that γ1 (1) = γ2 (0). We
shall define their compound path (the sum or the composition of our two contours)
γ : [0, 1] → Rn as being:
1
0≤t≤
γ1 (2t), 2
γ(t) = (γ1 ∨ γ2 )(t) =
γ (2t − 1), 1
≤ t ≤ 1.
2
2
In a similar manner:γ : [a, b + (d − c)] → Rn ,
γ1 (t), t ∈ [a, b]
γ(t) = (γ1 ∨ γ2 )(t) =
γ2 (t − b + c), t ∈ [b, b + (d − c)].
e(φ(t)),
γ(t) = γ ∀t ∈ [a, b].
LINE INTEGRALS 39
Remark 2.10 The above relation is an equivalence relation on the set of all the
contours of class C 1 . Each corresponding equivalence class is called a curve.
Definition 2.11 Let γ : [a, b] → R2 be a smooth path, γ(t) = (φ(t), ψ(t)). The
length of the path γ is:
∫ b√
l(γ) = (φ′ (t))2 + (ψ ′ (t))2 dt.
a
Example 2.12 The line segment joining the points A(a1 , a2 ) and B(b1 , b2 ) is de-
fined as being: γ : [0, 1] → R2 ,
γ(t) = (1 − t)a + tb
or
γ(t) = a + t(b − a).
Obviously, γ is smooth.
Example 2.13 The circle of radius a, centered at the origin, is defined as being:
γ : [0, 2π] → R2 ,
γ(t) = aeit
or
x = a cos t,
y = a sin t, t ∈ [0, 2π].
Obviously, γ is smooth.
Example 2.14 The ellipse with semi-axes a and b is defined as being: γ : [0, 2π] →
R2 ,
γ(t) = (a cos t, b sin t)
or
x = a cos t,
y = b sin t, t ∈ [0, 2π].
Obviously, γ is smooth.
40 INTEGRAL CALCULUS
Definition 2.15 Let γ : [a, b] → R2 be a smooth path, γ(t) = (φ(t), ψ(t)), and let
f : γ([a, b]) → R be a continuous function. The line integral of the first kind of the
function f along the path γ is defined as follows:
∫ ∫ b √
f (x, y) dl = f (φ(t), ψ(t)) (φ′ (t))2 + (ψ ′ (t))2 dt.
γ a
If the path γ is given explicitly by the formula y = φ(x), x ∈ [α, β], then
∫ ∫ β √
f (x, y) dl = f (x, φ(x)) (1 + φ′ (x))2 dx.
γ α
Remark 2.16 1) The line integral I, sometimes called the line integral with respect
to the arc length, is independent of the sense in which the curve γ is travelled.
3) Physical interpretation: the line integral of the first kind gives the mass of a
material curve (line) having the linear density f (x, y).
Proposition 2.17 The following properties for the line integral of the first kind
hold true:
∫ ∫ ∫
1) (αf + βg) dl = α f dl + β g dl.
γ γ γ
∫ ∫ ∫
2) f dl = f dl + f dl.
γ1 ∨γ2 γ1 γ2
∫ ∫
3) | f dl |≤ | f | dl.
γ γ
LINE INTEGRALS 41
∫ ∫
4) f dl = f dl, γ1 ∼ γ2 .
γ1 γ2
For a material thread of linear density ρ, we can define the coordinates of its
center of gravity by:
∫ ∫
xρ(x, y) dl yρ(x, y) dl
xG = ∫ yG = ∫
γ γ
, .
ρ(x, y) dl ρ(x, y) dl
γ γ
Definition 2.18 Let γ : [a, b] → R2 be a smooth path, γ(t) = (φ(t), ψ(t)), and let
F : γ([a, b]) → R2 , f (x, y) = (P (x, y), Q(x, y)) be a continuous function. The line
integral of the second kind of the function F along the path γ is defined as follows:
∫ ∫ b
′ ′
I= P (x, y) dx + Q(x, y) dy = [P (φ(t), ψ(t))φ (t) + Q(φ(t), ψ(t))ψ (t)] dt.
γ a
∫
−
→ −
Similar notation: I = F · d→
r.
γ
Remark 2.19 1) The line integral I depends on the sense in which the curve γ is
travelled and reverses the sign:
∫ ∫
=− .
γ −1 γ
42 INTEGRAL CALCULUS
3) Physical interpretation: the line integral of the second kind gives the work
done by a force with components P and Q on a particle to move it along the path γ
from A to B: ∫
I= P dx + Q dy.
AB
∑
n
ω= ω i pi , ωi ∈ C k (U, R).
i=1
For n = 2, we get
ω = P dx + Q dy.
∂ωi ∂ωj
Definition 2.22 A form ω is called closed if = , ∀ i ̸= j.
∂xj ∂xi
Remark 2.24 If k ≥ 1, then any exact form is closed. The converse implication is
false.
So, given P and Q we can determine the potential function F associated to the
differential form ω = P dx + Q dy (up to an additive constant). In practical calcula-
tions, the arbitrary initial point (x0 , y0 ) should be chosen such that the element of
integration becomes as simple as possible.
∫ (x,y) ∫ (x,y)
I= ω= dF = F (x, y) − F (x0 , y0 ).
(x0 ,y0 ) (x0 ,y0 )
The work in a potential field of force is equal to the potential difference between the
initial and terminal points.
Example 2.30 For the gravitational field, we have P = 0 and Q = mg. Then,
F (x, y) = mgy + C.
We shall give now Green’s theorem which provides a formula connecting a line
integral over a closed contour with a double integral over the domain bounded by
the contour.
LINE INTEGRALS 45
Green’s formula holds true for any counter-clockwise oriented parametrization of the
path ∂D.
Green’s formula provides a convenient way for evaluating some difficult to com-
pute line integrals by transforming them into double integrals which may be easier
to compute.
Remark 2.32 A similar formula can be obtained for domains in R2 which are
unions of finite numbers of simple domains (without common interior points) or
even for general domains, for which their bounding contour is a piecewise smooth
simple closed curve. But in this last case, the proof involves more sophisticated
considerations.
Also, Green’s formula is valid even for the case in which P, Q are continuous and
∂P ∂Q
∃ , continuous on D.
∂y ∂x
Green’s theorem has many profound implications. One of them is related to the
notion of conservative vector fields. A vector field is conservative (i.e. is given by a
gradient) if and only if its curl is identically zero. Thus, from Green’s formula, we
see that the line integral along a closed curve of a conservative vector field is equal
to zero.
Remark 2.33 We can compute the area of a compact domain by evaluating a line
integral of the second kind along its boundary:
∫
1
µ(D) = −y dx + x dy.
2 ∂D
Exercise 2.34 Compute the integral
∫
I = −x2 y dx + xy 2 dy,
γ
46 INTEGRAL CALCULUS
D = {(x, y) ∈ R2 | x2 + y 2 ≤ 4, x, y ≥ 0}.
x2
D = {(x, y) ∈ R2 | + y 2 ≤ 1, y ≥ 0}.
4
where γ is the segment connecting the points (1, 1) and (3, 4).
where γ is the segment joining the points (1, 0) and (2, 3).
−
→ 1
F = (−y, x2 ),
2
LINE INTEGRALS 47
along the square path, traveled in the counter clockwise direction, composed of the
four line segments joining the points (0, 0) and (2, 0), (2, 0) and (2, 2), (2, 2) and
(0, 2), and, respectively, (2, 2) and (0, 0).
∫
Exercise 2.40 Compute the line integral (x + y − z) dl, where γ is the line seg-
γ
ment from (0, 0, 0) to (1, 1, 1).
Exercise 2.41 Determine whether the following fields are conservative and, if so,
find the corresponding scalar potentials:
→
−
1) F = (y, x + z, −y);
→
−
2) F = (z + y, z, x + y).
where γ is the line segment joining the points (0, 1, 1) and (1, 1, 0).
Exercise 2.43 Prove that the following integral is path-independent and calculate
its value: ∫ ( )
1 1
I= 2 cos y dx + − 2x sin y dy + dz.
γ y z
where γ is a smooth path joining the points (0, 2, 1) and (1, π/2, 2).
Multiple Integrals
∑ m−1
n−1 ∑
S(f, P, (ξjk , ηjk )) = f (ξjk , ηjk )(xj+1 − xj )(yk+1 − yk )
j=0 k=0
is called the integral sum or the Riemann sum associated with f, P and the given
choice of the intermediate points (ξjk , ηjk ).
49
50 INTEGRAL CALCULUS
′ ′ ′
| S(f, P, (ξjk , ηjk )) − S(f, P , (ξjk , ηjk )) |< ε.
∫∫ ∫∫
f (x, y) dx dy ≤ | f (x, y) | dx dy.
A A
Remark 3.12 If the domain of integration is split into two domains D1 and D2
having no interior points in common, then
∫∫ ∫∫ ∫∫
f (x, y) dx dy = f (x, y) dx dy + f (x, y) dx dy.
D D1 D2
Then, by definition ∫ ∫
f= fbχD .
D A
Theorem 3.20 Let D ⊆ R2 be a compact set. If its boundary consists of the union
of the images of a finite number of paths of class C 1 and f : D → R is a continuous
function, then f is integrable on D.
with
∩
Int(Di ) Int(Dj ) = ∅, i ̸= j.
Let us suppose that ∂Dj ⊆ R2 consists of the union of the images of a finite number
of paths of class C 1 . If f : D → R is bounded and continuous on each Int(Dj ), then
f is integrable on D and
∫ p ∫
∑
f= f.
D j=1 Dj
∪ ∪
Remark 3.26 If D = D1 D2 · · · Dp , with Dj simple, then
∫ p ∫
∑
f= f.
D j=1 Dj
Definition 3.27 Let D ⊆ R2 be a bounded domain such that its boundary consists
of the union of the images of a finite number of paths of class C 1 . We shall define
the area or the measure of D as being:
∫ ∫
area(D) = |D| = 1 dx dy.
D
If D is simple, we get
∫ ∫ ∫ b
area(D) = 1 dx dy = (ψ(x) − φ(x)) dx
D a
or ∫ ∫ ∫ d
area(D) = 1 dx dy = (h(y) − g(y)) dy.
D c
2) The coordinates of the center of gravity of the plate D are defined by:
∫∫
xρ(x, y) dx dy
xG = ∫ ∫D
ρ(x, y) dx dy
D
and ∫ ∫
yρ(x, y) dx dy
yG = ∫ ∫D .
ρ(x, y) dx dy
D
3) The moments of inertia of the plate D with respect to the coordinate axes and
to the origin are defined by:
∫∫
MOx = y 2 ρ(x, y) dx dy,
D
∫∫
MOy = x2 ρ(x, y) dx dy
D
and ∫∫
MO = (x2 + y 2 )ρ(x, y) dx dy.
D
′
Remark 3.29 1) If T is linear, then T = T .
2) The above theorem holds true for f continuous on T (D).
Example 3.30 (Polar coordinates) Let us apply the general formula (3.1) to the
change of variables from Cartesian coordinates x and y to polar coordinates ρ and
θ, respectively:
x = ρ cos θ,
(3.2)
y = ρ sin θ,
where ρ ≥ 0 and θ ∈ [0, 2π].
It is not difficult to see that the map T : (0, ∞) × (0, 2π) → R2 \ {[0, ∞) × {0}} is a
C 1 -diffeomorphism. In this case,
cos θ − ρ sin θ
det T =
′ = ρ.
sin θ ρ cos θ
|J| = ρ ̸= 0
and ∫∫ ∫∫
f (x, y) dx dy = f (ρ cos θ, ρ sin θ)ρ dρ dθ.
Ω Ω∗
Example 3.31 (Elliptic coordinates) We apply the general formula (3.1) to the
change of variables from Cartesian coordinates x and y to elliptic coordinates ρ and
θ, respectively:
x = a ρ cos θ,
(3.3)
y = b ρ sin θ,
where a, b > 0 are the semi-axes of our ellipse.
In this case, it is easy to see that
J = a b ρ.
58 INTEGRAL CALCULUS
Example 3.32 (Generalized polar coordinates) Let us apply the general formula
(3.1) to the change of variables from Cartesian coordinates x and y to generalized
polar coordinates ρ and θ, respectively:
x = a ρ cosα θ,
(3.4)
α
y = b ρ sin θ.
J = α a b ρ cosα−1 θ sinα−1 θ.
All the above considerations can be easily extended for triple and n-fold multiple
integrals. We can start by considering a n-dimensional rectangular parallelepiped,
a simple domain, and, then, a general one.
∫∫∫
I= f (x, y, z) dx dy dz.
D
∫∫∫
V ol(D) = µ(D) = 1 dx dy dz.
D
Definition 3.33 A domain D ⊆ R3 is called simple with respect to the Oxy plane
(or to the Oz axis) if ∃ g, h : Ω ⊆ R2 → R, continuous on Ω and of class C 1 on
Int(Ω), such that
∫∫∫ ∫ ∫ (∫ h(x,y)
)
I= f (x, y, z) dx dy dz = f (x, y, z) dz dx dy.
D Ω g(x,y)
∫ ∫
′
f= (f ◦ T ) det T . (3.5)
T (D) D
Example 3.34 (Spherical coordinates) Let us apply the general formula (3.5) to
the change of variables from Cartesian coordinates x, y, z to spherical coordinates
ρ, θ, φ:
x = ρ sin θ cos φ,
y = ρ sin θ sin φ, (3.6)
z = ρ cos θ,
where ρ ≥ 0, θ ∈ [0, π] and φ ∈ [0, 2π].
We shall work on the open set (0, ∞) × (0, π) × (0, 2π). In this case,
| J |= ρ2 sin θ ̸= 0.
Example 3.35 (Ellipsoidal coordinates) We apply now the general formula (3.5)
to the change of variables from Cartesian coordinates x, y, z to elliptic coordinates
ρ, θ, φ:
x = a ρ sin θ cos φ,
y = b ρ sin θ sin φ, (3.7)
z = c ρ cos θ,
where a, b, c > 0 are the semi-axes of our ellipsoid. In this case, it is easy to see that
J = a b c ρ2 sin θ.
60 INTEGRAL CALCULUS
J = ρ.
2) The coordinates of the center of gravity of the body D are defined by:
∫∫∫
xρ(x, y, z) dx dy dz
xG = ∫ ∫ ∫D ,
ρ(x, y, z) dx dy dz
D
∫∫∫
yρ(x, y, z) dx dy dz
yG = ∫ ∫ ∫D ,
ρ(x, y, z) dx dy dz
D
and ∫∫∫
zρ(x, y, z) dx dy dz
zG = ∫ ∫ ∫D ,
ρ(x, y, z) dx dy dz
D
MULTIPLE INTEGRALS 61
3) The moments of inertia of the body D with respect to the coordinate axes,
planes and to the origin are defined by:
∫∫∫
IOx = (y 2 + z 2 )ρ(x, y, z) dx dy dz,
D
∫∫∫
IOy = (x2 + z 2 )ρ(x, y, z) dx dy dz,
D
∫∫∫
IOz = (x2 + y 2 )ρ(x, y, z) dx dy dz,
D
∫∫∫
IOxy = z 2 ρ(x, y, z) dx dy dz,
D
∫∫∫
IOxz = y 2 ρ(x, y, z) dx dy dz,
D
∫∫∫
IOyz = x2 ρ(x, y, z) dx dy dz,
D
∫∫∫
IO = (x2 + y 2 + z 2 )ρ(x, y, z) dx dy dz.
D
Remark 3.37 Similar results hold true for n-fold multiple integrals.
Exercise 3.39 Draw the domain of integration and, then, change the order of in-
tegration in the integral ∫ 1∫ x
I= (x + y) dy dx.
0 x2
Exercise 3.40 Sketch the region of integration and change the order of integration
in the integral
∫ 2 ∫ 8−x2
I= (2 x + y) dy dx.
−2 x2
62 INTEGRAL CALCULUS
D = {(x, y) ∈ R2 | 1 ≤ x2 + y 2 ≤ 4, y ≤ x, x ≥ 0}.
Exercise 3.42 Compute the volume of the solid D lying inside the sphere x2 + y 2 +
z 2 = 64 and outside the sphere x2 + y 2 + z 2 = 1.
Exercise 3.44 Evaluate the following iterated integral, by changing the order of
integration (also, sketch the region D):
∫ (∫ √
3
)
8 y
x4
I= e dx dy.
0 0
Hint. We have
∫ (∫ ) ∫
2 x3
x4
2
4 1 ( 16 )
I= e dy dx = x3 ex dx = e −1 .
0 0 0 4
Exercise 3.45 Using polar coordinates, evaluate the area of the finite domain
bounded by the Oy-axis, the line y = 3, and a quarter of the circle of radius 3
with center at the point (3, 0). Sketch the domain of integration.
Exercise 3.48 Find the volume of a solid hemisphere of radius 3 and center at
(0, 0, 0) lying in the upper half space z ≥ 0.
D = {(x, y) ∈ R2 | x2 + y 2 ≤ 2, x ≤ y 2 , x ≥ −y 2 , y ≤ 0}.
2
∫∫
y = 2px,
4) I= xy 2 dx dy, (D) :
D
x = p, p > 0
2
∫∫
3) µ(D) = dx dy,
D
∫∫ √
x2 y 2
2) I= 1− − 2 dx dy,
D a2 b
x2 y 2
D = {(x, y) ∈ R2 | + 2 ≤ 1, x, y ≥ 0, a, b > 0};
a2 b
MULTIPLE INTEGRALS 65
2
∫∫ x + y 2 = a2
3) I= (x2 + y 2 ) dx dy, (D) : √ √ ;
D
y = x 3, y 3 = x
∫∫ √
4) I= sin x2 + y 2 dx dy,
D
D = {(x, y) ∈ R2 | π 2 ≤ x2 + y 2 ≤ 4π 2 }.
Exercise 3.55 Compute the area of the following domain (Bernoulli’s lemniscate):
D = {(x, y) ∈ R2 | (x2 + y 2 )2 ≤ x2 − y 2 }.
x2 y 2 2 x2 y 2
D = {(x, y) ∈ R2 | ( + ) ≤ − 2 , x ≥ 0, a, b > 0}.
a2 b2 a2 b
Exercise 3.57 Find the volume of the following domain:
where
D = {(x, y) ∈ R2 | x2 + y 2 ≤ 4, x ≥ 0}.
66 INTEGRAL CALCULUS
where
D = {(x, y) ∈ R2 | 1 ≤ x2 + y 2 ≤ 4, y ≥ 0}.
Chapter 4
Surface Integrals
f = f (u, v),
g = g(u, v), (u, v) ∈ D ⊆ R2 .
h = h(u, v),
Remark 4.2 A curve was a class of equivalence of smooth paths. A surface will be
a class of equivalence of smooth sheets.
Definition 4.3 Two smooth sheets are equivalent (p ∼ pe) if there exists a bijection
e → D, Φ = (φ, ψ) such that
of class C 1 , Φ : D
∂φ ∂φ
∂(φ, ψ) ∂eu ∂e
v
= ̸= 0
u, ve)
∂(e ∂ψ ∂ψ
∂e
u ∂e
v
and pe = p ◦ Φ, i.e.
(fe(e u, ve), e
u, ve), ge(e u, ve)) =
h(e
u, ve), ψ(e
= (f (φ(e u, ve)), g(φ(e
u, ve), ψ(e
u, ve)), h(φ(e
u, ve), ψ(e
u, ve))).
67
68 INTEGRAL CALCULUS
Remark 4.4 The above relationship is an equivalence relation on the set of all the
smooth sheets. Each corresponding equivalence class will be called a surface.
t 7→ f (φ(t), ψ(t)),
t 7→ g(φ(t), ψ(t)),
t 7→ h(φ(t), ψ(t))
−
→ ∂f
τ u (u0 , v0 ) = ( (u0 , v0 ),
∂g
(u0 , v0 ),
∂h
(u0 , v0 ))
∂u ∂u ∂u
−
→ ∂f
τ v (u0 , v0 ) = ( (u0 , v0 ),
∂g
(u0 , v0 ),
∂h
(u0 , v0 ))
∂v ∂v ∂v
SURFACE INTEGRALS 69
The plane determined by these two vectors is called the tangent plane of S at the
point P = (f (u , v ), g(u , v ), h(u , v )). The tangent plane is defined only if −
0 0 0 0 0 0 0
→
τ × u
−
→
τ v ̸= 0, i.e. | −
→
τ u×−
→
τ v |> 0.
The normal vector at S is collinear with the vector product:
−
→ −
→ −
→
i j k
∂f ∂g ∂h
−
→
τ u×−
→
τv= ∂u =
∂u ∂u
∂f ∂g ∂h
∂v ∂v ∂v
∂(g, h) −
→ ∂(h, f ) → ∂(f, g)
− →
−
= (u0 , v0 ) i + (u0 , v0 ) j + (u0 , v0 ) k .
∂(u, v) ∂(u, v) ∂(u, v)
A2 + B 2 + C 2 ̸= 0
A2 + B 2 + C 2 = EG − F 2 (Lagrange).
Hint. Use | a × b |2 + | a · b |2 =| a |2 | b |2 .
Remark 4.9 A surface can be also given by the equation z = h(x, y), , (x, y) ∈ Ω.
Then, the natural parametric representation of S will be:
x=u
y=v (u, v) ∈ Ω. (4.2)
z = h(u, v).
Definition 4.10 The area of the surface S given by the functions f, g, h is defined
as being: ∫ ∫ √
A(S) = A2 (u, v) + B 2 (u, v) + C 2 (u, v) du dv, (4.3)
D
or, equivalently, by:
∫ ∫ √
A(S) = EG − F 2 du dv. (4.4)
D
Area(S) = 4πR2 .
Remark 4.12 If the surface S is defined by z = h(x, y), (x, y) ∈ Ω and if we denote
∂h ∂h
p= and q = , then
∂x ∂y
∫ ∫ √
A(S) = 1 + p2 + q 2 dx dy.
Ω
SURFACE INTEGRALS 71
Remark 4.16 If S is a material surface having the density F (x, y, z), then the
surface integral of the first kind gives the mass of this material surface.
Remark 4.17 Two sheets are equivalent (p ∼ pe) with the same orientation if
∂(φ, ψ)
>0
u, ve)
∂(e
∂(φ, ψ)
< 0.
u, ve)
∂(e
→
− −
→
Definition 4.18 Let S be a smooth surface and let F : S → R3 , F = (P, Q, R) be
a continuous function. The surface integral of the second kind is defined as being:
∫∫ ∫∫
−
→ −
F ·→
ν dσ = P dy dz + Q dz dx + R dx dy =
S S
∫∫
= [P (f (u, v), g(u, v), h(u, v))A(u, v) + Q(f (u, v), g(u, v), h(u, v))B(u, v)+
D
∫∫
−
→ − −
→
Remark 4.19 F ·→
ν dσ represents the flux of the vector field F through the
S
surface S.
In fact, the aim of a surface integral of the second kind is to determine the flux of
a given vector field through a surface.
If we consider different orientation for our surface, then the above integral differs
as sign.
∫∫ ∫∫∫
−
→ − →
−
F ·→
ν dσ = div F dx dy dz (f lux − divergencef ormula)
S D3
1 1 1
Remark 4.22 If we take P = x, Q = y, R = z, then
3 3 3
∫∫
1
V ol(D3 ) = x dy dz + y dz dx + z dx dy.
3 S
−
→
Remark 4.23 If we take F = grad U , then
∫∫ ∫∫∫
grad U · →
−
ν dσ = ∆U dx dy dz.
S D3
Remark 4.24
∫∫ ∫∫∫
−
→ −
→ −
→
ν × F dσ = rot F dx dy dz.
S D3
SURFACE INTEGRALS 73
Theorem 4.25 (Stokes) Let S be a (piecewise) smooth oriented surface whose bound-
−
→ −
→
ary γ is a (piecewise) smooth path and let F : Ω → R3 , F = (P, Q, R) be a function
of class C 1 defined on a domain Ω containing S. Then,
∫
P dx + Q dy + R dz =
γ
∫∫ ( ) ( ) ( )
∂R ∂Q ∂P ∂R ∂Q ∂P
− dy dz + − dz dx + − dx dy.
S ∂y ∂z ∂z ∂x ∂x ∂y
In fact, we heve ∫ ∫∫
−
→ → −
→ →
F · d−
r = curl F · −
ν dσ
∂S S
Remark 4.26 This formula is independent of the surface S having the boundary γ.
Exercise 4.27 Think about the particular consequences of this theorem for the
−
→
case in which F is defined on a simply connected domain.
Exercise 4.28 Find the area of the surface obtained by cutting the hemisphere
x2 + y 2 + z 2 = 4, for z ≥ 0, with the cylinder x2 + y 2 = 1.
−
→
Exercise 4.29 Find the exterior flux of the vector field F = (xz, y, 1) across the
surface of the upper cap cut from the sphere x2 + y 2 + z 2 ≤ 36 with the plane z = 3.
S = {(x, y, z) ∈ R3 | x2 + y 2 = 9, 0 ≤ z ≤ 4}.
74 INTEGRAL CALCULUS
Exercise 4.34 Compute the area of the surface S obtained by cutting the cylinder
x2 + y 2 = 9 with z = 0 and z = 5.
−
→
F (x, y, z) = (3x2 z, z 2 , x3 + 2yz), (x, y, z) ∈ R3 ,
is conservative or not.
−
→
Hint. The vector field F is conservative, since it is the gradient of the scalar function
U (x, y, z) = x3 z + yz 2 .
76 INTEGRAL CALCULUS
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77
78 INTEGRAL CALCULUS
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