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1 Double Integrals
3.1.1 Volume of an enclosed region
Consider the diagram in Figure 1. It shows a curve in two variables z =
f (x, y) that lies above some region R on the xy-plane. How can we calculate
the volume enclosed between the surface and the region R? Recall, that to
z=fHx,yL
-5
5
5
-5
5
-5 R
which is expressed through Riemann sums as was the case for single integrals.
From these, we can calculate the volume between the region R and the surface
z = f (x, y) ≥ 0 to be ZZ
V = f (x, y) dA . (2)
R
1
z=fHx,yL
-5
0
5
5
-5
5
0
-5 Hx* k , y* k L
If the condition f (x, y) ≥ 0 does not hold, i.e. f (x, y) does not lie above R
for all values considered, we find the difference in volumes above and below
the xy-plane and we call this the net signed volume. We note that in this
definition f (x, y) appears to be a “height”.
2
To understand this, let us look at partial integrals of x3 y.
Z 1 Z 1 1
3 3 x4 y y
x y dx = y x dx = = ,
0 0 4 x=0 4
Z 1 Z 1 3 2 1
(4)
x3
3 3 xy
x y dy = x y dy = = .
0 0 2 y=0 2
Example: Calculate
Z 2Z 3 Z 3 Z 2
(x2 y − 2y) dx dy and (x2 y − 2y) dy dx .
1 0 0 1
3
The other gives
3 2 3 2
x2 y 2
Z Z Z
2
(x y − 2y) dy dx = − y2 dx
0 1 0 2 y=1
Z 3 2
2 x
= 2x − 4 − −1 dx
0 2
Z 3
3 2
= x − 3 dx
0 2
3 3
x
= − 3x
2 x=0
27 27 − 18 9
= − 9 − (0 − 0) = = .
2 2 2
Notice that both orders of integration give the same result! This is not a
coincidence. It is a consequence of the following theorem:
Fubini’s Theorem:
Let R be the rectangle defined by
a ≤ x ≤ b, c ≤ y ≤ d. (6)
In other words, over rectangular regions, we can exchange the order of inte-
gration without changing the result.
Example: Find the volume enclosed between the surface z = 4 − x − y and
the region R = [0, 1] × [0, 2].
4
Solution:
Z 1 Z 2
V = f (x, y) dy dx
0 0
Z 1 Z 2
= (4 − x − y) dy dx
0 0
Z 1 2
y 2
= 4y − xy − dx
0 2 y=0 (8)
Z 1
= [8 − 2x − 2] dx
0
Z 1
= [6 − 2x] dx
0
1
= 6x − x2 x=0 = 6 − 1 = 5 .
You might like to verify that the opposite order of integration gives the same
result.
1. ZZ ZZ
c f (x, y) dA = c f (x, y) dA , where c is constant. (9)
R R
2.
ZZ ZZ ZZ
f (x, y) ± g(x, y) dA = f (x, y) dA ± g(x, y) dA . (10)
R R R
5
�� ��
6
and the region R2 gives
ZZ Z 2 Z 2
x dA = x dy
1 0
R2
Z 2 2
= 2x dx = x2 1 = 4 − 1 = 3 .
1
The sum of the integrals over these regions is therefore 4. Note that R =
R1 + R2 , and so we expect that we should get this result for the calculation
over R.
ZZ Z 2Z 2
x dA = x dy
0 0
R
Z 2 2
= 2x dx = x2 0 = 4 − 0 = 4 ,
0
as expected.
7
An important thing to notice here is that the variable with limits that depend
on the other variable is integrated over first. So, in a type I region, we always
integrate over y first because the limits depend on x. If we swapped the order
the x integration would miss this contribution and we would get the wrong
result. Some regions are both type I and type II regions. The region bounded
by the circle x2 + y 2 = a2 is a good example. We can integrate in either order
provided we treat the limits for the integrals correctly. This means that to
integrate over y first we must treat it as a type I region and to integrate over
x we treat it as a type II region. The following example should make this
clearer.
Example: Compute the volume of the solid bounded above by z = xy 2 and
below by R, show in Figure 4. This region is between y = x3 above and
y = −x2 below, for values 0 ≤ x ≤ 1.
Solution: The volume is given by
y
1.0
0.5
-1.0
8
"Z #
ZZ Z 1 x3
V = xy 2 dA = xy 2 dy dx
0 −x2
R
1 x 3
xy 3
Z
= dx
0 3 y=−x2
Z 1 hx i
= (x9 + x6 ) dx
03
Z 1
1 10
x + x7 dx
=
3 0
1
1 x11 x8
= +
3 11 8 x=0
1 1 1 19 19
= + = = .
3 11 8 3 · 88 264
Let’s now look at a slightly harder example where you need to work out what
R is.
Example: Find the volume of the tetrahedron bounded by the coordinate
planes and the plane z = 6 − 2x − 3y. The solid and it’s projection to the
xy-plane is sketched in Figure 5.
Solution: Firstly, we see that we can treat this using either a type I or type
II region. Let’s consider the projection to the xy-plane as a type I region.
Then, the region extends from 0 ≤ x ≤ 3 and g1 (x) ≤ y ≤ g2 (x). We find
this by setting z = 0, which gives 0 = 6 − 2x − 3y. To find the interception
with the x-axis, we set y = 0 and find x = 3. Therefore the limits are
0 ≤ x ≤ 3 since we consider the positive x direction only. Similarly, we
consider the positive y-direction, so the lower bound for the y integration
must be g1 (x) = 0. However, the upper bound is given by 0 = 6 − 2x − 3y
and can be rewritten as y = −2x/3+2. Therefore, the integral for the volume
9
6
y=-2x3+2
y
2.0
z 1.5
2
1.0
0
1
0
0
2 0.5
1
2
3 x
y 34 0.5 1.0 1.5 2.0 2.5 3.0 x
is given by
ZZ Z 3 Z g2 (x)
V = (6 − 2x − 3y) dA = (6 − 2x − 3y) dy dx
0 g1 (x)
R
Z 3 Z −2x/3+2
= (6 − 2x − 3y) dy dx
0 0
Z 3 −2x/3+2
3
= 6y − 2xy − y 2 dx
0 2 y=0
Z 3
3 2
= 6(−2x/3 + 2) − 2x(−2x/3 + 2) − (−2x/3 + 2) dx
0 2
Z 3 2
2x
= 6 − 4x + dx
0 3
3
2x3
2
= 6x − 2x + = 18 − 18 + 6 = 6 .
9 x=0
10
3.1.4 Area as a double integral
We can also calculate area by means of a double integral. If we are given
some surface z = f (x, y), we can set z = 1. and then, we find that
ZZ
V =A·h=A·1=A= 1 · dA = area of R . (13)
R
Thus ZZ
Area of R = dA . (14)
R
√
Example: Calculate the area between the curves y = x3 and y = x for
0 ≤ x ≤ 1, shown in Figure 6.
Solution: The area is given by
y
1.0
0.5
-1.0
√
Figure 6: The curves y = x3 and y = x for 0 ≤ x ≤ 1.
√
ZZ Z 1 Z x
A= dA = dy dx
0 x3
R
1 √x
Z
= y y=x3 dx
Z0 1
√
= ( x − x3 ) dx
0
1
2x3/2 x4
2 1 5
= − = − = .
3 4 x=0 3 4 12
11
3.1.5 Parametric surfaces
We have already encountered the idea of a parametric curve. We have a
parameter that determines where on the curve a point is. It looks like
x = x(t) , y = y(t) , z = z(t) . (15)
It is also possible to have a parametric surface, which is a surface with
two parameters, u and v that determines where the point on the surface is.
It looks like
x = x(u, v) , y = y(u, v) , z = z(u, v) . (16)
Because it is a surface rather than a curve, one parameter would not be
sufficient to uniquely determine the position. As a simple example, take a
straight line in three dimensions. It is a (very simple) curve, and obviously
one parameter, say its length, suffices to describe where we are, regardless
of which direction it is oriented in. Of course, we must have a reference
point, but once we have that it is easy to know where we are based on the
parameter length. If we now consider a square in three dimensions, it again
can be oriented in any direction. We need a reference point again and then
two parameters, say length and width describe where a point is. If we only
had the length say, then all we would know is that the point is somewhere of a
series of parallel lines. Some important and common parametric coordinates
are:
• Rectangular coordinates (also called Cartesian coordinates):
x = u, y = v. (17)
• Polar coordinates:
x = ρ cos θ , y = ρ sin θ . (18)
• Cylindrical coordinates:
x = ρ cos θ , y = ρ sin θ , z. (19)
• Spherical coordinates:
x = ρ sin φ cos θ , y = ρ sin φ sin θ , z = ρ cos φ . (20)
Figure 8 shows polar coordinates, Figure 9 shows cylindrical coordi-
nates and Figure 10 shows spherical coordinates. The ranges of the
parameters are ρ > 0, 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π.
12
0.0
2.0 0.5
1.0
1.5
1.0
0.5
1.0
0.0
v
0.5
0.0
2
1.0
t 0.5
0.0
0.0
0.5
-2
u
1.0
13
1.0
Ρ
0.5
Θ
-1.0 -0.5 0.5 1.0
-0.5
-1.0
14
x 0.0
0.5
1.0
1.5
2.0
2.0
1.5
z
1.0 z
Θ Ρ
0.5
This is the vector form of a parametric surface of two variables. It has partial
derivatives
∂r ∂x ∂y ∂z ∂r ∂x ∂y ∂z
= i+ j+ k, = i+ j+ k. (28)
∂u ∂u ∂u ∂u ∂v ∂v ∂v ∂v
15
x 0.0
0.5
1.0
1.5
2.0
2.0
1.5
z 1.0 Ρ
Φ
0.5 Θ
0.0
0.0
0.5
1.0
1.5
2.0
y
∂r ∂r
provided ∂u × ∂v 6= 0. Figure 13 shows the tangent vectors, tangent plane,
and normal vector.
Example: Find the equation of the tangent plane for the surface
16
1.0
0.5
z
0.0
fHuL
0.5
0.0
1.0
x 1.5
1.0
0.5
2.00.0 y
First, note that we can use any normal vector to get the tangent plane.
If we used the unit normal for example, we would just divide the entire
equation by a constant, which leaves it unchanged. Also, it is now more
useful to think of the equation for the tangent plane given by equation (??)
in a slightly different way. Denoting the normal vector at P0 = (a, b, c) by
n = (nx , ny , nz ), the equation of the tangent plane at P0 becomes
nx (x − a) + ny (y − b) + nz (z − c) = 0 . (33)
17
2
y 1
0
HaL -1
-2
2
HbL 1
z 0
0
x -1
-2 5
-4 -2
-2
0
-5
z -1
0
0
y -5
x 1
5 2
This is the surface area of the parametric surface defined on the the box at
the point (uk , vk ). The total surface area for the region is the sum of all these
boxes, i.e
n
X ∂r ∂r
S= ∂u × ∂v ∆Ak , (38)
k=1
18
drdudrdv
15
drdu
10
5 drdv 2
0
0
-2
0
-2
2
-2
-4
30
20
10
2 4
0 -2 0
-4
where n is the number of boxes in the region. If we take the limit, this gives
us the surface area of the parametric surface r(u, v) over the region
R ZZ Z Z
∂r ∂r
S= dS = ∂u × ∂v dA . (39)
R R
Example: Find the surface area of the sphere of radius 4 that lies in the
cylinder above the xy-plane with base x2 + y 2 = 12.
Solution: The diagram is in Figure 15. At first glance, this doesn’t look
much like what we need for equation (39) to work. We need to parameterise
the surface first. To do that we use spherical polar coordinates to give us the
19
-4
-2
0
2
4
4
-2
-4
-2
0
2
4
parametric surface
We now need to work out the ranges of θ and φ. For θ, we see that we have
a cylinder that goes through an angle of 2π around the z-axis and therefore
we take 0 ≤ θ ≤ 2π. Finding the limits for φ requires more work. φ is the
rotation away from the z-axis, so the limits of φ will come from the limits
of z on the cylinder. We therefore substitute the values of x and y when the
surface intersects the cylinder, i.e. when x2 + y 2 = 12 to find
x2 + y 2 + z 2 = 16
⇒12 + z 2 = 16
⇒z 2 = 4
⇒z = ±2 .
4 cos φ = ±2
1
⇒ cos φ = ±
2
π
⇒φ =
3
20
where we only use z = 2 because we are only interested in the area above
the xy-plane. The limits are then 0 ≤ φ ≤ π/3 since the angle runs from the
z-axis (φ = 0) to the intersection of the surfaces (φ = π/3). The derivatives
of r are
rθ = −4 sin φ sin θi + 4 sin φ cos θj ,
rφ = 4 cos φ cos θi + 4 cos φ sin θj − 4 sin φk .
21
For the region we are interested in, sin φ is always positive, so we can drop
the absolute value. The surface area is then given by
ZZ
S= 16 sin φ dA
R
"Z #
Z 2π π/3
= 16 sin φ dφ dθ
0 0
"Z #
Z 2π π/3
= 16 sin φ dφ dθ
0 0
Z 2π
= [−16 cos φ]π/3
0 dθ
Z0 2π h
π i
= −16 cos − cos 0 dθ
3
Z0 2π
1
= −16( − 1) dθ
0 2
Z 2π
= 8 dθ
0
= 8 θ|2π
0 = 16π .
r(x, y) = x(u, v)i + y(u, v)j + f (x(u, v), y(u, v))k , (40)
where
ZZ
Mx = x δ(x, y) dA
R
ZZ (48)
My = y δ(x, y) dA .
R
For a lamina with constant density, the centre of gravity is also called the
centroid. Note that this is essentially the same as finding the centre of
mass of an object with non-uniform mass distribution. This is simply the
mathematical way of presenting it.
Example: Compute the mass and centre of gravity of the lamina inside the
unit circle, with density δ(x, y) = x2 + y 2 .
24
Solution: The mass is given by
ZZ
M= (x2 + y 2 ) dA
R
Z 2π Z 1
= ρ2 · ρ dρ dθ
0 0
Z 1
= 2π ρ3 dρ
0
ρ4 1
= 2π 0
4
π
= .
2
The x-component of the centre of gravity is given by
ZZ
1
x̄ = x(x2 + y 2 ) dA
M
R
2 2π 1
Z Z
= ρ cos θ · ρ2 · ρ dρ dθ
π 0
Z 2π Z0 1
2
= ρ4 cos θ dρ dθ
π 0
Z 2π 0
2 1
= cos θ dθ
π 0 5
2 2π
= (− sin θ)0 = 0 .
5π
Similarly, ȳ = 0, and therefore the centre of gravity is at (0, 0). Note that
we could swap the order of integration because the limits were independent
of the other coordinates.
25