Multiple Integrals

Multiple Integrals
Dr. Xuan Dieu Bui
School of Applied Mathematics and Informatics,

Hanoi University of Science and Technology
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 1 / 89

Bibliography
James Stewart, Calculus Early Transcendentals, Brooks Cole Cengage

Learning, 2012.
1 Multiple Integrals: Chapter 15,
2 Integrals depending on a parameter:
3 Line Integrals: Chapter 16,
4 Surface Integrals: Chapter 16,
5 Vector Calculus: Chapter 16,
6 Series: Chapter 11.
http://bit.ly/bai-giang

Multiple Integrals
1 Double Integrals
Double Integrals over Rectangles
Double Integrals over General Regions
Double Integrals in Polar Coordinates
Change of Variables in Double Integrals
Applications of Double Integrals
2 Triple Integrals
Triple Integrals over Rectangular Box
Triple Integrals over General Regions
Change of Variables in Triple Integrals
Triple Integrals in Cylindrical Coordinates
Triple Integrals in Spherical Coordinates
Applications of Triple Integrals

Double Integrals
Multiple Integals
1 Double Integrals
2 Triple Integrals

Double Integrals Double Integrals over Rectangles
Double Integrals
Review of the Definite Integral
Z b n
f (xi∗ )∆x .
X
f (x )dx = lim
a n→∞
i=1

Double Integrals
b−a
1 divide [a, b] into n subintervals [xi−1 , xi ] of equal width ∆x = n
2 choose sample points xi∗ in these subintervals,
n
form the Riemann sum f (xi∗ )∆x
P
3
i=1
Rb n
take the limit V = f (x )dx = lim f (xi∗ )∆x
P
4
a n→∞ i=1

Volumes and Double Integrals
Goal: find the volume of S := {(x , y , z) ∈ R3 |0 ≤ z ≤ f (x , y ), (x , y ) ∈ R.}

1 divide [a, b] into m subintervals and [c, d] into n subintervals, each of

equal width.
2 choose sample points (xij∗ , yij∗ ) ∈ Rij = [xi−1 , xi ] × [yi−1 , yi ],
V (Rij ) ≈ f (xij∗ , yij∗ )∆x ∆y .
n
m P n
m P
Riemann Sum V = Rij ≈ f (xij∗ , yij∗ )∆x ∆y = Sm,n .
P P
3
i=1 j=1 i=1 j=1
4 take the limit lim Smn .
m,n→∞
Double Integrals
Definition
The double integral of f over the rectangle R is
ZZ n
m X
f (xij∗ , yij∗ )∆x ∆y
X
f (x , y )dxdy = lim
R m,n→∞
i=1 j=1
if this limit exists.

Fubini’s Theorem
Theorem (Fubini’s Theorem)

If f is continuous on the rectangle R = {(x , y )|a ≤ x ≤ b, c ≤ x ≤ d},
then
! !
ZZ Z b Z d Z d Z b
f (x , y )dxdy = f (x , y )dy dx = f (x , y )dx dy .
R a c c a
RR Rb
f (x , y )dxdy = V = A(x )dx , where
R a
Rd
A(x ) = f (x , y )dy .
c

Triple Integrals
Properties
RR RR RR
1 [f (x , y ) + g (x , y )] dxdy = f (x , y ) dxdy + g (x , y ) dxdy .
R R R
RR RR
2 αf (x , y ) dxdy = α f (x , y )dxdy .
R R
RR RR RR
3 f (x , y ) dxdy = f (x , y ) dxdy + f (x , y ) dxdy .
D D1 D2
D1 D2
O x

Double Integrals Double Integrals over General Regions
Double Integrals over general regions
(
f (x , y ), if (x , y ) ∈ D,
F (x , y ) =
0, if (x , y ) ∈ R \ D.
and ZZ ZZ
f (x , y )dxdy = F (x , y )dxdy .
D R

Double Integrals over plane regions of type I
D = {(x , y )|a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}.

y
R = [a, b] × [c, d]
d
y = g2 (x )
D
y = g1 (x )
c
O a b x
By Fubini’s Theorem,
ZZ ZZ
f (x , y )dxdy = F (x , y )dxdy
D R
D = {(x , y )|a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}.

y
R = [a, b] × [c, d]
d
y = g2 (x )
D
y = g1 (x )
c
O a b x
ZZ ZZ
D R
D = {(x , y )|a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}.

y
R = [a, b] × [c, d]
d
y = g2 (x )
D
y = g1 (x )
c
O a b x
ZZ ZZ
D R
Z b Z d Z b Z g2 (x )
= dx F (x , y )dy = dx f (x , y )dy .
a c a g1 (x )

If f is continuous on a type I region D such that
D = {(x , y )|a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}
then ZZ Z Z b g2 (x )
f (x , y )dxdy = dx f (x , y )dy .
D a g1 (x )
y y y
d d d
D D D
c c c
O a b x O a b x O a b x


Double Integrals over plane regions of type II
If f is continuous on a type II region D such that
D = {(x , y )|c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}
then ZZ Z Z d h2 (y )
f (x , y )dxdy = dy f (x , y )dx .
D c h1 (y )
x = h2 (y )
x = h1 (y )
d
D
c

Example
x 2 (y − x ) dxdy where D is the region bounded by y = x 2 and
RR
Evaluate
D
x = y 2.
y
y = x2
x = y2
1
O 1 x

Change The Order of Integration
Example
2
xe y dx , where D = {(x , y ) : 0 ≤ x ≤ 1, x 2 ≤ y ≤ 1}.
RR
Evaluate I =
D
y
y = x2
O 1 x

Exercise
Rb f2R(x )
Change the order of integration I = dx f (x , y )dy .
a f1 (x )
1 From the iterated integral, sketch the region of integration,

2 Divide it into regions of type II, for instance,
Di = {(x , y )|ci ≤ y ≤ di , gi (y ) ≤ x ≤ hi (x )},
3
Zb 2 (x )
fZ di hZi (y )
XZ
dx f (x , y )dy = dy f (x , y )dx .
a f1 (x ) i ci gi (y )

Exercise
Rb f2R(x )
Change the order of integration I = dx f (x , y )dy .
a f1 (x )
1 From the iterated integral, sketch the region of integration,

2 Divide it into regions of type II, for instance,
Di = {(x , y )|ci ≤ y ≤ di , gi (y ) ≤ x ≤ hi (x )},
3
Zb 2 (x )
fZ di hZi (y )
XZ
dx f (x , y )dy = dy f (x , y )dx .
a f1 (x ) i ci gi (y )
Rd f2R(y )
Similar for dy f (x , y )dx .
c f1 (y )

Example
R1 R 2
1−x
Change the order of integration dx √
f (x , y ) dy .
−1 − 1−x 2
y
1
D1
O 1 x
D2


Example
√
1+ 2
R1 R1−y
Change the order of integration dy f (x , y ) dx .
0 2−y
O 1 2 x


Example
√
R2 R2x
Change the order of integration dx √ f (x , y ) dx .
0 2x −x 2
x
O 1 2


Example
Change the order of integration
√
√ 2
R2 Ry R2 4−y
R
dy f (x , y ) dx + √ dy f (x , y ) dx .
0 0 2 0
√
2
O √ x
2
Double Integrals involving Absolute Value Functions
RR
Evaluate |f (x , y )| dxdy . The curve f (x , y ) = 0 divides D into two
D
parts,
D + = D ∩ {f (x , y ) ≥ 0}, D − = D ∩ {f (x , y ) ≤ 0}.
ZZ ZZ ZZ
|f (x , y )| dxdy = f (x , y ) dxdy − f (x , y ) dxdy (1)
D D+ D−

RR
Evaluate |f (x , y )| dxdy . The curve f (x , y ) = 0 divides D into two
D
parts,
D + = D ∩ {f (x , y ) ≥ 0}, D − = D ∩ {f (x , y ) ≤ 0}.
ZZ ZZ ZZ
|f (x , y )| dxdy = f (x , y ) dxdy − f (x , y ) dxdy (1)
D D+ D−
Algorithm
1 Sketch the curve f (x , y ) = 0 to find D + , D − .
2 Apply formula (1).


Example
|x + y |dxdy , D : (x , y ) ∈ R2 ||x ≤ 1| , |y | ≤ 1 .
RR
Evaluate
D
D+
x
O 1
D−


Example
RR q
|y − x 2 |dxdy , D : (x , y ) ∈ R2 ||x | ≤ 1, 0 ≤ y ≤ 1 .

Evaluate
D
D+
D−
O 1 x

Solving Double Integrals Using Symmetry

Theorem
If
1 f (x , y ) is an odd function with respect to y and,
2 D is symmetric with respect to x − axis
then ZZ
f (x , y ) dxdy = 0.
D


Theorem
If
1 f (x , y ) is an odd function with respect to y and,
then ZZ
f (x , y ) dxdy = 0.
D
Theorem
If
1 f (x , y ) is an even function with respect to y and,
ZZ ZZ
f (x , y ) dxdy = 2 f (x , y ) dxdy .
D D+

Theorem
If
1 f (−x , −y ) = −f (x , y ),
2 D is symmetric with respect to the origin,
RR
then f (x , y ) dxdy = 0.
D


Theorem
If
1 f (−x , −y ) = −f (x , y ),
2 D is symmetric with respect to the origin,
RR
then f (x , y ) dxdy = 0.
D
Example
RR
Evaluate |x | + |y |dxdy .
|x |+|y |≤1
y
1
O 1 x

Double Integrals Double Integrals in Polar Coordinates

 −−→
r = OM

The polar coordinate of a point M is a pair (r , θ), where −\
−→

θ = OM,Ox .
y
y M
−−→
r = |OM|
θ
O x x
(
x = r cos θ,
Polar coordinates vs rectangular coordinates:
y = r sin θ.

1 1 2 1
∆Ai = ri2 ∆θ − ri−1 ∆θ = (ri2 − ri−1 2
)∆θ
2 2 2
1
= (ri + ri−1 )(ri − ri−1 )∆θ = ri∗ ∆r ∆θ.
2

ZZ n
m X
f (ri∗ cos θj∗ , ri∗ sin θj∗ )∆Ai
X
f (x , y )∆A = lim
m,n→∞
R i=1 j=1
n
m X
f (ri∗ cos θj∗ , ri∗ sin θj∗ )ri∗ ∆r ∆θ
X
= lim
m,n→∞
i=1 j=1
ZZ
= f (r cos θ, r sin θ) r drdθ.
R


(
θ1 ≤ θ ≤ θ2
If f is continuous on a polar region of the form
r1 (θ) ≤ r ≤ r2 (θ) ,
then
Zθ2 2 (θ)
rZ
I= dθ f (r cos θ, r sin θ) r dr
θ1 r1 (θ)


Example
(
RR 4x ≤ x 2 + y 2 ≤ 8x ,
Evaluate I = dxdy , where D : √
D x ≤ y ≤ 3x .
y
O 2 4 8 x


Example
(
RR dxdy 4y ≤ x 2 + y 2 ≤ 8y
Evaluate , where D : √
(x 2 +y 2 )2 x ≤ y ≤ x 3.
D
y
√
8 y =x 3
y =x
4
O x


Example
x 2 + (y − 1)2 = 1
(
xy 2 dxdy
RR
Evaluate where D is bounded by
D x 2 + y 2 − 4y = 0.
y
4
O x


Example
(
RR xy x 2 + y 2 ≤ 12, x 2 + y 2 ≥ 2x
Evaluate x 2 +y 2
dxdy , where D : √
D x 2 + y 2 ≥ 2 3y , x ≥ 0, y ≥ 0.
√
2 3 D2
D1
√ x
O 2 2 3
Double Integrals Change of Variables in Double Integrals
Change of variables in double integrals
Rb Rd
Back in Calculus I, f (x )dx = f (x (t)) x ′ (t) dt, where x = x (t).
a c
RR RR
Similarly, f (x , y )dxdy = f (x (u, v ), y (u, v )) factor dudv
R S
Example
(
x = x (u, v ) = u 2 − v 2 ,
Consider the transformation T :
y = y (u, v ) = 2uv .
Find the image of the square S = {(u, v ) : 0 ≤ u ≤ 1, 0 ≤ v ≤ 1}.


x ′ xv′
∆A ≈ |ru × rv |∆u∆v = u′ ∆u∆v ,

yu yv′


x ′ xv′ D(x , y ) xu′ xv′
∆A ≈ |ru × rv |∆u∆v = u′ ∆u∆v , J= = .

yu yv′ D(u, v ) yu′ yv′

ZZ X n
m X
f (x , y )dA = lim f (xi , yj )∆A
m,n→∞
R i=1 j=1
n
m X

X x ′ xv′
= lim f (x (ui , vj ), y (ui , vj )) u′ ∆u∆v

m,n→∞
i=1 j=1
yu yv′
ZZ
= f (x (u, v ), y (u, v ))|J|dudv .
S
Change of variables
(
x = x (u, v ),
Let T : , S → R,
y = y (u, v )
x (u, v ), y (u, v ) has continuous partial derivatives on S,
the transformation is a 1 − 1 map.

x ′ x ′
u v
the Jacobian J = ′ 6= 0 on S.
yu yv′
RR RR
Then f (x , y )dxdy = f (x (u, v ), y (u, v ))|J|dudv .
D S

Change of variables
(
x = x (u, v ),
Let T : , S → R,
y = y (u, v )
x (u, v ), y (u, v ) has continuous partial derivatives on S,
the transformation is a 1 − 1 map.

x ′ x ′
u v
the Jacobian J = ′ 6= 0 on S.
yu yv′
RR RR
Then f (x , y )dxdy = f (x (u, v ), y (u, v ))|J|dudv .
D S
Example
(
1 ≤ xy ≤ 4
4x 2 − 2y 2
RR
Evaluate I = dxdy , where D :
D x ≤ y ≤ 4x .


Example
(
1 ≤ xy ≤ 4
4x 2 2y 2
RR
Evaluate I = − dxdy , where D :
D x ≤ y ≤ 4x .
y
y = 4x
y =x
1 xy = 4
xy = 1
O 1 x
Polar coordinate transformation
(
x = r cos θ,
1
y = r sin θ

x ′ xθ′ ,
D(x ,y )
2 J= = r′ =r

D(r ,θ) yr yθ′
RR
3 f (x , y )dxdy =
RRR
f (r cos θ, r sin θ) r drdθ.
S

Polar coordinates
(
x2 y2 x = ar cos ϕ
If D : a2
+ b2
≤ 1, then , J = abr
y = br sin ϕ
Example
RR 2
9x − 4y 2 dxdy , where D :
x2 y2
Evaluate 4 + 9 ≤ 1.
D
y
O 2 x

Polar Coordinates
(
2 2 x = a + r cos ϕ
If D : (x − a) + (y − b) ≤ R 2, then , J =r
y = b + r sin ϕ
Example
√
R2 R 2
4−x p
Evaluate dx √
2x − x 2 − y 2 dy .
0 − 4−x 2
y
x
O 2

Polar Coordinates
Example
xy dxdy , where D : (x − 2)2 + y 2 ≤ 1.
RR
Evaluate
D
O 1 3 x

Polar Coordinates
Example
xy dxdy , where D : (x − 2)2 + y 2 ≤ 1, y ≥ 0
RR
Evaluate
D
O 1 3 x

Double Integrals Applications of Double Integrals

Example
(
y 2 = x , y 2 = 2x
Compute the area of the domain bounded by
x 2 = y , x 2 = 2y .
y
y = x2 x 2 = 2y
2x = y 2
x = y2
√ √
O 1 3
234 2 x

Example
(
y = 0, y 2 = 4ax
Compute the area of the domain D bounded by
x + y = 3a, (a > 0) .
y
3a
3a
O x
−6a


Example
Compute
( the area of the domain D bounded by
x + y = 2x , x 2 + y 2 = 4x
2 2
x = y , y = 0.
y
y =x
O 2 4 x


Example
Compute the area of the domain D bounded by r = 1, r = √2 cos ϕ.
3
O x


Example
Compute the area of the domain D bounded by
2
x 2 + y 2 = 2a2 xy (a > 0).
y
√
r = a sin 2ϕ
O
x


Example
Compute the area of the domain D bounded by x 3 + y 3 = axy (a > 0)
(Descartes leaf)
y
y = −x − 31
1
2
O 1 x
2


Example
Compute the area of the domain D bounded by r = a (1 + cos ϕ) (a > 0)
(Cardioids)
y
O
2a x
−a


(
0 ≤ z ≤ f (x , y ),
ZZ
Ω: ⇒ V (Ω) = f (x , y ) dxdy .
(x , y ) ∈ D
D
z z = f (x , y )
O y
D
x

Volume of cylindrical objects
(
z1 (x , y ) ≤ z ≤ z2 (x , y ),
ZZ
V : ⇒ V (Ω) = (z2 (x , y ) − z1 (x , y ))dxdy .
(x , y ) ∈ D
D
z
z = z2 (x , y )
Ω
z = z1 (x , y )
y
O
x

Example
Compute
( the volume of the object given by
3x + y ≥ 1, y ≥ 0
3x + 2y ≤ 2, 0 ≤ z ≤ 1 − x − y .
z
O
y
x

Example
Compute
( the volume of the object bounded by the surfaces
z = 4 − x2 − y2
2z = 2 + x 2 + y 2 .
z
2z = 2 + x 2 + y 2
O
z = 4 − x2 − y2 y
x

Example
0 ≤ z ≤ 1 − x2 − y2
(
Compute the volume of the object given by V : √
y ≥ x , y ≤ 3x
z
O 1
y


Example
x 2 + y 2 + z 2 ≤ 4a2
(
Compute the volume of the object given by V :
x 2 + y 2 − 2ay ≤ 0
z
2a
2a 2a
x y

Example
Compute the volume of the object bounded by the surfaces

x 2 y2
z =

+ ,z = 0
a2 b2

2 2
 x + y = 2x


a2 b2 a
z
x2 y2
z= a2
+ b2
O
a x

Example
Compute the volume of the object bounded by the surfaces
 az = x 2 + y 2

V : q
 z = x2 + y2
−a O a y
x
Area of a curved surface
z z = f (x , y )
RR q
S= 1 + zx′ 2 + zy′ 2 dxdy .
D y
O
D
x

Triple Integrals
Multiple Integals
1 Double Integrals
2 Triple Integrals

Triple Integrals Triple Integrals over Rectangular Box
Triple Integrals
Z b n
f (xi∗ )∆x .
X
f (x )dx = lim
a n→∞
i=1

Triple Integrals
b−a
1 divide [a, b] into n subintervals [xi−1 , xi ] of equal width ∆x = n
2 choose sample points xi∗ in these subintervals,
n
form the Riemann sum f (xi∗ )∆x
P
3
i=1
Rb n
take the limit V = f (x )dx = lim f (xi∗ )∆x
P
4
a n→∞ i=1

Goal: find the volume of S := {(x , y , z) ∈ R3 |0 ≤ z ≤ f (x , y ), (x , y ) ∈ R.}

1 divide [a, b] into m subintervals and [c, d] into n subintervals, each of

equal width.
2 choose sample points (xij∗ , yij∗ ) ∈ Rij = [xi−1 , xi ] × [yi−1 , yi ],
V (Rij ) ≈ f (xij∗ , yij∗ )∆x ∆y .
n
m P n
m P
Riemann Sum V = Rij ≈ f (xij∗ , yij∗ )∆x ∆y = Sm,n .
P P
3
i=1 j=1 i=1 j=1
4 take the limit lim Smn .
m,n→∞
1 divide B into sub-boxes by

dividing [a, b] into l subintervals [xi−1 , xi ] of equal width ∆x ,
dividing [c, d] into m subintervals [yj−1 , yj ] of equal width ∆y ,
dividing [r , s] into n subintervals [zk−1 , zk ] of equal width ∆z.


2 ∗ , y ∗ , z ∗ ) in each box B . Each sub-box
Choose sample points (xijk ijk ijk ijk
has volume ∆V = ∆x ∆y ∆z.


2 ∗ , y ∗ , z ∗ ) in each box B . Each sub-box
Choose sample points (xijk ijk ijk ijk
has volume ∆V = ∆x ∆y ∆z.
l P n
m P
3 form the triple Riemann sum
P ∗ , y ∗ , z ∗ )∆V .
f (xijk ijk ijk
i=1 j=1 k=1
Definition
ZZZ n
m X
l X
∗ ∗ ∗
X
f (x , y , z)dV = lim f (xijk , yijk , zijk )∆V .
l,m,n→∞
B i=1 j=1 k=1
Again, the triple integral always exists if is continuous.

Definition
ZZZ n
m X
l X
∗ ∗ ∗
X
f (x , y , z)dV = lim f (xijk , yijk , zijk )∆V .
l,m,n→∞
B i=1 j=1 k=1
Again, the triple integral always exists if is continuous.

Theorem (Fubini’s Theorem)
If f is continuous on the rectangular box B = [a, b] × [c, d] × [r , s] then
ZZZ Z b Z d Z s
f (x , y , z)dxdydz = dx dy f (x , y , z)dz.
a c r
B

Triple Integrals Triple Integrals over General Regions
If E is a general bounded solid region, choose
B = [a, b] × [c, d] × [r , s] ⊃ V
and define
(
f (x , y , z), if (x , y , z) ∈ E ,
F (x , y , z) =
0, if (x , y , z) ∈ B \ E .

If E is a general bounded solid region, choose
B = [a, b] × [c, d] × [r , s] ⊃ V
and define
(
f (x , y , z), if (x , y , z) ∈ E ,
F (x , y , z) =
0, if (x , y , z) ∈ B \ E .
Definition
ZZZ ZZZ
f (x , y , z)dV = F (x , y , z)dV .
B
E

Triple Integrals over Regions of type I

(
z1 (x , y ) ≤ z ≤ z2 (x , y ),
If V : then
(x , y ) ∈ D
ZZZ ZZ z2Z(x ,y )
I= f (x , y , z) dxdy dz = dxdy f (x , y , z) dz
V D z1 (x ,y )
z
z = z2 (x , y )
V
z = z1 (x , y )
O y
D
x
Triple Integrals over Regions of type I
Reduce the triple integral into a double integral

1. Find the projection of V onto Oxy .
(
the lower boundary z = z1 (x , y ) ,
2. Find of V .
the upper boundary z = z2 (x , y )
3. Apply the formula
ZZZ ZZ z2Z(x ,y )
I= f (x , y , z) dxdy dz = dxdy f (x , y , z) dz
V D z1 (x ,y )
.
The idea:
Triple Integrals ⇒ Double Integrals ⇒ Iterated integrals


Example
x 2 + y 2 dxdydz, where V :
p p
x2 + y2 ≤ z ≤ 1 − x 2 − y 2.
RRR
Evaluate
V
z
p
z= 1 − x2 − y2
p
z= x2 + y2
y
O

By the same sort of argument,

" #
RRR RR u2 (y
R ,z)
1 Type II: f (x , y , z)dxdydz = f (x , y , z)dx dydz.
E D u1 (y ,z)
" #
RRR RR u2 (x
R ,z)
2 Type III: f (x , y , z)dxdydz = f (x , y , z)dy dxdz.
E D u1 (x ,z)

Solving triple integrals using symmetry
Theorem
If
1 V is symmetric with respect to z = 0,
2 f (x , y , z) is an odd function with respect to z
RRR
then f (x , y , z) dxdy dz = 0.
V

Solving triple integrals using symmetry
Theorem
If
2 f (x , y , z) is an odd function with respect to z
RRR
then f (x , y , z) dxdy dz = 0.
V
Theorem
If
2 f (x , y , z) is an even function with respect to z
RRR RRR
then f (x , y , z) dxdy dz = 2 f (x , y , z) dxdy dz.
V V+
Note: The role of x , y , z can be interchangeable.

Triple Integrals Change of Variables in Triple Integrals

Rb Rd
1 Calculus 1, f (x )dx = f (x (t)) x ′ (t) dt, where x = x (t).
a c


Rb Rd
a c
(
RR RR x = x (u, v ),
2 f (x , y )dxdy = f (x (u, v ), y (u, v ))|J|dudv ,
R S y = y (u, v ).


Rb Rd
a c
(
RR RR x = x (u, v ),
2 f (x , y )dxdy = f (x (u, v ), y (u, v ))|J|dudv ,
R S y = y (u, v ).
3 Desire,
ZZZ
f (x , y , z)dxdydz =
B
ZZ
f (x (u, v , w ), y (u, v , w ), z(u, v , w )) factor dudvdw ,
S

x = x (u, v , w ),


where y = y (u, v , w ),

z = z(u, v , w ).




x = x (u, v , w )


Consider the transformation: T : y = y (u, v , w ) , V ′ → V satisfies

z = z(u, v , w ).

1 T is a 1 − 1 map.
2 x (u, v , w ), y (u, v , w ), z(u, v , w ) are continuous and have continuous
partial derivatives on V ′ .
3 The Jacobian determinant

x ′ xv′ xw′
D(x , y , z) u
J= = yu′ yv′ yw′ 6= 0 in V ′ .

D(u, v , w ) ′
zu zv′ zw′

Then
ZZZ ZZZ
f (x , y , z)dxdydz = f (x (u, v , w ), y (u, v , w ), z(u, v , w )) |J|dudvdw .
V V′
(1)
Example
RRR
Evaluate (x + y + z)dxdydz, where V is bounded by
 V


 x + y + z = ±3
x + 2y − z = ±1 .

 x + 4y + z = ±2


Example
RRR
Evaluate (x + y + z)dxdydz, where V is bounded by
 V


 x + y + z = ±3
x + 2y − z = ±1 .

 x + 4y + z = ±2


u = x + y + z


Consider the transformation v = x + 2y − z

 w = x + 4y + z


1 1 1
D (u, v , w) 1
J −1 = = 1 2 −1 = 6 ⇒ J = .

D (x , y , z) 1 6
4 1


Triple Integrals Triple Integrals in Cylindrical Coordinates

z
b
M
Cylindrical Coordinate
M(r , ϕ, z) , where (r , ϕ) is the
polar coordinate of M ′ .
O
ϕ y
−−→ b
x r = |OM ′ | M ′


z
b
M
O
ϕ y Cylindrical vs rectangular coor.
x = r cos ϕ, y = r sin ϕ, z = z.
−−→ b
x r = |OM ′ | M ′


z
b
M
O
ϕ y Cylindrical vs rectangular coor.
x = r cos ϕ, y = r sin ϕ, z = z.
−−→ b
x r = |OM ′ | M ′
The transformation

x = r cos ϕ


D(x ,y ,z)
Taking the transformation y = r sin ϕ then J = D(r ,ϕ,z) = r and

z = z.

ZZZ ZZZ
I= f (x , y , z)dxdydz = f (r cos ϕ, r sin ϕ, z)rdrdϕdz.
V Vr ϕz


Example
x2 + y2 ≤ 1
(
x2 + y 2
RRR
Evaluate dxdydz, where V :
V 1≤z ≤2
z
V
1
y
O
x

Example
RRR p
Evaluate z x 2 + y 2 dxdydz, where:
V
a) V is bounded by: x 2 + y 2 = 2x and z = 0, z = a (a > 0).
b) V is a half of the sphere x 2 + y 2 + z 2 ≤ a2 , z ≥ 0 (a > 0)
z
z
O y
O y
x x

Example
( p
RRR y= z2 + x2
Evaluate I = ydxdydz, where V is bounded by:
V y = h.
z
h y
O


Example
RRR p
Evaluate I = x 2 + y 2 dxdydz where V is bounded by:
V
x2 + y2 = z 2
(
z = 1.
z
y
O

Example
x2 + y2 ≤ 1
(
RRR
√ dxdydz
Evaluate , where V :
V x 2 +y 2 +(z−2)2 |z| ≤ 1.
z
y
O

Triple Integrals Triple Integrals in Spherical Coordinates

z
b
M The spherical coordinate of a point M is an
−−→ ordered triple (r , θ, ϕ), where
r = |OM|
θ −−→ \ −−→ \ −−→
r = OM , θ = Oz, OM , ϕ = Ox , OM ′

O
ϕ y
b
x M′


z
b
r = |OM|
θ −−→ \ −−→ \ −−→
r = OM , θ = Oz, OM , ϕ = Ox , OM ′

O
ϕ y Spherical vs rectangular coor.
b
x = r sin θ cos ϕ, y = r sin θ sin ϕ, z = r cos θ.
x M′


z
b
r = |OM|
θ −−→ \ −−→ \ −−→
r = OM , θ = Oz, OM , ϕ = Ox , OM ′

O
ϕ y Spherical vs rectangular coor.
b
x = r sin θ cos ϕ, y = r sin θ sin ϕ, z = r cos θ.
x M′
The transformation

x = r sin θ cos ϕ


D(x ,y ,z)
Let y = r sin θ sin ϕ then J = D(r ,θ,ϕ) = −r 2 sin θ and

z = r cos θ,

ZZZ ZZZ
f (x , y , z)dxdydz = f (· · · , · · · , · · · )r 2 sin θdrdθdϕ.
V Vr θϕ


Example
1 ≤ x2 + y2 + z2 ≤ 4
(
x2 y2 z2
RRR
Evaluate + + dxdydz, where V :
V x 2 + y 2 ≤ z 2.
V1
y
O
x

Example
x 2 + y 2 + z 2 dxdydz, where V : x 2 + y 2 + z 2 ≤ z.
RRR p
Evaluate
V
y
O
x
Spherical and Cylindrical Coordinates - Special Cases


 x = ar sin θ cos ϕ


x2 y2 z2
1 V : a2
+ b2
+ c2
≤1⇒ y = br sin θ sin ϕ , J = −abcr 2 sin θ

 z = cr cos θ






x2 y2 z2
1 V : a2
+ b2
+ c2

 z = cr cos θ

2 V : (x − a)2 + (y − b)2 + (z − c)2 ≤ R 2


 x = a + r sin θ cos ϕ


⇒ y = b + r sin θ sin ϕ , J = −r 2 sin θ

 z = c + r cos θ






x2 y2 z2
1 V : a2
+ b2
+ c2

 z = cr cos θ

2 V : (x − a)2 + (y − b)2 + (z − c)2 ≤ R 2


 x = a + r sin θ cos ϕ


⇒ y = b + r sin θ sin ϕ , J = −r 2 sin θ

 z = c + r cos θ


′
 z = bz


x 2 +y 2 z2
3 V : a2
+ b2
≤1⇒ x = ar cos ϕ

 y = ar sin θ


Example
RRR p x 2 +y 2 z2
Evaluate z x 2 + y 2 dxdydz, where V : a2
+ b2
≤ 1, z ≥ 0.
V

Example
RRR p x 2 +y 2 z2
+ b2
≤ 1, z ≥ 0.
V
Cylindrical
 Coordinate. Spherical Coordinate.
′



 z = bz 

Let x = ar cos ϕ , then Let y = ar sin θ sin ϕ , then
 
 y = ar sin θ
  z = br cos θ


Example
RRR p x 2 +y 2 z2
+ b2
≤ 1, z ≥ 0.
V
Cylindrical
′



 z = bz 

 
 y = ar sin θ

 
0 ≤ ϕ ≤ 2π, 0 ≤ ϕ ≤ 2π,

 

J = a2 br and 0 ≤ r ≤ 1, J = a2 br 2 sin θ and 0 ≤ θ ≤ π,
2
0 ≤ z ′ ≤ √1 − r 2 .
 
 0 ≤ r ≤ 1.


Example
RRR p x 2 +y 2 z2
+ b2
≤ 1, z ≥ 0.
V
Cylindrical
′



 z = bz 

 
 y = ar sin θ

 
0 ≤ ϕ ≤ 2π, 0 ≤ ϕ ≤ 2π,

 

J = a2 br and 0 ≤ r ≤ 1, J = a2 br 2 sin θ and 0 ≤ θ ≤ π,
2
0 ≤ z ′ ≤ √1 − r 2 .
 
 0 ≤ r ≤ 1.

2πa3 b 2
I= .
15

Triple Integrals Applications of Triple Integrals
Volume of a solid Object

ZZZ
V = dxdydz.
V
Example

 x + y + z = ±3


Compute the volume of the domain V bounded by x + 2y − z = ±1

 x + 4y + z = ±2.



ZZZ
V = dxdydz.
V
Example

 x + y + z = ±3



 x + 4y + z = ±2.


u = x + y + z


Change of variables v = x + 2y − z

 w = x + 4y + z



ZZZ
V = dxdydz.
V
Example

 x + y + z = ±3



 x + 4y + z = ±2.


u = x + y + z



 w = x + 4y + z


1 1 1
D (u, v , w)
J −1 = = 1 2 −1 = 6

D (x , y , z) 1 4 1



ZZZ
V = dxdydz.
V
Example

 x + y + z = ±3



 x + 4y + z = ±2.


u = x + y + z



 w = x + 4y + z


1 1 1
D (u, v , w) 1
J −1 = = 1 2 −1 = 6 ⇒ J = ,

D (x , y , z) 1 4 1
6

ZZZ
V = dxdydz.
V
Example

 x + y + z = ±3



 x + 4y + z = ±2.


u = x + y + z



 w = x + 4y + z


1 1 1
D (u, v , w) 1 1
ZZZ
J −1 = = 1 2 −1 = 6 ⇒ J = , V = dudvdw = 8.

D (x , y , z) 1 4 1
6 6
Vuvw

Multiple Integrals

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Multiple Integrals

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Multiple Integrals

Dr. Xuan Dieu Bui

School of Applied Mathematics and Informatics,

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 1 / 89

James Stewart, Calculus Early Transcendentals, Brooks Cole Cengage

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 2 / 89

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 3 / 89

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 4 / 89

Review of the Definite Integral

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 5 / 89

Review of the Definite Integral

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 6 / 89

Volumes and Double Integrals

Goal: find the volume of S := {(x , y , z) ∈ R3 |0 ≤ z ≤ f (x , y ), (x , y ) ∈ R.}

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 7 / 89

Volumes and Double Integrals

1 divide [a, b] into m subintervals and [c, d] into n subintervals, each of

if this limit exists.

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 9 / 89

Theorem (Fubini’s Theorem)

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 10 / 89

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 11 / 89

Double Integrals over general regions

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 12 / 89

Double Integrals over plane regions of type I

D = {(x , y )|a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}.

Double Integrals over plane regions of type I

D = {(x , y )|a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}.

Double Integrals over plane regions of type I

D = {(x , y )|a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}.

Double Integrals over general regions

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 14 / 89

Double Integrals over general regions

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 15 / 89

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 16 / 89

Change The Order of Integration

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 17 / 89

Change The Order of Integration

1 From the iterated integral, sketch the region of integration,

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 18 / 89

Change The Order of Integration

1 From the iterated integral, sketch the region of integration,

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 18 / 89

Change The Order of Integration

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 19 / 89

Change The Order of Integration

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 20 / 89

Change The Order of Integration

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 21 / 89

Change The Order of Integration

Double Integrals involving Absolute Value Functions

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 23 / 89

Double Integrals involving Absolute Value Functions

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 23 / 89

Double Integrals involving Absolute Value Functions

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 24 / 89

Double Integrals involving Absolute Value Functions

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 25 / 89

Solving Double Integrals Using Symmetry

Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 26 / 89

Solving Double Integrals Using Symmetry

Solving Double Integrals Using Symmetry