T. Pham: Chapter 4: Multiple Integrals

Chapter 4: Multiple Integrals
AM
PH
Duong T. PHAM
T.
g.CALCULUS II
on
Du
Duong T. PHAM April 1, 2020 1 / 65

Outline
1 Doubles integrals over rectangles
AM
2 Iterated integrals
PH
3 Double integrals in polar coordinates
4 Applications of Double Integrals
T.
5 Triple integrals g.
on
6 Triple integrals in cylindrical coordinates
Du
7 Triple Integrals in spherical coordinates
8 Change of variables

Review of Definite Integral
y Z b
f (x)dx
a
AM
∆x
y = f (x)
PH
T.
x0 = a x1
g.x2 x3 · · · xi−1 xi xi+1 · · · xn−1 b =xn x
on
x1∗ x2∗ x3∗ xi∗ xn∗
Du
Z b n
X
f (x)dx := lim f (xi∗ )∆x.
a n→∞
i=1

Double Integrals
Consider z = f (x, y ) ≥ 0 defined on R = [a, b] × [c, d]. We want to find
the volume V of
S = {(x, y , z) : 0 ≤ z ≤ f (x, y ), (x, y ) ∈ R}.
AM
PH
T.
g.
on
Du

• Divide rectangle R into mn subrectangles:
- Divide [a, b] into m equal subintervals [xi−1 , xi ] of equal width
∆x = (b − a)/m
- Divide [c, d] into n equal subintervals [yj−1 , yj ] of equal width
∆y = (d − c)/n
AM
to form subrectangles Rij = [xi−1 , xi ] × [yj−1 , yj ]. Denote ∆A = ∆x · ∆y .
PH
• Choose (xij∗ , yij∗ ) ∈ Rij .
T.
g.
on
Du

Double Integrals
m X
X n
V = lim f (xij∗ , yij∗ )∆A
m,n→∞
AM
i=1 j=1
PH
T.
g.
on
Du

Double Integral
Definition.
The double integral of f over a rectangle R is
AM
ZZ m X
X n
f (xij∗ , yij∗ )∆A
PH
f (x, y ) dA = lim
R m,n→∞
i=1 j=1
T.
if the limit exists. In that case, function f is called integrable over R.
g.
on
Corollary: If f (x, y ) ≥ 0 for all (x, y ) ∈ R, then the volume of the solid
Du
lies above the rectangle R and below the surface z = f (x, y ) is

ZZ
V = f (x, y ) dA
R

Approximation by double Riemann sum
Double Riemann sum
m X
X n
i=1 j=1
AM
is used as an approximation of double integral
PH
T.
g.
on
Du
There are infinitely many different ways to choose the sample points
(xij∗ , yij∗ ) in Rij .
The choice of Sample Points: Upper right-hand corners
In the double Riemann sum
m X
X n
AM
i=1 j=1
we can choose the the sample points (xij∗ , yij∗ ) to be the upper right-hand
PH
corners, namely (xi , yj ). Then
T.
ZZ m X
X n
f (x, y ) dA = m→∞
lim f (xi , yj )∆A.
R g. n→∞
m X
n
i=1 j=1
on
ZZ X
Hence, f (x, y ) dA ≈ f (xi , yj )∆A
Du
R i=1 j=1
for some m and n in N. Note here that R = [a, b] × [c, d] and

b−a d −c b−a d −c
xi = a + i , yj = c + j , ∆A = ∆x · ∆y = ·
m n m n
Example. Estimate the volume of the solid that lies above the square
R = [0, 2] × [0, 2] and below the elliptic paraboloid z = 16 − x 2 − 2y 2 .
Divide R into four equal squares and choose the sample point to be the
AM
upper right corner of each square Rij .
PH
Here, m = n = 2. Then ∆x = 2−0
2 = 1
and ∆y = 2−0
2 = 1. Thus, ∆A = ∆x ·
T.
∆y = 1.
g. 2 X
2
on
X
V ≈ f (xi , yj )∆A
Du
i=1 j=1
V ≈ ∆A (f (1, 1) + f (1, 2) + f (2, 1) + f (2, 2))

= 1 (13 + 7 + 10 + 4) = 34

AM
PH
T.
g.
on
Figure: Approximate the volume by using more
Du
subrectangles with sample points being upper

Figure: m = n = 2 right-hand corners

The Midpoint Rule
m X
n
Midpoint rule:
ZZ X
f (x, y ) dA ≈ f (x̄i , ȳj )∆A
R i=1 j=1
xi−1 + xi yj−1 + yj
AM
where x̄i = and ȳj =
2 2
PH
(x − 3y 2 ) dA,
RR
Example. Use Midpoint Rule with m = n = 2 to estimate R
where R = [0, 2] × [1, 2].
T.
Ans. Divide [0, 2] by x0 = 0, x1 = 1, x2 = 2. Divide [1, 2] by y0 = 1, y1 = 3/2,
y2 = 2. Choose x̄1 = 1/2, x̄2 = 3/2; ȳ1 = 5/4, ȳ2 = 7/4 . ∆A = 1/2.
g.
on
y ZZ 2 X
2
X
2
(x − 3y ) dA ≈ f (x̄i , ȳj )∆A
Du
2
R i=1 j=1
3/2

1 1 1 5 1 7 3 5 3 7
= f , +f , +f , +f ,
2 2 4 2 4 2 4 2 4
0 = −11.875
1 2 x

Average value
• Recall that the average value of a function f of one variable defined on
AM
an interval [a, b] is
Z b
1
PH
fave = f (x) dx
b−a a
T.
• The average value of a function f of two variables defined on a
rectangle R to be g. ZZ
1
on
fave = f (x, y ) dA
A(R) R
Du
where A(R) is the area of R.

Basic Properties
Proposition.
AM
Assume that all of the following integrals exist. There hold
ZZ ZZ ZZ
PH
[f (x, y ) + g (x, y )] dA = f (x, y ) dA + g (x, y ) dA
R R R
T.
ZZ ZZ
cf (x, y ) dA = c f (x, y ) dA
R g. R
If f (x, y ) ≥ g (x, y ) for all (x, y ) ∈ R, then

on
Du
ZZ ZZ
f (x, y ) dA ≥ g (x, y ) dA
R R

Iterated Integrals
We denote
Z b Z d Z b Z d
f (x, y ) dy dx = f (x, y ) dy dx
AM
a c a c
and
PH
Z d Z b Z d Z b
f (x, y ) dx dy = f (x, y ) dx dy
c a c a
T.
The integrals on the left hand sides are taken from the inside out.
g.
Example. Evaluate
on
Du
3Z 2 3 Z 2 3 2
y 2
Z Z Z
2 2 2
x y dy dx = x y dy dx = x dx
0 1 0 1 0 2 y =1
3
1 3 3
Z
3 2 27
= x dx = x =
0 2 2 x=0 2

Fubini’s Theorem
Example. Evaluate
Z 2Z 3 2 Z 3 3 2
x3
Z Z
2 2
x y dx dy = = x y dx dy = y dx
AM
1 0 1 0 1 3 x=0
Z 2 Z 3Z 2
9 22 27
= 9y dy = y |y =1 = = x 2 y dy dx
PH
1 2 2 0 1
T.
Theorem (Fubini’s Theorem). g.
If f is continuous on R = [a, b] × [c, d], then
on
Du
ZZ Z b Z d Z d Z b
f (x, y ) dA = f (x, y ) dy dx = f (x, y ) dx dy .
R a c c a
Moreover, this is also true if f is bounded on R, f is discontinuous only on

a finite number of smooth curves, and the iterated integrals exist.
− 3y 2 ) dA, where R = [0, 2] × [1, 2]
RR
Example. Evaluate R (x
Ans. Fubini’s Theorem gives

ZZ Z 2Z 2 Z 2
2 2
2
(x − 3y ) dA = (x − 3y ) dy dx = xy − y 3 y =1
dx
R 0 1 0
AM
Z 2 2
x2
= (x − 7) dx = − 7x = −12.
0 2 0
PH
Corollary.
T.
ZZ Z b Z d
Let R = [a, b] × [c, d]. We have
g (x)h(y ) dA = g (x) dx· h(y ) dy
g. R a c
on
Proof. Fubini’s Theorem gives
Du
ZZ Z bZ d Z b Z d
g (x)h(y ) dA = g (x)h(y ) dy dx = g (x) h(y ) dy dx
R a c a c
Z d Z b
= h(y ) dy · g (x) dx
c a

Fubini’s Theorem
Example. Let R = [0, π/2] × [0, π/2]. Evaluate
ZZ Z π/2 Z π/2
sin x cos y dA = sin x dx cos y dy
AM
R 0 0
x=π/2 y =π/2
= − cos x|x=0 · sin y |y =0 =1
PH
RR
Example. Evaluate R y sin(xy ) dA where R = [1, 2] × [0, π].
T.
ZZ Z π Z 2 Z π
y sin(xy ) dA = g. y sin(xy ) dx dy = (− cos(xy ))|2x=1 dy
R
Z 0π 1 0
on
= (− cos 2y + cos y ) dy
Du
0
π
sin 2y
=− + sin y
2 0
= 0.

Double Integrals over General Regions
Let f : D → R, where D is a bounded domain. Suppose that R is a
rectangle s.t. D ⊂ R.
AM
PH
T.
(
g.
on
f (x, y ) if (x, y ) ∈ D
Define F (x, y ) =
Du
0 if (x, y ) ∈ R\D
If F is integrable over R, then

ZZ ZZ
f (x, y ) dA = F (x, y ) dA
D R
D is of type I
In the case
D = {(x, y ) | a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}
AM
g2 (x)
PH
D
T.
g1 (x)
g.
on
a b
Du
Then ZZ Z b Z g2 (x)
f (x, y ) dA = f (x, y ) dy dx
D a g1 (x)

D is of type II
In the case
D = {(x, y ) | c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}
AM
d
PH
x = h1 (y ) D x = h2 (y )
T.
c g.
on
Du
Then ZZ Z d Z h2 (y )
f (x, y ) dA = f (x, y ) dx dy
D c h1 (y )

Double Integrals
RR
Example. Evaluate D (x + 2y ) dA, where D is the region bounded by
the parabolas y = 2x 2 and y = 1 + x 2 .
Ans. What is D?
AM
y = 1 + x2
PH
−1
(−1, 2) (1, 2)
T.
y = 2x 2
g.
on
−1 1
Du
D = {(x, y )| − 1 ≤ x ≤ 1, 2x 2 ≤ y ≤ 1 + x 2 }
ZZ Z 1 Z 1+x 2
(x + 2y ) dA = (x + 2y ) dy dx
D −1 y =2x 2

Double Integrals
ZZ Z 1 Z 1+x 2 Z 1 y =1+x 2
xy + y 2 y =2x 2 dx

(x + 2y ) dA = (x + 2y ) dy dx =
D −1 y =2x 2 −1
AM
Z 1
= [x(1 + x 2 − 2x 2 ) + (1 + x 2 )2 − (2x 2 )2 ] dx
−1
PH
Z 1
= [x(1 − x 2 ) + (1 − x 2 )(1 + 3x 2 )] dx
T.
−1
Z 1
= g.
[−3x 4 − x 3 + 2x 2 + x + 1] dx
on
−1
x=1
Du
x5 x4 x3 x2

= −3 − +2 + +x dx
5 4 3 2 x=−1
6 4 32
=− + +2=
5 3 15

Properties of Double Integrals
Proposition.
If D = D1 ∪ D2 , where D1 and D2 do not overlap except on their boundaries, then
AM
ZZ ZZ ZZ
f (x, y ) dA = f (x, y ) dA + f (x, y ) dA
D D1 D2
PH
Remark: Using the above proposition, we can split the integral over a domain
D into integrals over subdomains which are of type I and type II.
T.
g.
For any domain D in R2 , we denote by A(D) the area of D. Then
on
ZZ
Du
1 dA = A(D).
D
If m ≤ f (x, y ) ≤ M for all (x, y ) ∈ D, then

ZZ
m A(D) ≤ f (x, y ) dA ≤ M A(D)
D
Polar Coordinates
ZZ
Example. Consider f (x, y ) dA, where R is one of the following
R
regions
AM
y y
PH
x2 + y2 = 1 x2 + y2 = 4
T.
R
R
0 x g.
on
0 x
Du
x2 + y2 = 1
R = {(r , θ)|1 ≤ r ≤ 2, 0 ≤ θ ≤ π}
R = {(r , θ)|0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π}

Double Integrals in Polar Coordinates
(
P(r , θ) = P(x, y ) x = r cos θ
r
y = r sin θ
y
AM
θ r2 = x2 + y2
PH
0 x
T.
Theorem.
If f is continuous on a polar rectangle
g.
on
R = {(r , θ) | 0 ≤ r1 ≤ r ≤ r2 , θ1 ≤ θ ≤ θ2 } ,
Du
where 0 ≤ θ2 − θ1 ≤ 2π, then

ZZ Z θ2 Z r2
f (x, y ) dA = f (r cos θ, r sin θ) r dr dθ
R θ1 r1

ZZ
Ex1. Evaluate (3x + 4y 2 ) dA, where R is the region in the upper haft-plane
R
bounded by the circle x 2 + y 2 = 1 and x 2 + y 2 = 4.
AM
Ans. Denote x = r cos θ and y = r sin θ. Then
y
PH
R = {(r , θ) | 1 ≤ r ≤ 2, 0 ≤ θ ≤ π } .
ZZ Z Zπ 2
T.
R
2
(3x+4y )dA = (3r cos θ+4r 2 sin2 θ)r dr dθ
R 0 1
r
g.Z π
r cos θ + r sin2 θ |rr =2
3 4

θ = =1 dθ
on
0 1 2 x 0
Du
Z π Z π
2
15
= 7 cos θ + 15 sin θ dθ = 7 cos θ + (1 − cos 2θ) dθ
0 0 2
π
15 sin 2θ = 15π .

= 7 sin θ + θ−
2 2
0 2

Example. Find the volume of the solid bounded by the plane z = 0 and
the paraboloid z = 1 − x 2 − y 2 .
Ans. The point (0, 0, 1) belongs to the surface. The intersection between
the surface and the plane z = 0 is x 2 + y 2 = 1. The intersection
AM
between the surface and the plane y = 0 is z = 1 − x 2 .
The volume is z
PH
ZZ 1
V = (1 − x 2 − y 2 )dA
R
T.
Z 2π
Z 1
= (1 − r 2 )r drdθ
g. R
1 x
0 0
on
2π 2 1
r4
Z
r
= − dθ
Du
0 2 4 r =0 y
Z 2π
1 x = r cos θ, y = r sin θ
= dθ
0 4
π R = {(r , θ)|0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π}
= .
2
Suppose that D is a polar region of the form
D = {(r , θ) | α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}
AM
PH
T.
g.
on
Du
If f is continuous on D then
ZZ Z β Z h2 (θ)
f (x, y ) dA = f (r cos θ, r sin θ) r dr dθ
D α h1 (θ)

Example. Find the volume of the solid that lies under the paraboloid
z = x 2 + y 2 above the xy -plane, and inside the cylinder x 2 + y 2 = 2x.
Note that x 2 + y 2 = 2x ⇐⇒ (x − 1)2 + y 2 = 1.

x = r cos θ
y y = r sin θ
AM
yA A
PH
r
θ
O 2
1 xA x
T.
D
when (0-) is fix
g.
on
Then r ≤ OA. We have xA = OA cos θ and yA = OA sin θ. Note that
Du
xA2 + yA2 = 2xA . Thus, OA2 = 2OA cos θ. Then OA = 2 cos θ .

D = {(r , θ)|−π/2 ≤ θ ≤ π/2, 0 ≤ r ≤ 2 cos θ} .
ZZ Z π/2 Z 2 cos θ
2 2
V = (x + y )dA = r 2 r dr dθ
D −π/2 0
π/2 2 cos θ
2 cos θ
π/2
r 4
Z Z Z
3
V = r dr dθ = dθ
−π/2 4 0

−π/2 0
1 + cos 2θ 2
Z π/2 Z π/2
AM
4
=4 cos θ dθ = 4 dθ
−π/2 −π/2 2
PH
Z π/2
1 + 2 cos 2θ + cos2 2θ dθ

=
−π/2
T.
Zπ/2
1 + cos 4θ
= 1 + 2 cos 2θ +
g. dθ
−π/2 2
on
π/2
3 1
= θ + sin 2θ + sin 4θ
Du
2 8 −π/2
3π
= .
2

Density and Mass
Suppose that the density of a lamina at a
point (x, y ) in D is given by ρ(x, y ), where ρ is
a continuous function on D
∆m
AM
ρ(x, y ) = lim , where ∆m, ∆A: mass and
∆A
area of the small rectangle containing (x, y ).
PH
Find the total mass m.
Divide a rectangle R containing D into
T.
subrectangles Rij of equal size
g. (
ρ(x, y ) if (x, y ) ∈ D
Define ρ(x, y ) =
on
0 if (x, y ) ∈ R\D
Du
We choose (xij∗ , yij∗ ) ∈ Rij

Total mass:
m X
X n ZZ
m = lim ρ(xij∗ , yij∗ )∆A = ρ(x, y )dA.
k,`→∞ D
k=1 `=1

Remark. Physicists also consider other types of density. For e.g., if an electric
charge is distributed over a region D and the charge density (in units of charge
per unit area) is given by σ(x, y ) at a point (x, y ) in D, then the total charge Q
is given by ZZ
Q= σ(x, y )dA
D
AM
Example. Charge is distributed over the triangular region D so that the charge
density at (x, y ) is σ(x, y ) = xy , measured in coulombs per square meter (C /m).
PH
Find the total charge Q.
Z 1Z 1
T.
ZZ
Q= σ(x, y )dA = xy dy dx
D 0 1−x
g. Z 1
y2
y =1
x
Z 1
[1 − (1 − x)2 ] dx
on
= x dx =
0 y =1−x2 0 2
Du
Z 1 3 1
1 2 3 1 2x x 4
= (2x − x ) dx = −
2 0 2 3 4 x=0
5
= .
24
5
The total charge is 24 C.
Moments and Centers of Mass
Suppose that the density of a lamina is given by ρ(x, y ). Divide a
rectangle R containing D into subrectangles Rij of equal size
We choose (xij∗ , yij∗ ) ∈ Rij .
AM
The mass of Rij ≈ ρ(xij∗ , yij∗ ) ∆A
The moment of Rij w.r.t. the x-axis is approximated by
PH
[ρ(xij∗ , yij∗ ) ∆A] yij∗
T.
The moment of the entire lamina about the x-axis :
Xm X n g. ZZ
∗ ∗ ∗
Mx = lim yij ρ(xij , yij ) ∆A = y ρ(x, y ) dA.
on
m,n→∞ D
i=1 j=1
Du
Similarly, the moment about the y -axis:

m X
X n ZZ
My = lim xij∗ ρ(xij∗ , yij∗ ) ∆A = x ρ(x, y ) dA.
m,n→∞ D
i=1 j=1

The center of mass (x̄, ȳ ) so that
mx̄ = My and mȳ = Mx .
The lamina behaves as if its entire mass is
AM
concentrated at its center of mass.
The lamina balances horizontally when
PH
supported at its center of mass.
T.
The coordinates (x̄, ȳ ) of the center of mass of a lamina occupying the
region D and having density function ρ(x, y ) are
g.
on
ZZ ZZ
My 1 Mx 1
x̄ = = x ρ(x, y ) dA, ȳ = = y ρ(x, y ) dA,
m m m m
Du
D D
where the mass m is given by

ZZ
m= ρ(x, y ) dA.
D

Example. Find the mass and center of mass of a triangular lamina with vertices
(0, 0), (1, 0), and (0, 2) if the density function is ρ(x, y ) = 1 + 3x + y .
The mass of the lamina is

ZZ Z 1Z 2−2x
m= ρ(x, y ) dA = (1+3x+y )dydx
AM
D 00
1 2 y =2−2x
Z
y
PH
= y + 3xy + dx
0 2 y =0
1 x=1
x3
Z
8
T.
=4 (1 − x 2 )dx = 4 x − =
0 3 x=0 3
g.
Coordinates of the center of mass:
on
3 1 2−2x
Du
ZZ Z Z
1
x̄ = xρ(x, y )dA = (x+3x 2 +yx)dydx
m D 8 0 0
2 y =2−2x
x=1
3 1 3 1 3 x2 x4
Z Z
2 y 3 3
= xy +3x y +x dx = (x − x )dx = − = .
8 0 2 y =0 2 0 2 2 4 x=0 8

And
3 1 2−2x
ZZ Z Z
1
ȳ = y ρ(x, y )dA = (y + 3xy + y 2 )dydx
m D 8 0 0
AM
Z 1 2 2 3
y =2−2x
3 y y y
= + 3x + dx
8 0 2 2 3 y =0
PH
1 1
Z
= (7 − 9x − 3x 2 + 5x 3 )dx
T.
4 0
x=1
x2 5x 4

1 g. 3
= 7x − 9 − x +
4 2 4 x=0
on
11
Du
= .
16
The center of mass is at the point

3 11
,
8 16
Example. The density at any point on a semicircular lamina is proportional
to the distance from the center of the circle. Find the center of mass of
the lamina.
AM
Let’s place the lamina as the upper half of the
circle x 2 + y 2 = a2 .
PH
The distance from a point (x,p y ) to the center
T.
of the circle (the origin) is x 2 + y 2 .
Therefore the density function is
g. p
ρ(x, y ) = K x 2 + y 2 for some K .
on
Du
The mass of the lamina is

ZZ ZZ p Z πZ a
m= ρ(x, y )dA = K 2 2
x + y dx dy = K r rdr dθ.
D D 0 0
Z π Z a
2 r 3 a K πa3
=K dθ r dr = K π =
0 0 3 0 3
The center of mass:
ZZ Z πZ a
1 3
x̄ = xρ(x, y )dA = r cos θ(Kr )rdr dθ
m K πa3 0 0
AM
ZDπ Z a π Z a
3 3 3
= 3 cos θ dθ r dr = 3 sin θ r 3 dr = 0.

PH
πa 0 0 πa 0 0
T.
ZZ Z πZ a
1 3
ȳ = y ρ(x, y )dA = r sin θ(Kr )rdr dθ
m D g. K πa3 0 0
Z π Z a π r 4 a
3 3 3a
on
3
= 3 sin θ dθ r dr = − 3 cos θ · = .

πa 0 πa 0 4 0 2π
Du
The center of mass is located at the point

3a
0,
2π
Probability
f : probability density
R ∞ function of a continuous random variable X , i.e.,
f (x) ≥ 0 ∀x, −∞ f (x)dx = 1. The probability that a ≤ X ≤ b is found by
Z b
AM
P (a ≤ X ≤ b) = f (x)dx
a
PH
Consider a pair of continuous random variables X and Y . Let f (x, y ) be the
joint density function of X and Y . The probability that (X , Y ) lies in a
region D is
T.
ZZ
P ((X , Y ) ∈ D) = f (x, y )dA
g. D
In particular, if the region is a rectangle, the probability that X lies between
on
a and b and Y lies between c and d is
Du
Z bZ d
P (a ≤ X ≤ b, c ≤ Y ≤ d) = f (x, y ) dy dx
a c
The joint density function has the following properties:

ZZ
f (x, y ) ≥ 0 and f (x, y )dA = 1.
R2
Probability
Example. The joint density function for X and Y is given by
(
1
(x + 2y ) if 0 ≤ x ≤ 10, 0 ≤ y ≤ 10
f (x, y ) = 1500
AM
0 otherwise.
PH
Find P (X ≤ 7, Y ≥ 2).
Ans. We have
T.
Z 7 Z ∞
1
P (X ≤ 7, Y ≥ 2) = g. (x + 2y ) dy dx
−∞ 2 1500
on
Z7 Z 10
1
= (x + 2y ) dy dx
Du
0 2 1500
Z 7 Z 7
1 2 10
1
= xy + y y =2 dx = (8x + 96)dx
1500 0 1500 0
1 7 868
= 4x 2 + 96x x=0 = .
1500 1500
Moment of Inertia
Suppose X is a random variable with probability density function

f1 (x) and Y is a random variable with density function f2 (y ).
AM
Then X and Y are called independent random variables if their joint
density function is the product of their individual density functions:
PH
f (x, y ) = f1 (x)f2 (y ).
T.
Waiting times are modeled by using exponential density functions
g.
on
(
0 if t < 0
Du
f (t) = −1 −t/µ
µ e if t ≥ 0
where µ is the mean waiting time. In the next example we consider a

situation with two independent waiting times.

Example. The manager of a movie theater determines that the average
time moviegoers wait in line to buy a ticket for this week’s film is 10
minutes and the average time they wait to buy popcorn is 5 minutes.
Assuming that the waiting times are independent, find the probability that
a moviegoer waits a total of less than 20 minutes before taking his or her
AM
seat.
• The waiting time X for the ticket purchase and the waiting time Y are
PH
assumed to be modeled by
T.
( (
0 if x < 0 0 if y < 0
f1 (x) = 1 −x/10 and f2 (y ) = 1 −y /5
10 e if x ≥ 0
g. 5e if y ≥ 0.
on
• Since X and Y are independent, the joint density function is
Du
(
1 −x/10 −y /5
e e if x ≥ 0, y ≥ 0
f (x, y ) = f1 (x)f2 (y ) = 50
0 otherwise.
• We want to find that X + Y < 20.

We want to find
P(X + Y ≤ 20) = P ((X , Y ) ∈ D)

ZZ
= f (x, y )dA
AM
D
Z 20 Z 20−x
1 −x −y
= e 10 e 5 dy dx
PH
0 0 50
T.
Z 20 Z 20
1 −x −y 20−x
1 −x
x−20

P(X + Y ≤ 20) = e 10 (−5)e 5 dx = e 10 1 − e 5 dx
50 0 g. y =0 10 0
Z 20
1 1 20
on
−x x
−x x
= e 10 − e −4 e 10 = −10e 10 − 10e −4 e 10

10 0 10 0
Du
−4 −2
= 1 + e − 2e ≈ 0.7476.
This means that about 75 of the moviegoers wait less than 20 minutes
before taking their seats

Expected Values
Recall that if X is a random variable with probability density function
f then its mean is
Z ∞
AM
µ= xf (x) dx
−∞
PH
Now if X and Y are random variables with joint density function f ,
we define the X -mean and Y -mean, also called the expected values of
T.
X and Y , to be
ZZ ZZ
µ1 =
R2
g.
x f (x, y ) dx µ2 = y f (x, y ) dy
R2
on
Normal distributions: a single random variable is normally
Du
distributed if its probability density function is of the form

1 (x−µ)2
f (x) = √ e − 2σ2
σ 2π
where µ is the mean and σ is the standard deviation.
Expected Values
Example. A factory produces (cylindrically shaped) roller bearings that are
sold as having diameter 4.0 cm and length 6.0 cm. In fact, the diameters
X are normally distributed with mean 4.0 cm and standard deviation 0.01
AM
cm while the lengths Y are normally distributed with mean 6.0 cm and
standard deviation 0.01 cm.
PH
Assuming that X and Y are independent, write the joint density
function and graph it.
T.
Find the probability that a bearing randomly chosen from the
production line has either length or diameter that differs from the
g.
mean by more than 0.02 cm.
on
Du
Ans. We have X and Y are normally distributed with µ1 = 4, µ2 = 6

and σ1 = σ2 = 0.01. So the individual density functions for X and Y are
1 (x−4)2 1 (y −6)2
f1 (x) = √ e − 0.0002 f2 (y ) = √ e − 0.0002
0.01 2π 0.01 2π

Probability
Since X and Y are independent, the joint density function is the product:
1 (x−4)2 (y −6)2 5000 −5000[(x−4)2 +(y −6)2 ]
f (x, y ) = f1 (x) f2 (y ) = e − 0.0002 e − 0.0002 = e
0.0002π π
AM
The probability that both X and Y differ from
PH
their means by less than 0.02 cm is
p = P(3.98 ≤ X ≤ 4.02, 5.98 ≤ Y ≤ 6.02).
T.
g.
on
Z 4.02 Z 6.02 Z 4.02 Z 6.02
5000 2
+(y −6)2 ]
e −5000[(x−4)
Du
p= f (x, y ) dy dx = dy dx ≈ 0.91
3.98 5.98 π 3.98 5.98
Then the probability that either X or Y differs from its mean by more than 0.02
cm is approximately
1 − 0.91 = 0.09.

Triple Integrals
Let f be a function defined on B, where B = [a, b] × [c, d] × [r , s]
AM
PH
T.
[a, b]=[x0 , x1 ]∪...∪[x`−1 , x` ]
[c, d]=[y0 , y1 ]∪...∪[ym−1 , ym ];
g.
[r , s]=[z0 , z1 ]∪...∪[zn−1 , zn ];
on
Du
Bijk = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , zk ]; and ∆V = ∆x∆y ∆z

The triple Riemann sum:
` X
X m X
n
∗ ∗ ∗
f (xijk , yijk , zijk ) ∆V
i=1 j=1 k=1
| {z }
∈Bijk

Triple Integrals
Definition.
The triple integral of f over the box B is
AM
ZZZ ` X
X m X
n
∗ ∗ ∗
f (x, y , z) dV = lim f (xijk , yijk , zijk )∆V
PH
B `,m,n→∞
i=1 j=1 k=1
T.
if this limit exists.
g.
Proposition.
on
If f is continuous on B = [a, b] × [c, d] × [r , s] then f is integrable over
Du
B, i.e., the integral ZZZ

f (x, y , z) dV
B
exists.

Fubini’s Theorem
Theorem (Fubini’s Theorem).
If f is continuous on the rectangular box B = [a, b] × [c, d] × [r , s], then
AM
ZZZ Z b Z d Z s
f (x, y , z) dV = f (x, y , z) dz dy dx
PH
B a c r
2
RRR
Example. Find B xyz dV , where B = [0, 1] × [−1, 2] × [0, 3].
T.
Ans.
ZZZ
2
Z 3Z 2 Z 1 g.2
Z 3 Z 2 2 2 x=1
x yz
xyz dV = xyz dx dy dz = dy dz
on
B 0 −1 0 0 −1 2 x=0
Du
Z 3Z 2 2 Z 3 2 2 y =2
yz y z
= dy dz = dz
0 −1 2 0 4 y =−1
Z 3 2 3
3z z 3 27
= dz = = .
0 4 4 z=0
4
Triple Integrals over general domains
Let f be a continuous function on
E = {(x, y , z) | (x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )},
AM
where D is the projection of E on the xy -plane.
PH
T.
g.
on
Du
Then Z Z "Z #
ZZZ u2 (x,y )
f (x, y , z) dV = f (x, y , z) dz dA
E D u1 (x,y )

Triple Integrals over general domains
• In particular, if
E = {(x, y , z) | a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x), u1 (x, y ) ≤ z ≤ u2 (x, y )},
AM
then
PH
ZZZ Z b Z g2 (x) Z u2 (x,y )
f (x, y , z) dV = f (x, y , z) dz dy dx
E a g1 (x) u1 (x,y )
T.
• If g.
on
E = {(x, y , z) | c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y ), u1 (x, y ) ≤ z ≤ u2 (x, y )},
Du
then
ZZZ Z d Z h2 (y ) Z u2 (x,y )
f (x, y , z) dV = f (x, y , z) dz dx dy
E c h1 (y ) u1 (x,y )

RRR
Example. Evaluate E z dV , where E is the solid tetrahedron bounded
by the four planes x = 0, y = 0, z = 0, and x + y + z = 1.
Ans.
AM
PH
T.
E = {(x, y , z) | 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x, 0 ≤ z ≤ 1 − x − y }
g.
Z 1 Z 1−x Z 1−x−y Z 1 Z 1−x 2 z=1−x−y
on
ZZZ
z
z dV = z dz dy dx = dy dx
2 z=0
Du
E 0 0 0 0 0
y =1−x
1 1 1−x 1 1 (1 − x − y )3
Z Z Z
= (1 − x − y )2 dy dx = − dx
2 0 0 2 0 3 y =0
1
1 1 (1 − x)4
Z
3 1 1
= (1 − x) dx = − = .
6 0 6 4 0 24
Cyclindrical Coordinates
z
A point P = (x, y , z) can be repre-
sented by (r , θ, z):
P(r , θ, z)
x = r cos θ , y = r sin θ , z =z
AM
z
y
Then
PH
y
r
θ y
x (r , θ, 0) r 2 = x 2 + y 2, tan θ = , z =z
T.
x x
Example. A point with cyclindrical coordinates (2, 2π/3, 1), find its
g.
rectangular coordinates.
on
Ans.
x = 2 cos(2π/3) = 2 × (−1/2) = −1
Du
√
3 √
y = 2 sin(2π/3) = 2 × = 3
2
z = 1.
√
The point’s rectangular coordinates is (−1, 3, 1).
Cyclindrical Coordinates
Example. Find cyclindrical coordinates of the point with rectangular co-
ordinates (3, −3, −7).
Ans. Suppose that (r , θ, −7) is the cylindrical coordinates of the point.
AM
Then we have
(
PH
r cos θ = 3 π
⇒ tan θ = −1 ⇒ θ = − + kπ.
r sin θ = −3 4
T.
Substitute θ = − π4 (k = 0) back into the first two equations
( g.
r cos(−π/4) = 3 √
on
⇒ r = 3 2.
r sin(−π/4) = −3
Du
Substituting θ = − π4 + π (k = 1) back into the first two equations, we

obtain no solution. Hence, cylindrical coordinates of the point is
√
(3 2, −π/4, −7).

Triple Integrals with cyclindrical coordinates
Let f be continuous on E , where
AM
E = {(x, y , z) | (x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )}
PH
and
D = {(r , θ) | α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}.
T.
g.
on
Then
Du
ZZZ Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)

f (x, y , z) dV = f (r cos θ, r sin θ, z)r dz dr dθ
E α h1 (θ) u1 (r cos θ,r sin θ)

Example. A solid E lies within cyclinder x 2 + y 2 = 1, below the plane
z = 4, and above the paraboloid z = 1 − x 2 − y 2 . Evaluate
ZZZ p
I = x 2 + y 2 dV .
E
Ans. x = r cos θ, y = r sin θ, z = z.
AM
E = (r , θ, z)| 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π, 1 − r 2 ≤ z ≤ 4

PH
Z 2π Z 1 Z 4
I = r r dzdrdθ
T.
0 0 1−r 2
Z 2π Z 1
= r 2 [4 − (1 − r 2 )]drdθ
g.
on
0 0
Z 2π Z 1
(3r 2 + r 4 )drdθ
Du
=
0 0
2π r =1 Z 2π
r 5
Z
3 6
= r + dθ = dθ
0 5 r =0

0 5
12π
= .
5
Spherical Coordinates
z
AM
P(ρ, θ, ϕ)
ρ
PH
ϕ
y
T.
θ
g.
on
x
Du
A point P = (x, y , z) can be represented by (ρ, θ, ϕ) in which

x = ρ sin ϕ cos θ y = ρ sin ϕ sin θ z = ρ cos ϕ
Then
ρ2 = x 2 + y 2 + z 2
Example. The point (2, π/4, π/3) is given in spherical coordinates. Plot
the point and find its rectangular coordinates.
AM
Ans.
PH
r
π π 3
x = ρ sin ϕ cos θ = 2 sin cos =
T.
3 4 2
r
π
g. π 3
y = ρ sin ϕ sin θ = 2 sin sin =
3 4 2
on
π
z = ρ cos ϕ = 2 cos = 1
Du
3
q q
3 3
Thus, the rectangular coordinates of the point is 2, 2, 1 .

√
Example. The point (0, 2 3, −2) is given in rectangular coordinates.
Find spherical coordinates for this point.
Ans.
AM
p √
ρ= x 2 + y 2 + z 2 = 0 + 12 + 4 = 4
PH
z −2 −1 2π
T.
cos ϕ == = =⇒ ϕ =
ρ 4 2 3
g. π
θ=
on

2


x 
Du
cos θ = = 0 =⇒
ρ sin ϕ 
 3π √
θ =
 invalid since y = 2 3 > 0
2

π 2π
Spherical coordinates of the given point is 4, , .
2 3
Triple Integrals with spherical coordinates
Let E be a spherical wedge
AM
E = {(ρ, θ, ϕ) | ρ1 ≤ ρ ≤ ρ2 , θ1 ≤ θ ≤ θ2 , ϕ1 ≤ ϕ ≤ ϕ2 }
PH
and f be a continuous function on E . Then
T.
ZZZ
f (x, y , z) dV = g.
E
on
Z ϕ2 Z θ2 Z ρ2
f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ) ρ2 sin ϕ dρ dθ dϕ.
Du
ϕ1 θ1 ρ1

2 +y 2 +z 2 )3/2
e (x
RRR
Evaluate B dV , where
B = {(x, y , z) | x 2 + y 2 + z 2 ≤ 1}.
Ans. In spherical coordinates
AM
B = {(ρ, θ, ϕ) | 0 ≤ ρ ≤ 1, θ ∈ [0, 2π], ϕ ∈ [0, π]}.
PH
Thus
ZZZ Z 1 Z 2π Z π
T.
(x 2 +y 2 +z 2 )3/2 2 3/2
e dV = e (ρ ) ρ2 sin ϕ dϕ dθ dρ
B 0 0 0
g. Z π Z 2π Z 1
3
ρ2 e ρ dρ
on
= sin ϕ dϕ dθ
0 0 0
Du
1 ρ3 ρ=1

= (− cos ϕ)|ϕ=π
ϕ=0 (2π) e
3
ρ=0
4
= π(e − 1).
3

Change of Variables
• Consider the transformation T : R2 → R2
T (u, v ) = (x, y ), x = x(u, v ), y = y (u, v ).
AM
• Assume that T has continuous first partial derivatives
• The Jacobian of T is
PH
∂x ∂x

∂(x, y ) ∂u ∂v ∂x ∂y ∂x ∂y
= = −
∂(u, v ) ∂y ∂y ∂u ∂v ∂v ∂u
T.

∂u ∂v
Theorem.
g.
on
Assume that T has continuous first partial derivatives and T (S) = R
Du
where S, R are regions in R2 . Suppose further that T is one-to-one except

only on the boundary of S. Then
ZZ ZZ
∂(x, y )
f (x, y ) dA = f (x(u, v ), y (u, v ))
du dv
R S ∂(u, v )

Change of Variables
x dA, where R = {(x, y ) : x 2 + y 2 ≤ 1}

RR
Example. Compute R
(
x = r cos θ
AM
Ans. Denote and it maps
y = r sin θ
PH
S = {(r , θ) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π}
T.
into R. Furthermore
∂x

∂(x, y ) ∂r
g. ∂x
∂θ

cos θ −r sin θ

on

= = = r.
∂(r , θ) ∂y

∂y

Du
sin θ r cos θ
∂r ∂θ
Hence ZZ Z
x dA = r cos θ · r dr dθ
R S

Change of Variables
• The transformation T : R3 → R3 has continuous first partial
derivatives and T (u, v , w ) = (x, y , z)
• T (S) = R, and T is one-to-one except only on boundary of S.
AM
• The Jacobian of T is
PH
∂x ∂x ∂x
∂u ∂v ∂w

∂(x, y , z)
T.
= ∂y ∂y ∂y

∂(u, v , w ) ∂u ∂v ∂w

g.
∂z ∂z

∂z
on
∂u ∂v ∂w
Du
ZZ
f (x, y , z) dV
R
ZZ
∂(x, y , z)
= f (x(u, v , w ), y (u, v , w ), z(u, v , w )) du dv dw
S ∂(u, v , w )

T. Pham: Chapter 4: Multiple Integrals

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T. Pham: Chapter 4: Multiple Integrals

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Chapter 4: Multiple Integrals

Duong T. PHAM April 1, 2020 1 / 65

1 Doubles integrals over rectangles

4 Applications of Double Integrals

7 Triple Integrals in spherical coordinates

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lies above the rectangle R and below the surface z = f (x, y ) is

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for some m and n in N. Note here that R = [a, b] × [c, d] and

V ≈ ∆A (f (1, 1) + f (1, 2) + f (2, 1) + f (2, 2))

Duong T. PHAM April 1, 2020 10 / 65

subrectangles with sample points being upper

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• Recall that the average value of a function f of one variable defined on

where A(R) is the area of R.

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If f (x, y ) ≥ g (x, y ) for all (x, y ) ∈ R, then

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Moreover, this is also true if f is bounded on R, f is discontinuous only on

Ans. Fubini’s Theorem gives

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If F is integrable over R, then

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If m ≤ f (x, y ) ≤ M for all (x, y ) ∈ D, then

R = {(r , θ)|0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π}

Duong T. PHAM April 1, 2020 25 / 65

where 0 ≤ θ2 − θ1 ≤ 2π, then

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Note that x 2 + y 2 = 2x ⇐⇒ (x − 1)2 + y 2 = 1.

xA2 + yA2 = 2xA . Thus, OA2 = 2OA cos θ. Then OA = 2 cos θ .

Duong T. PHAM April 1, 2020 31 / 65

We choose (xij∗ , yij∗ ) ∈ Rij

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Similarly, the moment about the y -axis:

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where the mass m is given by

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The mass of the lamina is

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The mass of the lamina is

The center of mass is located at the point

The joint density function has the following properties:

Suppose X is a random variable with probability density function

where µ is the mean waiting time. In the next example we consider a

Duong T. PHAM April 1, 2020 42 / 65

• We want to find that X + Y < 20.

P(X + Y ≤ 20) = P ((X , Y ) ∈ D)

Duong T. PHAM April 1, 2020 44 / 65

distributed if its probability density function is of the form

Ans. We have X and Y are normally distributed with µ1 = 4, µ2 = 6

Duong T. PHAM April 1, 2020 46 / 65