MATH1.

3
Summary of Lectures #10+11+12

MATH1.3 1 / 16
• Lagrange Multipliers for f (x, y , z)
The Algorithm is the same as for f (x, y ), just adding variable z.
ASSUMPTION: Global extreme values exist.
Algorithm (Lagrange Multipliers for f (x, y , z))
We do the following steps:
Step 1. Find all values of x, y , z, and λ of equations

∇f (x, y , z) = λ∇g(x, y , z) and g(x, y , z) = k .

Step 2. Evaluate f at all points (x, y , z) that are found from

Step 1. The largest of these values is the maximum value,
while the smallest of these values is the minimum value.

MATH1.3 2 / 16
• Double Integrals
This is a generalization of a definite integral to functions of two
RR
variables: D f (P) dA.

MATH1.3 3 / 16
• Applications

The volume V of the solid (in particular, the area A(D) of

the region D)
The total charge Q
The total mass M; the moment of the entire lamina about
the x-axis (y -axis); the coordinates (x̄, ȳ ) of the center of
the mass of the lamina

MATH1.3 4 / 16
• Double Integrals Zover
Z Rectangles
The double integral f (x, y ) dA of a function f (x, y ) over a
R
2
closed rectangle R in R , where

R = [a, b] × [c, d] = {(x, y ) ∈ R2 : a ≤ x ≤ b, c ≤ y ≤ d}.

MATH1.3 5 / 16
It is usually difficult to evaluate double integrals by definition (a
limit of a Riemann sum).
A double integral can be expressed as an iterated integral,
which can be evaluated by calculating two single integrals.
Assumption: f (x, y ) is a function of two variables that is
continuous over the rectangle R = [a, b] × [c, d].

MATH1.3 6 / 16
• Fubini’s Theorem
If f is continuous on the rectangle
R = [a, b] × [c, d] = {(x, y ) ∈ R2 : a ≤ x ≤ b, c ≤ y ≤ d}, then
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

MATH1.3 7 / 16
• Non-rectangular region D of type I

We describe D as
n o
D = (x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x) .

MATH1.3 8 / 16
If f is continuous on a region D of type I, i.e. on
n o
D = (x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x) ,

then ZZ Z b Z g2 (x)
f (x, y ) dA = f (x, y ) dy dx.
D a g1 (x)

MATH1.3 9 / 16
• Some other non-rectangular regions D of type I

MATH1.3 10 / 16
• Non-rectangular region D of type II

So we have
n o
D = (x, y ) : c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y ) .

MATH1.3 11 / 16
If f is continuous on a region D of type II, i.e. on
n o
D = (x, y ) : c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y ) ,

then ZZ Z d Z h2 (y )
f (x, y ) dA = f (x, y ) dx dy .
D c h1 (y )

MATH1.3 12 / 16
• Some other non-rectangular regions D of type I

MATH1.3 13 / 16
• Properties of double integrals

Over Non-overlapping region

If R = R1 ∪ R2 , where R1 and R2 are two non-overlapping
regions, then
ZZ ZZ ZZ
f (x, y ) dA = f (x, y ) dA + f (x, y ) dA.
R R1 R2

MATH1.3 14 / 16
Linear Property of Double Integrals
Suppose
f and g are functions of two variables defined on D,
f and g are both integrable over D.
Then, for any real numbers c and d, we have
ZZ ZZ ZZ
[c f (x, y ) + d g(x, y )] dA = c f (x, y ) dA+d g(x, y ) dA.
D D D

MATH1.3 15 / 16
Order Properties of Double Integrals
(a) If f (x, y ) ≥ g(x, y ) for all (x, y ) ∈ D, then
ZZ ZZ
f (x, y ) dA ≥ g(x, y ) dA.
D D

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

ZZ ZZ ZZ
m dA ≤ f (x, y ) dA ≤ M dA .
D D D
| {z } | {z }
m A(D) M A(D)

MATH1.3 16 / 16