97909_15_ch15_p973-981.

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15 Multiple Integrals

FPO
New Art to
come

Geologists study how mountain ranges were formed

and estimate the work required to lift them from sea
level. In Section 15.8 you are asked to use a triple
integral to compute the work done in the formation © S.R. Lee Photo Traveller / Shutterstock

of Mount Fuji in Japan.

In this chapter we extend the idea of a definite integral to double and triple integrals of functions of two
or three variables. These ideas are then used to compute volumes, masses, and centroids of more general
regions than we were able to consider in Chapters 6 and 8. We also use double integrals to calculate
probabilities when two random variables are involved.
We will see that polar coordinates are useful in computing double integrals over some types of regions.
In a similar way, we will introduce two new coordinate systems in three-dimensional space––cylindrical
coordinates and spherical coordinates––that greatly simplify the computation of triple integrals over
certain commonly occurring solid regions.

973

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974 CHAPTER 15 MULTIPLE INTEGRALS

15.1 Double Integrals over Rectangles

In much the same way that our attempt to solve the area problem led to the definition of a
definite integral, we now seek to find the volume of a solid and in the process we arrive at
the definition of a double integral.

Review of the Definite Integral

First let’s recall the basic facts concerning definite integrals of functions of a single vari-
able. If f 共x兲 is defined for a 艋 x 艋 b, we start by dividing the interval 关a, b兴 into n sub-
intervals 关x i⫺1, x i 兴 of equal width ⌬x 苷 共b ⫺ a兲兾n and we choose sample points x*i in these
subintervals. Then we form the Riemann sum
n
1 兺 f 共x*兲 ⌬x
i苷1
i

and take the limit of such sums as n l ⬁ to obtain the definite integral of f from a to b :
n

兺 f 共x*兲 ⌬x
b
2 y f 共x兲 dx 苷 lim i
a n l ⬁ i苷1

In the special case where f 共x兲 艌 0, the Riemann sum can be interpreted as the sum of the
areas of the approximating rectangles in Figure 1, and xab f 共x兲 dx represents the area under
the curve y 苷 f 共x兲 from a to b.
y
Îx

f(x *)
i

0 a ⁄ ¤ ‹ xi-1 xi xn-1 b x

FIGURE 1 x*¡ x™* x£* x *i x n*

Volumes and Double Integrals

z
z=f(x, y) In a similar manner we consider a function f of two variables defined on a closed rectangle

R 苷 关a, b兴 ⫻ 关c, d兴 苷 兵共x, y兲 僆 ⺢ 2 ⱍ a 艋 x 艋 b, c 艋 y 艋 d其

0 and we first suppose that f 共x, y兲 艌 0. The graph of f is a surface with equation z 苷 f 共x, y兲.
c
a d
Let S be the solid that lies above R and under the graph of f, that is,
y
b R
x S 苷 兵共x, y, z兲 僆 ⺢ 3 ⱍ 0 艋 z 艋 f 共x, y兲, 共x, y兲 僆 R 其

FIGURE 2 (See Figure 2.) Our goal is to find the volume of S.

The first step is to divide the rectangle R into subrectangles. We accomplish this by
dividing the interval 关a, b兴 into m subintervals 关x i⫺1, x i 兴 of equal width ⌬x 苷 共b ⫺ a兲兾m
and dividing 关c, d兴 into n subintervals 关yj⫺1, yj 兴 of equal width ⌬y 苷 共d ⫺ c兲兾n. By draw-
ing lines parallel to the coordinate axes through the endpoints of these subintervals, as in

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SECTION 15.1 DOUBLE INTEGRALS OVER RECTANGLES 975

Figure 3, we form the subrectangles

Rij 苷 关x i⫺1, x i 兴 ⫻ 关yj⫺1, yj 兴 苷 兵共x, y兲 ⱍx i⫺1 艋 x 艋 x i , yj⫺1 艋 y 艋 yj 其

each with area ⌬A 苷 ⌬x ⌬y.

y
R ij (xi, yj)
d

yj (x *ij , y *ij )

Îy yj-1

›
c
(x *£™, y*£™)

FIGURE 3 0 a ⁄ ¤ x i-1 x i b x
Dividing R into subrectangles
Îx

If we choose a sample point 共x ij*, y ij*兲 in each Rij , then we can approximate the part of
S that lies above each Rij by a thin rectangular box (or “column”) with base Rij and height
f 共x ij*, yij*兲 as shown in Figure 4. (Compare with Figure 1.) The volume of this box is the
height of the box times the area of the base rectangle:

f 共x ij*, yij*兲 ⌬A

If we follow this procedure for all the rectangles and add the volumes of the corresponding
boxes, we get an approximation to the total volume of S:

m n
3 V⬇ 兺 兺 f 共x *, y *兲 ⌬A
i苷1 j苷1
ij ij

(See Figure 5.) This double sum means that for each subrectangle we evaluate f at the cho-
sen point and multiply by the area of the subrectangle, and then we add the results.

z z

f(x *ij , y *ij )

0 0
c
a
d
y y
b
x x

R ij

FIGURE 4 FIGURE 5

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976 CHAPTER 15 MULTIPLE INTEGRALS

Our intuition tells us that the approximation given in 3 becomes better as m and n
become larger and so we would expect that
The meaning of the double limit in Equation 4 is
m n
that we can make the double sum as close as we
like to the number V [for any choice of 共x ij*, yij*兲 4 V 苷 lim 兺 兺 f 共x *, y *兲 ⌬A
m, n l ⬁ i苷1 j苷1
ij ij

in Rij ] by taking m and n sufficiently large.

We use the expression in Equation 4 to define the volume of the solid S that lies under the
graph of f and above the rectangle R. (It can be shown that this definition is consistent with
our formula for volume in Section 6.2.)
Limits of the type that appear in Equation 4 occur frequently, not just in finding vol-
umes but in a variety of other situations as well—as we will see in Section 15.5—even
when f is not a positive function. So we make the following definition.

5 Definition The double integral of f over the rectangle R is

Notice the similarity between Definition 5 m n
and the definition of a single integral in
Equation 2.
yy f 共x, y兲 dA 苷 lim 兺 兺 f 共x *, y *兲 ⌬A
m, n l ⬁ i苷1 j苷1
ij ij
R

if this limit exists.

The precise meaning of the limit in Definition 5 is that for every number ␧ ⬎ 0 there is
Although we have defined the double integral by
an integer N such that

冟 yy 冟
dividing R into equal-sized subrectangles, we m n
could have used subrectangles Rij of unequal
size. But then we would have to ensure that all
f 共x, y兲 dA ⫺ 兺 兺 f 共x *, y *兲 ⌬A
i苷1 j苷1
ij ij ⬍␧
R
of their dimensions approach 0 in the limiting
process.
for all integers m and n greater than N and for any choice of sample points 共x ij*, yij*兲 in Rij.
A function f is called integrable if the limit in Definition 5 exists. It is shown in courses
on advanced calculus that all continuous functions are integrable. In fact, the double inte-
gral of f exists provided that f is “not too discontinuous.” In particular, if f is bounded
ⱍ
[that is, there is a constant M such that f 共x, y兲 艋 M for all 共x, y兲 in R ], and f is con- ⱍ
tinuous there, except on a finite number of smooth curves, then f is integrable over R .
The sample point 共x ij*, yij*兲 can be chosen to be any point in the subrectangle Rij , but if
we choose it to be the upper right-hand corner of Rij [namely 共x i, yj 兲, see Figure 3], then
the expression for the double integral looks simpler:

m n
6 yy f 共x, y兲 dA 苷 lim 兺 兺 f 共x , y 兲 ⌬A
m, n l ⬁ i苷1 j苷1
i j
R

By comparing Definitions 4 and 5, we see that a volume can be written as a double

integral:

If f 共x, y兲 艌 0, then the volume V of the solid that lies above the rectangle R and
below the surface z 苷 f 共x, y兲 is

V 苷 yy f 共x, y兲 dA
R

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SECTION 15.1 DOUBLE INTEGRALS OVER RECTANGLES 977

The sum in Definition 5,

m n

兺 兺 f 共x *, y *兲 ⌬A
i苷1 j苷1
ij ij

is called a double Riemann sum and is used as an approximation to the value of the
double integral. [Notice how similar it is to the Riemann sum in 1 for a function of a
single variable.] If f happens to be a positive function, then the double Riemann sum
represents the sum of volumes of columns, as in Figure 5, and is an approximation to the
volume under the graph of f .

y
(1, 2) v EXAMPLE 1 Estimate the volume of the solid that lies above the square
2 (2, 2) R 苷 关0, 2兴 ⫻ 关0, 2兴 and below the elliptic paraboloid z 苷 16 ⫺ x 2 ⫺ 2y 2. Divide R into
R¡™ R™™ four equal squares and choose the sample point to be the upper right corner of each
square Rij . Sketch the solid and the approximating rectangular boxes.
1 (2, 1)
(1, 1) SOLUTION The squares are shown in Figure 6. The paraboloid is the graph of
R¡¡ R™¡ f 共x, y兲 苷 16 ⫺ x 2 ⫺ 2y 2 and the area of each square is ⌬A 苷 1. Approximating the
volume by the Riemann sum with m 苷 n 苷 2, we have
0 1 2 x
2 2

FIGURE 6 V⬇ 兺 兺 f 共x , y 兲 ⌬A
i苷1 j苷1
i j

z
苷 f 共1, 1兲 ⌬A ⫹ f 共1, 2兲 ⌬A ⫹ f 共2, 1兲 ⌬A ⫹ f 共2, 2兲 ⌬A
16 z=16-≈-2¥
苷 13共1兲 ⫹ 7共1兲 ⫹ 10共1兲 ⫹ 4共1兲 苷 34

This is the volume of the approximating rectangular boxes shown in Figure 7.

We get better approximations to the volume in Example 1 if we increase the number of

squares. Figure 8 shows how the columns start to look more like the actual solid and the
corresponding approximations become more accurate when we use 16, 64, and 256
squares. In the next section we will be able to show that the exact volume is 48.
2
y
2
x

FIGURE 7

FIGURE 8
The Riemann sum approximations to
the volume under z=16-≈-2¥
become more accurate as m and
n increase. (a) m=n=4, VÅ41.5 (b) m=n=8, VÅ44.875 (c) m=n=16, VÅ46.46875

v EXAMPLE 2 If R 苷 兵共x, y兲 ⱍ ⫺1 艋 x 艋 1, ⫺2 艋 y 艋 2其, evaluate the integral

yy s1 ⫺ x 2 dA
R

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978 CHAPTER 15 MULTIPLE INTEGRALS

z SOLUTION It would be very difficult to evaluate this integral directly from Definition 5
(0, 0, 1) but, because s1 ⫺ x 2 艌 0, we can compute the integral by interpreting it as a volume. If
z 苷 s1 ⫺ x 2 , then x 2 ⫹ z 2 苷 1 and z 艌 0, so the given double integral represents the
S
volume of the solid S that lies below the circular cylinder x 2 ⫹ z 2 苷 1 and above the
rectangle R. (See Figure 9.) The volume of S is the area of a semicircle with radius 1 times
the length of the cylinder. Thus
x y
(1, 0, 0) (0, 2, 0)
yy s1 ⫺ x 2 dA 苷 12 ␲ 共1兲2 ⫻ 4 苷 2␲
FIGURE 9 R

The Midpoint Rule

The methods that we used for approximating single integrals (the Midpoint Rule, the
Trapezoidal Rule, Simpson’s Rule) all have counterparts for double integrals. Here we
consider only the Midpoint Rule for double integrals. This means that we use a double Rie-
mann sum to approximate the double integral, where the sample point 共x ij*, yij*兲 in Rij is
chosen to be the center 共xi , yj兲 of Rij . In other words, xi is the midpoint of 关x i⫺1, x i 兴 and yj
is the midpoint of 关yj⫺1, yj 兴.

Midpoint Rule for Double Integrals

m n

yy f 共x, y兲 dA ⬇ 兺 兺 f 共 x , y 兲 ⌬A
i苷1 j苷1
i j
R

where xi is the midpoint of 关x i⫺1, x i 兴 and yj is the midpoint of 关yj⫺1, yj 兴.

v EXAMPLE 3 Use the Midpoint Rule with m 苷 n 苷 2 to estimate the value of the
integral xxR 共x ⫺ 3y 2 兲 dA, where R 苷 兵共x, y兲 0 艋 x 艋 2, 1 艋 y 艋 2其. ⱍ
y SOLUTION In using the Midpoint Rule with m 苷 n 苷 2, we evaluate f 共x, y兲 苷 x ⫺ 3y 2 at
the centers of the four subrectangles shown in Figure 10. So x1 苷 12 , x2 苷 32 , y1 苷 54 , and
2 (2, 2) y2 苷 74 . The area of each subrectangle is ⌬A 苷 12 . Thus
3
R¡™ R™™ 2 2
2
R¡¡ R™¡ yy 共x ⫺ 3y 2 兲 dA ⬇ 兺 兺 f 共x , y 兲 ⌬A
i苷1 j苷1
i j
1 R

苷 f 共x1, y1兲 ⌬A ⫹ f 共x1, y2 兲 ⌬A ⫹ f 共x2 , y1 兲 ⌬A ⫹ f 共x2 , y2 兲 ⌬A

苷 f ( 12 , 54 ) ⌬A ⫹ f ( 12 , 74 ) ⌬A ⫹ f ( 32 , 54 ) ⌬A ⫹ f ( 32 , 74 ) ⌬A
0 1 2 x
苷 (⫺ 67
16 ) 2 ⫹ (⫺ 16 ) 2 ⫹ (⫺ 16 ) 2 ⫹ (⫺ 16 ) 2
1 139 1 51 1 123 1

FIGURE 10
苷 ⫺ 958 苷 ⫺11.875

Thus we have yy 共x ⫺ 3y 2
兲 dA ⬇ ⫺11.875
R

NOTE In the next section we will develop an efficient method for computing double
integrals and then we will see that the exact value of the double integral in Example 3 is
⫺12. (Remember that the interpretation of a double integral as a volume is valid only when
the integrand f is a positive function. The integrand in Example 3 is not a positive func-
tion, so its integral is not a volume. In Examples 2 and 3 in Section 15.2 we will discuss
how to interpret integrals of functions that are not always positive in terms of volumes.) If
we keep dividing each subrectangle in Figure 10 into four smaller ones with similar shape,

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SECTION 15.1 DOUBLE INTEGRALS OVER RECTANGLES 979

we get the Midpoint Rule approximations displayed in the chart in the margin. Notice how
Number of Midpoint Rule
subrectangles approximation these approximations approach the exact value of the double integral, ⫺12.

1 ⫺11.5000 Average Value

4 ⫺11.8750
Recall from Section 6.5 that the average value of a function f of one variable defined on
16 ⫺11.9687
64 ⫺11.9922
an interval 关a, b兴 is
256 ⫺11.9980 1 b
⫺11.9995
fave 苷 y f 共x兲 dx
1024 b⫺a a

In a similar fashion we define the average value of a function f of two variables defined
on a rectangle R to be
1
fave 苷 yy f 共x, y兲 dA
A共R兲 R
where A共R兲 is the area of R.
If f 共x, y兲 艌 0, the equation
A共R兲 ⫻ fave 苷 yy f 共x, y兲 dA
R

says that the box with base R and height fave has the same volume as the solid that lies
under the graph of f . [If z 苷 f 共x, y兲 describes a mountainous region and you chop off the
tops of the mountains at height fave , then you can use them to fill in the valleys so that the
region becomes completely flat. See Figure 11.]
FIGURE 11
EXAMPLE 4 The contour map in Figure 12 shows the snowfall, in inches, that fell on the
state of Colorado on December 20 and 21, 2006. (The state is in the shape of a rectangle
that measures 388 mi west to east and 276 mi south to north.) Use the contour map to
estimate the average snowfall for the entire state of Colorado on those days.

12 20
12
40 36 16
44 32
28
16
24

40
36
32 12

28
24
32
28 8
24
20
0 4 8 12 16

FIGURE 12

SOLUTION Let’s place the origin at the southwest corner of the state. Then 0 艋 x 艋 388,
0 艋 y 艋 276, and f 共x, y兲 is the snowfall, in inches, at a location x miles to the east and

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980 CHAPTER 15 MULTIPLE INTEGRALS

y miles to the north of the origin. If R is the rectangle that represents Colorado, then the
average snowfall for the state on December 20–21 was
1
fave 苷 yy f 共x, y兲 dA
A共R兲 R

where A共R兲 苷 388 ⴢ 276. To estimate the value of this double integral, let’s use the Mid-
point Rule with m 苷 n 苷 4. In other words, we divide R into 16 subrectangles of equal
size, as in Figure 13. The area of each subrectangle is

⌬A 苷 161 共388兲共276兲 苷 6693 mi2

y
276

12 20
12
40 36 16
44 32
28
16
24

40
36
32 12
28
24
32
28 8
24
0 16 20
4 8 12

0 388 x
FIGURE 13

Using the contour map to estimate the value of f at the center of each subrectangle,
we get
4 4

yy f 共x, y兲 dA ⬇ 兺 兺 f 共x , y 兲 ⌬Ai苷1 j苷1

i j
R

⬇ ⌬A关0 ⫹ 15 ⫹ 8 ⫹ 7 ⫹ 2 ⫹ 25 ⫹ 18.5 ⫹ 11
⫹ 4.5 ⫹ 28 ⫹ 17 ⫹ 13.5 ⫹ 12 ⫹ 15 ⫹ 17.5 ⫹ 13兴
苷 共6693兲共207兲

共6693兲共207兲
Therefore fave ⬇ ⬇ 12.9
共388兲共276兲

On December 20–21, 2006, Colorado received an average of approximately 13 inches of

snow.

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SECTION 15.1 DOUBLE INTEGRALS OVER RECTANGLES 981

Properties of Double Integrals

We list here three properties of double integrals that can be proved in the same manner as
in Section 5.2. We assume that all of the integrals exist. Properties 7 and 8 are referred to
as the linearity of the integral.

7 yy 关 f 共x, y兲 ⫹ t共x, y兲兴 dA 苷 yy f 共x, y兲 dA ⫹ yy t共x, y兲 dA

Double integrals behave this way because the R R R

double sums that define them behave this way.

8 yy c f 共x, y兲 dA 苷 c yy f 共x, y兲 dA where c is a constant
R R

If f 共x, y兲 艌 t共x, y兲 for all 共x, y兲 in R, then

9 yy f 共x, y兲 dA 艌 yy t共x, y兲 dA
R R

15.1 Exercises

1. (a) Estimate the volume of the solid that lies below the surface (b) Estimate the double integral with m 苷 n 苷 4 by choosing
z 苷 xy and above the rectangle the sample points to be the points closest to the origin.

R 苷 兵共x, y兲 ⱍ 0 艋 x 艋 6, 0 艋 y 艋 4 其 x
y 2.0 2.5 3.0 3.5 4.0

0 ⫺3 ⫺5 ⫺6 ⫺4 ⫺1
Use a Riemann sum with m 苷 3, n 苷 2, and take the
sample point to be the upper right corner of each square. 1 ⫺1 ⫺2 ⫺3 ⫺1 1
(b) Use the Midpoint Rule to estimate the volume of the solid
2 1 0 ⫺1 1 4
in part (a).
3 2 2 1 3 7
2. If R 苷 关0, 4兴 ⫻ 关⫺1, 2兴, use a Riemann sum with m 苷 2, 4 3 4 2 5 9
n 苷 3 to estimate the value of xxR 共1 ⫺ x y 2 兲 dA. Take the
sample points to be (a) the lower right corners and (b) the
6. A 20-ft-by-30-ft swimming pool is filled with water. The depth
upper left corners of the rectangles.
is measured at 5-ft intervals, starting at one corner of the pool,
and the values are recorded in the table. Estimate the volume of
3. (a) Use a Riemann sum with m 苷 n 苷 2 to estimate the value water in the pool.
of xxR xe ⫺xy dA, where R 苷 关0, 2兴 ⫻ 关0, 1兴. Take the sample
points to be upper right corners.
0 5 10 15 20 25 30
(b) Use the Midpoint Rule to estimate the integral in part (a).
0 2 3 4 6 7 8 8
4. (a) Estimate the volume of the solid that lies below the surface
5 2 3 4 7 8 10 8
z 苷 1 ⫹ x 2 ⫹ 3y and above the rectangle
R 苷 关1, 2兴 ⫻ 关0, 3兴. Use a Riemann sum with m 苷 n 苷 2 10 2 4 6 8 10 12 10
and choose the sample points to be lower left corners.
15 2 3 4 5 6 8 7
(b) Use the Midpoint Rule to estimate the volume in part (a).
20 2 2 2 2 3 4 4
5. A table of values is given for a function f 共x, y兲 defined on
R 苷 关0, 4兴 ⫻ 关2, 4兴. 7. Let V be the volume of the solid that lies under the graph of
(a) Estimate xxR f 共x, y兲 dA using the Midpoint Rule with f 共x, y兲 苷 s52 ⫺ x 2 ⫺ y 2 and above the rectangle given by
m 苷 n 苷 2. 2 艋 x 艋 4, 2 艋 y 艋 6. We use the lines x 苷 3 and y 苷 4 to

1. Homework Hints available at stewartcalculus.com

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97909_15_ch15_p982-991.qk_97909_15_ch15_p982-991 10/6/10 4:55 PM Page 982

982 CHAPTER 15 MULTIPLE INTEGRALS

divide R into subrectangles. Let L and U be the Riemann sums

20 32 4444
computed using lower left corners and upper right corners, 24
respectively. Without calculating the numbers V, L , and U, 28 16
arrange them in increasing order and explain your reasoning.
24

8. The figure shows level curves of a function f in the square 32 40

16 44
R 苷 关0, 2兴  关0, 2兴. Use the Midpoint Rule with m 苷 n 苷 2 3236 48
to estimate xxR f 共x, y兲 dA. How could you improve your 28
estimate?

y 56
52
2
20 32
4 5 6 7 36
24 40
44
28 48
3
5256
1
2
11–13 Evaluate the double integral by first identifying it as the
1 volume of a solid.

0 x 11. xxR 3 dA, R 苷 兵共x, y兲 ⱍ 2  x  2, 1  y  6其

1 2
12. xxR 共5  x兲 dA, R 苷 兵共x, y兲 ⱍ 0  x  5, 0  y  3其
13. xxR 共4  2y兲 dA, R 苷 关0, 1兴  关0, 1兴
9. A contour map is shown for a function f on the square
R 苷 关0, 4兴  关0, 4兴.
(a) Use the Midpoint Rule with m 苷 n 苷 2 to estimate the 14. The integral xxR s9  y 2 dA, where R 苷 关0, 4兴  关0, 2兴,
value of xxR f 共x, y兲 dA. represents the volume of a solid. Sketch the solid.
(b) Estimate the average value of f . 15. Use a programmable calculator or computer (or the sum
command on a CAS) to estimate
y yy s1  xey dA
4 R

10 0 0 10 20 30
where R 苷 关0, 1兴  关0, 1兴. Use the Midpoint Rule with the
following numbers of squares of equal size: 1, 4, 16, 64, 256,
and 1024.
2
10 16. Repeat Exercise 15 for the integral xxR sin( x  sy ) dA.
20
17. If f is a constant function, f 共x, y兲 苷 k, and
30 R 苷 关a, b兴  关c, d兴, show that

0 2 4 x yy k dA 苷 k共b  a兲共d  c兲
R

18. Use the result of Exercise 17 to show that

10. The contour map shows the temperature, in degrees Fahrenheit,
1
at 4:00 PM on February 26, 2007, in Colorado. (The state mea- 0  yy sin  x cos  y dA 
sures 388 mi west to east and 276 mi south to north.) Use 32
R
the Midpoint Rule with m 苷 n 苷 4 to estimate the average
temperature in Colorado at that time. where R 苷 0, 14  [ ] [ , ]. 1 1
4 2

15.2 Iterated Integrals

Recall that it is usually difficult to evaluate single integrals directly from the definition of
an integral, but the Fundamental Theorem of Calculus provides a much easier method. The
evaluation of double integrals from first principles is even more difficult, but in this sec-

Copyright 2010 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.