Chapter 4: MULTIPLE INTEGRALS

Lecture 1:
• Double Integrals over Rectangles
• Iterated Integrals

How can you evaluate the water amount in a lake?

1
1. Double Integrals over Rectangles: Volume of a
Solid under a Surface
z = f ( x, y )  0 defined on
R = [a, b]  [c, d ] = {( x, y ) | a  x  b, c  y  d }

S = {( x, y, z ) | 0  z  f ( x, y )}

Problem: What is the volume of S?

2
Divide rectangle R into mn subrectangles:
 Dividing [a, b] into m subintervals [xi-1,
xi] of equal width
x = (b-a)/m
 Dividing [c, d] into n subintervals [yj-1,
yj] of equal width
y = (d-c)/n

3
• Form m.n subrectangles
Rij = [ xi −1 , xi ]  [ y j −1 , y j ] = {( x, y ) | xi −1  x  xi , y j −1  y  y j }
each with area ∆A= ∆x ∆y
• Choose a sample point (xij*, yij*) in each Rij
y

d
   
yj
yij*
yj-1
  Rij  

   

   
c

O a xi-1 xij* xi b x

4
Approximate the part of S that lies above each Rij by a thin rectangular
box with base Rij and height
f(xij*, yij*)
The volume of this box is
f(xij*, yij*)∆A m n
V   f ( xij* , yij* )A
i =1 j =1

5
Volumes and Double Integrals
Our intuition suggests that the approximation
becomes better as m and n become larger and
so we would expect that
m n
V = lim
m , n →

i =1 j =1
f ( xij* , yij* )A

We use this expression to define the volume of

the solid that lies under the graph of f and
above the rectangle R

6
Volumes and Double Integrals
Definition: The double integral of f over the rectangle R
is m n

 f ( x, y )dA = lim
m , n →

i =1 j =1
f ( xij* , yij* ) A
R

if this limit exists

Remark:
It can be proved that the limit exists if f is a
continuous function.
It also exists for some discontinuous functions
as long as they are reasonably “well-behaved”

7
Volume of a solid under a surface
• If f(x,y) ≥ 0, then the volume V of the solid that
lies above the rectangle R and below the surface
z=f(x,y) is

V =  f ( x, y )dA
R

8
Approximation by double Riemann sum
m n

Double Riemann sum  f ( xij* , yij* )A

i =1 j =1
is used as an approximation of double integral

y
d
   
yj
yij*
yj-1
  Rij  

   

   
c

O a xi-1 xij* xi b x
9
9
The choice of Sample Points:
Upper right-hand corners
 The sample point (xij*, yij*) can be the upper right-hand
corner of Rij , namely (xi ,yj). Then the expression for the
double integral looks simpler:
m n

 f ( x, y)dA = lim
m , n →
 f ( x , y )A
i =1 j =1
i j
R

b−a d −c
xi = a + i , yj = c + j ,
m n
b−a d −c
A = xy =
m n
m n

 f ( x, y)dA   f ( x , y )A
R i =1 j =1
i j

10
 Example: Estimate the volume of the solid that lies above
the square R=[0, 2]x[0, 2] and below the elliptic paraboloid
z = 16 − x 2 − 2 y 2
Divide R into four equal squares
and choose the sample point to
be the upper right corner of
each subsquare.

11
Solution
• Approximate the double integral by the Riemann
sum with m=n=2:
2 2
V   f ( xi , y j )A
i =1 j =1

= f (1,1)A + f (1, 2)A + f (2,1)A + f (2, 2)A

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

12
The Riemann sum approximations become more accurate as m
and n increase

13
Approximation: Midpoint Rule
We take the sample point (xij*, yij*) to be the
center ( xi , y j ) of Rij , where
xi −1 + xi y j −1 + y j
xi = , yj =
2 2
Then
m n

 f ( x, y)dA   f ( x , y )A
R i =1 j =1
i j

14
 Midpoint Rule: Example
• Use midpoint rule with
m=n=2 to estimate the
value of the double
integral

 − 2
( x 3 y )dA
R

where
R = {( x, y ) | 0  x  2,1  y  2}

15
 1 3 5 7 1
x1 = , x2 = , y1 = , x2 = , and A =
2 2 4 4 2
2 2

 ( x − 3 y
2
)dA   f ( xi , y j )A
R i =1 j =1

= f ( x1 , y1 )A + f ( x1 , y2 ) A + f ( x2 , y1 ) A + f ( x2 , y2 ) A
1 5 1 7 3 5 3 7
= f ( , )A + f ( , )A + f ( , )A + f ( , ) A
2 4 2 4 2 4 2 4
67 1 139 1 51 1 123 1
= (− ) + (− ) + (− ) + (− )
16 2 16 2 16 2 16 2
95
= − = −11.875
8 16
Average Value
• We define the average value of a function f of two
variables defined on a rectangle R to be
1
f ave = 
A( R) R
f ( x, y )dA

• where A(R) is the area of R.

17
Properties of double integrals
• We assume that all of the integrals exist. It holds
that:
1)  ( f ( x, y) + g ( x, y))dA =  f ( x, y)dA +  g ( x, y)dA
R R R

2)  cf ( x, y)dA = c  f ( x, y)dA,
R R
where c is a constant

3) If f ( x, y )  g ( x, y ), ( x, y )  R, then

 f ( x, y)dA   g ( x, y)dA
R R

18
2. Iterated Integrals: Motivations
• How to evaluate double integrals?
• Let a function f(x,y) be defined on a rectangle
R=[a, b]x[c, d]
• Integrate with respect to x and y separately:
b d

 f ( x, y)dx = g ( y),  f ( x, y)dy = h( x)

a c

• These are functions of one variable. Therefore, they

can also be integrated!
d d
b  b b
d 
c g ( y)dy =c  a f ( x, y)dx dy a h( x)dx =a  c f ( x, y)dy dx
19
 Example
• Let f(x,y)=3xy2 + 6x2y + 2y defined on
R = {( x, y ) | 0  x  2, 0  y  1}
• First, integrate f(x,y) with respect to x, to get
2 x=2
3 2 2
0 + +
2 2 3
(3xy 6x y 2y)dx = ( x y +2x y+2xy)
2 x =0

= 6 y 2 + 20 y = g ( y )
• Second, integrate g(y) w.r.t. y to get

 (6 y
1
2
+ 20 y )dy = (2 y + 10 y ) = 12
3
0
0 20
 Example
• On the other hand, if we take integral of f(x,y) with
respect to y first, we obtain
1
y =1
 (3xy + 6x y + 2y)dy = (xy +3x y +y )
2 2 3 2 2 2
y =0
0

= 3 x 2 + x + 1 = h( x )
• Then, we integrate h(x) w.r.t. x to get

2 2 2
x
0 (3x + x + 1)dx = ( x + 2 + x) = 12
2 3

21
Iterated Integrals
• In general, it holds that
b d
  d b
 
a  c f ( x, y)dy dx = c  a f ( x, y)dx dy

• Usually the brackets are omitted, and so

b d d b

  f ( x, y)dydx =   f ( x, y)dxdy
a c c a

• Each of these integrals is called an iterated integral

22
 Fubini’s Theorem
• If f is continuous on the rectangle
then R = {( x, y ) | a  x  b, c  y  d }
d b b d

 f ( x, y)dA =  f ( x, y)dx dy =  f ( x, y)dy dx

R c a a c

• More generally, this is true if f is bounded on R, is

discontinuous only on a finite number of smooth
curves, and the iterated integrals exist.

23
Example 1
• Find
 ( x − 3 y
2
)dA
R

where R is the rectangle 0≤x ≤2, 1≤y ≤2

y
2
R

2
O 24
Solution R is the rectangle 0≤x ≤2, 1≤y ≤2

• We have
2 2

 ( x − 3 y )dA =   ( x − 3 y )dydx
2 2

R 0 1
2 y =2 2
=  ( xy − y 3 ) dx =  (2 x − 8 − x + 1)dx
0 y =1 0

2 2 2
x
=  ( x − 7)dx = ( − 7 x) = −12
0
2 0

25
Homework Chapter 4
• Section 15.1 Double integrals over rectangles : 1, 3,
4, 5, 9
• Section 15.2 Iterated Integrals: 10, 12, 17, 22, 25
• Section 15.3 Double integrals over general regions:
8, 9, 16, 19, 22, 24, 28, 30
• Section 15.4 Double integrals in polar coordinates:
7, 9, 13, 20, 22
• Section 15.5 Applications of double integrals: 5, 7,
10, 12
• Section 15.7 Triple Integrals: 8, 12, 14, 37, 40

26