Integration over an area

1-D integration allows you to sum a function with respect to one variable.

We do this by splitting the area to be integrated into strips. Each one is dx wide and
F(x) high.
We use this notation:
𝑋1
𝐼 = ∫ 𝐹(𝑥)𝑑𝑥,
𝑋0

where 𝑋0 is the lower limit of the integration (the value where we want it to start) and
𝑋1 is the upper limit of integration (the value where we want it to end).
But sometimes, we have a function that varies with two variables, x and y. We call it
F(x, y).
What do we do if we want to add up F(x, y) over the area of x-y plane?
We need to do a double integration.
This means adding up all the elements in x-direction to get strips, and then those
stripes up along the y-direction.
The notation is this:
𝑦
𝐼 = ∬ 𝐹(𝑥, 𝑦)𝑑𝑥𝑑𝑦.
𝑥

The product 𝑑𝑥𝑑𝑦 is the area of a small element on x-y plane, and we may also label
it 𝑑𝐴, where 𝐴 represents the area.
Because 𝐴 represents the area, you may also see this written like this:

𝐼 = ∫ 𝐹(𝑥, 𝑦)𝑑𝐴.
A
These two notations are equivalent. The subscript ∫A just means an integration over
all 𝐴, just as ∫ means an integration over all 𝑥.
x
In most of the problems you will deal with, the order of the integration is not
important – it doesn’t matter whether you integrate over x first or y first.
By convention, the inner one is done first, so
𝑦
𝐼 = ∬ 𝐹(𝑥, 𝑦)𝑑𝑥𝑑𝑦
𝑥
implies that the integration will be done in the x-direction first, then in the y-direction.

Carrying out the integration

Consider this function:
𝐹(𝑥, 𝑦) = 3𝑥 2 + 2𝑦.
We want to sum this quantity over the x-y plane. For example, F(x, y) could
represent the volume flow through that element of the plane per unit time. Adding up
that quantity for every element of the plane will give us the volume flow through the
entire area, per unit time.
𝑌1 𝑋1
𝐼 = ∫ ∫ 3𝑥 2 + 2𝑦 𝑑𝑥 𝑑𝑦 .
𝑌0 𝑋0

We carry out the inner integration first, treating y as though it were a constant:
𝑌1 𝑌1
𝑋
𝐼 = ∫ [𝑥 3 + 2𝑦𝑥]𝑋01 𝑑𝑦 = ∫ (𝑋13 + 2𝑦𝑋1 ) − (𝑋03 + 2𝑦𝑋0 ) 𝑑𝑦.
𝑌0 𝑌0

Then we integrate this with respect to dy:

𝑌1
𝑌
𝐼 = ∫ [𝑋13 − 𝑋03 ] + 2𝑦[𝑋1 − 𝑋0 ] 𝑑𝑦 = [𝑦(𝑋13 − 𝑋03 ) + 𝑦 2 (𝑋1 − 𝑋0 )]𝑌10
𝑌0
= (𝑌1 − 𝑌0 )(𝑋13 − 𝑋03 ) + (𝑌12 − 𝑌02 )(𝑋1 − 𝑋0 )).
As a test, we can also perform the integration the other way round, with y first:
𝑋1 𝑌1 𝑋1 𝑋1
𝑌
2
∫ ∫ 3𝑥 + 2𝑦 𝑑𝑦 𝑑𝑥 = ∫ [3𝑥 𝑦 + 2
𝑦 2 ]𝑌10 𝑑𝑥 = ∫ 3𝑥 2 (𝑌1 − 𝑌0 ) + (𝑌12 − 𝑌02 ) 𝑑𝑥
𝑋0 𝑌0 𝑋0 𝑋0
𝑋
= [𝑥 3 (𝑌1 − 𝑌0 ) + 𝑥(𝑌12 − 𝑌02 )]𝑋01

𝐼 = (𝑋13 − 𝑋03 )(𝑌1 − 𝑌0 ) + (𝑋1 − 𝑋0 )(𝑌12 − 𝑌02 ).

Example
Consider a rectangular light filter. Its transparency varies across the filter, and the
amount of light getting through is given by:
𝐹(𝑥, 𝑦) = 𝑦 2 𝑥 − 3𝑦𝑥 + 𝑥 2 .
Integrate across the area in the following figure to find the total amount of light
getting through.