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CALCULUS 2

4. Multiple Integrals
(Chapter 15)

Nguyễn Anh Tú
natu@hcmiu.edu.vn

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Contents

1 Double Integrals

2 Polar Coordinates

3 Triple Integrals

4 Cylindrical Coordinates

5 Spherical Coordinates

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Multiple Integrals

• The integral of a function of several variables is called a multiple


integral. In this chapter we extend the idea of a definite integral to
double and triple integrals of functions of two or three variables.
• We will see that polar coordinates are useful in computing double
integrals over some types of regions; cylindrical coordinates and
spherical coordinates greatly simplify the computation of triple
integrals over certain commonly occurring solid regions.

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Multiple Integrals

• In this section, we study integration of functions f (x, y ) of two


variables. An integral of f (x, y ) is called a double integral.
• We will restrict our attention to the simplest case in which the
region of integration is a rectangle.

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Section 1

Double Integrals

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Double Integrals
Suppose f (x, y ) ≥ 0 on the closed rectangle
R = [a, b] × [c, d] = {(x, y ) ∈ R2 | a ≤ x ≤ b, c ≤ y ≤ d}.

The graph of f is a surface


with equation z = f (x, y ).
Let S be the solid that lies
above R and under the graph
of f :

S = {(x, y , z) ∈ R3 | 0 ≤ z ≤ f (x, y ), (x, y ) ∈ R}.


Question: How to find the volume of S?
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Double Integrals

Step 1: Divide the rectangle R into subrectangles.


Divide the interval [a, b] into m subintervals [xi−1 , xi ] of equal width
∆x = (b − a)/m and dividing [c, d] into n subintervals [yj−1 , yj ] of
equal width ∆y = (d − c)/n.
By drawing lines parallel to the coordinate axes through the
endpoints of these subintervals we obtain mn subrectangles

Rij = [xi−1 , xi ] × [yj−1 , yj ]


= (x, y ) ∈ R2 | xi−1 ≤ x ≤ xi , yj−1 ≤ y ≤ yj


each with area ∆A = ∆x∆y .

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Double Integrals
Step 2: Choose a sample point (xij , yij ) in each Rij . Then we
approximate the part of S that lies above each Rij by a thin
rectangular box (or “column”) with base Rij and height f (xij , yij ).

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Double Integrals
The volume of each box is

∆Vij = f (xij , yij )∆A.

Summing up, we get an approximation for the volume of S:


m X
X n
V ≈ f (xij , yij )∆A.
i=1 j=1

Our intuition tells us that the approximation becomes better as m


and n become larger. So
m X
X n
V = lim f (xij , yij )∆A.
m,n→∞
i=1 j=1

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Double Integrals

Pm Pn
V ≈ i=1 j=1 ∆Vij .

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Double Integrals
Definition 1.1
The double integral of f over the rectangle R is
ZZ m X
X n
f (x, y )dA = lim f (xij , yij )∆A (1)
m,n→∞
R i=1 j=1

if this limit exists.


A function is called integrable if the limit in (1) exists.

A volume can be written as a double integral: 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
ZZ
V = f (x, y )dA
R

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Double Integrals
Note: Recall that
m X
X n
lim f (xij , yij )∆x∆y = L
m,n→∞
i=1 j=1

iff for every number ϵ > 0, there is an integer N (depending on ϵ)


such that
m X
X n
L − f (x , y )∆x∆y <ϵ

ij ij

i=1 j=1

if m, n ≥ N, regardless of the choice of sample points (xij , yij ).


Example 1.1 If f (x, y ) = C is a constant function, then
ZZ
CdA = C · Area(R).
R

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Double Integrals

Suppose that f is a function of two variables that is integrable on the


rectangle R = [a, b] × [c, d].
We use the notation Z d
f (x, y )dy
c

to mean that x is held fixed and f (x, y ) is integrated with respect to


y from
R dy = c to y = d.
Now c f (x, y )dy is a number that depends on the value of x, so it
defines a function of x:
Z d
A(x) = f (x, y )dy .
c

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Double Integrals
• If we now integrate the function A(x) with respect to x from
x = a to x = b, we get
Z b Z b Z d 
A(x)dx = f (x, y )dy dx. (2)
a a c

The integral on the right side of Equation (2) is called an


iterated integral.
• Usually the brackets are omitted. Thus
Z bZ d Z b Z d
f (x, y )dydx or dx f (x, y )dy .
a c a c

means that we first integrate with respect to y from y = c to


y = d and then with respect to x from x = a to x = b.

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Double Integrals

Similarly, the iterated integral


Z d Z b Z dZ b
dy f (x, y )dx = f (x, y )dxdy
c a c a
Z d Z b 
= f (x, y )dx dy
c a

means that we first integrate with respect to x (holding y fixed) from


x = a to x = b and then we integrate the resulting function of y with
respect to y from y = c to y = d.

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Double Integrals
Suppose f is continuous and positive on

R = [a, b] × [c, d].

Then the volume of the solid that lies above R and under the surface
z = f (x, y ) is ZZ
V = f (x, y )dxdy .
R

But we have another formula


Z b
V = A(x)dx
a

where A(x) is the area of a cross-section of S in the plane through x


perpendicular to the x-axis,
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Double Integrals
Z d
A(x) = f (x, y )dy ,
c
where x is held fixed and f (x, y ) is integrated with respect to y from
y = c to y = d. Hence
Z b Z b Z d 
V = A(x)dx = f (x, y )dy dx.
a a c

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Double Integrals
A similar argument shows that
Z d Z b  Z d Z b
V = f (x, y )dx dy = f (x, y )dxdy
c a c a

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Double Integrals

Thus, ZZ Z d Z b
V = f (x, y )dA = f (x, y )dxdy
c a
R
Z b Z d
= f (x, y )dydx
a c

or we can also write


ZZ Z d Z b
V = f (x, y )dA = dy f (x, y )dx
c a
R
Z b Z d
= dx f (x, y )dy .
a c

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Double Integrals

Fubini’s Theorem
If f is continuous on the rectangle R = [a, b] × [c, d] then
1 ZZ Z b Z d
f (x, y )dA = f (x, y )dydx
a c
R
Z d Z b
= f (x, y )dxdy
c a

2 In the special case where f (x, y ) = g (x)h(y ),


ZZ Z b  Z d 
g (x)h(y )dA = g (x)dx × h(y )dy
a c
R

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Double Integrals

Example 1.2 Evaluate the iterated integrals.


R3R2
(a) 0 1 x 2 ydydx
R2R3
(b) 1 0 x 2 ydxdy .
RR
Example 1.3 Evaluate the double integral f (x, y )dA where
R
f (x, y ) = 1 − 6x 2 y and R = [0, 2] × [−1, 1].
Answer: 4.
Example 1.4 Calculate
Z 2 Z π/2
e x cos ydydx.
0 0

Answer: e 2 − 1.

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Double Integrals - General Regions
Let f (x, y ) be a function defined on a region D. We suppose that D
is a bounded region, which means that D can be enclosed in a
rectangular region R.
Then we define a new function F with domain R by
(
f (x, y ) if (x, y ) ∈ D,
F (x, y ) =
0 if (x, y ) ∈ R but not in D.

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Double Integrals - General Regions

Definition 2.1
If F is integrable over R, then we define the double integral of f
over D by ZZ ZZ
f (x, y )dA = F (x, y )dA
D R

where
(
f (x, y ) if (x, y ) ∈ D,
F (x, y ) =
0 if (x, y ) ∈ R but not in D.

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Properties of Double Integrals
Assume that f and g are integrable over D and c is a constant. Then
RR
(a) f (x, y )dA = 0 if D has zero area.
D
RR
(b) If f (x, y ) ≥ 0 on D, then f (x, y )dA is the volume of the solid
D
lying vertically above D and below the surface z = f (x, y ).
RR
(c) 1dA = Area(D).
D
(d)
ZZ ZZ ZZ
 
f (x, y ) + g (x, y ) dA = f (x, y )dA + g (x, y )dA.
D D D

(e) ZZ ZZ
cf (x, y )dA = c f (x, y )dA.
D D

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Properties of Double Integrals
(f) If f (x, y ) ≥ g (x, y ) for all (x, y ) in D, then
ZZ ZZ
f (x, y )dA ≥ g (x, y )dA.
D D

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


ZZ
m area(D) ≤ f (x, y )dA ≤ M area(D).
D

(h)
Z Z ZZ

f (x, y )dA ≤ |f (x, y )|dA.


D D

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Properties of Double Integrals
(i) If D is the union of domains D1 , D2 , . . . , DN that do not overlap
except possibly on boundary curves, then
ZZ ZZ ZZ
f (x, y )dA = f (x, y )dA + · · · + f (x, y )dA.
D D1 DN

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Double Integrals - General Regions
A plane region D is said to be of Type I if it lies between the graphs
of two continuous functions of x, that is,
D = {(x, y )| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}
where g1 and g2 are continuous on [a, b].

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Double Integrals - General Regions

Theorem 2.3
If f is continuous on a region

D = {(x, y )| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

where g1 (x) and g2 (x) are continuous on [a, b], then


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

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Double Integrals - General Regions
RR
Example 2.1 Evaluate (x + 2y )dA, where D is the region
D
bounded by the parabolas y = 2x 2 and y = x 2 + 1.

32
Answer: 15
.
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Double Integrals - General Regions

A plane regions which can be expressed as

D = {(x, y )| c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}

where h1 and h2 are continuous, is called a region of type II.

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Double Integrals - General Regions

Theorem 2.4
If f is continuous on a region

D = {(x, y )| c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}

where h1 (x) and h2 (x) are continuous on [a, b], then


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

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Double Integrals - General Regions
Example 2.2 Find the volume of the solid that lies under the
paraboloid z = x 2 + y 2 and above the region D in the xy -plane
bounded by the line y = 2x and the parabola y = x 2 .
Solution D can be written as a type II region:
n y √ o
D = (x, y )| 0 ≤ y ≤ 4, ≤x ≤ y .
2

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Double Integrals - General Regions

Therefore ZZ
V = (x 2 + y 2 )dA
D

Z 4 Z y
= (x 2 + y 2 )dxdy
0 y /2
Z 4 x3  x=√y
2
= +y x dy

0 3 x=y /2
4  y 3/2
y3 y3 
Z
= − dy + y 5/2 −
0 3 24 2
2 5/2 2 7/2 13 4 4 216
= y + y − y = .
15 7 96 0 35

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Double Integrals - General Regions

Example 2.3 Find the volume of the solid bounded by the plane
z = 0 and the elliptical paraboloid z = 1 − 4x 2 − y 2 .
Answer: V = π4 .

FIGURE 2.7

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Double Integrals - General Regions
RR
Example 2.4 Evaluate xydA where D is the region bounded by
D
the line y = x − 1 and the parabola y 2 = 2x + 6.

Answer: 36.

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Double Integrals - General Regions

Example 2.5 Evaluate


ZZ
2
e y dA
D

where D is the region bounded by the lines y = 2, x = 0, and


y = x/2.
Answer: e 4 − 1.

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Section 2

Polar Coordinates

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Polar Coordinates
Recall that the polar coordinates (r , θ) of a point are related to the
rectangular coordinates (x, y ) by the equations

r2 = x2 + y2 x = r cos θ y = r sin θ

FIGURE 3.1
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Polar Coordinates
Integrals Polar Coordinates
If f is continuous on a polar rectangle R given by
0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π, then
ZZ Z β Z b
f (x, y )dA = f (r cos θ, r sin θ)rdrdθ
α a
R

Note: dA is replaced by rdrdθ.

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Polar Coordinates

Theorem 3.2
If f is continuous on a polar region of the form

D = {(r , θ)| α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}

then
ZZ Z β Z h2 (θ)
f (x, y )dA = f (r cos θ, r sin θ)rdrdθ
α h1 (θ)
D

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Polar Coordinates

Example 3.1 Find the limits of integration for integrating f (x, y )


over the region D that lies inside the cardioid r = 1 + cos θ and
outside the circle r = 1.

FIGURE 3.3 Region lies inside the cardioid


r = 1 + cos θ and outside the circle r = 1.

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Polar Coordinates

Example 3.2 Use a double integral to find the area enclosed by


one loop of the four-leaved rose r = | cos 2θ|.

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Polar Coordinates
Solution A loop is given by the region
n π π o
D = (r , θ) : − ≤ θ ≤ , 0 ≤ r ≤ cos 2θ .
4 4
So the area of one loop of the four-leaved rose is
ZZ Z π/4 Z cos 2θ
A= dA = rdrdθ
−π/4 0
D
π/4
1 π/4
 
1
Z r =cos 2θ
Z
2
= r dθ = cos2 2θdθ
2 −π/4 r =0 2 −π/4
Z π/4
1 1  1  π/4
= (1 + cos 4θ)dθ = θ + sin 4θ

4 −π/4 4 4 −π/4
π
= (square units).
8
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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.

Solution In polar coordinates, the boundary circle becomes


r 2 = 2r cos θ or r = 2 cos θ. Thus the disk D is given by
n π π o
D = (r , θ)| − ≤ θ ≤ , 0 ≤ r ≤ 2 cos θ .
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2 4. Multiple Integrals
2 Fall 2022 44 / 71
Example
Therefore,
ZZ Z π/2 Z 2 cos θ
2 2
V = (x + y )dA = r 2 rdrdθ
−π/2 0
D
π/2 Z π/2
1 4 2 cos θ
Z
= r drdθ = 4 cos4 θdθ
−π/2 4 0 −π/2
Z π/2 Z π/2
=8 cos4 θdθ = 2 (1 + cos 2θ)2 dθ
0 0
Z π/2
 1 
=2 1 + 2 cos 2θ + (1 + cos 4θ) dθ
0 2
3 1  π/2 3π
= 2 θ + sin 2θ + sin 4θ = .

2 8 0 2

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Section 3

Triple Integrals

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Triple Integrals
Integral of a function of three variables f (x, y , z) over a rectangular
box
E = {(x, y , z)| a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}
is defined in a similar way to the two-dimensional analog. The first
step is to divide E into sub-boxes by dividing [a, b] into m
subintervals, divide [c, d] into n subintervals, [r , s] into p subintervals.
This results in the division of E into mnp sub-boxes

Eijk = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , zk ].

Choosing sample points Pijk ∈ Eijk arbitrary, we obtain triple


Riemann sum p
Xm X n X
f (Pijk )∆V ,
i=1 j=1 k=1

where ∆V = ∆x∆y ∆z is the volume of Eijk .


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Triple Integrals

Definition 5.1
The triple integral of f over the rectangle E is
ZZZ m X p
n X
X
f (x, y , z)dV = lim f (Pijk )∆V
m,n,p→∞
E i=1 j=1 k=1

if this limit exists.


The triple integral always exists if f is continuous.

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Triple Integrals

Theorem 5.1 (Fubini’s Theorem)


If f is continuous on the rectangular box

E = [a, b] × [c, d] × [r , s],

then
ZZZ Z sZ d Z b
f (x, y , z)dV = f (x, y , z)dxdydz
r c a
E

Note There are five other possible orders in which we can


integrate, all of which give the same value.

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Triple Integrals
A solid region E is said to be of type 1 if it lies between the graphs
of two continuous functions of x and y :

E = (x, y , z)| (x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )
where D is the projection of E onto the xy -plane.

Then
ZZZ ZZ  Z u2 (x,y ) 
f (x, y , z)dV = f (x, y , z)dz dA (3)
u1 (x,y )
E D

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Triple Integrals
In particular, if the projection of E onto the xy -plane is a type I plane
region,

D = (x, y , z)| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)

then 
E = (x, y , z)| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x),

u1 (x, y ) ≤ z ≤ u2 (x, y )
and Equation (3) becomes
ZZZ Z bZ g2 (x)Z u2 (x,y )
f (x, y , z)dV= f (x, y , z)dzdydx
a g1 (x) u1 (x,y )
E

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Triple Integrals

If D is a type II plane region then



E = (x, y , z)| c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y ),

u1 (x, y ) ≤ z ≤ u2 (x, y )

and Equation (3) becomes


ZZZ Z dZ h2 (y )Z u2 (x,y )
f (x, y , z)dV= f (x, y , z)dzdxdy
c h1 (y ) u1 (x,y )
E

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Triple Integrals

Example 4.1 Evaluate


ZZZ
I = (x + y + z)dV ,
E

where E is bounded by the coordinate planes x = 0, y = 0, z = 0,


and the plane x + y + z = 1.
Answer: I = 18 .

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Triple Integrals
A solid region E is of type 2 if it is of the form

E = (x, y , z)| (y , z) ∈ D, u1 (y , z) ≤ x ≤ u2 (y , z)
where D is the projection of E onto the yz-plane.

Then
ZZZ ZZ  Z u2 (y ,z) 
f (x, y , z)dV = f (x, y , z)dx dA
u1 (y ,z)
E D
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Triple Integrals
Finally, a type 3 region is of the form

E = (x, y , z)| (x, z) ∈ D, u1 (x, z) ≤ y ≤ u2 (x, z)
where D is the projection of E onto the yz-plane.

Then
ZZZ ZZ  Z u2 (x,z) 
f (x, y , z)dV = f (x, y , z)dy dA
u1 (x,z)
E D
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Example
RRR √
Evaluate x 2 + z 2 dV , where E is the region bounded by the
E
paraboloid y = x 2 + z 2 and the plane y = 4.

Solution: The projection D of E onto the xz-plane is the disk


x 2 + z 2 ≤ 4. In polar coordinates,

D = {(r , θ)| 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π}.

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Triple Integrals
Since
E = {(x, y , z)| (x, z) ∈ D, x 2 + z 2 ≤ y ≤ 4}.
we have
ZZZ √ ZZ  Z 4 √

x2 + z 2 dV = 2 2
x + z dy dA
x 2 +z 2
E D
ZZ √
= (4 − x 2 − z 2 ) x 2 + z 2 dA
D
Z 2π Z 2
= (4 − r 2 )r · rdrdθ
0Z 2π0   Z 2 
2 4
= dθ · (4r − r )dr
0 0
4 1 5 2  128
3
= 2π r − r = π.
3 5 0 15
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Section 4

Cylindrical Coordinates

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Triple Integrals - Cylindrical Coordinates
In the cylindrical coordinate system, a point P(x, y , z) in the
three-dimensional space is represented by the triple (r , θ, z), where r
and θ are polar coordinates of the point (x, y ) (the projection of P
onto the xy -plane).
To convert from cylindrical to rectangular coordinates, we use the
equations
x = r cos θ y = r sin θ z =z

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Triple Integrals - Cylindrical Coordinates
In cylindrical coordinates:
• The equation r = a
describes an entire cylinder
about the z-axis.
• The z-axis is given by
r = 0.
• The equation θ = θ0
describes the plane that
contains the z-axis and
makes an angle θ0 with the
positive x-axis.
• The equation z = z0
describes a plane
perpendicular to the z-axis.
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Example 5.1 Find a cylindrical coordinate description for the
region D bounded below by the plane z = 0, laterally by the circular
cylinder x 2 + (y − 1)2 = 1, and above by the paraboloid z = x 2 + y 2 .

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Triple Integrals - Cylindrical Coordinates
Suppose that

E = (x, y , z)| (x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )

where D is given in polar coordinates by



D = (r , θ)| α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ) .

Then
ZZZ
f (x, y , z)dV
E
Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)
= f (r cos θ, r sin θ, z)rdzdrdθ
α h1 (θ) u1 (r cos θ,r sin θ)

Note dV is replaced by rdzdrdθ.


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RRR
Example 5.2 Evaluate the integral zdV , where E is the
E
region inside the sphere x 2 + y 2 + z 2 = 6 and above the paraboloid
z = x 2 + y 2.
11
ANSWER: 3
π.

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Section 5

Spherical Coordinates

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Triple Integrals - Spherical Coordinates

The spherical coordinates (ρ, θ, ϕ) of a point P in space are given by


the equations
x = ρ sin ϕ cos θ y = ρ sin ϕ sin θ z = ρ cos ϕ
Here 0 ≤ ϕ ≤ π, 0 ≤ θ ≤ 2π, and
ρ2 = x 2 + y 2 + z 2
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Triple Integrals - Spherical Coordinates
If E is a spherical wedge given by

E = (ρ, θ, ϕ)| a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ ϕ ≤ d

then
ZZZ
f (x, y , z)dV
E
Z Zd Zβ b
= f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ2 sin ϕdρdθdϕ
c α a

This is the three dimensional analogue of the formula for integrals in


polar coordinates. Note that the part ρ2 sin ϕdρdθdϕ comes from the
approximate volume of small spherical wedges (see next slide)

ρ2i sin ϕk ∆ρ∆θ∆ϕ.


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Triple Integrals - Spherical Coordinates

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Triple Integrals - Spherical Coordinates

More generally, if E is defined by

θ1 ≤ θ ≤ θ2 , ϕ1 ≤ ϕ ≤ ϕ2 , ρ1 (θ, ϕ) ≤ ρ ≤ ρ2 (θ, ϕ)

then we have
ZZZ
f (x, y , z)dV
E
Z θ2Z ϕ2Z ρ2 (θ,ϕ)
= f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ2 sin ϕ dρdθdϕ
θ1 ϕ1 ρ2 (θ,ϕ)

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Triple Integrals - Spherical Coordinates

5.3 Find the volume of the solid that lies above the
Example p
cone z = x 2 + y 2 and below the sphere x 2 + y 2 + z 2 = z.

Answer: V = π8 .

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Triple Integrals - Spherical Coordinates

Solution: The sphere passes through the origin and has center
1
(0, 0, 2 ). The description of the solid in spherical coordinates
is
E = 0 ≤ θ ≤ 2π, 0 ≤ ϕ ≤ π4 , 0 ≤ ρ ≤ cos ϕ .


The volume of E is
ZZZ Z 2π Z π Z cos ϕ
4
V = dV = ρ2 sin ϕdρdϕdθ
0 0 0
E
π

1
Z Z  ρ=cos ϕ 
4
= sin ϕ ρ3 dϕdθ

0 0 3 ρ=0
π
2π Z
1
Z
4 π
= sin ϕ cos3 ϕdϕdθ = · · · = .
3 0 0 8

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