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Calculus: Double Integrals Guide

The document discusses the definition and calculation of double integrals. It defines a double integral as integrating a function of two variables over a region of the plane. It then discusses: 1) Approximating the region as rectangles and using the left or right endpoint rule to evaluate the integral of the function over each subrectangle. 2) Taking the limit as the subrectangles approach zero to evaluate the true double integral. 3) Computing a double integral by first integrating with respect to one variable while treating the other as a constant, and then integrating the result with respect to the other variable. 4) Evaluating double integrals over non-rectangular regions by changing the order of integration depending on the region

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Saman Kadamb
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244 views19 pages

Calculus: Double Integrals Guide

The document discusses the definition and calculation of double integrals. It defines a double integral as integrating a function of two variables over a region of the plane. It then discusses: 1) Approximating the region as rectangles and using the left or right endpoint rule to evaluate the integral of the function over each subrectangle. 2) Taking the limit as the subrectangles approach zero to evaluate the true double integral. 3) Computing a double integral by first integrating with respect to one variable while treating the other as a constant, and then integrating the result with respect to the other variable. 4) Evaluating double integrals over non-rectangular regions by changing the order of integration depending on the region

Uploaded by

Saman Kadamb
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Rb

• f (x)dx. This represents the area bounded by the curve y = f (x) , x = a


a
and x = b.

Rb
• What is the definition of f (x)dx ?
a
• We fast break the interval [a, b] into n sub-interval [xi −1 , xi ] for i = 1, . . . , n.
Choose a point xi∗ from [xi −1 , xi ] for i = 1, . . . , n.

• The area of the each rectangle is f (xi∗ )(xi − xi −1 ) for i = 1, . . . , n. Let


∆i = xi − xi −1 for i = 1, . . . , n.

Rb n
P
• f (x)dx = f (xi∗ )∆i + En , where En is the error.
a i =1

• When the error En goes to zero?

• If we increase the number of sub-interval, then En deceases.


Rb n
P
• f (x)dx = lim f (xi∗ )∆i .
a n→∞ i =1

• Here we are going to integrate a function of two variable, f (x, y ). With


functions of one variable we integrated over an interval and so it makes
some sense then that when integrating a function of two variables we will
integrate over a region of R2 .

• We will start out by assuming that the region in R2 is a rectangle we will


denote as follows, R = [a, b] × [c, d].

• This means that the ranges for x and y are a ≤ x ≤ b and c ≤ y ≤ d.


• We just consider a function that f (x, y ) ≥ 0 although this does not really
have to be the case.
Rb Rd n
P
f (x, y )dxdy = f (xi∗ , yj∗ )∆i (x)∆j (y ) + En,m .
a c i ,j=1

• If we increase the number of sub-intervals, then En,m deceases.

Rb Rd n
P
• f (x, y )dxdy = lim f (xi∗ , yj∗ )∆i (x)∆j (y ).
a c n,m→∞ i =1
• [Fubini’s Theorem:] If f (x, y ) is continuous on R = [a, b] × [c, d] then,
RR Rb Rd Rd Rb
f (x, y )dA = f (x, y )dydx = f (x, y )dxdy .
R a c c a

Rb Rd
 
RR
• f (x, y )dA = f (x, y )dy dx
R a c

Rd
• We will compute the double integral by first computing f (x, y )dy and
c
we compute this by holding x constant and integrating with respect to y .

• This will give a function involving x only x which we can in turn integrate.

• To take the partial derivative of a function with respect to y we treated x


as constant and differentiated with respect to y .
• Double integrals work in the same manner. We think x as constant and
integrate with respect to y or we think y as constant and integrate with
respect to x.

1
RR
• Evaluate (2x+3y )2
dA, R = [0, 1] × [1, 2].
R
• If f (x, y ) = g (x)h(y ) and we are integrated over the rectangle R = [a, b] ×
RR RR Rb Rd
[c, d] then, f (x, y )dA = R g (x)h(y )dA = g (x)dx h(y )dy .
R a c

x cos2 (y )dA, R = [−2, 3] × [0, π2 ]


RR
• Evaluate
R
Double Integral over General Regions:

• In the previous section we looked at double integrals over rectangular re-


gions. The problem with this is that most of the regions are not rectangular
so we need look at the following integral.
RR
• f (x, y )dA, where D is any region.
D

• There are two types of regions that we need to look at.


• Here D = {(x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}.
 g2 (x)
Rb

RR R
• f (x, y )dA = f (x, y )dy dx
D a g1 (x)
• Here D = {(x, y ) : h1 (y ) ≤ x ≤ h2 (y ), c ≤ y ≤ d}.
 h2 (x)
Rd

RR R
• f (x, y )dA = f (x, y )dx dy
D c h1 (x)

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