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Math 85

Double Integrals

John Justin C. M esias, M.Sc.


Mathematical and Computing Sciences Unit
Department of Physical Sciences and Mathematics
College of Arts and Sciences, University of the Philippines Manila
11 July 2023 (Tue)

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 1 / 20
Double Integrals
Math 83: Integrals
• finding the area under a curve
• given a continuous curve, take a finite interval [a, b]
◦ cut the interval into a bunch of little segments, n of them
b−a
◦ so, we get n equal rectangles, of width ∆x = n
• if we find one point in one of the intervals, and call it x∗k .
• we find the height at each of those points, f (x∗k ).
◦ Area = width · height [A = ∆x · f (x∗k ) = f (x∗k ) · ∆x]
• find another x∗k in a different interval, you get another area
• add up all those areas from all the intervals
◦ A = nk=1 f (x∗k ) · ∆x
P
(an approximation)

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 2 / 20
Double Integrals
Math 83: Integrals
n
X
• We have an approximation of the area A = f (x∗k ) · ∆x
k=1

◦ make width smaller; make more intervals, i.e. make n → ∞


Xn
◦ A = lim f (x∗k ) · ∆x (exact)
n→∞
k=1

• an integral is a limit of a sum


◦ an infinite sum
Z b
◦A= f (x) dx
a

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 3 / 20
Double Integrals
• M83: 1-var integrals give an area under a curve.
• M85: 2-var integrals give a volume under a surface
• given a surface, and boundaries [a, b] along x, and [c, d] along y
◦ when projected to the xy-plane, gives a rectangle
◦ make partitions in x&y, making smaller identical rectangles

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 4 / 20
Double Integrals

b−a d−c
m: x partitions [∆x = m
] (l) n: y partitions [∆y = n
] (w)
• there will be m · n rectangles, each of area A = ∆x · ∆y
◦ from a random rectangle, pick a random point (x∗ij , yij∗ )
◦ the height is given by f (x∗ij , yij∗ )
• Volume = length · width · height [V = f (x∗ij , yij∗ ) · ∆x · ∆y]
JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 5 / 20
Double Integrals
• For each (x∗ij , yij∗ ), we get a volume of V = f (x∗ij , yij∗ ) · ∆x · ∆y
◦ since there are m · n rectangles, we have m · n volumes
◦ add up all the volumes [V = f (x∗ij , yij∗ ) · ∆x · ∆y]
P

m X
X n
◦V = f (x∗ij , yij∗ ) · ∆x · ∆y (an approximation)
i=1 j=1

◦ make more rectangles making m and n approach infinity


X m X n
◦ V = lim f (x∗ij , yij∗ ) · ∆x · ∆y
m,n→∞
i=1 j=1
ZZ
Z d Z b
V = f (x, y) dx dy V = f (x, y) dA
c a R

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 6 / 20
Double Integrals
Example:
Find the volume for z = 8 − 2x2 − y 2 for m = 2, n = 2, on
R : {(x, y) | 0 ≤ x ≤ 1, 0 ≤ y ≤ 2}. Take lower right corner
points.
Solution:
Four rectangles = four volumes
1−0 2−0 1
Area = l × w = ∆x × ∆y = 2
× 2
= 2
V olume = Area · height = A · f (x, y)
V = 12 f ( 12 , 0) + 12 f (1, 0) + 21 ( 12 , 1), 12 f (1, 1)
V = 12 [f ( 12 , 0) + f (1, 0) + ( 12 , 1), f (1, 1)]
V = 12 ( 15
2
+6+ 13
2
+ 5)
l: ∆x w: ∆y 50
V = = 12.5 cubic units
h: f (x, y) 4

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 7 / 20
Double Integrals

• without using integration, the volume computed using V =


l × w × h is just an approximation, hence, not exact

• the volume solved for different parts of the rectangles will vary
◦ if you choose the right corners, it will give a different volume
if you choose the center, or the left corners

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 8 / 20
Double Integrals: Rectangular
Definition: Double Intergral
Let f be a funtion of two variables defined on a closed rectangular
region R. The double integral of f on R is defined by
ZZ n
X
V = f (x, y) dA = lim f (ui , vi )∆i A
n→+∞
R i=1

if this limit exists.


If the double integral of f exists, f is said to be integrable on R.
Theorem
If a function of two variables is continuous on a closed rectangular
region R, then it is integrable on R.

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 9 / 20
Double Integrals: Rectangular
Theorem
If c is a constant, f & g are integrable on a closed region R, then
• cf is integrableRRon R and RR
. cf (x, y) dA = c f (x, y) dA
R R

•f+
RRg is integrable on R and RR RR
. [f (x, y) + g(x, y)] dA = f (x, y) dA + g(x, y) dA
R R R

• f RR
− g is integrable on R and RR RR
. [f (x, y) − g(x, y)] dA = f (x, y) dA − g(x, y) dA
R R R

• if f (x, y) ≥ g(x,
RRy) for all (x, y)RR
in R, then
. f (x, y) dA ≥ g(x, y) dA
R R

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 10 / 20
Double Integrals: Rectangular

Theorem
Suppose that the function f is continuous on the closed region R
and that region R is composed of two subregions R1 and R2 that
have no points in common except for two points on parts of their
boundaries.
RR Then RR RR
. f (x, y) dA = f (x, y) dA + f (x, y) dA
R R1 R2

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 11 / 20
Double Integrals: Rectangular
• the partial derivatives of a function f (x, y) are calculated by
holding one variable fixed & differentiating wrt the other variable
• the partial integrals of a function f (x, y) are calculated by
holding one variable fixed & integrating wrt the other variable
partial definite integral wrt x partial definite integral wrt y
Z b Z d
. f (x, y) dx . f (x, y) dy
a c

• double integral is a two-stage partial integral process, aka it-


erated (or repeated) integration.
Z dZ b Z d Z b 
. f (x, y) dx dy = f (x, y) dx dy
c a c a

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 12 / 20
Double Integrals: Rectangular
Example 1
Z 4 Z 1
x2 y dx dy
2 0

Solution:
Z 4Z 1 Z 4 Z 1 
2 2
x y dx dy = x y dx dy
2 0 2 0
" #
4 1
x3 y
Z
. = dy
2 3 0
4
(1)3 y (0)3 y
Z  
. = − dy
2 3 3
Z 4h i
y
. = dy
2 3
JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 13 / 20
Double Integrals: Rectangular
Example 1
Z 4 Z 1
x2 y dx dy
2 0

Solution: [continued...]
Z 4Z 1 Z 4
2 y
x y dx dy = dy
2 0 2 3
4
1 y2
. =
3 2 2
2
4 22
. = −
6 6
12
. = = 2
6
JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 14 / 20
Double Integrals: Rectangular
Example 2
Z 1 Z 4
x2 y dy dx
0 2

Solution:
Z 1Z 4 Z 1 Z 4 
2 2
x y dy dx = x y dy dx
0 2 0 2
" #
1 4
x2 y 2
Z
. = dx
0 2 2
1
x2 (4)2 x2 (2)2
Z  
. = − dx
0 2 2
Z 1 Z 1
16x2 4x2

 2
. = − dx = 6x dx
0 2 2 0
JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 15 / 20
Double Integrals: Rectangular
Example 2
Z 1 Z 4
x2 y dy dx
0 2

Solution: [continued...]
Z 1Z 4 Z 1
2
x y dy dx = 6x2 dx
0 2 0
1
6x3
. =
3 0
3
6(1) 6(0)3
. = −
3 3
. = 2

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 16 / 20
Double Integrals: Rectangular

Fubini’s Theorem
Let R be the rectangle defined by the inequalities a ≤ x ≤ b and
c ≤ y ≤ d. If f (x, y) is continuous on R = [a, b] × [c, d], then
ZZ Z dZ b Z bZ d
f (x, y) dA = f (x, y) dx dy = f (x, y) dy dx
c a a c
R

Example: Find the volume of the solid S bounded by the surface


z = x2 , the planes x = 2 and y = 3, and the coordinate planes.

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 17 / 20
Double Integrals: Rectangular
Example: Find the volume of the solid S bounded by the surface
z = x2 , the planes x = 2 and y = 3, and the coordinate planes.
Solution:
S is the solid below f (x, y) = x2 , above region R = [0, 2] × [0, 3].
RR 2 R3R2
Volume: x dA = 0 0 x2 dx dy
R
R3 R2 2
. = [ x dx] dy
0 0
R 3 x3 2
. = 0 [ 3 0 ] dy
R3 3 2
. = 0 [ (2)3 − 03 ] dy
R3
. = 0 38 dy
3
. = 83 y 0
= 38 (3 − 0) = 8 cubic units

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 18 / 20
* End of Lecture 6: Double Integrals: Rectangular *

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 19 / 20
References

• Math 85 Module, University of the Philippnes Manila


• youtu.be/nUfYR5FBGZc, "Professor Leonard" on Youtube
• math.etsu.edu/multicalc/prealpha/Chap4/Chap4-1/part4.htm

JUSTIN Mesias (UP Manila) Math85: Essentials of Analysis III 11 July 2023 (Tue) 20 / 20

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