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Double Integration Handouts

Satyabrat sahu
August 2023

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Double Integration Handout Let’s crack it

What is Double Integration

Double integration is a mathematical concept used in


calculus to calculate the accumulated effect of a func-
tion over a two-dimensional region in space, typically
represented on a plane. It extends the idea of a single
integral, which computes the area under a curve in one
dimension, to compute the volume under a surface in two
dimensions.

Prerequisite for Double Integration

Basic prerequisite for Double Integration is you need


to learn Single Integration before and with a deep
knowledge in Single Integration.

Significance of Double Integration

How could we identify that it is ”Double Integra-


tion”

As in class 12th we have already studied about


INTEGRATION in maths and most of you have solved
so many poblems in Integration

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Double Integration Handout Let’s crack it

R In class 12th, We have saw this type of Integration


f (x)dx. This is called Single Integration.

Basically double integration is like this but two


integral sign will be placed there,

RR
f (x)dxdy
Like this.

Basics rule of Double Integration

Function of Two Variable

Start with a real-valued function f(x,y) that depends on


two variables, x and y. This function might represent
a surface or a field in two dimensions.

Region of Integration

Define a region D in the R2 − plane over which you want


to integrate the function. This region is usually defined
by specific boundaries or inequalities for x and y.

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Double Integration Handout Let’s crack it

Rules for solving Double Integrals

In Double Integration firstly we need to solve inner inte-


gral. After that we need to proceed to Outer Integral of
that given function

Z d Z b 
V = f (x, y)dx dy
c a
In this we can easily see that square box.
this square represent that, we need to first integrate this
bracket then after that outer bracket.

Integration Process

To compute the double integral, you typically break down


the region D into small, manageable pieces (like rectan-
gles or triangles) and evaluate the function at a point
within each piece. Then, you sum up these contributions
over all the pieces.

ZZ X
f (x, y) dA ≈ Contributions from Each Piece
D

Double Integral

The double
RR integral of f (x, y) over the region D is de-
noted as D f (x, y) dA, where dA represents a differen-

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Double Integration Handout Let’s crack it

tial area element. This integral calculates the accumu-


lated effect of the function over the specified region.

Theorem: Properties of Double Integrals

Assume that the functions f (x, y) and g(x, y) are inte-


grable over the rectangular region R; S and T are subre-
gions of R; and assume that m and M are real numbers.

(1) The sum f (x, y) + g(x, y) is integrable and


ZZ ZZ ZZ
[f (x, y)+g(x, y)] dA = f (x, y) dA+ g(x, y) dA.
R R R

(2) If c is a constant, then cf (x, y) is integrable and


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

(3) If R = S ∪ T and S ∩ T = ∅ except an overlap on


the boundaries, then
ZZ ZZ ZZ
f (x, y) dA = f (x, y) dA + f (x, y) dA.
R S T

(4) If f (x, y) ≥ g(x, y) for (x, y) ∈ R, then


ZZ ZZ
f (x, y) dA ≥ g(x, y) dA.
R R

(5) If m ≤ f (x, y) ≤ M and A(R) is the area of R,


then

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Double Integration Handout Let’s crack it

ZZ
m · A(R) ≤ f (x, y) dA ≤ M · A(R).
R

(6) In the case where f (x, y) can be factored as a prod-


uct of a function g(x) of x only and a function h(y) of
y only, then over the region R = {(x, y)|a ≤ x ≤ b, c ≤
y ≤ d}, the double integral can be written as
ZZ Z b  Z d 
f (x, y) dA = g(x) dx h(y) dy .
R a c

Let’s start with Example

now we start with one very basic example

Example 1

Z12 Z10
x2 + 3xy 2 + xy dxdy


9 3
2

Solution

First we take inner integrals

Z
x2 + 3xy 2 + xy dx


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Double Integration Handout Let’s crack it

Then we need to do integration term by term

x3
Z
x2 dx =
3
Z Z
3xy 2 dx = 3y 2 x dx

x2
Z
x dx =
2
2 2
So, the result is: 3x2y
Z Z
xy dx = y x dx

x2
Z
x dx =
2

x2 y
Result of this will be, 2

Then the final result of this inner function will be

x3 3x2 y 2 x2 y
+ +
3 2 2
Now Simplify :

x2 2x + 9y 2 + 3y
6

x2 2x + 9y 2 + 3y
+ constant
6
Then we proceed to Second integral:

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Double Integration Handout Let’s crack it

Z  
x y (3y + 1)
x2 + dy
3 2
The integral of a constant times a function is the con-
stant times the integral of the function:

Z   Z  
2 x y (3y + 1) 2 x y (3y + 1)
x + dy = x + dy
3 2 3 2
Need to solve the integrals term by term :
Z
x xy
dy =
3 3
Z R
y (3y + 1) y (3y + 1) dy
dy =
2 2
To make it easrier we need to simplify the above inte-
grals more
Z Z
3y 2 dy = 3 y 2 dy

y3
Z
2
y dy =
3
y2
Z
y dy =
2
By simplifying all the above equation
The Final Result will be :
3 2
 
xy y y
x2 + +
3 2 4

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Double Integration Handout Let’s crack it

Now Simplify:

x2 y 4x + 6y 2 + 3y
12

x2 y 4x + 6y 2 + 3y
+ constant
12
And here the final answer is

x2 y 4x + 6y 2 + 3y
+ constant
12
Conclusion of above example

From this we can easily see that the process of Double


Integration.

Step 1 : First we need to do inner integration


Inner Integrals

R R
f (x) dx dy

Step 2: Then simplify it, and proceed toward outer


integrals
Outer Integrals

R R
f (x) dx dy

Step 3: In last step we need to simplify it and give


final answer.

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Double Integration Handout Let’s crack it

Let’s start with some easy examples

Example 2

Find the double integral


ZZ
x3 y 3 sin(x) sin(y) dxdy,
D

(where D is the region of integration) it’s optional, it will


not give this much in any question / exams.

Solution

Z Z
x3 sin(x) dx = −x3 cos(x) + 3 x2 cos(x) dx
Z Z
2 2
x cos(x) dx = x sin(x) − 2 x sin(x) dx
Z Z
x sin(x) dx = −x cos(x)+ cos(x) dx = −x cos(x)+sin(x)

Hence,
Z
x3 sin(x) dx = −x3 cos(x)+3[x2 sin(x)−2[−x cos(x)+sin(x)]]
Z
x3 sin(x) dx = −x3 cos(x)+3x2 sin(x)+6x cos(x)−6 sin(x)

And,
Z Z
3 3
y sin(y) dy = −y cos(y) + 3 y 2 cos(y) dy

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Double Integration Handout Let’s crack it

Z Z
2 2
y cos(y) dy = y sin(y) − 2 y sin(y) dy
Z Z
y sin(y) dy = −y cos(y)+ cos(y) dy = −y cos(y)+sin(y)

Hence,
Z
y 3 sin(y) dy = −y 3 cos(y)+3[y 2 sin(y)−2[−y cos(y)+sin(y)]]
Z
y 3 sin(y) dy = −y 3 cos(y)+3y 2 sin(y)+6y cos(y)−6 sin(y)

Therefore,
ZZ Z  Z 
3 3 3 3
x y sin(x) sin(y) dxdy = x sin(x) dx y sin(y) dy

Here is the final answer

= −x3 cos(x) + 3x2 sin(x) + 6x cos(x) − 6 sin(x)




−y 3 cos(y) + 3y 2 sin(y) + 6y cos(y) − 6 sin(y) .




Example 3

Find the integration of


Z Z √2ax−x2
x dxdx
0

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Double Integration Handout Let’s crack it

Solution

Given, f(x)=


2ax−x2
x2 √2ax−x2 2ax − x2 ax2 x3
Z Z Z Z
x dxdx = [ ]0 dxdx = dx = −
0 2 2 2 6

One more type of double integration

There is one type of Double integration where, Question


demand us to ask for max.
In that we need to multiply one term with another term
and integrate it separately.

Here is one Example for that type of integrals

Example 4

Evaluate: Z 1Z 1
(x max(x, y) dydx)
0 0

Solution

Z 1 Z x Z 1 Z 1
2
x dydx + xydydx
x=0 y=0 x=0 y=x

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Double Integration Handout Let’s crack it

1
1 − x2
Z
3
(x + x )dx
0 2
1 1 1 1
+ ( − )
4 2 2 4
3
8

Let’s discuss this with term of VOLUME

In this type we are provided with the sides or length or


dimension of any shape, and we need to use that given
details as the limits of the integrals

here is one example of it

Example 5

Find the volume V under the surface z = ex+y over the


Rectangle R = [2,3] X [1,2]

Solution

In this question you can clearly see, that some dimen-


sions of that rectangle already given.
so by using that we will solve this problem

we know that

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Double Integration Handout Let’s crack it

f (x, y) = ex+y > 0 for all (x, y)

Z 2Z 3
V = ex+y dx dy
1 2
Z 2 
x=3
= ex+y x=2 dy
1
Z 2
= (ey+3 − ey+2 )dy
1
2
= ey+3 − ey+2 1

= e5 e4 (e4 e3 ) = e5 2e4 + e3

here is one more example of this type of problem

Example 6

Find the Volume V under the plane z = 8x +6y over the


rectangle R = [0, 1] × [0, 2]

Solution

we see that

f (x, y) = 8x + 6y ≥ 0 for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 2

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Double Integration Handout Let’s crack it

Z 2Z 1
V = (8x + 6y)dx dy
0 0
Z 2 
2 x=1
= 4x + 6xy x=0
dy
0
Z 2
= (4 + 6y)dy
0
2
= 4y + 3y 2 0

= 20
What happen if we replace dx with dy?

Let’s see

Z 1Z 2
V = (8x + 6y)dy dx
0 0
Z 1 
y=2
= 8xy + 3y 2 y=0 dx
0
Z 1
= (16x + 12)dx
0
1
= 8x2 + 12x 0

= 20

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Double Integration Handout Let’s crack it

Volume and double integrals

We begin by considering the space above a rectangular


region R Consider a continuous function f(x,y) ≥ 0 of
two variables defined on the closed rectangle R:

R = [a, b] × [c, d] = (x, y) ∈ R2 | a ≤ x ≤ b, c ≤ y ≤ d




Here [a, b] × [c, d] denotes the Cartesian product of


the two closed intervals [a,b] and [c,d]. It consists of
rectangular pairs (x, y) such that a ≤ x ≤ b and c ≤ y ≤
d. The graph of f (x, y) represents a surface above the
xy-plane with equation z = f (x, y), where z is the height
of the surface at the point (x, y). Let S be the solid that
lies above R and under the graph of f (Figure 15.4.1).
The base of the solid is the rectangle R in the xy-plane.
We want to find the volume V of the solid.

We divide the region R into small rectangles Rij , each


with area ∆A and with sides ∆x and ∆y (Figure 15.4.2).

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Double Integration Handout Let’s crack it

We do this by dividing the interval [a, b] into m subinter-


vals and dividing the interval [c, d] into n subintervals.
Hence ∆x = b−a d−c
m , ∆y = n , and ∆A = ∆x∆y.

Definition: Double Integral over a Rectangular Region R

The double integral of the function f (x, y) over the rect-


angular region R in the xy-plane is defined as

ZZ X n
m X
f (x, y) dA = lim f (x∗ij , yij∗ )∆A.
R m,n→∞
i=1 j=1

Definitions: Iterated Integrals

Assume a, b, c, and d are real numbers. We define an it-


erated integral for a function f (x, y) over the rectangular
region R = [a, b] × [c, d] as

Z bZ d Z b Z d 
f (x, y) dy dx = f (x, y) dy dx.
a c a c

Or,

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

R b hR d i
The notation a c f (x, y) dy dx means that we
integrate f (x, y) with respect to y while holding x

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Double Integration Handout Let’s crack it

R d hR b i
constant. Similarly, the notation c a f (x, y) dx dy
means that we integrate f (x, y) with respect to x
while holding y constant. The fact that double
integrals can be split into iterated integrals is ex-
pressed in Fubini’s theorem. Think of this the-
orem as an essential tool for evaluating double
integrals.

Theorem: Fubini’s Theorem

Suppose that f (x, y) is a function of two variables that


is continuous over a rectangular region R = {(x, y) ∈
R2 |a ≤ x ≤ b, c ≤ y ≤ d}. Then we see from Figure
15.4.6 that the double integral of f over the region equals
an iterated integral,
ZZ ZZ
f (x, y) dA = f (x, y) dx dy
R R
Z bZ d Z dZ b
= f (x, y) dy dx = f (x, y) dx dy.
a c c a
More generally, Fubini’s theorem is true if f is bounded
on R and f is discontinuous only on a finite number of
continuous curves. In other words, f has to be integrable
over R.

Here are some Problems of above Questions

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Double Integration Handout Let’s crack it

Example 7 (Fubini’s theorem)

Use Fubini’s theorem to compute the double integral


ZZ
f (x, y) dA
R

where f (x, y) = x and R = [0, 2] × [0, 1].

Solution

ZZ ZZ
f (x, y) dA = f (x, y) dx dy
R R
Z y=1 Z x=2
= x dx dy
y=0 x=0
" #
Z y=1 2 x=2
x
= dy
y=0 2 x=0
Z y=1 y=1
= 2 dy = 2y =2
y=0 y=0

Example 8

Evaluate the double integrals

ZZ
(xy−3xy 2 ) dA, where R = (x, y) | 0 ≤ x ≤ 2, 1 ≤ y ≤ 2 .

R

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Double Integration Handout Let’s crack it

Solution

This function has two pieces: one piece is xy and the


other is 3xy 2 . Also, the second piece has a constant 3.
Notice how we use properties (i) and (ii) to help evaluate
the double integral.

ZZ ZZ ZZ
2
(xy − 3xy ) dA = xy dA + (−3xy 2 ) dA
R R R
Z y=2 Z x=2 Z y=2 Z x=2
= xy dx dy − 3xy 2 dx dy
y=1 x=0 y=1 x=0
y=2  x=2 y=2  2 x=2
x2
Z  Z 
x 2
= y dy − 3 y dy
y=1 2 x=0 y=1 2 x=0
Z y=2 Z y=2
= 2y dy − 6y 2 dy
y=1 y=1
Z 2 Z 2
=2 y dy − 6 y 2 dy
1 1
2 2 3 2
y y
=2 −6
2 1 3 1
2 2
2 3
=y − 2y
1 1

= (4 − 1) − 2(8 − 1) = 3 − 2(7) = 3 − 14 = −11.

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Double Integration Handout Let’s crack it

Question 9

(Evaluating an Iterated Integral in Two Ways)

Let’s return to the function f (x, y) = 3x2 − y, this


time over the rectangular region R = [0, 2] × [0, 3]. Use
Fubini’s theorem to evaluate the double integral
ZZ
f (x, y) dA
R

in two different ways:

First integrate with respect to y and then with respect


to x;
First integrate with respect to x and then with respect
to y.

Solution

(a). First integrate with respect to y and then with re-


spect to x

ZZ Z x=2 Z y=3
f (x, y) dA = (3x2 − y) dy dx
R x=0 y=0
" #
x=2 Z y=3 x=2 2 y=3
Z  Z
y
= (3x2 − y) dy dx = 3x2 y − dx
x=0 y=0 x=0 2 y=0
x=2 
Z  x=2
9 9
= 9x2 − dx = 3x3 − x = 15.
x=0 2 2 x=0

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Double Integration Handout Let’s crack it

(b) First integrate with respect to x and then with


respect to y.

ZZ Z y=3 Z x=2
f (x, y) dA = (3x2 − y) dx dy
R y=0 x=0
Z y=3 Z x=2 
= (3x2 − y) dx dy
y=0 x=0
" #
Z y=3 x=2
= x3 − xy dy
y=0 x=0
Z y=3 y=3
2
= (8 − 2y) dy = 8y − y = 15.
y=0 y=0

Example 10

Consider the double integral


ZZ
x sin(xy) dA
R

over the region R = {(x, y)|0 ≤ x ≤ π, 1 ≤ y ≤ 2}

Express the double integral in two different ways.

Analyze whether evaluating the double integral in one


way is easier than the other and why.

Evaluate the integral.

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Double Integration Handout Let’s crack it

Solution

First give a look at the diagram of this question

(a) We can express the double integral


ZZ
x sin(xy) dA
R

in the following two ways:

first by integrating with respect to y and then with


respect to x;

second by integrating with respect to x and then with


respect to y.

ZZ Z x=π Z y=2
x sin(xy) dA = x sin(xy) dy dx
R x=0 y=1

integrate with respect to y

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Double Integration Handout Let’s crack it

Z y=2 Z x=π
= x sin(xy) dx dy
y=1 x=0
Integrate with respect to x

(b) If we want to integrate with respect to y first and


then integrate with respect to x, we see that we can use
the substitution u = xy = x2 , which gives du = x dy.
Hence the inner integral is simply
Z
sin(u) du

and we can change the limits to be functions of x,

ZZ Z x=π Z y=2 Z x=π Z u=2x 


x sin(xy) dA = x sin(xy) dy dx = sin(u) du dx.
R x=0 y=1 x=0 u=x

ZZ Z y=2 Z x=π
= x sin(xy) dA = x sin(xy) dx dy
R y=1 x=0

Z y=2  x=π Z x=π 


x cos(xy) 1
= − + cos(xy) dx dy.
y=1 y x=0 y x=0

(c) Evaluate the double integral using the easier way.

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Double Integration Handout Let’s crack it

ZZ Z x=π Z y=2
x sin(xy) dA = x sin(xy) dy dx
R x=0 y=1
" #
Z x=π Z u=2x  Z x=π u=2x
= sin(u) du dx = − cos u dx
x=0 u=x x=0 u=x
Z x=π
= (− cos 2x + cos x) dx
x=0
  x=π
1
= − sin 2x + sin x = 0.
2 x=0

Now problem will be on Elliptic Paraboloid

Example 11

Find the volume V of the solid S that is bounded by the


elliptic paraboloid 2x2 + y 2 + z = 27, the planes x = 3,
y = 3, and the three coordinate planes.

Solution

First, notice the graph of the surface z = 27 − 2x2 − y 2 in


figure and above the square region R1 = [−3, 3] × [−3, 3].

However, we need the volume of the solid bounded by


the elliptic paraboloid 2x2 +y 2 +z = 27, the planes x = 3,
y = 3, and the three coordinate planes.

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Double Integration Handout Let’s crack it

(a) The surface z = 27 − 2x2 − y 2 above the square


region R1 = [−3, 3] × [−3, 3].

(b) The solid S lies under the surface z = 27−2x2 −y 2


above the square region R1 = [0, 3] × [0, 3].
Let us now evaluate the following Integrals

ZZ ZZ
V = z dA = (27 − 2x2 − y 2 ) dA
R R
Z y=3 Z x=3
= (27 − 2x2 − y 2 ) dx dy Convert to literal integral.
y=0 x=0
Z y=3 x=3
2
= [27x − x3 − y 2 x] dy Integrate with respect to x.
y=0 3 x=0
Z y=3 y=3
2 3
= (63 − 3y )dy = 63y − y = 162.
y=0 y=0

Definition: Average Value of a Function

The average value of a function of two variables


over a region R is

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Double Integration Handout Let’s crack it

ZZ
1
Fave = f (x, y) dx dy
Area of R R
Now problems on that topic

Example 12

The weather map in Figure shows an unusually moist


storm system associated with the remnants of Hurricane
Karl, which dumped 4–8 inches (100–200 mm) of rain in
some parts of the Midwest on September 22–23, 2010.
The area of rainfall measured 300 miles east to west and
250 miles north to south. Estimate the average rainfall
over the entire area in those two days.

Solution

Place the origin at the southwest corner of the map so


that all the values can be considered as being in the first

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Double Integration Handout Let’s crack it

quadrant and hence all are positive.

Now divide the entire map into six rectangles (m =


2, n = 3), as shown in Figure (Above question). Assume
f (x, y) denotes the storm rainfall in inches at a point
approximately x miles to the east of the origin and y
miles to the north of the origin. Let R represent the
entire area of 250 × 300 = 75000 square miles. Then the
area of each subrectangle is ∆A = 61 (75000) = 12500.

Assume (x∗ij , yij∗ ) are approximately the midpoints of


each subrectangle Rij . Note the color-coded region at
each of these points, and estimate the rainfall. The rain-
fall at each of these points can be estimated as:

At (x∗11 , y11∗
), the rainfall is 0.08.
∗ ∗
At (x12 , y12 ), the rainfall is 0.08.
At (x∗13 , y13

), the rainfall is 0.01.
∗ ∗
At (x21 , y21 ), the rainfall is 1.70.

At (x∗22 , y22 ), the rainfall is 1.74.
∗ ∗
At (x23 , y23 ), the rainfall is 3.00.

ZZ ZZ
1 1
fave = f (x, y) dx dy = f (x, y) dx dy
Area R R 75000 R
3 2
1 XX
≈ f (x∗ij , yij∗ )∆A
75000 i=1 j=1
1h i
= 0.08 + 0.08 + 0.01 + 1.70 + 1.74 + 3.00
6
≈ 1.10 in.

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Double Integration Handout Let’s crack it

Key points

(1)
ZZ m X
X n
f (x, y) dA = lim f (xi j∗, yi j∗) A
R m,n→∞
i=1 j=1

(2)
Z bZ d Z b Z d 
f (x, y) dx dy = f (x, y) dy dx
a c a c
or

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

(4) ZZ
1
fave = f (x, y) dx dy
Area of R R

Thanks and regards


Satyabrat Sahu

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