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L2.

1 MI 2022 9/5/2022

Multiple
Integration
Double integration over rectangular region
Mathematics Section UniKL MFI
Norhayati Bakri
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1 Single variable integration (recall)

2 Multi variable integration (double integration)

3 Double integration over rectangular region


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𝑦
How to calculate the area
4 under a curve?
3
curve
of 𝑓(𝑥)
“Break up the region
into lots of tiny little
2
rectangles. For each
rectangle, multiply
1
the length by the
width and add up all
𝑥 these terms”
Bernhard Riemann
𝒂 𝒃 1826 - 1866
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𝑦
“Riemann Sum”
Area of a rectangle
4

𝐴 = 𝑙𝑒𝑛𝑔𝑡ℎ × 𝑤𝑖𝑑𝑡ℎ
3
𝐴 = 𝑓 𝑥 𝑑𝑥
2
curve 𝑑𝑥
of 𝑓(𝑥)
𝑓 𝑥
Area of ALL rectangles
1 from 𝒂 to 𝒃
𝑏
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𝑥
𝒂 𝒃 𝐴 𝑎,𝑏 = 𝑠𝑢𝑚
෍𝑜𝑓 𝑓 𝑥 𝑑𝑥
𝑎
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Riemann sum
with 𝒏 = 𝟒
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Riemann sum
with 𝒏 = 𝟏𝟓
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Riemann sum
with 𝒏 > 𝟏𝟎𝟎
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s
Riemann sum

sss
𝑏

𝐴 𝑎,𝑏 = ෍ 𝑓 𝑥 𝑑𝑥

s
𝑎
𝑏
Gottfried Leibniz

su m
𝐴 = න 𝑓 𝑥 𝑑𝑥 1646 - 1716

“integral of a function” - the area under


the curve or a function that describes integration symbol

the area under the curve of a function”


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Integration of a constant Integration of 𝑎𝑥 𝑛


𝑎𝑥 𝑛+1
න 𝑘 𝑑𝑥 = 𝑘𝑥 + 𝐶 න 𝑎𝑥 𝑛 𝑑𝑥 = +𝐶
𝑛+1
where 𝑘 is a constant where 𝑎 is a constant and 𝑛 ≠ −1

𝑛
Integration of 𝑥 𝑛 Integration of 𝑎𝑥 + 𝑏
𝑥 𝑛+1 𝑎𝑥 + 𝑏 𝑛+1
න 𝑥 𝑛 𝑑𝑥 = +𝐶 න 𝑎𝑥 + 𝑏 𝑛
𝑑𝑥 = +𝐶
𝑛+1 𝑎 𝑛+1
where 𝑛 ≠ −1 where 𝑎, 𝑏 are constants and 𝑛 ≠ −1
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Table of integration

𝑠𝑖𝑛(𝑢) 𝑒𝑢
න 𝑐𝑜𝑠(𝑢)𝑑𝑥 = +𝐶 න 𝑒 𝑢 𝑑𝑥 = +𝐶
𝑢′ 𝑢′
−𝑐𝑜𝑠(𝑢)
න 𝑠𝑖𝑛(𝑢)𝑑𝑥 = +𝐶 1 𝑙𝑛(𝑢)
𝑢′ න 𝑑𝑥 = +𝐶
𝑢 𝑢′
𝑡𝑎𝑛(𝑢)
න 𝑠𝑒𝑐 2 (𝑢)𝑑𝑥 = +𝐶
𝑢′
−𝑐𝑠𝑐(𝑢)
න 𝑐𝑠𝑐(𝑢)𝑐𝑜𝑡(𝑢)𝑑𝑥 = +𝐶
𝑢′
𝑠𝑒𝑐(𝑢) where 𝑢 = 𝑎𝑥 + 𝑏
න 𝑠𝑒𝑐(𝑢)𝑡𝑎𝑛(𝑢)𝑑𝑥 = +𝐶
𝑢′
−𝑐𝑜𝑡(𝑢)
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න 𝑐𝑠𝑐 2 (𝑢)𝑑𝑥 = +𝐶
𝑢′
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In calculus of a single
variable the definite integral,

𝑏
න 𝑓 𝑥 𝑑𝑥
𝑎

gives the area under the


curve 𝑓 𝑥 from 𝑥 = 𝑎 to
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𝑥=𝑏
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The double integral of function


𝑧
𝑓 𝑥, 𝑦 is denoted by,

ඵ 𝑓 𝑥, 𝑦 𝑑𝐴
𝑅
Surface
𝑅 is the base region of integration of 𝑓 𝑥, 𝑦

It gives the volume under the 𝑦


surface 𝑓 𝑥, 𝑦 and above the 𝑅
𝑥𝑦-plane in the region of region 𝑅 in
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𝑥 𝑥𝑦-plane
integration 𝑅.
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Regular Prisms
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Irregular Prisms
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z axis
Surface
𝑧 of 𝑓 𝑥, 𝑦

x axis
Surface
of 𝑓 𝑥, 𝑦

𝑦
𝑅
region 𝑅 in
𝑥 𝑥𝑦-plane

Double Integral

Evaluation of double integral is done in two stages.


Start from the inside and work out by using the
same technique for single integrals.

Integrate the function with respect to one variable


while holding the other variables constant.
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Properties of Double Integral

1 ඵ 𝑐1 𝑓 𝑥, 𝑦 + 𝑐2 𝑔 𝑥, 𝑦 𝑑𝐴 = 𝑐1 ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 + 𝑐2 ඵ 𝑔 𝑥, 𝑦 𝑑𝐴
𝐷 𝐷 𝐷
where𝑐1 and 𝑐2 are an constants

If 𝑓 𝑥, 𝑦 can be factored into a function of 𝑥 only times a function


2 of 𝑦 only, 𝑓 𝑥, 𝑦 = 𝑔 𝑥 ℎ 𝑦 then
𝑏 𝑑 𝑏 𝑑 𝑏 𝑑
න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥 = න න 𝑔 𝑥 ℎ 𝑦 𝑑𝑦 𝑑𝑥 = න 𝑔 𝑥 𝑑𝑥 න ℎ 𝑦 𝑑𝑦
𝑎 𝑐 𝑎 𝑐 𝑎 𝑐
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Functions that can be factored this way are said to be separable. 17

2 3
1 න න 1 + 8𝑥𝑦 𝑑𝑥 𝑑𝑦
1 0

• inner integral
3 3 3
𝑥2 2
න 1 + 8𝑥𝑦 𝑑𝑥 = 𝑥 + 8𝑦 = 𝑥 + 4𝑦𝑥
0 2 0 0
2 2 = 3 + 36𝑦
= 3 + 4𝑦 3 − 0 + 4𝑦 0

• outer integral
2 3 2
න න 1 + 8𝑥𝑦 𝑑𝑥 𝑑𝑦 = න 3 + 36𝑦 𝑑𝑦
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1 0 1

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1 continue …

• outer integral
2
𝑦2
න 3 + 36𝑦 𝑑𝑦 = 3𝑦 + 36
1 2
2
= 3𝑦 + 18𝑦 2 1
2 2
= 3 2 + 18 2 − 3 1 + 18 1
= 6 + 72 − 3 − 18
= 57
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𝜋
2 1
2 න න 𝑦𝑠𝑖𝑛 𝑥 𝑑𝑦 𝑑𝑥
0 0

• inner integral
1
1 𝑦2 𝑠𝑖𝑛 𝑥 1
න 𝑦𝑠𝑖𝑛 𝑥 𝑑𝑦 = 𝑠𝑖𝑛 𝑥 = 𝑦2 0
0
2 0 2
𝑠𝑖𝑛 𝑥 2 2
= 1 − 0
2
𝑠𝑖𝑛 𝑥
=
2
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2 continue …

• outer integral
𝜋 𝜋
2 1 2 𝑠𝑖𝑛 𝑥
න න 𝑦𝑠𝑖𝑛 𝑥 𝑑𝑦 𝑑𝑥 = න 𝑑𝑥
0 0 0 2
𝜋
1 2
= −𝑐𝑜𝑠 𝑥 0
2
1
=− 𝑐𝑜𝑠 𝜋2 − 𝑐𝑜𝑠 0
2
1 1
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=− 0−1 =
2 2
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2 Alternatively Using property (2) of double integral since


𝑦𝑠𝑖𝑛 𝑥 is product of 𝑔 𝑥 ℎ 𝑦
𝜋 𝜋
2 1 1
2
න න 𝑦𝑠𝑖𝑛 𝑥 𝑑𝑦 𝑑𝑥 = න 𝑠𝑖𝑛 𝑥 𝑑𝑥 න 𝑦 𝑑𝑦
0 0 0 0
product of 1
𝑔 𝑥 ℎ 𝑦 𝜋 𝑦2
= −𝑐𝑜𝑠 𝑥 2
0 2 0
𝜋 1
= −𝑐𝑜𝑠 + 𝑐𝑜𝑠 0 − −0
2 2
1
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=
2
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1 2
3 න න 𝑥𝑦 𝑑𝑦 𝑑𝑥
0 1
2 2
inner 𝑦2 𝑥 2 2 3
න 𝑥𝑦 𝑑𝑦 = 𝑥 = 𝑦 1 = 𝑥
integral 1 2 2 2
1
1
3 2 1
outer 3 𝑥 3 2 3
න 𝑥 𝑑𝑥 = = 𝑥 1
=
integral 0 2 2 2 4 0
4
0

1 1
inner 𝑥2 𝑦 2 1
1
2 1 integral න 𝑥𝑦 𝑑𝑥 = 𝑦 = 𝑥 0 = 𝑦
0 2 2 2
න න 𝑥𝑦 𝑑𝑥 𝑑𝑦 0
2
1 2 2
1 0 outer 1 𝑦 1 2 2 3
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integral න 𝑦 𝑑𝑦 = = 𝑦 1 =
1 2 2 2 1
4 4
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Observation from example 3


1 2 2 1
න න 𝑥𝑦 𝑑𝑦 𝑑𝑥 = න න 𝑥𝑦 𝑑𝑥 𝑑𝑦
0 1 1 0

Changing the order of the variables does not change the value
of the integral. This will be true as long as the limits of
integration are constants. This is known as Fubini’s Theorem
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Double integral over a rectangle, 𝑹


Let 𝑓 𝑥, 𝑦 be a surface in the 3 dimensional coordinate system and
𝑅 be the rectangular region in the 𝑥𝑦-plane such that 𝑎 ≤ 𝑥 ≤ 𝑏 and
𝑐 ≤ 𝑦 ≤ 𝑑. Surface of
𝑓 𝑥, 𝑦
The double integral of function
𝑓 𝑥, 𝑦 in the rectangular region Rectangular
region 𝑅 in
defined by 𝑥 in 𝑎, 𝑏 and 𝑦 in 𝑥𝑦-plane
𝑐, 𝑑 is given by

𝑑 𝑏 𝑏 𝑑
ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
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𝑐 𝑎 𝑎 𝑐
𝑅
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𝑦 𝑑𝐴 where 𝑅 is the rectangle


4 Calculate ‫׭‬
𝑅
𝑥𝑒 0,2 × 0,1 .

𝑓 𝑥, 𝑦 = 𝑥𝑒 𝑦
𝑦

𝒙𝒚-plane

𝑹
𝑥
0 1 2
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4 continue …
2 2
inner 𝑦 𝑦
𝑥2 𝑒𝑦 2 2
1 2 integral
න 𝑥𝑒 𝑑𝑥 = 𝑒 = 𝑥 0 = 2𝑒 𝑦
0 2 0
2
න න 𝑥𝑒 𝑦 𝑑𝑥 𝑑𝑦
0 0 1
outer
integral න 2𝑒 𝑦 𝑑𝑦 = 2 𝑒 𝑦 1
0 =2 𝑒−1
0

Alternatively (Fubini’s Theorem)


1
inner 1
2 1 integral න 𝑥𝑒 𝑦 𝑑𝑦 = 𝑥 𝑒 𝑦 0 =𝑥 𝑒−1
𝑦 0
න න 𝑥𝑒 𝑑𝑦 𝑑𝑥
0 0 2 2
outer 𝑥2
න 𝑥 𝑒 − 1 𝑑𝑥 = 𝑒 − 1 =2 𝑒−1
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integral
0 2 0
27

4 continue …
Alternatively (using property 2) since 𝑥𝑒 𝑦 is separable.
1 2 1 2
න න 𝑥𝑒 𝑦 𝑑𝑥 𝑑𝑦 = න 𝑒 𝑦 𝑑𝑦 න 𝑥 𝑑𝑥
0 0 0 0
separable 2 2
𝑔 𝑥 ℎ 𝑦 𝑥
= 𝑒 𝑦 10 2 0

1 0
22 02
= 𝑒 −𝑒 −
2 2
=2 𝑒−1
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𝑥+𝑦
5 Calculate ‫׭‬
𝑅
𝑒 𝑑𝐴 where 𝑅: 0 ≤ 𝑥 ≤ 𝑙𝑛 4 , 0 ≤ 𝑦 ≤ 𝑙𝑛 5

𝑓 𝑥, 𝑦 = 𝑒 𝑥+𝑦
𝑦

𝑙𝑛 5

𝑹 𝒙𝒚-plane
𝑥
0 1
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𝑙𝑛 4
29

5 continue …
𝑙𝑛 5 𝑙𝑛 4
Set up the double integral න න 𝑒 𝑥+𝑦 𝑑𝑥 𝑑𝑦
0 0

𝑙𝑛 4 𝑙𝑛 4
inner 𝑥+𝑦 𝑒 𝑥+𝑦
integral න 𝑒 𝑑𝑥 = = 𝑒 𝑙𝑛 4 +𝑦
− 𝑒𝑦
0 1 0
= 𝑒 𝑦 𝑒 𝑙𝑛 4 − 1

outer 𝑙𝑛 5
𝑙𝑛 5
integral න 𝑒 𝑦 𝑒 𝑙𝑛 4
− 1 𝑑𝑦 = 𝑒 𝑙𝑛 4
− 1 𝑒𝑦 0
0
= 𝑒 𝑙𝑛 4
− 1 𝑒 𝑙𝑛 5
− 𝑒0
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6 Calculate ‫׭‬
𝑅
0.5𝑥𝑦 𝑑𝐴 where 𝑅 is a rectangle with vertices
0,0 , 2,0 , 2,2 and 0,2

𝑓 𝑥, 𝑦 = 0.5𝑥𝑦
𝑦

𝒙𝒚-plane
(0,2) (2,2)
2

𝑹
𝑥
(0,0) 0 1 2 (2,0)
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6 continue …
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Triple Integral
Triple Integral is used to integrate over a three dimensional
region. The notation for the general triple integrals is,
𝑠 𝑑 𝑏
න න න 𝑓 𝑥, 𝑦, 𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑟 𝑐 𝑎

Integrate the function with respect to one variable


while holding the other variables constant.
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2 3 2
4 න න න 12𝑥𝑦 2 𝑧 3 𝑑𝑧 𝑑𝑦 𝑑𝑥
−1 0 0

2 2
inner 𝑧4
integral
න 12𝑥𝑦 2 𝑧 3 𝑑𝑧 = 12𝑥𝑦 2 = 3𝑥𝑦 2 16 − 0 = 48𝑥𝑦 2
0 4 0

3 3
middle 2
𝑦3
integral
න 48𝑥𝑦 𝑑𝑦 = 48𝑥 = 16𝑥 27 − 0 = 432𝑥
0 3 0

2
outer
2 𝑥2
න 432𝑥 𝑑𝑥 = 432 = 216 4 − 1 = 648
integral
−1
2
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−1

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1 1−𝑦 2 𝑦
5 න න න 𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑦
0 0 0

𝑦
inner න 𝑧 𝑑𝑥 = 𝑧 𝑥 𝑦
0 = 𝑧 𝑦 − 0 = 𝑧𝑦
integral 0

1−𝑦 2 1−𝑦 2
middle 𝑧2 𝑦 𝑦
integral න 𝑧𝑦 𝑑𝑧 = 𝑦 = 1 − 𝑦2 − 0 = 1 − 𝑦2
0 2 2 2
0

1 1
outer 𝑦 1 𝑦2 𝑦4 1 1 1 1
න 1 − 𝑦 2 𝑑𝑦 = − = − −0 =
0 2
integral 2 2 4 2 2 4 8
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Thank you!
Do you have any questions?
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