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For example, the closed interval [𝑎, 𝑏] includes all real numbers between the endpoints a and b,
inclusive; where 𝑎 < 𝑏.
The xy-plane is essentially two real number lines meeting at right angles at zero on each line.
For example in the following diagram, A has coordinates (4, 3) and B has coordinates (- 2, - 3).
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For a non-negative function, 𝑦 = 𝑓(𝑥), the area bounded by the curve, the x-axis and the two
parallel lines 𝑥 = 𝑎 and 𝑥 = 𝑏 is shown in the figure below:
b
The definite integral f ( x) dx represents the area under the curve 𝑦 = 𝑓(𝑥) over the interval
a
[𝑎, 𝑏].
The diagram below shows the xyz – plane. It is three dimensional (real space). Here, three real
number lines meet at the zero along each and are mutually perpendicular.
Note In one dimension, we can find the length of a line segment; in 2D we can compute the
area beneath a curve; in 3D we are interested in the volume below a surface and its applications.
To compute this volume the DOUBLE INTEGRAL is very useful.
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3.1.3 The Double Integral (Rectangular Domain)
Recall Given a function 𝑦 = 𝑓(𝑥), the domain is a subset of the real numbers; that is an
interval.
Given the bivariate function 𝑧 = 𝑓(𝑥, 𝑦), the domain is a subset of the xy-plane. The shape of
For a rectangular domain, the values of x will lie between two fixed points and the values for y
If the values of x and y are such that x a, b and y c, d , then the domain would be all points
in the rectangular region, R, a, b c, d .
The function values (z) would then be above(+ve) or below(-ve) this region.
Here are a few pictures (from the internet) to give you an idea. Look carefully as the orientation
In the following picture the domain is [0, 1] × [0, 2]. In other words, 0 ≤ 𝑥 ≤ 1; 0 ≤ 𝑦 ≤ 2;
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which may be interpreted as x lies between 0 and 1 (inclusive) and y lies between 0 and 2
(inclusive). Each ordered pair in the domain (infinitely many) would be assigned one unique z-
value. These z-values would then form a surface directly above the rectangular region.
The volume created directly above the rectangular region and below the surface maybe
computed using double integrals.
Fubini’s theorem:
If z = f ( x, y) is continuous over the rectangular region R = a, b c, d , then
b d d b
f ( x, y) dR = f ( x, y) dydx = f ( x, y) dxdy .
R a c c a
Note The order of integration over a rectangular region is unimportant as long as the
limits align with dy or dx.
Example Find 6 xy
2
dR ; where R = 2, 4 1, 2
R
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When doing multiple integration, we integrate from inside out.
To integrate with respect to y first, the double integral is set up like
𝑏 𝑑
∬ 𝑓(𝑥, 𝑦) 𝑑𝑅 = ∫𝑎 ∫𝑐 𝑓(𝑥, 𝑦) 𝑑𝑦 𝑑𝑥
4 2 4 4 4
𝑦=2
∬ 6𝑥𝑦 𝑑𝑅 = ∫ (∫ 6𝑥𝑦 𝑑𝑦) 𝑑𝑥 = ∫ [2𝑥𝑦 3 ]𝑦=1 𝑑𝑥 = ∫ (16𝑥 − 2𝑥)𝑑𝑥 = ∫ 14𝑥 𝑑𝑥
2 2
𝑅 2 1 2 2 2
𝑥=4
= [7𝑥 2 ]𝑥=2 = 7(16) − 7(4) = 84
2 4 2 2
𝑥=4
∬ 6𝑥𝑦 𝑑𝑅 = ∫ (∫ 6𝑥𝑦 𝑑𝑥 ) 𝑑𝑦 = ∫ [3𝑥 2 𝑦 2 ]𝑥=2
2 2
𝑑𝑦 = ∫ (48𝑦 2 − 12𝑦 2 )𝑑𝑦
𝑅 1 2 1 1
2
𝑦=2
= ∫ 36𝑦 2 𝑑𝑦 = [12𝑦 3 ]𝑦=1 = 12(8) − 12(1) = 84
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Note The limits of integration must match the order of integration. Once the region of
integration is rectangular the order of integration is unimportant and once executed
correctly, will produce the same final result.
Evaluate the following double integrals, over the given rectangular regions given:
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Solutions
4 3 𝑦=3 4 4
a) ∬𝐷 2𝑥 − 4𝑦 3 𝑑𝐴 = ∫−5 (∫0 2𝑥 − 4𝑦 3 ) 𝑑𝑦𝑑𝑥 = ∫−5(2𝑥𝑦 − 𝑦 4 )𝑦=0 𝑑𝑥 = ∫−5 6𝑥 − 81𝑑𝑥 =
1
= (− 𝑙𝑛 2 4 + 𝑙𝑛 1 5 + 𝑙𝑛 1 8 − 𝑙𝑛 9)
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2 1 𝑦=1 2 2
c) ∬𝐷 𝑥𝑒 𝑥𝑦 𝑑𝐴 = ∫−1 (∫0 𝑥𝑒 𝑥𝑦 𝑑𝑦) 𝑑𝑥 = ∫−1(𝑒 𝑥𝑦 )𝑦=0 𝑑𝑥 = ∫−1(𝑒 𝑥 − 1)𝑑𝑥 = (𝑒 𝑥 − 𝑥)2−1 =
𝑒 2 − 𝑒 −1 − 3
𝜋⁄ 𝜋⁄ 𝑥 2 𝑐𝑜𝑠 2 𝑦 3 𝜋⁄ 5 𝑐𝑜𝑠 2 𝑦
d) ∬𝐷 𝑥 𝑐𝑜𝑠 2 ( 𝑦)𝑑𝐴 = ∫0 2 ( 3 𝑥 𝑐𝑜𝑠 2 𝑦 𝑑𝑥 ) 𝑑𝑦 = ∫0 2( ) 𝑑𝑦 = ∫0 2 𝑑𝑦 =
∫−2 2 2
−2
𝜋⁄ 𝜋⁄
5 5 𝑠𝑖𝑛 2𝑦 2 5 𝜋 5𝜋
∫ 21
4 0
+ 𝑐𝑜𝑠 2 𝑦 𝑑𝑦 = (𝑦 +
4 2
) = ( + 0 − 0) =
4 2 8
0
𝑏 𝑑
Note If 𝑓(𝑥, 𝑦) = 𝑔(𝑥)ℎ(𝑦), then ∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑅 = (∫𝑎 𝑔(𝑥)𝑑𝑥) (∫𝑐 ℎ(𝑦)𝑑𝑦).