Chap15 Multiple Integrals
Chap15 Multiple Integrals
Chap15 Multiple Integrals
15 Multiple Integrals 2
15.1 Integral of a function of single variable . . . . . . . . . . . . . . . . . . . . . . . . . 2
15.2 Integral of a function of two variables . . . . . . . . . . . . . . . . . . . . . . . . . . 3
15.2.1 Evaluation of double integrals (Fubini’s theorems) . . . . . . . . . . . . . . 3
15.2.2 Method to find limits of x and y for a given region . . . . . . . . . . . . . . 4
15.2.3 Change of variables in double integrals . . . . . . . . . . . . . . . . . . . . . 7
15.2.4 Change of order in double integrals . . . . . . . . . . . . . . . . . . . . . . . . 10
15.3 Integral of a function of three variables . . . . . . . . . . . . . . . . . . . . . . . . . 11
15.3.1 Evaluation of triple integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
15.3.2 Method to find limits of x, y and z for a given region . . . . . . . . . . . . 12
15.3.3 Change of variables in triple integrals . . . . . . . . . . . . . . . . . . . . . . 12
15.4 Summary and applications of multiple integrals . . . . . . . . . . . . . . . . . . . . 17
15.4.1 Mass, centre of gravity and moments of intertia . . . . . . . . . . . . . . . . 17
Note: Comments/suggestions on these lecture notes are welcome on the e-mail: sukuyd@gmail.com to
Dr. Suresh Kumar.
1
Chapter 15
Multiple Integrals
if exists, defines the integral of f (x) over the interval [a, b], and is written as
Z b n
X
f (x)dx = lim f (xi )δxi .
a n→∞
i=1
Geometry: Suppose the curve y = f (x) lies above the x-axis from x = a to x = b. Then f (xi )δxi is the
area of the rectangle of length f (xi ) and breadth δxi , erected over the ith subinterval interval of [a, b]. So
Xn
f (xi )δxi gives the approximate area under the curve y = f (x) above the x-axis from x = a to x = b.
i=1
n
X Z b
It implies that the limit lim f (xi )δxi or f (x)dx gives the area under the curve y = f (x) above
n→∞ a
i=1
the x-axis from x = a to x = b.
In particular, if f (x) = 1, then
Z b n
X
dx = lim δxi = b − a,
a n→∞
i=1
gives the area of the rectangle bounded by the lines f (x) = 1, x-axis, x = a and x = b. In magnitude, it
is the length of the interval [a, b].
Rb Z b
f (x)dx 1
Average value of f (x) over [a, b]: It is defined as a R b = f (x)dx.
dx b−a a
a
2
15.2 Integral of a function of two variables
Let f (x, y) be a function defined in a region R in the xy-plane. Divide the region R into subregions by
choosing lines parallel to the coordinate axes. Let there be n complete rectangles inside R of dimensions
δxi along x-axis and δyi along y-axis, where i = 1, 2, ...., n, such that δxi → 0 and δyi → 0 as n → ∞.
Let (xi , yi ) be a point in the ith rectangle. Then the limit
n
X
lim f (xi , yi )δxi δyi ,
n→∞
i=1
if exists, defines the integral of f (x, y) over the region R, and is written as
ZZ X n
f (x, y)dxdy = lim f (xi , yi )δxi δyi .
R n→∞
i=1
Geometry: Suppose the surface z = f (x, y) lies above the xy-plane with its region of projection R in the
xy-plane. Then f (xi , yi )δxi δyi is the volume of the cuboid of height f (xi , yi ), length δxi and breadth δyi ,
X n
erected over the ith rectangle of the region R. So f (xi , yi )δxi δyi gives the approximate volume under
i=1
Xn
the surface z = f (x, y) above the region R of xy-plane. It implies that the limit lim f (xi , yi )δxi δyi
n→∞
ZZ i=1
or f (x, y)dxdy gives the volume under the surface z = f (x, y) above the region R of xy-plane.
R
In particular, if f (x, y) = 1, then
ZZ X n
dxdy = lim δxi δyi
R n→∞
i=1
gives the volume under the plane f (x, y) = 1 and above the region R of xy-plane. In magnitude, it is
equal to the area of the region R. RR
f (x, y)dxdy
ZZ
1
Average value of f (x, y) over R: It is defined as RRR = f (x, y)dxdy.
R dxdy Area of R R
and f (x, y)dx dy all exist and are equal, that is,
c a
ZZ Z b Z d Z d Z b
f (x, y)dxdy = f (x, y)dy dx = f (x, y)dx dy.
R a c c a
3
• If f (x, y) is a continuous function over the non-rectangular region
bounded by the lines y = c, y = d and the curves x = ϕ(y) and x = ψ(y), then
ZZ Z "Z #
d ψ(y)
f (x, y)dxdy = f (x, y)dx dy.
R c ϕ(y)
Z 1Z 2
Ex. Solve (1 + xy 2 )dxdy.
0 0
Sol. We have
Z 1Z 2 Z 1 Z 2
2 2
(1 + xy )dxdy = (1 + xy )dx dy
0 0 0 0
1 x=2
x2 y 2
Z
= x+ dy
0 2 x=0
Z 1
2 + 2y 2 dy
=
0
y=1
2y 3
= 2y +
3 y=0
8
=
3
Z 1 Z x3
Ex. Solve x(x2 + y 2 )dydx.
0 0
40
Sol. Ans. 231
Likewise, if we choose an arbitrary line parallel to y-axis, and passing through the region R, then boundary
curve of the region R through which the line enters the region R from lower side gives the lower limit of
y, say y = ϕ(x). The boundary curve of R where the line leaves the region R gives the upper limit of y,
say y = ψ(x). The lower and upper limits of x, say x = a and x = b, are given by the values of x at the
leftmost and rightmost points of the region R, respectively. Then we have
ZZ Z "Z b
#
ψ(x)
f (x, y)dxdy = f (x, y)dy dx.
R a ϕ(x)
4
ZZ
Ex. Solve xydxdy, where R = {(x, y) : x + y ≤ 1, x ≥ 0, y ≥ 0}.
R
Sol. The given region R of integration is the triangular region in the first quadrant of the xy-plane
bounded by the lines x = 0, y = 0 and x + y = 1 as shown in Figure 1.
1.0 x+y=1
x=0 x=1-y
0.5
Figure 15.1:
Note that the line x + y = 1 intersects x-axis in the point (1, 0), and y-axis in the point (0, 1). To find
the limits of x and y for the given region R, let us choose a line parallel to x-axis (the red line in Figure
1) passing through the region R. We observe that the line enters the region R from the left through the
side of the triangular region on y-axis, that is, x = 0, and leaves the region at its side given by x + y = 1
or x = 1 − y. So lower and upper limits of x are x = 0 and x = 1 − y, respectively. Now bottommost
point(s) of the region R lies on its side on x-axis, where y = 0, and the uppermost point is (0, 1), where
y = 1. So the given region of integration may be written as R = {(x, y) : 0 ≤ x ≤ 1 − y, 0 ≤ y ≤ 1}. It
follows that
ZZ Z 1 Z 1−y
1
xydxdy = xydx dy = .
R 0 0 24
1.0 x+y=1
0.5 y=1-x
x=0
Figure 15.2:
We can also solve the given problem by choosing a line parallel to y-axis (the red line in Figure 2)
passing through the region R. In this case, we observe that the line from lower side enters the region R
through the side of the triangular region on x-axis, that is, y = 0, and leaves the region at its side given by
x + y = 1 or y = 1 − x. So lower and upper limits of y are y = 0 and y = 1 − x, respectively. Now leftmost
point(s) of the region R lies on its side on y-axis, where x = 0, and the rightmost point is (1, 0), where
x = 1. So the given region of integration may be written as R = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x}. It
5
follows that
ZZ Z 1 Z 1−x
1
xydxdy = xydy dx = .
R 0 0 24
Note that we get the same answer in both cases. So we can choose the arbitrary line parallel to either of
the axes to decide the limits of x and y.
Figure 15.3:
Consider a line L through the pole and passing through the given region. We observe that the line
enters the given region at the boundary of the circle r = 1 and leaves at the boundary of the cardioid
r = 1 + cos θ. Also, for the given region, θ varies from θ = − π2 to θ = π2 . So we can write the given region
as
π π
R = {(r, θ) : 1 ≤ r ≤ 1 + cos θ, − ≤ θ ≤ }.
2 2
So we have
π
ZZ Z
2
Z 1+cos θ
r sin θdrdθ = r sin θdr dθ = 0 (Check?).
R − π2 1
6
15.2.3 Change of variables in double integrals
Let a function f (x, y) be integrable over a region R in the xy-plane. Suppose R is mapped onto a region
R′ in uv-plane by means of the transformations
where h(u, v) and g(u, v) possess continuous partial derivatives in R′ , and the Jacobian
∂x ∂x
∂(x, y)
J= = ∂u
∂y
∂v
∂y ̸= 0, in R′ .
∂(u, v) ∂u ∂v
Then we have
ZZ ZZ
f (x, y)dxdy = f (x(u, v), y(u, v))|J|dudv.
R R′
Notice that x and y are replaced by x(u, v) and y(u, v), respectively in f while dxdy is replaced by |J|dudv.
∂x ∂x
∆x = ∆u + ∆v + ϵ1 ∆u + ϵ2 ∆v,
∂u ∂v
∂y ∂y
∆y = ∆u + ∆v + ϵ3 ∆u + ϵ4 ∆v,
∂u ∂v
where ϵ1 , ϵ2 , ϵ3 , ϵ4 are all some functions of ∆u and ∆v. These functions tend to 0 in the limit (∆u, ∆v) →
(0, 0) (see the definition of differentiability in Chapter 14). Choosing ∆u, ∆v too small that all the terms
carrying ϵ functions are neglected, and we have
∂x ∂x
∆x = ∆u + ∆v,
∂u ∂v
∂y ∂y
∆y = ∆u + ∆v.
∂u ∂v
Solving these equations for ∆u and ∆v, we find
∂y ∂x ∂x ∂y
∂v ∆x − −
∂v ∆y 1 ∂y ∂x ∂u ∆y ∂u ∆x 1 ∂x ∂y
∆u = ∂x ∂y ∂y ∂x
= ∆x − ∆y , ∆v = ∂x ∂y ∂y ∂x
= ∆y − ∆x .
J ∂v ∂v J ∂u ∂u
∂u ∂v − ∂u ∂v ∂u ∂v − ∂u ∂v
Multiplying these expressions of ∆u and ∆v, and neglecting second order terms in ∆x and ∆y, we obtain
1 1
∆u∆v = 2
(|J|∆x∆y) = ∆x∆y.
J |J|
Note that the absolute value of the Jacobian is considered in order to keep the area elements positive.
Finally, in the limit of the infinitesimals, we have dxdy = |J|dudv. This completes the proof.
7
Geometry of Jacobian
Suppose the transformations
transform a region R of integration in xy-plane to a region R′ in uv-plane. Let ABCD be some elementary
rectangle inside R′ with vertices A(u, v), B(u + ∆u, v), C(u + ∆u, v + ∆v), D(u, v + ∆v), and let these
vertices correspond to the points P (x(u, v), y(u, v)), Q(x(u + ∆u, v), y(u + ∆u, v)), R(x(u + ∆u, v +
∆v), y(u + ∆u, v + ∆v)), S(x(u, v + ∆v), y(u, v + ∆v)) in the xy-plane via the above transformations.
Thus, the curves P Q, QR, RS and SP in xy-plane correspond to the sides AB, BC, CD and DA.
The area of the region bounded by the curves P Q, QR, RS and SP in xy-plane, denoted by ∆x∆y, is
approximately given by the area of the parallelogram P QRS. We have
−−→ ∂x ∂y
P Q =< x(u + ∆u, v) − x(u, v), y(u + ∆u, v) − y(u, v) > ≈ < ∆u, ∆u >
∂u ∂u
−→ ∂x ∂y
P R =< x(u, v + ∆v) − x(u, v), y(u, v + ∆v) − y(u, v) > ≈ < ∆v, ∆v >
∂v ∂v
So the area of the parallelogram P QRS is given by
−−→ −→ ∂x ∂y ∂y ∂x
∆x∆y = |P Q × P R| ≈ − ∆u∆v.
∂u ∂v ∂u ∂v
Thus, in the limit of the infinitesimals, we have dxdy = |J|dudv.
Note: Is change of variables essential to solve the above example? This can be realized if you try to solve
it without using the change of variables. Let me know if you are able to solve it! Good luck!
Also note that the area of a closed and bounded region R in the polar coordinate plane is given by
ZZ
A= rdrdθ
R
Z 1 Z 1−x √
Ex. Evaluate x + y(y − 2x)2 dydx.
0 0
Sol. First we sketch the given region and identify its boundaries. The given region is bounded by x = 0,
x = 1, y = 0 and y = 1 − x, as shown by the region say R in Figure 15.4. It has three boundaries given
by the lines x = 0, y = 0 and y = 1 − x.
Now the integrand suggests the transformation
u = x + y, v = y − 2x,
8
Figure 15.4: Given region R with the boundaries x = 0, y = 0 and y = 1 − x
Figure 15.5: The transformed region G with the boundaries v = u, v = −2u and u = 1
9
Figure 15.6: Given region R with the boundaries xy = 1, y = x and y = 2
10
Z 1 Z 2−x
Ex. Change the order of integration in xy dydx, and hence evaluate it.
0 x2
Sol.
√
Z 1 Z 2−x Z 1Z y Z 2 Z 2−y
1 5 3
xy dydx = xy dxdy + xy dxdy = + = .
0 x2 0 0 1 0 6 24 8
if exists, defines the integral of f (x, y, z) over the region V , and is written as
ZZZ Xn
f (x, y, z)dxdydz = lim f (xi , yi , zi )δxi δyi δzi .
V n→∞
i=1
Geometry:
Z Z Z Since we can not plot the graph of f (x, y, z) geometrically, so we can not interpret the geom-
etry of f (x, y, z)dxdydz, in general. However, in the particular case f (x, y, z) = 1, the expression
V
ZZZ n
X
dxdydz = lim δxi δyi δzi ,
V n→∞
i=1
V = {(x, y, z) : a ≤ x ≤ b, c ≤ y ≤ d, e ≤ z ≤ f } ,
bounded by the planes x = a, x = b, the curves y = ϕ(x) and y = ψ(x), and the surfaces z = g(x, y),
z = h(x, y), then
ZZZ Z "Z "Z
b
# #
ψ(x) h(x,y)
f (x, y, z)dxdydz = f (x, y, z)dz dy dx.
V a ϕ(x) g(x,y)
11
Z 1 Z x Z x+y
Ex. Solve ex+y+z dzdydx.
0 0 0
Sol. We find
Z 1Z xZ x+y Z 1 Z x Z x+y
x+y+z x+y+z 1 3 3
e dzdydx = e dz dy dx = e4 − e2 + e − .
0 0 0 0 0 0 8 4 8
where g(u, v, w), h(u, v, w) and k(u, v, w) possess continuous partial derivatives in V ′ , and the Jacobian
∂x ∂x ∂x
∂(x, y, z) ∂u ∂v ∂w
J= = ∂y
∂u
∂y
∂v
∂y
∂w
̸= 0, in V ′ .
∂(u, v, w) ∂z ∂z ∂z
∂u ∂v ∂w
Then we have
ZZZ ZZZ
f (x, y)dxdy = f (g(u, v, w), h(u, v, w), k(u, v, w))|J|dudvdw.
V V′
Notice that x, y and z are replaced by g(u, v, w), h(u, v, w) and k(u, v, w), respectively while dxdydz is
replaced by |J|dudvdw.
x = r cos θ, y = r sin θ, z = z,
where r ≥ 0, 0 ≤ θ ≤ 2π.
12
Figure 15.8: Cylindrical coordinates (r, θ, z)
Ex. Use cylindrical coordinates, to find volume of the sphere (x − 1)2 + (y − 1)2 + (z − 1)2 = 1 above the
plane z = 1.
Sol. Making a change of origin via the transformations, X = x − 1, Y = y − 1 and Z = z − 1, we need
to find the volume of the sphere X 2 + Y 2 + Z 2 = 1 above the plane√Z = 0. In cylindrical coordinates, we
use X = r cos θ, Y = r sin θ and Z = Z. Then r varies from 0 to 1 − Z 2 ; Z varies from 0 to 1, and θ
varies from 0 to 2π, in the spherical region X 2 + Y 2 + Z 2 ≤ 1. So the required volume is
Z 2π Z 1 Z √1−Z 2
2π
rdrdZdθ = .
0 0 0 3
13
The equations of transformation from cartesian coordinates (x, y, z) to spherical polar coordinates
(ρ, ϕ, θ) are
x = ρ sin ϕ cos θ, y = ρ sin ϕ sin θ, z = ρ cos ϕ,
where ρ ≥ 0, 0 ≤ ϕ ≤ π and 0 ≤ θ ≤ 2π.
14
Ex. Find volume of the cylinder x2 + y 2 = 1, z ≥ 0 cut-off by the sphere x2 + y 2 + z 2 = 4 using (i)
spherical polar coordinates (ii) cylindrical polar coordinates.
Sol.
So x2 + y 2 = 1 =⇒ ρ2 sin2 ϕ =⇒ ρ = csc ϕ.
Now to find ρ-limits, consider a ray from the origin passing through the given region. We see that the
ray will come out of either the surface of the sphere or that of the cylinder. Let us call the corresponding
parts of the given 3-D region to be Region I (cone shaped region cut-off by the sphere (the ice-cream
shape)) and Region II (the remaining region).
In Region I, for any values of θ and ϕ, we see that ρ varies from ρ = 0 to ρ = 2 (for the points on the
surface of the sphere x2 + y 2 + z 2 = 4). Further for any value of θ, we see that ϕ varies from ϕ = 0 to
ϕ = π/6. Also, θ varies from θ = 0 to θ = 2π.
In Region II, for any values of θ and ϕ, we see that ρ varies from ρ = 0 to ρ = csc ϕ (for the points on
the curved surface of the cylinder x2 + y 2 = 1). Further for any value of θ, we see ϕ varies from ϕ = π/6
to ϕ = π/2. Also, θ varies from θ = 0 to θ = 2π.
Z 2π Z π/6 Z 2 Z 2π Z π/2 Z csc ϕ
∴ Required Volume = ρ2 sin ϕ dρdϕdθ + ρ2 sin ϕ dρdϕdθ
0 0 0 0 π/6 0
√
8π √ 2π 3 2π √
= (2 − 3) + = (8 − 3 3)
3 3 3
(ii) In cylindrical polar coordinates, we have
x = r cos θ, y = r sin θ, z = z.
15
Remark: In part (i), if the limits are found in the order ϕ, ρ and θ. Then
Z 2π Z 2 Z π/6 Z 2π Z 2 Z sin−1 (1/ρ)
Required Volume = ρ2 sin ϕ dϕdρdθ + ρ2 sin ϕ dϕdρdθ.
0 0 0 0 1 π/6
In part (ii), if the limits are found in the order r, z and θ. Then
√ √
Z 2π Z 3Z 1 Z 2π Z 2 Z 4−z 2
Required Volume = r drdzdθ + √ r drdzdθ
0 0 0 0 3 0
In part (ii), if the limits are found in the order θ, z and r. Then
√
Z 1Z 4−r2 Z 2π
Required Volume = r dθdzdr.
0 0 0
p
Ex. Find volume of the cone z = x2 + y 2 , cut-off by the sphere x2 + y 2 + z 2 = 4 (cone-based ice-cream
shape with spherical top!).
Sol.
Z 2π Z π/4 Z 2
Required Volume = ρ2 sin ϕ dρdϕdθ =?.
0 0 0
16
Ex. Find volume of the paraboloid z = x2 + y 2 cut-off by the planes z = 1 and z = 2 using cylindrical
coordinates.
Sol. Required volume is
√
Z 2 Z 2π Z z
rdrdθdz = 3π/2.
1 0 0
Ex. Find volume of the paraboloid z = x2 + y 2 cut-off by the plane z = 2x + 2y − 1 using cylindrical
coordinates.
Sol. Intersection of the given paraboloid and plane is the circle x2 +y 2 = 2x+2y−1 or (x−1)2 +(y−1)2 = 1.
Using the transformations, x = 1 + r cos θ, y = 1 + r sin θ, z = z, we get dxdydz = rdrdθdz, and the
required volume is...
The coordinates, say xCG and yCG , of centre of gravity of the lamina are given by
ZZ ZZ
1 1
xCG = xf (x, y)dxdy, yCG = yf (x, y)dxdy.
M R M R
The moments of intertia, say Ix and Iy , about x-axis and y-axis are given by
ZZ ZZ
2
Ix = y f (x, y)dxdy, Iy = x2 f (x, y)dxdy.
R R
Further, if f (x, y, z) is the density of a continuous 3D mass distribution (say, some solid 3D object)
occupying some region V in the xyz-space, then total mass M of the 3D object is given by
ZZZ
M= f (x, y, z)dxdydz.
V
The coordinates, say xCG , yCG and zCG , of centre of gravity of the 3D object are given by
ZZ ZZZ ZZZ
1 1 1
xCG = xf (x, y, z)dxdydz, yCG = yf (x, y, z)dxdydz, zCG = zf (x, y, z)dxdydz.
M V M V M V
17
The moments of intertia, say Ix , Iy and Iz , about x-axis, y-axis and z-axis are given by
ZZ ZZ ZZ
2 2 2 2
Ix = (y +z )f (x, y, z)dxdydz, Iy = (z +x )f (x, y, z)dxdydz, Iz = (x2 +y 2 )f (x, y, z)dxdydz.
V V V
Ex. Find the mass and C.G. of a thin circular plate with uniform mass distribution occupying the region
x2 + y 2 ≤ 1 in xy-plane.
Sol. Let the density of the plate be f (x, y) = k, a constant (uniform mass distribution). Then total mass
M of the lamina is given by
ZZ ZZ
M= f (x, y)dxdy = kdxdy = kπ.
R x2 +y 2 ≤1
As expected, it is equal to mass per unit area (the density) multiplied by the total area of the circular
region.
18