Definition of The Double Integral: F X, y D F X, y D F X, y DX Dy F X, y DX Dy D D A, B C, D F D F D

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1.

Definition of the Double Integral


Let f (x, y) be a functionRRdefined on a region D ⊂ R2 . The double integral of
f (x, y) over D, denoted D f (x, y) dx dy, represents the sum of the values of
f (x, y) weighted by the infinitesimal ”surface element” dx dy over the region D.
Formally, if D is a rectangle [a, b] × [c, d] and f is continuous over D, the
double integral of f over D is defined by:
ZZ n X
X n
f (x, y) dx dy = lim f (xij , yij )∆x ∆y
D n→∞
i=1 j=1

where xij and yij are points within each subrectangle created by dividing D,
and ∆x ∆y represents the area of each subrectangle.

2. Volume Under a Surface


The volume under a surface defined by a function f (x, y) over a region D in the
xy-plane is given by the double integral of f (x, y) over D. In other words, the
double integral represents the sum of ”prisms” formed under the surface.

Proposition
Let f : D → R be a continuous function over D. Then, the volume V under the
surface z = f (x, y) and above D is given by:
ZZ
V = f (x, y) dx dy.
D

Proof
1. Divide the region D into small subregions, each with area ∆Ai , and pick
a point (xi , yi ) within each subregion.
2. The contribution to the volume from each small region can be approxi-
mated by f (xi , yi ) ∆Ai .

3. Summing these contributions, we get an approximation for the volume:


n
X
V ≈ f (xi , yi ) ∆Ai .
i=1

4. Taking the limit as n → ∞ and ∆Ai → 0, this sum converges to the


double integral: ZZ
V = f (x, y) dx dy.
D

1
Geometric Interpretation
RR
The double integral D f (x, y) dx dy is equivalent to the volume of the region
between the xy-plane and the surface z = f (x, y). Each value f (x, y) measures
the ”height” of the surface at a given point, and integrating over D sums up
these heights to give the total volume.

3. Illustrative Example
Suppose we want to calculate the volume under the surface z = x2 + y 2 over
the square D = [−1, 1] × [−1, 1] in the xy-plane.
The double integral for this volume is given by:
ZZ
V = (x2 + y 2 ) dx dy.
D

1. Separate the Integral into two single integrals (using Fubini’s theorem):
Z 1 Z 1
V = (x2 + y 2 ) dx dy.
−1 −1

2. Evaluate the inner integral (with respect to x):


Z 1 Z 1 Z 1
2 2 2
(x + y ) dx = x dx + y 2 dx.
−1 −1 −1

Since y 2 is constant with respect to x, we get:


1
x3

2
= + y2 · 2 = + 2y 2 .
3 −1 3

3. Now integrate with respect to y:


Z 1 
2 2 2 8
V = + 2y 2 dy = · 2 + 2 · = .
−1 3 3 3 3

8
Thus, the volume under the surface z = x2 + y 2 over the region D is 3 cubic
units.

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