2016febintegral Calculus. Problems

INTEGRAL CALCULUS
PROBLEMS
CLAUDIA TIMOFTE
INTEGRAL CALCULUS
PROBLEMS
To my students
Preface
The present book is a collection of problems in integral calculus. The book is

based on some lectures I delivered for a number of years at the Faculty of Physics of
the University of Bucharest and covers the curriculum on integral calculus for the
students of the rst year of this faculty.
Each chapter contains a brief review of the corresponding theoretical results,
worked out examples and proposed problems. Since the learning-by-doing method
is a successful one, the student is encouraged to solve as many exercises as possible.
The basic prerequisites for studying integral calculus using this book are undergrad-
uate courses in linear algebra and dierential calculus.
It is my hope that this book will serve as an useful outlook for the students of
the rst year of the Faculty of Physics of the University of Bucharest.
I would like to thank to my students for their continuous questions, comments
and suggestions, which helped me to improve the content of these notes.
Claudia Timofte
7
Contents
1 Definite Integrals. Improper Integrals 11

1.1 Denite Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2 Binomial Dierentials. Chebyshevs Substitutions . . . . . . . . . . . 17
1.3 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.4 Integrals depending on a parameter . . . . . . . . . . . . . . . . . . . 29
2 Line Integrals 37
3 Multiple Integrals 49
3.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.2 Applications of double integrals to problems of mechanics . . . . . . 55
3.3 Triple and n-fold multiple integrals . . . . . . . . . . . . . . . . . . . 58
4 Surface Integrals 67
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
9
Chapter 1
Denite Integrals. Improper

Integrals
1.1 Denite Integrals
Definition 1.1 Let I R be an interval and f : I R. The function f possesses

an antiderivative on I if there exists F : I R such that F is derivable and F (x) =
f (x), x I. The function F is called a primitive function or an antiderivative
for f .
Remark 1.2 If F is a primitive of the function f , then there exists a real constant
C such that the indenite integral of f can be written as

f (x) dx = F (x) + C. (1.1)
Remark 1.3 Every continuous function possesses an innite number of antideriva-

tives.
Remark 1.4 If F1 and F2 are antiderivatives of the function f , then there exists
C R such that:
F1 (x) = F2 (x) + C, x I. (1.2)
11
12 INTEGRAL CALCULUS
Theorem 1.5 Let I R be and interval. If the functions f, g : I R have an-

tiderivatives on I and , R, then the function f +g possesses an antiderivative
on I and
(f (x) + g(x)) dx = f (x) dx + g(x) dx.
Theorem 1.6 If the function f : I R has an antiderivative on I, then f has the

Darboux property on I.
Remark 1.7 If f : J R possesses an antiderivative F and : I J is derivable,

then (f ) possesses an antiderivative and

f ((t)) (t) dt = F + C, C R. (1.3)
The following integration by change of variable (substitution) formula holds true:

f (x) dx = f ((t)) (t)dt = F + C, CR
Also, we recall the integration by parts formula

f (x)g (x) dx = f (x)g(x) f (x)g(x) dx.
The table of antiderivatives for some elementary functions!
Integration of rational and irrational expressions. Eulers substitutions! Inte-

grating trigonometric expressions. Trigonometric substitutions!
Example 1.8 The value of the indenite integral

( )
I= 2 x + x4 dx
is
x5
I = x2 + + C, C R.
5
IMPROPER INTEGRALS 13
Example 1.9 Evaluate the indenite integral

( )
I= 3 x2 + x x3 dx.
We have
2 3/2 x4
I = x3 + x + C, C R.
3 4
Exercise 1.10 Evaluate the following integral:

e x
I= dx.
x
Solution. We have:
(
1 )
I=2 ex
dx = 2 e x
x dx = e x + C, C R.
2 x
Exercise 1.11 Evaluate the following indenite integrals:

x3 + x + 1
a) 2 + 1)
dx;
x(x

b) x 1 x2 dx;

1
c) dx.
(x + 1)3/2
2
Exercise 1.12 Evaluate the following indenite integrals:

x+1
a) x
dx;
e
( )5
b) x x2 1 dx;

1
c) dx.
x2 x + 2
Let us revisit now the denition of a denite integral.
Definition 1.13 Let f : [a, b] R and let us divide the interval [a, b] into n parts
with the aid of the division points a = x0 < x1 < < xn = b. Then, =
(x0 , . . . , xn ) is called a partition of the interval [a, b]. Also, let us choose an arbitrary
point i in each subinterval [xi1 , xi ], i = 1, n and let

n
(f, ) = f (i )(xi xi1 )
i=1
be the Riemann sum associated to the partition .

The function f is called integrable on the interval [a, b] if there exists I R such
that for any > 0 there exists > 0 such that for any partition = (x0 , . . . , xn )
with the norm max (xi xi1 ) < and for any choice of the points i we have:
1in
| (f, ) I |< .
The number I is called the denite integral of the function f on [a, b].
We shall use the following notation:
b
I= f (x) dx.
a
Remark 1.14 If f is integrable on [a, b], then the number I is unique.
Proposition 1.15 If f is integrable on [a, b], then
b a
f (x) dx = f (x) dx
a b
and a
f (x) dx = 0.
a
Proposition 1.16 If f, g : [a, b] R are integrable functions and , C, then

f + g is integrable and
b b b
(f (x) + g(x)) dx = f (x) dx + g(x) dx.
a a a
Proposition 1.17 If F is a primitive function for f : [a, b] R, then

b
f (x) dx = F (b) F (a) (Leibniz N ewton).
a
Proposition 1.18 If f : [a, b] R is integrable and f (x) 0 for any x [a, b],
b
then f (x) dx 0.
a
Proposition 1.19 If f is integrable and there exit m, M R such that m f (x)

M , for any x [a, b], then
b
m(b a) f (x) dx M (b a).
a
Proposition 1.20 If f : [a, b] R is integrable, then |f | is integrable, as well.
Proposition 1.21 If f and |f | are integrable, then
b b

f (x) dx |f (x)| dx.
a a
b c b
Proposition 1.22 f (x) dx = f (x) dx + f (x) dx.
a a c
Proposition 1.23 If the function x f : [a, b] R is continuous on [a, b], then the
function F : [a, b] R, F (x) = f (t) dt is a primitive function for f .
a
Proposition 1.24 If the function f : [a, b] R is continuous on [a, b], then there
exists at least one point [a, b] such that
b
f (x) dx = f ()(b a).
a
Theorem 1.25 Any continuous function f : [a, b] R is integrable on [a, b].
Theorem 1.26 Any integrable function f : [a, b] R is bounded on [a, b].

Theorem 1.27 (Lebesgue) f : [a, b] R is integrable on [a, b] if and only if f

is bounded on [a, b] and continuous on [a, b], except possibly on a set of Lebesgue
measure zero.
Theorem 1.28 Any integrable function f : [a, b] R is bounded on [a, b].
Theorem 1.29 Any monotone bounded function f : [a, b] R is integrable on

[a, b].
Proposition 1.30 (Integration by parts) If f, g : [a, b] R are of class C1 on [a, b],

then
b b

f (x)g (x) dx = f (b)g(b) f (a)g(a) f (x)g(x) dx.
a a
Proposition 1.31 If : [a, b] R, f : ([a, b]) R, f continuous, C1 , then

b (b)

f ((t)) (t) dt = f (x) dx.
a (a)
b b
Proposition 1.32 If f (x) g(x) on [a, b], then f (x) dx g(x) dx.
a a
Proposition 1.33 Let f, g : [a, b] R be Riemann integrable functions over [a, b].
Then, the product f g : [a, b] R is Riemann integrable over [a, b].
Proposition 1.34 Let f, g : [a, b] R be Riemann integrable functions over [a, b].
Then, min{f, g} and max{f, g} are Riemann integrable over [a, b].
Exercise 1.35 Compute the following integral:

I= x sin x dx.
0
Solution. Integrating by parts, we get

I= x (cos x) dx = x (cos x) 0 +

cos x dx = .
0 0
1.2 Binomial Dierentials. Chebyshevs Substitutions
Let us consider integrals of the following form:

I= x (ax + b) dx, (1.4)
where a, b R and , , Q.
Remark 1.36 An expression of the form x (ax + b) dx is called a binomial dif-

ferential. Chebyshev proved a remarkable theorem, stating that there are only three
cases for which such an expression can be integrated in terms of elementary functions
(the corresponding integrals can be rationalized by means of proper substitutions).
Let
m n p
= , = , = , m, n, p N . (1.5)
m n p
We have the following three cases.
Case 1. Z. If we denote by z the least common multiple of the denominators

of the rational numbers and , then the change of variables

z
x=t
leads us to a rational integral.

+1
Case 2. Z. If x = 0, then the change of variables

ax + b = tp
leads us to an expression that can be integrated in terms of elementary functions.

+1
Case 3. + Z. If x = 0, then the change of variables

ax + b = tp x
leads us to a rational integral.

Exercise 1.37 Compute the following integrals:

4
1) I = x(x2 + 1)2 dx.
1

2) I = x (2 3 x + 1)2 dx.
2
x
3) I = dx.
4
1 3 x+1
4
4) I = 1+ x dx.
1

5) I = x1/2 (1 x4/3 )5/8 dx.

xn ex dx.
2
I=
0

1
I= x x2 dx.
0

1
I= dx.
x2 x2 1
1.3 Improper Integrals

Up to now, when speaking of denite integrals we assumed that the interval of inte-
gration [a, b] was compact and the integrand was bounded on [a, b]. However, it often
becomes necessary to consider integrals over noncompact sets and also integrals for
which the integrand is unbounded. Such integrals are called improper or generalized
integrals.
Let us consider now integrals of the form

b
I= f (x) dx
a
I. Improper integrals of the first kind. In this case, we have
b a = , f is bounded.
We include here integrals of the form

I= f (x) dx,
a
b
I= f (x) dx

or
I= f (x) dx,

with a, b R.
II. Improper integrals of the second kind. In this case,
b a < , f is unbounded on the interval of integration.
III. Improper integrals of the third kind. In this situation,
b a = , f is not bounded on the entire interval of integration.
Let us recall here some results about improper integrals of the rst kind.
Definition 1.41 Let f : [a, ) R such that f is integrable on any closed interval
[a, b], a < b. If there exists the limit
b
lim f (x) dx < ,
b a

then the integral I = f (x) dx is called convergent and
a
b
f (x) dx = lim f (x) dx.
a b a

In the opposite case, we shall say that I = f (x) dx is divergent.
a
Theorem 1.42 (Cauchy) Let f : [a, ) R be a continuous function. The

integral I = f (x) dx is convergent if and only if > 0 M > a such that
a

f (x) dx < , , , > > M .

Definition 1.43 The improper integral I = f (x) dx is called absolutely conver-
a
gent if the integral I = | f (x) | dx is convergent.

a
Theorem 1.44 Let f : [a, ) R be a continuous function. If the improper

integral I = f (x) dx is absolutely convergent, then I is convergent.
a
Theorem 1.45 (Comparison Test) Let f, g : [a, ) R be continuous functions.

If | f (x) | g(x), x a and if the improper integral I = g(x) dx is convergent,
a
then I = f (x) dx is absolutely convergent.

a
Remark
1.46 If f, g are continuous,
0 f (x) g(x), x a and the integral
f (x) dx is divergent, then g(x) dx is divergent, too.
a a
Remark 1.47 If f, g > 0 are integrable on [a, x], x [a, ) and there exists
f (x)
L = lim (0, ),
x g(x)

then the integrals f (x) dx and g(x) dx have the same nature.
a a

Proposition 1.48 If lim | f (t) |1/t < , then if L < 1, the integral f (x) dx
t
a
is absolutely convergent and if L > 1, the integral f (x) dx is divergent.

a
Proposition 1.49 If f : [a, ) R+ is nonincreasing and n0 = min{n N | a <

n}, then the integral f (x) dx and the sum f (n) have the same nature.
a nn0
Proposition 1.50 (P.G. Dirichlet 1805-1859) If f, : [a, ) R and f is con-

tinuous, is nonincreasing, lim (x) = 0 and M > 0 such that
x
x

f (t)dt M, x [a, ),
a

then the integral f (x)(x) dx is convergent.
a
: [a, ) R and f is continuous,

Proposition 1.51 (Abel) If f, is monotone,

lim (x) R and the integral f (x) dx is convergent, then f (x)(x) dx is
x a a
convergent.

dx
Lemma 1.52 If a > 0, then the integral is convergent for > 1 and
a x
divergent for 1.
Theorem 1.53 Let f : [a, ) R be a continuous function and F : [a, ) R be

a primitive function for f . Then, the improper integral f (x) dx is convergent if
a
and only if lim F (x) dx and in this case we have:
x

f (x) dx = lim F (b) F (a).
a b
Let us recall now some useful results about improper integrals of the second
kind. If b a R, but f is unbounded in the neighbourhood of the points a < x1 <
b
x2 < < xq < b, then the integral f (x) dx is called an improper integral of the
a
second kind. Such an integral will be convergent if
x1 1 x2 2 b
lim ( f (x) dx +
f (x) dx + + f (x) dx).

j ,j a x1 +1 xq +q
b
It suces then to consider only improper integrals of the form f (x) dx, where
a
the function f is unbounded in the neighbourhood of the point b.
Definition 1.54 Let f : [a, b) R such that f is continuous on [a, b) (f is un-

bounded in the neighbourhood of b). If there exists the limit
c
lim f (x) dx < ,
cb a
b
then the improper integral I = f (x) dx is called convergent and
a
b c
f (x) dx = lim f (x) dx.
a cb a
b
In the opposite case, we shall say that I = f (x) dx is divergent.
a
Theorem 1.55 (Cauchy) Let f : [a, b) R be a continuous function. The integral

b
I= f (x) dx is convergent if and only if > 0 > 0 such that
a

f (x) dx < , , such that b < < < b.

b
Definition 1.56 The improper integral I = f (x) dx is called absolutely conver-
b a
gent if the integral I = | f (x) | dx is convergent.

a
b
Theorem 1.57 If the improper integral I = f (x) dx is absolutely convergent,
a
then I is convergent.
Theorem 1.58 (Comparison Test) Let f, g : [a, b) R be continuous functions. If

b
| f (x) | g(x), x [a, b) and if the improper integral I = g(x) dx is convergent,
b a
then I = f (x) dx is absolutely convergent.

a

Remark 1.59 If f, g are continuous, 0 f (x) g(x), x a and f (x) dx is
a
divergent, then g(x) dx is divergent, too.

a
b
dx
Lemma 1.60 If b > 0, then the integral is convergent for < 1 and diver-
0 x
gent for 1.
Remark 1.61 Improper integrals of the third kind, i.e. integrals for which ba =
and f is not bounded on the entire interval of integration, can be studied by reducing
them to the previous cases. Indeed, if we consider the integral

I= f (x) dx,
a
where f is continuous on [a, c) and (c, ), then we can write
b
I= f (x) dx = f (x) dx + f (x) dx, with c < b <
a a b
and we can use our previous results for deciding upon the nature of the integral I.
Exercise 1.62 Evaluate the integral

1
I= dx.
1 x2
Solution. We have
a ( )
1 1 1
I = lim dx = lim + = 1.
a 1 x2 a a 1
Thus, the integral is convergent.

1
I= dx.
1 x2 (1 + ex )
Solution. Since
1 1
2
x2 (1 + ex ) x
and the integral
1
dx
1 x2
is convergent, it follows that the given integral is convergent, as well.

sin x
I= dx.
1 x3
Exercise 1.65 Prove that the integral

sin x
I= dx.
1 x
is convergent.
Hint. We use Proposition 1.46, with
1
(x) =
x
and
f (x) = sin x.

sin x
I= dx
1 x
is semi-convergent.

( )
I= sin x2 dx
1
is convergent.
Hint. Use the change of variables x2 = t.

1
1
I= dx.
0 x
Solution. We get
1
1
I = lim dx = lim (2 2 b) = 2.
b0+ b x b0+
Thus, the given improper integral is convergent.

I= xex dx.
0
Solution. We get
a ( ) a
I = lim xex dx = lim xex ex = aea ea + 1 = 1.
a 0 a 0

So, the improper integral 0 xex dx is convergent to 1.

1
I= dx.
1 + x2
Solution.
0
1 1
I= dx + dx.
1 + x2 0 1 + x2
Since the integrand is an even function, we have
a a
1 1
I=2 dx = lim 2 dx = lim arctan x = .
0 1 + x2 a 0 1+x 2 a 0
Exercise 1.71 Study the nature of the integral

ex dx.
2
I=
1
Solution. We note that for x 1, we have
ex ex .
2

Since the integral ex dx is convergent, using the comparison test, it follows
1
that the given integral is convergent.

1
I= dx.
e x ln(x)
Solution. We have
1
dx = ln(ln(x)) + C.
x ln(x)
Then, a
1
dx = lim ln(ln(x)) = ,
e x ln(x) a e
which implies that the given improper integral is divergent.

Exercise 1.73 Show that the improper integral

1
1
I= dx
0 1 x2
is convergent.

1
1
I= dx.
0 x(1 + ex )
Hint. Compare with the integral

1
1
dx.
0 x

1
Exercise 1.75 Show that the integral
dx is divergent for all R.
0 x
Hint. Use Lemma 1.46 and Lemma 1.54.

cos2 x
I= dx
1 x2
is convergent.
Hint. Compare the given improper integral with the integral

1
J= dx,
1 x2
which is convergent.
Exercise 1.77 Show that the integral

ex /2 dx
2
I=
0
is convergent.
Exercise 1.78 Determine whether the improper integral

/2
I= tan(x) dx
0
is convergent or divergent.
Exercise 1.79 Evaluate the following improper integrals:

5 5
1 1
a) I = dx; b) I = dx.
1 (x 1)1/2 1 (x 1)3/2
Exercise 1.80 Evaluate the following improper integrals:

1
sin2 (x) 1
a) I = dx; b) I = dx.
1 1 + x2 3 (x 1)(x + 3)
Let us briey discuss now the notion of principal value for divergent improper
integrals. We consider the improper integral of the rst kind

I= f (x) dx, (1.6)

where f is continuous on R.

Definition 1.81 The improper integral I = f (x) dx is called convergent in the

sense of the principal value (Cauchy) if
a
lim f (x) dx = v.p. f (x) dx.
a a
Remark 1.82 If the integral I is convergent in the classical sense, then I is con-
vergent in the sense of the principal value. The converse implication is false.

Example 1.83 The integral I = x dx is divergent in the classical sense of

convergence, but it is convergent in the sense of principal value and we have

v.p. x dx = 0.

b
Definition 1.84 The improper integral I = f (x) dx, where f is continuous on
a
[a, c) (c, b), a < c < b is called convergent in the sense of the principal value
(Cauchy) if
( c b ) b
lim f (x) dx + f (x) dx = v.p. f (x) dx.
0 a c+ a
b
1
Example 1.85 The integral I = dx, a < 0 < b is divergent in the classical
a x
sense of convergence, but it is convergent in the sense of principal value and we have
b b
1
v.p. dx = ln .
a x a
1.4 Integrals depending on a parameter
Definition 1.86 Let f : [a, b] [c, d] R be a continuous function and let

d
g1 (x) = f (x, y) dy
c
b
g2 (y) = f (x, y) dx
a
g1 and g2 are called functions dened by integrals which depend on a parameter.
Remark 1.87 If f C([a, b] [c, d]), then g1 C([a, b]), g2 C([c, d]) and
d d ( )
lim f (x, y) dy = lim f (x, y) dy x0 [a, b]
xx0 xx0
c c
b b ( )
lim f (x, y) dx = lim f (x, y) dx, y0 [c, d].
yy0 yy0
a a
These equalities are no longer true if the above integrals are improper.
Definition 1.88 Let f : [a, b] [c, d) R be a continuous function, which is un-

bounded in the neighbourhood of y = d. The improper integral
d d1
f (x, y) dy = lim f (x, y) dy
c d1 d c
is called uniformly convergent if > 0, > 0 such that

f (x, y) dy < ,

for all < , , (d , d).
Definition 1.89 Let f : [a, b] [c, ) R be a continuous function. The improper

integral
d
f (x, y) dy = lim f (x, y) dy
c d c
is called uniformly convergent if > 0, M > c such that

f (x, y) dy < ,

for all > > M , x [a, b].
Theorem 1.90 a) Let f : [a, b][c, d) R be a continuous function. If | f (x, y) |

g(y), (x, y) [a, b] [c, d), where g : [c, d) R+ is a continuous function and
d d
g(y) dy is convergent, then f (x, y) dy is uniformly convergent.
c c
b) Let f : [a, b] [c, ) R be a continuous function. If | f (x, y) |
(x, y) [a, b] [c, ), where
g(y), g : [c, ) R+ is a continuous function and
g(y) dy is convergent, then f (x, y) dy is uniformly convergent.
c c

Theorem 1.91 Let f : [a, b][c, ) R be a continuous function. If f (x, y) dy
c
is uniformly convergent, then the function g : [a, b] R, g(x) = f (x, y) dy is
c
continuous and
( ) ( )
lim f (x, y) dy = lim f (x, y) dy, x0 [a, b].
xx0 c c xx0
Theorem 1.92 (Leibniz) Let f : [a, b] [c, d] R be a continuous function. If

f
there exists and it is continuous, then the function g : [a, b] R,
x
d
g(x) = f (x, y) dy
c
is derivable and d
f
g (x) = (x, y) dy.
c x
( d ) d
d f
f (x, y) dy = (x, y) dy.
dx c c x
Theorem 1.93 (Leibniz) Let f : [a, b][c, d] R be a continuous function. If there

f
exists and it is continuous and if , : [a, b] [c, d] are derivable on (a, b), then
x
( )
(x) (x)
d f
f (x, y) dy = (x, y) dy + f (x, (x)) (x) f (x, (x)) (x),
dx (x) (x) x
x (a, b).
Theorem 1.94 (Leibniz) Let f : [a, b] [c, ) R be a continuous function. If

f f
and it is continuous, if f (x, y) dy is convergent and if (x, y) dy is
x c c x
uniformly convergent, then the function g : [a, b] R,

g(x) = f (x, y) dy
c
is derivable and
( )
d f
f (x, y) dy = (x, y) dy.
dx c c x
Remark 1.95 A similar result holds true for the case of improper integrals of the
second kind.
Exercise 1.96 Let x2 (y)

g(x) = arctan dy.
0 x2
Compute g (x).

/2
1 1 + a sin x
I(a) = ln dx,
0 sin x 1 a sin x
for |a| < 1.

/2
ln (1 + a cos x)
I(a) = dx,
0 cos x
for |a| < 1.

/2
arctan (a tan x)
I(a) = dx,
0 tan x
for a > 0.

/2 ( )
I(a) = ln a2 sin2 x dx,
0
for a > 1.

1
arctan (a x)
I(a) = dx,
0 x 1 x2
for a 0.
Eulers Functions

(p) = et tp1 dt, pR (Gamma function)
0
1
B(p, q) = tp1 (1 t)q1 dt, p, q R (Beta function)
0
(p)(q)
B(p, q) =
(p + q)
Proposition 1.102 The following properties hold true:
1) is dened and continuous for p > 0.
2) B is dened and continuous for p, q > 0.
3) (p) > 0, p > 0.
4) (1) = 1.
5) (p + 1) = p(p), p > 0.
6) (n + 1) = n!, n N.

7) (p)(1 p) = , 0 < p < 1.
sin(p)
1
8) ( ) = .
2
Remark 1.103 We can extend the notion of a factorial if we put
x! = (x + 1), x > 1.
Also, the function can be extended for p R \ {0, 1, 2, } if we put
(x + n + 1)
(x) = , n N.
x(x + 1) (x + n)
Proposition 1.104 The following properties for Eulers Beta function hold true:
1) B(p, q) = B(q, p).
q1
2) B(p, q) = B(p, q 1), p > 0, q > 1.
p+q1
(p 1)(q 1)
3) B(p, q) = B(p 1, q 1), p, q > 1.
(p + q 1)(p + q 2)

xp1
4) B(p, q) = dx, p, q > 0.
(1 + x)p+q
0
x
(Hint: use the change of variables t = in B(p, q)).
x+1
b
1
5) B(p, q) = (x a)p1 (b x)q1 dx, a < b.
(b a)p+q1 a
(Hint: use the change of variables x = a + (b a)t in B(p, q)).
/2
6) B(p, q) = 2 cos2p1 x sin2q1 x dx.
0
(Hint: use the change of variables t = cos2 x in B(p, q)).
Exercise 1.105 Test the following improper integrals for convergence:

1
1) I = dx;
0 x+1

2) I = 3 ex dx;
0
dx
3) I = 5
;
x

1
dx
4) I = .
1 x (1 + ex )
4
Exercise 1.106 Discuss the nature of the following improper integrals:

x+1
1) I = dx;
1 x3

sin x
2) I = dx;
x5
1
cos x
3) I = dx.
1 x
Exercise 1.107 Decide whether the following integral is convergent or divergent:

1
I= dx.
x2 +4
Exercise 1.108 Test the following integrals for convergence:

1) I = sin x dx;
0 1
2
2) I = dx.
0 1 x2

ex dx.
2
3) I =
0
Exercise 1.109 Discuss the nature of the following improper integrals:

1
1
1) I = dx;
0 x x
sin y
2) I = dy, x R;
1 x + y2
2
1
cos xy
3) I = dy, x R.
0 y
1
1
Exercise 1.110 Using Eulers functions, compute I = dx.
0
3
1 x3
Exercise 1.111 Test the following integral for convergence:

2x
I= dx.
(1 + x2 )2
Exercise 1.112 Using Eulers functions, evaluate the integral

/2
I= tan x dx.
0
Exercise 1.113 Using Eulers functions, compute

4
x
I= dx.
0 (1 + x)2

1
1
I= dx.
0
3
1 x3

1 ( )1/2
1+x
I= dx.
1 1x
Chapter 2
Line Integrals
Definition 2.1 Let [a, b] R. A continuous function : [a, b] Rn is called a

path in Rn .
Remark 2.2 Sometimes, it is convenient to take : [0, 1] Rn .
We shall usually consider the cases n = 2 or n = 3.
Remark 2.3 Let n = 2. We can dene a path (a contour) in R2 in two ways:

a) - directly (explicitly ), by giving the direct equation of our path, i.e.
y = (x), x , continuous.
b) - by giving the parametric equations of our path:
(t) = ((t), (t)), t [a, b], , continuous,
i.e.
x = (t),
t [a, b] R.

y = (t),
(a) is called the initial point (the beginning point) of the path
(b) is called the terminal point (the end point) of the path
37
Definition 2.4 A path : [a, b] R2 is called closed if (a) = (b).

Definition 2.5 A path : [a, b] R2 is called smooth if is dierentiable, is

continuous and (t) = 0. A path is called piecewise smooth if it is continuous
and splits into a nite number of smooth pieces with no common interior points.
Definition 2.6 The path 1 : [a, b] Rn ,
1 (t) = (a + b t),
is called the inverse or the opposite path of .
Usually, if we take : [0, 1] Rn , then 1 : [0, 1] Rn ,
1 (t) = (1 t).
Definition 2.7 Let 1 , 2 : [0, 1] Rn be two contours such that 1 (1) = 2 (0). We
shall dene their compound path (the sum or the composition of our two contours)
: [0, 1] Rn as being:
1

0t
1 (2t), 2
(t) = (1 2 )(t) =

(2t 1), 1
t 1.
2
2
In a similar manner: : [a, b + (d c)] Rn ,

1 (t), t [a, b]
(t) = (1 2 )(t) =

2 (t b + c), t [b, b + (d c)].
Remark 2.8 We note that 1 is a closed path.
Definition 2.9 Let : [a, b] Rn and

e : [, ] Rn be two smooth contours.
e are equivalent (
We shall say that and e) if there exists : [a, b] [, ]

bijective, of class C 1 , with (t) = 0 such that =
e , i.e.
e((t)),
(t) = t [a, b].
LINE INTEGRALS 39
Remark 2.10 The above relation is an equivalence relation on the set of all the
contours of class C 1 . Each corresponding equivalence class is called a curve.
Definition 2.11 Let : [a, b] R2 be a smooth path, (t) = ((t), (t)). The
length of the path is:
b
l() = ( (t))2 + ( (t))2 dt.
a
Example 2.12 The line segment joining the points A(a1 , a2 ) and B(b1 , b2 ) is de-
ned as being: : [0, 1] R2 ,
(t) = (1 t)a + tb
or
(t) = a + t(b a).
Obviously, is smooth.
Example 2.13 The circle of radius a, centered at the origin, is dened as being:
: [0, 2] R2 ,
(t) = aeit
or
x = a cos t,

y = a sin t, t [0, 2].
Example 2.14 The ellipse with semi-axes a and b is dened as being: : [0, 2]
R2 ,
(t) = (a cos t, b sin t)
or
x = a cos t,

y = b sin t, t [0, 2].
Definition 2.15 Let : [a, b] R2 be a smooth path, (t) = ((t), (t)), and let
f : ([a, b]) R be a continuous function. The line integral of the rst kind of the
function f along the path is dened as follows:
b
f (x, y) dl = f ((t), (t)) ( (t))2 + ( (t))2 dt.
a
Sometimes, we use the similar notation:

I= f ds.

If the path is given explicitly by the formula y = (x), x [, ], then

f (x, y) dl = f (x, (x)) (1 + (x))2 dx.

Remark 2.16 1) The line integral I, sometimes called the line integral with respect
to the arc length, is independent of the sense in which the curve is travelled.
2) The above denition can be obviously extended to the case n = 3 or to the

case of a piecewise smooth curve.
3) Physical interpretation: the line integral of the rst kind gives the mass of a
material curve (line) having the linear density f (x, y).
Proposition 2.17 The following properties for the line integral of the rst kind
hold true:

1) (f + g) dl = f dl + g dl.

2) f dl = f dl + f dl.
1 2 1 2

3) | f dl | | f | dl.

LINE INTEGRALS 41

4) f dl = f dl, 1 2 .
1 2
5) (Mean-value formula) If f is continuous along , then there exists M on

the support of the path such that

f (x, y) dl = f (M )l().

For a material thread of linear density , we can dene the coordinates of its
center of gravity by:

x(x, y) dl y(x, y) dl
xG = yG =

, .
(x, y) dl (x, y) dl

Also, we can dene the moments of inertia:

IO = (x2 + y 2 )(x, y) dl,

2
IOx = y (x, y) dl, IOy = x2 (x, y) dl.

Definition 2.18 Let : [a, b] R2 be a smooth path, (t) = ((t), (t)), and let
F : ([a, b]) R2 , f (x, y) = (P (x, y), Q(x, y)) be a continuous function. The line
integral of the second kind of the function F along the path is dened as follows:
b

I= P (x, y) dx + Q(x, y) dy = [P ((t), (t)) (t) + Q((t), (t)) (t)] dt.
a

Similar notation: I = F d
r.

Remark 2.19 1) The line integral I depends on the sense in which the curve is
travelled and reverses the sign:

= .
1
2) The above denition can be obviously extended to the case n = 3 or to the

case of a piecewise smooth curve.
3) Physical interpretation: the line integral of the second kind gives the work
done by a force with components P and Q on a particle to move it along the path
from A to B:
I= P dx + Q dy.
AB
4) If e , with > 0, then

e with the same orientation, i.e. =

P dx + Q dy = P dx + Q dy.
e

Remark 2.20 In fact, the expression P dx + Q dy is a dierential form.
Definition 2.21 Let U Rn , U open. A map : U L(Rn , R) of class C k is

called a dierential form of degree one and class C k .
D1k (U ) = C k (U, L(Rn , R))

n
= i pi , i C k (U, R).
i=1
For n = 2, we get
= P dx + Q dy.
i j
Definition 2.22 A form is called closed if = , i = j.
xj xi
Definition 2.23 A form is called exact or a total dierential form if f

C k+1 (U ) such that = df .
Remark 2.24 If k 1, then any exact form is closed. The converse implication is
false.
Definition 2.25 A curve without self-intersection points is called simple.

LINE INTEGRALS 43
Definition 2.26 Let D R2 be a domain and 1 , 2 : [0, 1] D be two contours

in D. 1 can be continuously deformed into 2 without leaving D if there exists
: [0, 1][0, 1] D continuous such that (0, t) = 1 (t) and (1, t) = 2 (t), for any
t [0, 1]. In fact, for any s [0, 1], we get a curve s : [0, 1] D, s (t) = (s, t).
Remark 2.27 A domain D is said to be singly connected if any piecewise smooth,

non self-intersecting, closed curve in D bounds a domain all of whose points are
in D. Equivalently, D is simply (singly) connected if any simple, piecewise smooth,
closed path can be continuously deformed into a point (into the constant path 0 (t) =
0 (a), t [a, b]), without leaving D.
Theorem 2.28 (Poincare) If D R2 is a simply connected domain, then any

closed form in D is a total dierential form.
Theorem 2.29 Let D R2 be a simply connected domain and let P, Q C 1 (D).

The following statements are equivalent:
a) The form = P dx + Q dy is an exact form.
b) The form = P dx + Q dy is closed.

c) For any piecewise smooth closed curve in D, = 0.

d) is independent of the path joining two xed points A and B (the

integral is path-independent, i.e. it depends only on (a) and (b)).

From the point of view of mechanics, the path-independence of the integral

in the case in which P and Q are the projections of a force eld F means that the
work of this eld does not depend on the shape of the trajectory of the motion and
depends solely on its initial and terminal points.
If = P dx + Q dy is an exact form in a simply connected domain D, it follows
F F
that there exists F such that = dF . Obviously, P = and Q = . The
x y
question arising now is the following one: how can we determine F ? On one hand,
choosing an arbitrary xed point (x0 , y0 ) and using Leibniz-Newtons formula, we

get:
(x,y) (x,y)
I= P dx + Q dy = dF = F (x, y) F (x0 , y0 ). (2.1)
(x0 ,y0 ) (x0 ,y0 )
On the other hand, using the property of path-independence for such integrals, we
can choose as a contour of integration joining the points (x0 , y0 ) and (x, y) a path
consisting of two line segments parallel to the coordinate axes. We get:
(x,y) (x,y0 ) (x,y)
I= P dx + Q dy = P (x, y0 ) dx + Q(x, y) dy. (2.2)
(x0 ,y0 ) (x0 ,y0 ) (x,y0 )
Therefore, from (2.1)-(2.2) we obtain:

x y
F (x, y) = P (x, y0 ) dx + Q(x, y) dy + F (x0 , y0 ). (2.3)
x0 y0
In a similar way, we can obtain:

x y
F (x, y) = P (x, y) dx + Q(x0 , y) dy + F (x0 , y0 ). (2.4)
x0 y0
So, given P and Q we can determine the potential function F associated to the
dierential form = P dx + Q dy (up to an additive constant). In practical calcula-
tions, the arbitrary initial point (x0 , y0 ) should be chosen such that the element of
integration becomes as simple as possible.
(x,y) (x,y)
I= = dF = F (x, y) F (x0 , y0 ).
(x0 ,y0 ) (x0 ,y0 )
The work in a potential eld of force is equal to the potential dierence between the
initial and terminal points.
Example 2.30 For the gravitational eld, we have P = 0 and Q = mg. Then,
F (x, y) = mgy + C.
We shall give now Greens theorem which provides a formula connecting a line
integral over a closed contour with a double integral over the domain bounded by
the contour.
LINE INTEGRALS 45
Theorem 2.31 Let D R2 be a compact domain bounded by a nite number of

smooth simple paths. If D is simple with respect to both axes of coordinates and if
F : D R2 , F (x, y) = (P (x, y), Q(x, y)) is a C 1 function, then
( )
Q P
P dx + Q dy = dx dy. (2.5)
D D x y
Greens formula holds true for any counter-clockwise oriented parametrization of the
path D.
Greens formula provides a convenient way for evaluating some dicult to com-
pute line integrals by transforming them into double integrals which may be easier
to compute.
Remark 2.32 A similar formula can be obtained for domains in R2 which are
unions of nite numbers of simple domains (without common interior points) or
even for general domains, for which their bounding contour is a piecewise smooth
simple closed curve. But in this last case, the proof involves more sophisticated
considerations.
Also, Greens formula is valid even for the case in which P, Q are continuous and
P Q
, continuous on D.
y x
Greens theorem has many profound implications. One of them is related to the
notion of conservative vector elds. A vector eld is conservative (i.e. is given by a
gradient) if and only if its curl is identically zero. Thus, from Greens formula, we
see that the line integral along a closed curve of a conservative vector eld is equal
to zero.
Remark 2.33 We can compute the area of a compact domain by evaluating a line
integral of the second kind along its boundary:

1
(D) = y dx + x dy.
2 D
Exercise 2.34 Compute the integral

I = x2 y dx + xy 2 dy,

where is the circle x2 + y 2 = 9.

I= y 2 dx + x2 dy,

where is the positively oriented boundary of the domain
D = {(x, y) R2 | x2 + y 2 4, x, y 0}.

I= (x + y) dx + xy dy,

where is the positively oriented boundary of the domain
x2
D = {(x, y) R2 | + y 2 1, y 0}.
4

I= (2 x + 3 y) dl,

where is the segment connecting the points (1, 1) and (3, 4).

I= (x2 + y 2 ) dl,

where is the segment joining the points (1, 0) and (2, 3).
Exercise 2.39 For the vector eld

1
F = (y, x2 ),
2
LINE INTEGRALS 47
compute the line integral

I= F d

r

along the square path, traveled in the counter clockwise direction, composed of the
four line segments joining the points (0, 0) and (2, 0), (2, 0) and (2, 2), (2, 2) and
(0, 2), and, respectively, (2, 2) and (0, 0).

Exercise 2.40 Compute the line integral (x + y z) dl, where is the line seg-

ment from (0, 0, 0) to (1, 1, 1).
Exercise 2.41 Determine whether the following elds are conservative and, if so,
nd the corresponding scalar potentials:

1) F = (y, x + z, y);

2) F = (z + y, z, x + y).

I= y dx + (x + z) dy y dz

where is the line segment joining the points (0, 1, 1) and (1, 1, 0).
Exercise 2.43 Prove that the following integral is path-independent and calculate
its value: ( )
1 1
I= 2 cos y dx + 2x sin y dy + dz.
y z
where is a smooth path joining the points (0, 2, 1) and (1, /2, 2).
Exercise 2.44 Compute

(2,2,2)
2x dx + 2y dy + 2z dz
I= .
(2,2,2) x2 + y 2 + z 2
48
Chapter 3
Multiple Integrals
3.1 Double Integrals
We introduce now the denition of a double integral. Let A = [a, b] [c, d] be a

rectangle. We shall divide the closed interval [a, b] into n subdivisions using the
points a = x0 < x1 < < xn = b. Also, let us divide the closed interval [c, d]
into m subdivisions using the points c = y0 < y1 < < ym = d. Let Ajk =
[xj , xj+1 ] [yk , yk+1 ], j = 0, n 1, k = 0, m 1. All these n m rectangles form a

subdivision P of the rectangle A. The diagonal djk = (xj+1 xj )2 + (yk+1 yk )2
is called the diameter of the rectangle Ajk and the greatest diameter of all the
rectangles Ajk , denoted by = P , is called the norm of the division P .
Definition 3.1 Let A = [a, b] [c, d] be a rectangle, f : A R and P a subdivision

of the rectangle A. For each subrectangle Ajk of P we shall choose an intermediate
point (jk , jk ) Ajk . The sum
m1
n1
S(f, P, (jk , jk )) = f (jk , jk )(xj+1 xj )(yk+1 yk )
j=0 k=0
is called the integral sum or the Riemann sum associated with f, P and the given
choice of the intermediate points (jk , jk ).
49
Definition 3.2 Let A = [a, b] [c, d] be a rectangle and f : A R. The function

f is called integrable (in the sense of Riemann) if there exists I R such that
> 0, > 0 such that for any division P of the rectangle A, with P < and
for any system of intermediate points (jk , jk ) we have:
| S(f, P, (jk , jk )) I |< .
I is called the integral of f on A.

I= f= f (x, y) dx dy.
A A
If f is integrable,then I is unique and is called the double integral of f over A.

Exactly like for a single denite integral, it can be established that any integrable
function f on a rectangle A is bounded on that rectangle and, therefore, we shall
consider here only bounded functions (for the case of proper integrals).
Proposition 3.3 Let A = [a, b] [c, d] be a rectangle and f : A R. The function

f is integrable (in the sense of Riemann) on A if and only if >
0, > 0 such

that for any divisions P, P of the rectangle A, with P < , P < and for

any intermediate points (jk , jk ) and (jk , jk ) we have:

| S(f, P, (jk , jk )) S(f, P , (jk , jk )) |< .
Theorem 3.4 Any continuous function f : A R is integrable on A.
Proposition 3.5 The following property holds true:

(f (x, y) + g(x, y)) dx dy = f (x, y) dx dy + g(x, y) dx dy.
A A A
Proposition 3.6 If f is integrable and f (x, y) 0, then

f (x, y) dx dy 0.
A
MULTIPLE INTEGRALS 51
Proposition 3.7 If f is integrable and m f (x, y) M on A, then

m(b a)(d c) f (x, y) dx dy M (b a)(d c).
A
Proposition 3.8 If f and | f | are integrable, then

f (x, y) dx dy | f (x, y) | dx dy.
A A
Proposition 3.9 If the function f : A R is continuous on A, then there exists

at least one point (, ) A such that

f (x, y) dx dy = f ((, ))(b a)(d c).
A
Proposition 3.10 If f (x, y) g(x, y) on A, then

f (x, y) dx dy g(x, y) dx dy.
A A
Remark 3.11 If fn are integrable functions fn : A R and fn f uniformly on

A, then f is integrable on A and

f = lim fn .
A n A
Remark 3.12 If the domain of integration is split into two domains D1 and D2
having no interior points in common, then

f (x, y) dx dy = f (x, y) dx dy + f (x, y) dx dy.
D D1 D2
Remark 3.13 The area of the rectangle A is (A) = (b a)(d c).
Definition 3.14 A set M R2 is said to be a set of zero area if it can be covered

with a number of rectangles having the sum of areas less than any > 0.
Remark 3.15 1) Any nite set of points has zero area.

2) Any sequence of points from R2 has zero area.
3) The image of a path of class C 1 is of zero area.

4) If f is continuous on A \ mj=1 j , where j are the images of m contours of
class C 1 , then f is integrable on the rectangle A.
5) Let f : A R and A be the image of a path of class C 1 . If f (x, y) =
0, (x, y) not belonging to , then f is integrable on A and

f = 0.
A
6) If f, g : A R, f (x, y) = g(x, y), for (x, y) A \ and f is integrable, then

g is integrable and
f= g.
A A
Evaluating Double Integrals
Proposition 3.16 Let f : A R, f (x, y) = g(x)h(y). If g : [a, b] R and

h : [c, d] R are integrable functions, then f is integrable on A = [a, b] [c, d] and
b ( d ) d ( b )
f= f (x, y) dy dx = f (x, y) dx dy.
A a c c a
Remark 3.17 1) If P (x, y) is a polynomial, then

b ( d )
P = P (x, y) dy dx.
A a c
2) If f is continuous, then there exists a sequence of polynomials (Pn )n such

that Pn f uniformly on A and
b ( d ) d ( b )
f= f (x, y) dy dx = f (x, y) dx dy.
A a c c a
Double integrals on arbitrary domains
Definition 3.18 Let D R2 be a bounded domain. The function D : R2 R

dened by
1, if (x, y) D
D (x, y) =

0, if (x, y)
/D
is called the characteristic function of the domain D.
Definition 3.19 Let D R2 be a bounded domain and let f : D R. The

function f is called integrable on D if for a rectangle A with D A, the function
fbD : A R is integrable on A. Here,

f, on D
fb =

0, elsewhere .
Then, by denition
f= fbD .
D A
The above denition is independent on the rectangle A.
Theorem 3.20 Let D R2 be a compact set. If its boundary consists of the union
of the images of a nite number of paths of class C 1 and f : D R is a continuous
function, then f is integrable on D.
Remark 3.21 One has

f= f.
D Int(D)
Remark 3.22 Let D R2 be a compact set. If f is bounded on D and has in D

points of discontinuity contained only on the union of the images of a nite number
of paths of class C 1 , then f is integrable on D and

f= f.
D Int(D)
Theorem 3.23 Let D R2 be a compact set,

D = D1 D2 Dp ,
with

Int(Di ) Int(Dj ) = , i = j.
Let us suppose that Dj R2 consists of the union of the images of a nite number
of paths of class C 1 . If f : D R is bounded and continuous on each Int(Dj ), then
f is integrable on D and
p

f= f.
D j=1 Dj
Definition 3.24 a) A domain D R2 is called simple with respect to the Ox axis

if , : [a, b] R, continuous on [a, b] and of class C 1 on (a, b), such that
D = {(x, y) | a x b, (x) y (x)}.
b) A domain D R2 is called simple with respect to the Oy axis if g, h : [c, d] R,

continuous on [c, d] and of class C 1 on (c, d), such that
D = {(x, y) | c y d, g(y) x h(y)}.
Theorem 3.25 a) Let D R2 be a simple domain with respect to the Ox axis,

i.e.
D = {(x, y) | a x b, (x) y (x)}.
If f : D R is continuous, then f is integrable on D and

b (x)
f= ( f (x, y) dy) dx.
D a (x)
b) Let D R2 be a simple domain with respect to the Oy axis, i.e.
D = {(x, y) | c y d, g(y) x h(y)}.

If f : D R is continuous, then f is integrable on D and

( d
)
h(y)
f= f (x, y) dx dy.
D c g(y)

Remark 3.26 If D = D1 D2 Dp , with Dj simple, then
p

f= f.
D j=1 Dj
Definition 3.27 Let D R2 be a bounded domain such that its boundary consists
of the union of the images of a nite number of paths of class C 1 . We shall dene
the area or the measure of D as being:

area(D) = |D| = 1 dx dy.
D
If D is simple, we get
b
area(D) = 1 dx dy = ((x) (x)) dx
D a
or d
area(D) = 1 dx dy = (h(y) g(y)) dy.
D c
We shall also denote the area of a domain D by (D).
3.2 Applications of double integrals to problems of me-

chanics
1) Let us consider a nonhomogeneous plate (lamina) D R2 having the density

(x, y) (the plate is supposed to be suciently thin so that the variation of the mass
density in the direction perpendicular to the plane Oxy can be neglected). The mass
of this plate is:
M= (x, y) dx dy.
D
2) The coordinates of the center of gravity of the plate D are dened by:

x(x, y) dx dy
xG = D
(x, y) dx dy
D
and
y(x, y) dx dy
yG = D .
(x, y) dx dy
D
3) The moments of inertia of the plate D with respect to the coordinate axes and
to the origin are dened by:

MOx = y 2 (x, y) dx dy,
D

MOy = x2 (x, y) dx dy
D
and
MO = (x2 + y 2 )(x, y) dx dy.
D
Change of variables in the double integral
An appropriate change of variables may essentially simplify the computation of

the given integrals. For instance, sometimes a good change of variables may lead to
constant limits of integration in the transformed integral.
Theorem 3.28 Let D R2 be a bounded domain whose boundary is the union of

the images of a nite number of paths of class C 1 . Let T : D R2 be an injective

function such that T C 1 and det T = 0 on D. If f : T (D) R is integrable, then

f= (f T )| det T |. (3.1)
T (D) D

Remark 3.29 1) If T is linear, then T = T .
2) The above theorem holds true for f continuous on T (D).
Example 3.30 (Polar coordinates) Let us apply the general formula (3.1) to the
change of variables from Cartesian coordinates x and y to polar coordinates and
, respectively:
x = cos ,
(3.2)

y = sin ,
where 0 and [0, 2].
It is not dicult to see that the map T : (0, ) (0, 2) R2 \ {[0, ) {0}} is a
C 1 -dieomorphism. In this case,

cos sin

det T =
= .

sin cos
|J| = = 0
and
f (x, y) dx dy = f ( cos , sin ) d d.

Notice that is a rectangle.
Example 3.31 (Elliptic coordinates) We apply the general formula (3.1) to the
change of variables from Cartesian coordinates x and y to elliptic coordinates and
, respectively:
x = a cos ,
(3.3)

y = b sin ,
where a, b > 0 are the semi-axes of our ellipse.
In this case, it is easy to see that
J = a b .
Example 3.32 (Generalized polar coordinates) Let us apply the general formula
(3.1) to the change of variables from Cartesian coordinates x and y to generalized
polar coordinates and , respectively:

x = a cos ,
(3.4)

y = b sin .
In this case, it is easy to see that
J = a b cos1 sin1 .
3.3 Triple and n-fold multiple integrals
All the above considerations can be easily extended for triple and n-fold multiple
integrals. We can start by considering a n-dimensional rectangular parallelepiped,
a simple domain, and, then, a general one.

I= f (x, y, z) dx dy dz.
D

V ol(D) = (D) = 1 dx dy dz.
D
Definition 3.33 A domain D R3 is called simple with respect to the Oxy plane
(or to the Oz axis) if g, h : R2 R, continuous on and of class C 1 on
Int(), such that
D = {(x, y, z) | g(x, y) z h(x, y), (x, y) },
where is a compact domain in R2 with the boundary made up by a nite number

of images of smooth curves.
If the domain D R3 is simple with respect to the Oxy plane, f is continuous on

h(x,y)
D and f (x, y, z) dz, then
g(x,y)
( h(x,y)
)
I= f (x, y, z) dx dy dz = f (x, y, z) dz dx dy.
D g(x,y)

f= (f T ) det T . (3.5)
T (D) D
Example 3.34 (Spherical coordinates) Let us apply the general formula (3.5) to
the change of variables from Cartesian coordinates x, y, z to spherical coordinates
, , :

x = sin cos ,

y = sin sin , (3.6)

z = cos ,
where 0, [0, ] and [0, 2].
We shall work on the open set (0, ) (0, ) (0, 2). In this case,
| J |= 2 sin = 0.
Example 3.35 (Ellipsoidal coordinates) We apply now the general formula (3.5)
to the change of variables from Cartesian coordinates x, y, z to elliptic coordinates
, , :

x = a sin cos ,

y = b sin sin , (3.7)

z = c cos ,
where a, b, c > 0 are the semi-axes of our ellipsoid. In this case, it is easy to see that
J = a b c 2 sin .
Example 3.36 (Cylindrical coordinates) Let

x = cos ,

y = sin , (3.8)

z = z.
We shall work on (0, ) (0, 2) R. It is easy to see that
J = .
Applications of triple integrals
1) Let us consider a nonhomogeneous body D R3 having the volume density

(x, y, z) The mass of this body is:

M= (x, y, z) dx dy dz.
D
2) The coordinates of the center of gravity of the body D are dened by:

x(x, y, z) dx dy dz
xG = D ,
(x, y, z) dx dy dz
D

y(x, y, z) dx dy dz
yG = D ,
(x, y, z) dx dy dz
D
and
z(x, y, z) dx dy dz
zG = D ,
(x, y, z) dx dy dz
D
3) The moments of inertia of the body D with respect to the coordinate axes,
planes and to the origin are dened by:

IOx = (y 2 + z 2 )(x, y, z) dx dy dz,
D

IOy = (x2 + z 2 )(x, y, z) dx dy dz,
D

IOz = (x2 + y 2 )(x, y, z) dx dy dz,
D

IOxy = z 2 (x, y, z) dx dy dz,
D

IOxz = y 2 (x, y, z) dx dy dz,
D

IOyz = x2 (x, y, z) dx dy dz,
D

IO = (x2 + y 2 + z 2 )(x, y, z) dx dy dz.
D
Remark 3.37 Similar results hold true for n-fold multiple integrals.
Exercise 3.38 Evaluate each of the following iterated integrals:

2 1
a) (6x2 + 2y) dy dx;
0 1
/2
b) (x sin y + y cos x) dy dx.
0 0
Exercise 3.39 Draw the domain of integration and, then, change the order of in-
tegration in the integral 1 x
I= (x + y) dy dx.
0 x2
Exercise 3.40 Sketch the region of integration and change the order of integration
in the integral
2 8x2
I= (2 x + y) dy dx.
2 x2
Exercise 3.41 Let
D = {(x, y) R2 | 1 x2 + y 2 4, y x, x 0}.
Draw the domain D and compute the integral

I= y dx dy.
D
Exercise 3.42 Compute the volume of the solid D lying inside the sphere x2 + y 2 +
z 2 = 64 and outside the sphere x2 + y 2 + z 2 = 1.
Exercise 3.43 Compute the volume of the solid D bounded by x2 +y 2 = 1, x2 +y 2 =

9, z = 0 and z = 4. Draw the domain of integration.
Exercise 3.44 Evaluate the following iterated integral, by changing the order of
integration (also, sketch the region D):
(
3
)
8 y
x4
I= e dx dy.
0 0
Hint. We have
( )
2 x3
x4
2
4 1 ( 16 )
I= e dy dx = x3 ex dx = e 1 .
0 0 0 4
Exercise 3.45 Using polar coordinates, evaluate the area of the nite domain
bounded by the Oy-axis, the line y = 3, and a quarter of the circle of radius 3
with center at the point (3, 0). Sketch the domain of integration.
Exercise 3.46 Find the volume of the solid ball x2 + y 2 + z 2 = 4.
Exercise 3.47 Evaluate the following triple integral:

I= z dx dy dz,
D

where D is the volume inside the sphere x2 +y 2 +z 2 = 1 and the cone z = x2 + y 2 .
Hint. Use spherical coordinates.
Exercise 3.48 Find the volume of a solid hemisphere of radius 3 and center at
(0, 0, 0) lying in the upper half space z 0.
Exercise 3.49 Compute the following integrals:

2 x = 0, x=1
x
1) I = dx dy, (D) :
D 1+y
2
y = 0, y=1

y = x,

x2 1
2) I = dx dy, (D) : y= ,
y2
x
D

x [1, 2]

y = x2 ,
3) I = (x2 + y) dx dy, (D) :

D y2 = x

y = 2 x2 ,
4) I = (x y) dx dy, (D) :

D y = 2x 1
Exercise 3.50 Evaluate the following double integrals:

y2
1) I = dx dy, D = {(x, y) R2 | x2 + y 2 4, x2 + 1, x 0}.
D 4

2) I = dx dy,
D
D = {(x, y) R2 | x2 + y 2 2, x y 2 , x y 2 , y 0}.
3) Change the order of integration in

2 2x
I= dx f (x, y) dy.
x2
6 4
1
2

y = 2px,
4) I= xy 2 dx dy, (D) :
D
x = p, p > 0
2
Exercise 3.51 Compute the following double integrals:

1) I= (x2 + y 2 )2 dx dy, D = {(x, y) R2 | x2 + y 2 1, x, y 0};
D

2) (D) = dxdy,
D
D = {(x, y) R2 | a2 x2 + y 2 b2 , y x, b > a > 0};

3) (D) = dx dy,
D
D = {(x, y) R2 | xy a2 , xy 2a2 , y x, y 2x, x, y > 0, a > 1}.
Exercise 3.52 Compute the area of the following domain:
D = {(x, y) R2 | x + y a, x + y b, y x, y x,
0 < < , 0 < a < b}.
Exercise 3.53 Evaluate the following integrals:

x+y =1
e(x+y) dx dy,
2
1) I= (D) : ;
D
x = 0, y = 0

x2 y 2
2) I= 1 2 dx dy,
D a2 b
x2 y 2
D = {(x, y) R2 | + 2 1, x, y 0, a, b > 0};
a2 b
2
x + y 2 = a2
3) I= (x2 + y 2 ) dx dy, (D) : ;
D
y = x 3, y 3 = x

4) I= sin x2 + y 2 dx dy,
D
D = {(x, y) R2 | 2 x2 + y 2 4 2 }.
Exercise 3.54 Compute the area of the following domain:
D = {(x, y) R2 | (x + y)4 ax2 y, x, y 0, a > 0}.
Exercise 3.55 Compute the area of the following domain (Bernoullis lemniscate):
D = {(x, y) R2 | (x2 + y 2 )2 x2 y 2 }.
Exercise 3.56 Compute the area of the following domains:
D = {(x, y) R2 | (x2 + y 2 )2 a2 x2 b2 y 2 , a, b > 0};
x2 y 2 2 x2 y 2
D = {(x, y) R2 | ( + ) 2 , x 0, a, b > 0}.
a2 b2 a2 b
Exercise 3.57 Find the volume of the following domain:
D = {(x, y, z) R3 | x2 + y 2 + z 2 a2 , a > 0}.

I= (x2 + y 2 )2 dx dy,
D
where
D = {(x, y) R2 | x2 + y 2 4, x 0}.

I= (x + y) dx dy,
D
where
D = {(x, y) R2 | 1 x2 + y 2 4, y 0}.
Chapter 4
Surface Integrals
Definition 4.1 Let D R2 be a bounded domain and f, g, h : D R, f, g, h C 1 .

The set of all the triplets p = (f, g, h) is called a smooth sheet in R3 .

f = f (u, v),

g = g(u, v), (u, v) D R2 .

h = h(u, v),
Remark 4.2 A curve was a class of equivalence of smooth paths. A surface will be
a class of equivalence of smooth sheets.
Definition 4.3 Two smooth sheets are equivalent (p pe) if there exists a bijection
e D, = (, ) such that
of class C 1 , : D

(, ) eu e
v

= = 0
u, ve)
(e

e
u e
v
and pe = p , i.e.
(fe(e u, ve), e
u, ve), ge(e u, ve)) =
h(e
u, ve), (e
= (f ((e u, ve)), g((e
u, ve), (e
u, ve)), h((e
u, ve), (e
u, ve))).
67
Remark 4.4 The above relationship is an equivalence relation on the set of all the
smooth sheets. Each corresponding equivalence class will be called a surface.
Definition 4.5 The image of a (smooth) sheet in R3 is called a surface in R3 , i.e.
S = {(x, y, z) R3 | x = f (u, v), y = g(u, v), z = h(u, v), (u, v) D R2 }. (4.1)
Example 4.6 An ellipsoid is dened by the parametric equations:

f (, ) = a sin cos ,

g(, ) = b sin sin , 0 , 0 2.

h(, ) = c cos ,
Definition 4.7 A path on the surface S is dened by the functions

: [a, b] R, : [a, b] R such that, for all t [a, b], we have ((t), (t)) D.
The compound functions
t 7 f ((t), (t)),
t 7 g((t), (t)),
t 7 h((t), (t))
will dene a path in R3 . If we choose (t) = u0 , (t) = t and (t) = t, (t) = v0 ,

for any t [a, b], we get particular paths on S, corresponding to parallels to the axes
of coordinates in the plane (u, v). These paths (curves) are called coordinate curves
on S. The tangent vectors to these curves at t = u0 and, respectively, at t = v0 are
denoted by

and
u

: v

f
u (u0 , v0 ) = ( (u0 , v0 ),
g
(u0 , v0 ),
h
(u0 , v0 ))
u u u

f
v (u0 , v0 ) = ( (u0 , v0 ),
g
(u0 , v0 ),
h
(u0 , v0 ))
v v v
SURFACE INTEGRALS 69
The plane determined by these two vectors is called the tangent plane of S at the
point P = (f (u , v ), g(u , v ), h(u , v )). The tangent plane is dened only if
0 0 0 0 0 0 0

u
v = 0, i.e. |

u

v |> 0.
The normal vector at S is collinear with the vector product:

i j k

f g h

u

v= u =
u u

f g h

v v v
(g, h)
(h, f ) (f, g)

= (u0 , v0 ) i + (u0 , v0 ) j + (u0 , v0 ) k .
(u, v) (u, v) (u, v)

(g, h)

A(u, v) = (u, v),

(u, v)

(h, f )
B(u, v) = (u, v),

(u, v)

(f, g)
C(u, v) = (u, v).
(u, v)
A2 + B 2 + C 2 = 0
We shall also use the notation:

( )2 ( )2 ( )2
f g h
E(u, v) = + + ,
u u u
f f g g h h
F (u, v) = + + ,
u v u v u v
( )2 ( )2 ( )2
f g h
G(u, v) = + + .
v v v
Exercise 4.8 Prove that
A2 + B 2 + C 2 = EG F 2 (Lagrange).
Hint. Use | a b |2 + | a b |2 =| a |2 | b |2 .
The normal unit vector at the surface S has the coordinates:

( )

=
A
,
B
,
C
.
A2 + B 2 + C 2 A2 + B 2 + C 2 A2 + B 2 + C 2
Remark 4.9 A surface can be also given by the equation z = h(x, y), , (x, y) .
Then, the natural parametric representation of S will be:

x=u

y=v (u, v) . (4.2)

z = h(u, v).
Definition 4.10 The area of the surface S given by the functions f, g, h is dened
as being:
A(S) = A2 (u, v) + B 2 (u, v) + C 2 (u, v) du dv, (4.3)
D
or, equivalently, by:

A(S) = EG F 2 du dv. (4.4)
D
Example 4.11 The area of the sphere of equation x2 + y 2 + z 2 = R2 is
Area(S) = 4R2 .
Remark 4.12 If the surface S is dened by z = h(x, y), (x, y) and if we denote
h h
p= and q = , then
x y

A(S) = 1 + p2 + q 2 dx dy.

Remark 4.13 Two equivalent smooth sheets have equal areas.
Definition 4.14 Let S be a smooth surface in R3 dened by 4.1. and F : S R be

a continuous function. The surface integral of the rst kind is dened as being:

F (x, y, z) d = F (f (u, v), g(u, v), h(u, v)) A2 + B 2 + C 2 du dv. (4.5)
S D
Also, we can write

F d = F (x, y, h(x, y)) 1 + p2 + q 2 dx dy
S

e then
Remark 4.15 If S S, F d = F d.
S e
S
Remark 4.16 If S is a material surface having the density F (x, y, z), then the
surface integral of the rst kind gives the mass of this material surface.
Remark 4.17 Two sheets are equivalent (p pe) with the same orientation if
(, )
>0
u, ve)
(e
and with changing the orientation if
(, )
< 0.
u, ve)
(e

Definition 4.18 Let S be a smooth surface and let F : S R3 , F = (P, Q, R) be
a continuous function. The surface integral of the second kind is dened as being:

F
d = P dy dz + Q dz dx + R dx dy =
S S

= [P (f (u, v), g(u, v), h(u, v))A(u, v) + Q(f (u, v), g(u, v), h(u, v))B(u, v)+
D
+R(f (u, v), g(u, v), h(u, v))C(u, v)] du dv.


Remark 4.19 F
d represents the ux of the vector eld F through the
S
surface S.
In fact, the aim of a surface integral of the second kind is to determine the ux of
a given vector eld through a surface.
Remark 4.20 If S Se with the same orientation, then

F
d = F
d.
S e
S
If we consider dierent orientation for our surface, then the above integral diers
as sign.
Theorem 4.21 (Gauss-Ostrogradsky) Let D3 be a simple bounded domain in R3 ,

F = (P, Q, R), F C 1 (D3 ), F C 0 (D3 ). If S = D3 , then:
( )
P Q R
P dy dz + Q dz dx + R dx dy = + + dx dy dz.
S D3 x y z

F
d = div F dx dy dz (f lux divergencef ormula)
S D3
1 1 1
Remark 4.22 If we take P = x, Q = y, R = z, then
3 3 3

1
V ol(D3 ) = x dy dz + y dz dx + z dx dy.
3 S

Remark 4.23 If we take F = grad U , then

grad U

d = U dx dy dz.
S D3
Remark 4.24

F d = rot F dx dy dz.
S D3
Theorem 4.25 (Stokes) Let S be a (piecewise) smooth oriented surface whose bound-

ary is a (piecewise) smooth path and let F : R3 , F = (P, Q, R) be a function
of class C 1 dened on a domain containing S. Then,

P dx + Q dy + R dz =

( ) ( ) ( )
R Q P R Q P
dy dz + dz dx + dx dy.
S y z z x x y
In fact, we heve

F d
r = curl F
d
S S
Remark 4.26 This formula is independent of the surface S having the boundary .
Exercise 4.27 Think about the particular consequences of this theorem for the

case in which F is dened on a simply connected domain.
Exercise 4.28 Find the area of the surface obtained by cutting the hemisphere
x2 + y 2 + z 2 = 4, for z 0, with the cylinder x2 + y 2 = 1.

Exercise 4.29 Find the exterior ux of the vector eld F = (xz, y, 1) across the
surface of the upper cap cut from the sphere x2 + y 2 + z 2 36 with the plane z = 3.
Exercise 4.30 Find a parametrization of the following surface:

S = {(x, y, z) R3 | z = 1 (x2 + y 2 )}.
Exercise 4.31 Find a parametrization of the cone

S = {(x, y, z) R3 | z = 3 x2 + y 2 , x2 + y 2 9}.
Exercise 4.32 Find a parametrization of the surface
S = {(x, y, z) R3 | x2 + y 2 = 9, 0 z 4}.
Exercise 4.33 Find a parametrization of the part of the hemisphere x2 + y 2 + z 2 =

36, z 0, that lies inside the cylinder x2 + y 2 = 6y.
Exercise 4.34 Compute the area of the surface S obtained by cutting the cylinder
x2 + y 2 = 9 with z = 0 and z = 5.
Exercise 4.35 Compute

I= z d,
S
where
S = {(x, y, z) R3 | z = 4(x2 + y 2 ), x2 + y 2 1}.

I= F
d,
S
where S is the unit sphere x2 + y 2 + z 2 = 1,

is the unit outward normal to S and

F (x, y, z) = (1, 0, 0).
Exercise 4.37 Using Stokes formula, compute

I= ( F )
d,
S
where S is the surface of the sphere x2 + y 2 + z 2 = 1, with z 0, and

F = (y, x, xyz).

Exercise 4.38 Let F (x, y, z) =

r /r3 , where

r = (x, y, z) and r2 = x2 + y 2 + z 2 .
Prove that the ux of this vector through any closed surface S is 0 if the surface S
does not enclose the origin (0, 0, 0).

Hint. Use Gauss theorem. Notice that F is dened (and smooth) on the punctured

space R3 \ {(0, 0, 0)}, which is simply connected. Therefore, since curl F = 0, it

follows that F is conservative. Moreover, a scalar potential is
1
U (x, y, z) = ln(x2 + y 2 + z 2 ).
2
Exercise 4.39 Calculate the integral:

y x
I= dx + 2 dy,
x2
+y 2 x + y2
where is the circle x2 + y 2 = 1 counterclockwise oriented.

y x
I= dx + 2 dy,
x2 +y 2 =r 2 x2
+y 2 x + y2
where is the counterclockwise oriented circle x2 + y 2 = r2 , with r > 0, has the

same value for any r.
Hint. Use Greens formula.
Exercise 4.41 Check if the vector eld

F (x, y, z) = (3x2 z, z 2 , x3 + 2yz), (x, y, z) R3 ,
is conservative or not.

Hint. The vector eld F is conservative, since it is the gradient of the scalar function
U (x, y, z) = x3 z + yz 2 .
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2016febintegral Calculus. Problems

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INTEGRAL CALCULUS

The present book is a collection of problems in integral calculus. The book is

1 Definite Integrals. Improper Integrals 11

Denite Integrals. Improper

1.1 Denite Integrals

Definition 1.1 Let I R be an interval and f : I R. The function f possesses

Remark 1.3 Every continuous function possesses an innite number of antideriva-

Theorem 1.5 Let I R be and interval. If the functions f, g : I R have an-

Theorem 1.6 If the function f : I R has an antiderivative on I, then f has the

Remark 1.7 If f : J R possesses an antiderivative F and : I J is derivable,

The following integration by change of variable (substitution) formula holds true:

Also, we recall the integration by parts formula

The table of antiderivatives for some elementary functions!

Integration of rational and irrational expressions. Eulers substitutions! Inte-

Example 1.8 The value of the indenite integral

Example 1.9 Evaluate the indenite integral

Exercise 1.10 Evaluate the following integral:

Exercise 1.11 Evaluate the following indenite integrals:

Exercise 1.12 Evaluate the following indenite integrals:

Let us revisit now the denition of a denite integral.

be the Riemann sum associated to the partition .

Remark 1.14 If f is integrable on [a, b], then the number I is unique.

Proposition 1.15 If f is integrable on [a, b], then

Proposition 1.16 If f, g : [a, b] R are integrable functions and , C, then

Proposition 1.17 If F is a primitive function for f : [a, b] R, then

Proposition 1.19 If f is integrable and there exit m, M R such that m f (x)

Proposition 1.20 If f : [a, b] R is integrable, then |f | is integrable, as well.

Proposition 1.21 If f and |f | are integrable, then

Theorem 1.25 Any continuous function f : [a, b] R is integrable on [a, b].

Theorem 1.26 Any integrable function f : [a, b] R is bounded on [a, b].

Theorem 1.27 (Lebesgue) f : [a, b] R is integrable on [a, b] if and only if f

Theorem 1.28 Any integrable function f : [a, b] R is bounded on [a, b].

Theorem 1.29 Any monotone bounded function f : [a, b] R is integrable on

Proposition 1.30 (Integration by parts) If f, g : [a, b] R are of class C1 on [a, b],

Proposition 1.31 If : [a, b] R, f : ([a, b]) R, f continuous, C1 , then

Exercise 1.35 Compute the following integral:

Solution. Integrating by parts, we get

1.2 Binomial Dierentials. Chebyshevs Substitutions

Let us consider integrals of the following form:

Remark 1.36 An expression of the form x (ax + b) dx is called a binomial dif-

Case 1. Z. If we denote by z the least common multiple of the denominators

leads us to a rational integral.

leads us to an expression that can be integrated in terms of elementary functions.

leads us to a rational integral.

Exercise 1.37 Compute the following integrals:

Exercise 1.38 Compute the following integral:

Exercise 1.39 Compute the following integral:

Exercise 1.40 Compute the following integral:

1.3 Improper Integrals

Let us consider now integrals of the form

I. Improper integrals of the first kind. In this case, we have

We include here integrals of the form

b a < , f is unbounded on the interval of integration.

III. Improper integrals of the third kind. In this situation,

b a = , f is not bounded on the entire interval of integration.

Theorem 1.42 (Cauchy) Let f : [a, ) R be a continuous function. The

gent if the integral I = | f (x) | dx is convergent.

Theorem 1.44 Let f : [a, ) R be a continuous function. If the improper

Theorem 1.45 (Comparison Test) Let f, g : [a, ) R be continuous functions.

then I = f (x) dx is absolutely convergent.

is absolutely convergent and if L > 1, the integral f (x) dx is divergent.

Proposition 1.49 If f : [a, ) R+ is nonincreasing and n0 = min{n N | a <

Proposition 1.50 (P.G. Dirichlet 1805-1859) If f, : [a, ) R and f is con-