Transformation of Double Integrals into Line Integrals - Green’s theorem in the plane

(Reference, Advanced Engineering Mathematics, Erwin Kreyszig, 1967, Wiley, pg 313

Advanced Engineering Mathematics, Grossman/Derrick, 1988, Harper, pg 611
Mathematic of Physics and Modern Engineering, Sokolnikoff/Redheffer, 1966,
McGraw-Hill, pg 370)

Double integrals over a plane region may be transformed into line integrals over the boundary of

the region and conversely. This transformation also known as Green’s (1793-1841) theorem is

of practical as well as theoretical interest. This concept is extended in a tool called planimeter

used to measure the area of a graphically represented planar region.

1
The region W can be represented in both of the form

a ≤ x ≤ b, u ( x ) ≤ y ≤ v ( x ) (1)

and

c ≤ y ≤ d, p ( y) ≤ x ≤ q ( y) (2)

Consider first

∂P  ∂P  b y = v ( x) 
{ }
b v( x) b
∫∫ ∂y dxdy = ∫  ∫ ( ) dy dx = ∫  P ( x, y ) dx = ∫ P  x, v ( x )  − P  x, u ( x )  dx (3)
Ω
a u x ∂y  a
 y = u ( x )  a

Now

i∫ Γ
Pdx = ∫ Pdx + ∫ Pdx
C1 C2
(4)

where G is the entire perimeter (closed - counter clockwise).

From the sketch, it is immediately clear that

b
∫C1 P ( x, y ) dx = ∫a P  x, u ( x ) dx (5)

Similarly,

a b
∫ P ( x, y ) dx = ∫ P  x, v ( x ) dx = − ∫ P  x, v ( x ) dx (6)
C2 b a

Thus

{ }
b b b
i∫ Pdx = ∫ P  x, u ( x ) dx − ∫ P  x, v ( x ) dx = − ∫ P  x, v ( x )  − P  x, u ( x )  dx (7)
Γ a a a

From (3) and (7), it becomes evident that

∂P
∫∫ − ∂y dxdy = i∫
Ω
Γ
Pdx (8)

Similarly, using (2), one obtains immediately

2
 ∂Q d  q ( y ) ∂Q 
{ }
d
∫∫Ω ∂x dxdy = ∫d  ∫p( y ) ∂x  ∫c Q q ( y ) , y  − Q  p ( y ) , y  dy
dx dy = (9)

which by analogous reasoning yields the following equation:

∂Q
∫∫ ∂x dxdy = i∫
Ω
Γ
Qdy (10)

Adding (8) and (10) completes the Green’s theorem which reads

 ∂Q ∂P 
i∫ ( Pdx + Qdy ) = ∫∫  ∂x − ∂y dxdy
Γ
Ω
(11)

Consider the area of a plane region as a line integral over the boundary. In (11), let P=0 and

Q=x. Then

∫∫ dxdy = i∫
Ω
Γ
xdy

The left side of the above integral is the area A of W. Similarly, let P=-y and Q=0; then from

(11)

A = ∫∫ dxdy = −i∫ ydx

Γ
Ω

By adding both areas, one obtains

1
( xdy − ydx )
2 ∫Γ
A=

This interesting formula expresses the area of W in terms of a line integral over the boundary.

The planimeter is calibrated based on this formula.

Triple Integrals - Divergence Theorem of Gauss (1777-1855)

The triple integral is a generalization of the double integral introduced above. For defining this

integral, one considers a function f ( x, y, z ) defined in a bounded closed region T of space. One

subdivides T by planes parallel to the three coordinate planes. Then, one numbers the

3
parallelepipeds inside T from 1 to n. In each such parallelepiped, one chooses an arbitrary point,

say ( xk , yk , zk ) in the kth parallelepiped, and form the sum

n
J n = ∑ f ( xk , yk , zk ) ∆vk (1)
k =1

where ∆vk is the volume of the kth parallelepiped. One assumes that f ( x, y, z ) is continuous in

T, and T is bounded by finitely many smooth surfaces. It can be shown that Jn in (1) converges to

a limit which is independent of the choice of subdivisions and corresponding points (x,y,z) as n

approaches infinity. This limit is called the triple integral of f ( x, y, z ) over the region T, and is

denoted by

∫∫∫ f ( x, y, z ) dxdydz
T
or ∫∫∫ f ( x, y, z ) dv
T
(2)

It is intended to show here that the triple integral of the divergence of a continuously

differentiable vector function u over a region T in space can be transformed into a surface

integral of the normal component of u over the boundary surface S of T. This can be done by a

means of divergence theorem which is the three-dimensional analogue of Green’s theorem in the

plane considered above.

Divergence theorem of Gauss - Let T be a closed bounded region in space whose boundary is a

piecewise smooth orientable surface S. Let u ( x, y, z ) be a vector function which is continuous

and has continuous first partial derivatives in some domain containing T. Then

∫∫∫ div uˆ dV = ∫∫ u
T S
n dA (3)

where un = uˆˆ⋅ n (4)

4
is the component of û in the direction of then outer normal of S with respect to T, and n̂ is the

outer unit normal vector of S. Rewrite û and n̂ in terms of components, say

u = u1iˆˆ+ u2 j + u3 kˆ
(5)
n = cos α iˆˆ+ cos β j + cos γ kˆ

so that α , β , and γ are the angles between n̂ and the positive x, y, and z axes, respectively, the (3)

takes the form

 ∂u1 ∂u2 ∂u3 

∫∫∫  ∂x + +  dxdydz = ∫∫ ( u1 cos α + u2 cosβ + u3 cos γ ) dA (6)
T
∂y ∂z  S

At this point, it may be useful to review a few elementary vector integral calculus formulas.

Recall the length of a plane curve, y = f ( x ) .

ds = 1 +  f ′ ( x )  dx and s = ∫ 1 +  f ′ ( x )  dx
2 2
(7)
  l  

Extending (7) (refer to the derivation, Grossman/Derrick, pg 620), the lateral surface area, s of

the graph over the x-y region W is defined by

σ = ∫∫ dσ =∫∫ 1 + f x2 ( x, y ) + f y2 ( x, y ) dA (8)
S Ω

where ds an infinitesimal area in the surface domain S and dA is is an infinitesimal area in the

region W (x-y plane). Consider a surface z = f ( x, y ) as G ( x, y , z ) = z − f ( x, y ) = 0 . Then

ˆ G = G iˆˆˆˆ
∇ ˆˆ
x + G y j + Gz k = − f x i − f y j + k (9)

and

5
 ˆ G − f x iˆˆ− f y j + kˆ
∇
nˆ = = (10)
ˆG
∇ f x2 + f y2 + 1

Then n̂ is the outward normal vector and g is the acute angle between n̂ and the positive z-axis.

Hence, by definition

nˆ ⋅ kˆ 1
cos γ = = and sec γ = f x2 + f y2 + 1 (11)
nˆ kˆ f + f +1
x
2
y
2

and

∫∫ F ( x, y, z ) dσ = ∫∫ F  x, y, f ( x, y )  sec γ ( x, y ) dxdy
S Ω
(12)

Rewriting (6)

∫∫ Fˆˆˆ⋅ nd
S
ˆ σ = ∫∫∫ div Fdxdydz = ∫∫∫ div Fdv
T T
(6)

Just as Green’s theorem equates a line integral to an ordinary double integral, the divergence

theorem equates a surface integral to an ordinary triple integral.

If

Fˆ = ( u x , u y , uz ) = ( P, Q, R ) = Piˆˆ+ Qj + Rkˆ (13)

then

6
  ∂P ∂Q ∂R 
∫∫ ( P cos α + Q cos β + R cos γ ) dσ = ∫∫∫  ∂x + ∂y + ∂z  dxdydz
S T
(6)

where α , β , and γ are the angles that n̂ makes with the positive coordinate axes. From (6), it is

sufficient to prove that

∂P
∫∫ P cos α dσ = ∫∫∫ ∂x dxdydz
S T
(14)

∂Q
∫∫ Q cos β dσ = ∫∫∫ ∂y dxdydz
S T
(15)

and

∂R
∫∫ R cos γ dσ = ∫∫∫ ∂z dxdydz
S T
(16)

The proofs of (14),(15), and (16) are virtually identical, hence only proof of (16) is illustrated.

Consider S as “walnut shaped” as shown below.

That is, S consists of two surfaces: an upper surface S2: z = f 2 ( x, y ) and a lower surface S1:

z = f1 ( x, y ) . Then

∫∫ R cos γ dσ = ∫∫ R cos γ dσ + ∫∫ R cos γ dσ

S S1 S2
(17)

From (12)

7
∫∫ R ( x, y, z ) cos γ dσ = ∫∫ R  x, y, f ( x, y )  cos γ sec γ dxdy = ∫∫ R  x, y, f ( x, y )  dxdy
S2 Ω
2
Ω
2 (18)

where Wis the projection of S2 into xy-plane. On S1 the situation is a bit different because the

outer normal n̂ on S1 points downward and it was assumed that the angle g is an acute angle

between the positive z-axis and n̂ . This situation can be readily rectified if one uses - n̂ in S1.

∫∫ R ( x, y, z ) cos γ dσ = − ∫∫ R  x, y, f ( x, y )  cos γ sec γ dxdy = −∫∫ R  x, y, f ( x, y )  dxdy

S1 Ω
1
Ω
1 (19)

thus

∫∫ R cos γ dσ = ∫∫ { R  x, y, f ( x, y )  − R  x, y, f ( x, y ) } dxdy

S Ω
2 1

(20)
 f2 ( x , y ) ∂R  ∂R
= ∫∫  ∫ dz dxdy = ∫∫∫ dzdxdy
f1 ( x , y ) ∂z ∂z
Ω   T

Similarly (14) and (15) can be proved following exactly the same procedure outlined above.

This completes the proof.

Since (6) contains no reference to any special coordinate system, the result is true in all

coordinate systems. This integral transformation theorem, known as Gauss, or divergence,

theorem, is fundamental to all developments in mechanics of continuous media (continuum

mechanics).

Example 1

Compute ∫∫ Fˆ ⋅ nˆ dσ , where Fˆ ( x, y, z ) = x iˆˆ+ 2 yj + 4 z kˆ

S
2 2
and S is the surface of the cylinder

x 2 + y 2 = 4, 0 ≤ z ≤ 2 .

Solution

div Fˆ = 2 x + 2 + 8 z , so

8
 2
∫∫ Fˆ ⋅ nˆ = ∫∫∫ ( 2 x + 2 + 8z ) dzdxdy = ∫∫ ∫ ( 2 x + 2 + 8 z ) dzdxdy
0
S T x2 + y 2 ≤ 4

z=2
= ∫∫ ( 2 xz + 2 z + 4 z ) z=0 dxdy = ∫∫ ( 4 x + 20 ) dxdy
2

x2 + y2 ≤ 4 x2 + y 2 ≤ 4

Let x = r cos θ and y = r sin θ , then x 2 + y 2 = 4 = r 2 cos2 θ + r 2 sin2 θ = r2 ⇒ r = 2 .

The differential area in the polar coordinate system becomes dA = dxdy = rdrdθ .)

∫ ( 4r cos θ + 20)rdrdθ ) = 4∫ ∫ ( r cos θ + 5r ) drdθ

2π 2 2π 2
=∫ 2
0 0 0 0

2π  8 
= 4∫  cos θ + 10  dθ = 80π
0
3 

Example 2

By transforming to a trip[le integral, evaluate

I = ∫∫ ( x 3dydz + x 2 y dxdz + x2 z dxdy )

S

where S is the closed surface consisting of the cylinder x + y = a ( 0 ≤ z ≤ b ) and the dicks
2 2 2

z=0 and z=b. From (6), it is evident that

P = x 3 , Q = x2 y, R = x2 z

Hence, by taking advantage of the symmetry of the circle (evaluate only 1/4 of the circle), the

corresponding triple integral takes the from by (6)

1 2 
I = ∫∫∫ ( 3 x 2 + x 2 + x 2 ) dxdydz = 4 × 5∫  3 ( a − y )
b a a2 −y2 b a 3/2
∫∫ x2 dxdydz = 20 ∫ ∫
2
0 0 0 0 0 dydz
T

Let y = a sin θ , dy = a cos θ dθ , then

(a − y2 ) =  a2 ( 1 − sin2 θ )  = ( a2 cos2 θ )
3/2 3/2 3/2
2
= a3 cos3 θ

and

9
1 a 2 3/2
1 4 π /2 4 1 4 3 π π a4
3 ∫0
( a − y 2
) dy =
3 ∫0
a cos θ d θ = a =
3 8 2 16

Hence, the integral I becomes

b π a4 5
I = ∫ 20 × dz = π a 4b
0 16 4

Example 3

If F̂ and n̂ are expressed in terms of their Cartesian components such that

x y z
Fˆ = nˆ = cos ( x, n ) iˆˆˆˆ
+ cos ( y , n ) j + cos ( z , n ) kˆˆ= i + j + k
r r r

where

r = x 2 + y 2 + z 2 and the region T is the sphere x + y + z ≤ a

2 2 2 2

Evaluate the triple integral of (6).

Solution

Assuming that r ≠ 0

∂P ∂  x  x 2 + y 2 + z 2 − x 2 / x2 + y2 + z 2 r 2 − x 2
=  = =
∂x ∂x  x 2 + y 2 + z 2 
 x2 + y2 + z2 r3

Likewise,

∂Q r 2 − y 2 ∂R r 2 − z 2
= and =
∂y r3 ∂z r3

Hence,

3r 2 − r 2 2 2
div F =
r3
=
r
if r ≠ 0 and ∫∫∫ r dxdydz
T

Since the triple integral is discontinuous when r=0, care must be exercised. Returning back to

the equivalent surface integral reveals that

10
 ˆ ⋅ nd  x2 y2 z2 
∫∫S σ = ∫∫S  r 2 + r 2 + r 2 dσ = ∫∫S 1dσ = 4π a
2
F ˆ

The integral is simply the surface area of a sphere of radius a, thus avoiding an integral

containing a discontinuity at r=0.

The triple integral may be evaluated by transforming the Cartesian coordinates into the spherical

coordinates. From the sketch, it is clear that

In this case, ρ = r . dv = dxdydz = r 2 sin φ drdφ dθ

2 2π π a 1 2π π
∫∫∫ = ∫0 ∫0 ∫0 r φ φ θ = ∫0 ∫ sin φ dφ dθ
2 2
dxdydz 2 r sin drd d a
T
r 0

π 2π
= a 2 ( − cos φ ) dθ = 2π a2 ( 1 + 1) = 4π a2
0 ∫0

As expected, it yields the same result.

11