3.

36pt
Double Integrals
MATH 311, Calculus III

J. Robert Buchanan

Department of Mathematics

Spring 2019
Riemann Integral
Recall: the Riemann integral of a function f (x) on the interval
[a, b] is
Z b X n
f (x) dx = lim f (wi )∆xi
a kPk→0
i=1
where
P: is a partition of [a, b], i.e. P = {x0 , x1 , . . . , xn } with
a = x0 ≤ x1 ≤ · · · ≤ xi−1 ≤ xi ≤ · · · ≤ xn = b.
∆xi : is the width of the ith subinterval
∆xi = xi − xi−1 .
wi : is a number from the ith subinterval,
xi−1 ≤ wi ≤ xi .
kPk: is the norm of the partition,
kPk = max {∆xi }.
1≤i≤n
Illustration

x
x0 x2 x4 x6 x8 x10
Double Integrals Over a Rectangle
Task: For a continuous function f (x, y ) ≥ 0 defined on the
rectangle R = {(x, y ) | a ≤ x ≤ b, c ≤ y ≤ d}, find the volume
under the surface z = f (x, y ) and above the xy -plane.
Approach:
1. partition [a, b] and [c, d]
a = x0 ≤ x1 ≤ · · · ≤ xi−1 ≤ xi ≤ · · · ≤ xn = b
c = y0 ≤ y1 ≤ · · · ≤ yj−1 ≤ yj ≤ · · · ≤ ym = d
2. define ∆Aij = (xi − xi−1 )(yj − yj−1 )
3. in each rectangle of the form
Rij = {(x, y ) : xi−1 ≤ x ≤ xi , yj−1 ≤ y ≤ yj }
select an ordered pair (uij , vij ).
4. define the Riemann sum
Xn X m
V = f (uij , vij )∆Aij .
i=1 j=1
Rectangular Region
y

yy7
6

y5

y4

y3
y2

y1
y0

x
x0 x12 x3 x4 x5 x6
Riemann Sum
Example (1 of 2)

Approximate, using a Riemann sum, the volume under the

surface generated by

f (x, y ) = 10 − (x − 2)2 − (y − 2)2

over the rectangle R = {(x, y ) : 1 ≤ x ≤ 3, 1 ≤ y ≤ 4}.

Example (2 of 2)

I Choose n = 5 and m = 7.
I Define ∆x = (3 − 1)/5 = 2/5 and ∆y = (4 − 1)/7 = 3/7,
then ∆A = (∆x)(∆y ) = 6/35.
I Define xi = 1 + 2i/5 for i = 0, 1, . . . , 5 and yj = 1 + 3j/7 for
j = 0, 1, . . . , 7.
I Choose ui = 1 + 2i/5 for i = 1, . . . , 5 and vj = 1 + 3j/7 for
j = 1, . . . , 7.

5 7  
6 XX 2i 3j
V ≈ f 1 + ,1 +
35 5 7
i=1 j=1
≈ 50.3706
Finding the Exact Volume

Think of the norm of the partition of R as the length of the

longest diagonal in the partition of R.

Definition
For any function f (x, y ) defined on the rectangle
R = {(x, y ) | a ≤ x ≤ b, c ≤ y ≤ d} the double integral of f
over R is
ZZ Xn
f (x, y ) dA = lim f (ui , vi )∆Ai
R kPk→0
i=1

provided the limit exists and is the same for every choice of
evaluation points (ui , vi ) in Ri . Under these conditions we say
that f is integrable over R.
Fubini’s Theorem

Theorem (Fubini’s Theorem)

Suppose that f is integrable over the rectangle
R = {(x, y ) | a ≤ x ≤ b, c ≤ y ≤ d}. Then we can write the
double integral over R as either of the iterated integrals:
ZZ Z b Z d Z d Z b
f (x, y ) dA = f (x, y ) dy dx = f (x, y ) dx dy .
R a c c a
Example

Evaluate the following double integral.

Z 3Z 4 
10 − (x − 2)2 − (y − 2)2 dy dx
1 1
Solution

Z 3Z 4 
10 − (x − 2)2 − (y − 2)2 dy dx
1 1
 Z 3 4
2 1 3 

= 10y − (x − 2) y − (y − 2)  dx
1 3 1
Z 3    
2 8 2 1
= 40 − 4(x − 2) − − 10 − (x − 2) + dx
1 3 3
Z 3 
= 27 − 3(x − 2)2 dx
1
3
= 27x − (x − 2)3 

1
= (81 − 1) − (27 + 1) = 52
Example

Evaluate the following double integral.

Z 1 Z 2
4xe2y dx dy
−1 0
Solution

Z 1 Z 2 Z 1 2
4xe2y dx dy = 2x 2 e2y  dy

−1 0 −1 0
Z 1
= 8e2y dy
−1
1
= 4e2y 

−1
= 4e2 − 4e−2
Double Integrals Over General Regions (1 of 2)

An inner partition consists of rectangular elements which lie

completely inside of R.
Double Integrals Over General Regions (2 of 2)

Definition
For any function f (x, y ) defined on a bounded region R ⊂ R2 ,
the double integral of f over R is
ZZ n
X
f (x, y ) dA = lim f (ui , vi )∆Ai
R kPk→0
i=1

provided the limit exists and is the same for every choice of
evaluation points (ui , vi ) in Ri . Under these conditions we say
that f is integrable over R.
Iterated Integrals for General Regions

Theorem
Suppose that f (x, y ) is continuous on the region R defined by
R = {(x, y ) | a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}, for continuous
functions g1 and g2 , where g1 (x) ≤ g2 (x) for all a ≤ x ≤ b.
Then ZZ Z Z b g2 (x)
f (x, y ) dA = f (x, y ) dy dx.
R a g1 (x)
Example (1 of 2)
Evaluate the iterated integral:
Z 1 Z 1−x 2
(3x 2 + 2y ) dy dx
−1 0
Example (2 of 2)

Z 1 Z 1−x 2 Z 1  1−x 2
(3x 2 + 2y ) dy dx = 3x 2 y + y 2  dx

−1 0 −1 0
Z1  
= 3x 2 (1 − x 2 ) + (1 − x 2 )2 dx
−1
Z1  
= 1 + x 2 − 2x 4 dx
−1
1 3 2 5 1
 
= x+ x − x 
3 5
   −1 
1 2 1 2
= 1+ − − −1 − +
3 5 3 5
28
=
15
Iterated Integrals for General Regions (II)

Theorem
Suppose that f (x, y ) is continuous on the region R defined by
R = {(x, y ) | c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}, for continuous
functions h1 and h2 , where h1 (y ) ≤ h2 (y ) for all c ≤ y ≤ d.
Then ZZ Z Z d h2 (y )
f (x, y ) dA = f (x, y ) dx dy .
R c h1 (y )
Example (1 of 2)
Evaluate the iterated integral:
Z 1 Z y2
3
dx dy
0 0 4 + y3
Example (2 of 2)

1 Z y2
 2
1
3x y
Z Z
3
dx dy = dy
0 0 4 + y3 0 4 + y 3 0
1
3y 2
Z
= 3
dy
0 4+y
1
= ln |4 + y 3 |

0
= ln 5 − ln 4
Changing Order of Integration

Sometimes a double integral may be easier to evaluate when

integrated in a specific order.
Example
Determine the most convenient order of integration for, and
evaluate the following double integral.
Z 1Z 1

√
cos(x 3 ) dx dy
0 y
Determining the Order of Integration

1.0

0.8

0.6
y =x

y
0.4

0.2

0.0
0.0 0.2 0.4 0.6 0.8 1.0
x

√
y =x ⇐⇒ y = x2
Changing the Order of Integration
Given Z 1Z 1

√
cos(x 3 ) dx dy
0 y

it would be difficult to integrate with respect to x first, so change

the order of integration, keeping the region being integrated
over the same.
Z 1Z 1 Z 1 Z x2
3
√
cos(x ) dx dy = cos(x 3 ) dy dx
0 y 0 0
Z 1
= x 2 cos(x 3 ) dx
0
1
1 3 

= sin(x )
3 0
1
= sin(1)
3
Properties of the Double Integral

Theorem
Let f (x, y ) and g(x, y ) be integrable over the region R ⊂ R2
and let c be any constant. Then, the following hold:
ZZ ZZ
1. c f (x, y ) dA = c f (x, y ) dA,
Z ZR R ZZ ZZ
2. [f (x, y ) + g(x, y )] dA = f (x, y ) dA + g(x, y ) dA,
R R R
3. if R = R1 ∪ R2 , where R1 and R2 are non-overlapping
regions, then
ZZ ZZ ZZ
f (x, y ) dA = f (x, y ) dA + f (x, y ) dA
R R1 R2
Homework

I Read Section 13.1.

I Exercises: 1, 5–31 odd, 37–53 odd