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Updated: January 29, 2016 Calculus III Section 15.

Math 232
Calculus III
Brian Veitch • Fall 2015 • Northern Illinois University

15.1 Double Integrals


Definition 1: Integral of Function of Two Variables

We want the volume under the surface S


over the rectangular region

R = {(x, y)|a ≤ x ≤ b, c ≤ y ≤ d}

Z bZ d
V = f (x, y) dy dx
a c

Let’s take a look at R. Just like we did


in calculus one, we split the domain into
small rectangles. In this case the domain is
[a, b] × [c, d] with each rectangle having width
∆x and length ∆y.

To find the volume under the surface we need to find the volume of the rectangular
’boxes’ that lie underneath. Let’s start with one rectangular box.

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Updated: January 29, 2016 Calculus III Section 15.1

The area of the rectangular box is f (x1 , y2 ) ∆x ∆y. Let’s add some more rectangles.

The area of the group of rectangles is f (x1 , y1 )∆x ∆y + f (x1 , y2 )∆x ∆y + f (x3 , y3 )∆x ∆y

Eventually we want to make infinitely many rectangles with ∆x → 0 and ∆y → 0.

X Z Z
lim f (xi , yj )∆x∆y = f (x, y) dA
#→∞ R

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Updated: January 29, 2016 Calculus III Section 15.1

Definition 2: Iterated Integrals - Fubini’s Theorem

Let f (x, y) be a function over R = {(x, y)|a ≤ x ≤ y, c ≤ y ≤ d}. Fubini’s Theorem


states that
Z Z Z bZ 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 1
Z 2Z 3
Evaluate x2 y dx dy
1 0

Z 3
1. Start with the inside integral: x2 y dx
0

Z 3
x=3
2 1 3
x y dx = x y
0 3 x=0

= 9y − 0

= 9y
Z 2
2. Plug 9y back into the main integral to get 9y dy.
1

Z 2
y=2
9 2
9y dy = y
1 2 y=1

9
= 18 −
2
27
=
2

Example 2
Z Z
Evaluate xexy dA where R = {(x, y)|0 ≤ x ≤ 1, 1 ≤ yleq2}.
R

Since it doesn’t matter which variable I start with first, I’m going to do the following
Z 2Z 1
xexy dx dy
1 0

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Updated: January 29, 2016 Calculus III Section 15.1

Z 1
1. Let’s start with the inner integral: xexy dx
0
We need to do by parts with this problem.

u=x dv = exy
1
du = dx v = exy
y
Z Z
xy x 1 xy
xe dx = exy − e dx
y y
Z 1
x=1
x xy 1 xy
xexy dx = e − 2 e
0 y y x=0
1 1 1
= ey − 2 ey + 2
y y y

2. Now we need to evaluate Z 2


1 y 1 1
e − 2 ey + 2 dy
1 y y y
Even though it can be done it’s very annoying. It requires by parts a few more times.
Now is a good time to check out Fubini’s Theorem which states that we can change
the order of integration.

Z 2 Z 1 Z 1 Z 2
xy
xe dx dy = xexy dy dx
1 0 0 1

Let’s see how the new order goes.


Z 2
3. Let’s start by evaluating the inside integral xexy dy
1

Z 2
y=2
xy xy 1
xe dy = xe ·
1 x y=1

= exy |y=2
y=1

= e2x − ex
Z 1
4. Next, we evaluate e2x − ex dx
0

Z 1
x=1
2x 1 2x
x

x
e − e dx = e − e
0 2 x=0

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Updated: January 29, 2016 Calculus III Section 15.1

   
1 2 1 1 0 0
= e −e − e −e
2 2
1 1
= e2 − e +
2 2

Using Fubini’s Theorem helped quite a bit!

Definition 3: Special Case

If f (x, y) = g(x)h(y) on R = [a, b] × [c, d] then


Z Z Z Z Z d Z b
f (x, y) dA = g(x)h(y) dx dy = h(y) dy · g(x) dx
R c a

Example 3
R R
Evaluate R sin(x) cos(x) dA on R = [0, π/4] × [0, π/2].

Z π/2 Z π/4
cos(y) dy · sin(x) dx
0 0

= sin y|π/4
0 · − cos x|π/4
0
√ !
− 2
= (1 − 0) · +1
2

2
1−
2