In this chapter we extend the idea of a definite integral general regions than we were able to consider in

to double and triple integrals of functions of two or Chapter 6. We also use double integrals to calcu-
three variables. These ideas are then used to compute late probabilities when two random variables are
volumes, surface areas, masses, and centroids of more involved.

12.1 Double Integrals over Rectangles ● ● ● ● ● ● ● ● ● ● ●

In much the same way that our attempt to solve the area problem led to the definition
of a definite integral, we now seek to find the volume of a solid and in the process we
arrive at the definition of a double integral.

Review of the Definite Integral

First let’s recall the basic facts concerning definite integrals of functions of a single
variable. If f 共x兲 is defined for a  x  b, we start by dividing the interval 关a, b兴 into
n subintervals 关x i1, x i 兴 of equal width x 苷 共b  a兲兾n and we choose sample points
x*i in these subintervals. Then we form the Riemann sum
n
1 兺 f 共x*兲 x
i苷1
i

and take the limit of such sums as n l  to obtain the definite integral of f from a
to b :
n

兺 f 共x*兲 x
b
2 y f 共x兲 dx 苷 lim i
a n l  i苷1

In the special case where f 共x兲
0, the Riemann sum can be interpreted as the sum of
the areas of the approximating rectangles in Figure 1, and xab f 共x兲 dx represents the
area under the curve y 苷 f 共x兲 from a to b.
y
Îx

f(x*i )

0 a ⁄ ¤ ‹ xi-1 xi xn-1 b x

FIGURE 1 x*¡ x™* x£* x*i x n*

839
840 ■ CHAPTER 12 MULTIPLE INTEGRALS

Volumes and Double Integrals

z
z=f(x, y) In a similar manner we consider a function f of two variables defined on a closed rect-
angle

ⱍ
R 苷 关a, b兴  关c, d兴 苷 兵共x, y兲 僆 ⺢ 2 a  x  b, c  y  d其
0
a
c
d
and we first suppose that f 共x, y兲
0. The graph of f is a surface with equation
y z 苷 f 共x, y兲. Let S be the solid that lies above R and under the graph of f, that is,
b R
x
ⱍ
S 苷 兵共x, y, z兲 僆 ⺢ 3 0  z  f 共x, y兲, 共x, y兲 僆 R其

FIGURE 2 (See Figure 2.) Our goal is to find the volume of S.

The first step is to divide the rectangle R into subrectangles. We do this by divid-
ing the interval 关a, b兴 into m subintervals 关x i1, x i 兴 of equal width x 苷 共b  a兲兾m
and dividing 关c, d兴 into n subintervals 关yj1, yj 兴 of equal width y 苷 共d  c兲兾n. By
drawing lines parallel to the coordinate axes through the endpoints of these subinter-
vals as in Figure 3, we form the subrectangles

ⱍ
Rij 苷 关x i1, x i 兴  关yj1, yj 兴 苷 兵共x, y兲 x i1  x  x i, yj1  y  yj其

each with area A 苷 x y.

y
R ij (xi, yj)
d

yj
(x *ij , y*ij )
Îy yj_1

›
c
(x *£™, y*£™)

FIGURE 3 0 a ⁄ ¤ xi_1 xi b x
Dividing R into subrectangles
Îx

If we choose a sample point 共x ij*, y ij*兲 in each Rij , then we can approximate the part
of S that lies above each Rij by a thin rectangular box (or “column”) with base Rij and
height f 共x ij*, yij*兲 as shown in Figure 4. (Compare with Figure 1.) The volume of this
box is the height of the box times the area of the base rectangle:

f 共x ij*, yij*兲 A

If we follow this procedure for all the rectangles and add the volumes of the corre-
sponding boxes, we get an approximation to the total volume of S:
m n
3 V⬇ 兺 兺 f 共x *, y *兲 A
i苷1 j苷1
ij ij

(See Figure 5.) This double sum means that for each subrectangle we evaluate f at the
chosen point and multiply by the area of the subrectangle, and then we add the results.
 SECTION 12.1 DOUBLE INTEGRALS OVER RECTANGLES ◆ 841

z z

0 f(x *ij , y*ij)  0

c
a
d
y y
b
x x

Rij

FIGURE 4 FIGURE 5

Our intuition tells us that the approximation given in (3) becomes better as m and
n become larger and so we would expect that
▲ The meaning of the double limit in
Equation 4 is that we can make the m n
double sum as close as we like to the
number V [for any choice of 共x ij*, yij*兲]
4 V 苷 lim 兺 兺 f 共x *, y *兲 A
m, n l  i苷1 j苷1
ij ij

by taking m and n sufficiently large.

We use the expression in Equation 4 to define the volume of the solid S that lies under
the graph of f and above the rectangle R. (It can be shown that this definition is con-
sistent with our formula for volume in Section 6.2.)
Limits of the type that appear in Equation 4 occur frequently, not just in finding
volumes but in a variety of other situations as well —as we will see in Section 12.5 —
even when f is not a positive function. So we make the following definition.

5 Definition The double integral of f over the rectangle R is

▲ Notice the similarity between m n

Definition 5 and the definition of yy f 共x, y兲 dA 苷 lim 兺 兺 f 共x *, y *兲 A
m, n l  i苷1 j苷1
ij ij
a single integral in Equation 2. R

if this limit exists.

It can be proved that the limit in Definition 5 exists if f is a continuous function.

(It also exists for some discontinuous functions as long as they are reasonably “well
behaved.”)
The sample point 共x ij*, yij*兲 can be chosen to be any point in the subrectangle Rij ,
but if we choose it to be the upper right-hand corner of Rij [namely 共x i, yj 兲, see Fig-
ure 3], then the expression for the double integral looks simpler:

m n
6 yy f 共x, y兲 dA 苷 lim 兺 兺 f 共x , y 兲 A
m, n l  i苷1 j苷1
i j
R

By comparing Definitions 4 and 5, we see that a volume can be written as a double

integral:
842 ■ CHAPTER 12 MULTIPLE INTEGRALS

If f 共x, y兲
0, then the volume V of the solid that lies above the rectangle R
and below the surface z 苷 f 共x, y兲 is

V 苷 yy f 共x, y兲 dA
R

The sum in Definition 5,

m n

兺 兺 f 共x *, y *兲 A
i苷1 j苷1
ij ij

is called a double Riemann sum and is used as an approximation to the value of the
double integral. [Notice how similar it is to the Riemann sum in (1) for a function of
a single variable.] If f happens to be a positive function, then the double Riemann sum
represents the sum of volumes of columns, as in Figure 5, and is an approximation to
the volume under the graph of f .

EXAMPLE 1 Estimate the volume of the solid that lies above the square
R 苷 关0, 2兴  关0, 2兴 and below the elliptic paraboloid z 苷 16  x 2  2y 2. Divide R
into four equal squares and choose the sample point to be the upper right corner of
each square Rij . Sketch the solid and the approximating rectangular boxes.
y SOLUTION The squares are shown in Figure 6. The paraboloid is the graph of
(1, 2)
2 (2, 2) f 共x, y兲 苷 16  x 2  2y 2 and the area of each square is 1. Approximating the
volume by the Riemann sum with m 苷 n 苷 2, we have
R¡™ R™™
2 2
1
(1, 1)
(2, 1)
V⬇ 兺 兺 f 共x , y 兲 A
i苷1 j苷1
i j

R¡¡ R™¡
苷 f 共1, 1兲 A  f 共1, 2兲 A  f 共2, 1兲 A  f 共2, 2兲 A
0 1 2 x
苷 13共1兲  7共1兲  10共1兲  4共1兲 苷 34
FIGURE 6 This is the volume of the approximating rectangular boxes shown in Figure 7.
z

16 z=16-≈-2¥

2
y
2
FIGURE 7 x

We get better approximations to the volume in Example 1 if we increase the num-

ber of squares. Figure 8 shows how the columns start to look more like the actual solid
 SECTION 12.1 DOUBLE INTEGRALS OVER RECTANGLES ◆ 843

and the corresponding approximations become more accurate when we use 16, 64, and
256 squares. In the next section we will be able to show that the exact volume is 48.

(a) m=n=4, VÅ41.5 (b) m=n=8, VÅ44.875 (c) m=n=16, VÅ46.46875

FIGURE 8 The Riemann sum approximations to the volume under z=16-≈-2¥ become more accurate as m and n increase.

ⱍ
EXAMPLE 2 If R 苷 兵共x, y兲 1  x  1, 2  y  2其, evaluate the integral

yy s1  x 2 dA
R
z
SOLUTION It would be very difficult to evaluate this integral directly from Definition 5
(0, 0, 1)
but, because s1  x 2
0, we can compute the integral by interpreting it as a vol-
S ume. If z 苷 s1  x 2, then x 2  z 2 苷 1 and z
0, so the given double integral
represents the volume of the solid S that lies below the circular cylinder x 2  z 2 苷 1
and above the rectangle R. (See Figure 9.) The volume of S is the area of a semicircle
with radius 1 times the length of the cylinder. Thus
x y
(1, 0, 0) (0, 2, 0)
yy s1  x 2 dA 苷 12  共1兲2  4 苷 2
FIGURE 9 R

The Midpoint Rule

The methods that we used for approximating single integrals (the Midpoint Rule, the
Trapezoidal Rule, Simpson’s Rule) all have counterparts for double integrals. Here we
consider only the Midpoint Rule for double integrals. This means that we use a double
Riemann sum to approximate the double integral, where the sample point 共x ij*, yij*兲 in
Rij is chosen to be the center 共xi , yj兲 of Rij. In other words, xi is the midpoint of 关x i1, x i 兴
and yj is the midpoint of 关yj1, yj 兴.

Midpoint Rule for Double Integrals

m n

yy f 共x, y兲 dA ⬇ 兺 兺 f 共x , y 兲 A
i苷1 j苷1
i j
R

where xi is the midpoint of 关x i1, x i 兴 and yj is the midpoint of 关yj1, yj 兴.

844 ■ CHAPTER 12 MULTIPLE INTEGRALS

EXAMPLE 3 Use the Midpoint Rule with m 苷 n 苷 2 to estimate the value of the
ⱍ
integral xxR 共x  3y 2 兲 dA, where R 苷 兵共x, y兲 0  x  2, 1  y  2其.
y SOLUTION In using the Midpoint Rule with m 苷 n 苷 2, we evaluate f 共x, y兲 苷 x  3y 2
at the centers of the four subrectangles shown in Figure 10. So x1 苷 2 , x2 苷 2 ,
1 3

2 (2, 2) y1 苷 54 , and y2 苷 74 . The area of each subrectangle is A 苷 12 . Thus

3
R¡™ R™™ 2 2
2
R¡¡ R™¡ yy 共x  3y 2
兲 dA ⬇ 兺 兺 f 共x , y 兲 A
i苷1 j苷1
i j
1 R

苷 f 共x1, y1兲 A  f 共x1, y2 兲 A  f 共x2 , y1 兲 A  f 共x2 , y2 兲 A

0 x
苷 f ( 12 , 54 ) A  f ( 12 , 74 ) A  f ( 32 , 54 ) A  f ( 32 , 74 ) A
1 2
苷 ( 67
16 ) 2  ( 16 ) 2  ( 16 ) 2  ( 16 ) 2
1 139 1 51 1 123 1

FIGURE 10
苷  958 苷 11.875

Thus, we have yy 共x  3y 2
兲 dA ⬇ 11.875
R

NOTE In the next section we will develop an efficient method for computing
●

Number of Midpoint Rule double integrals and then we will see that the exact value of the double integral in
subrectangles approximations Example 3 is 12. (Remember that the interpretation of a double integral as a volume
1 11.5000 is valid only when the integrand f is a positive function. The integrand in Example 3
4 11.8750 is not a positive function, so its integral is not a volume. In Examples 2 and 3 in
16 11.9687 Section 12.2 we will discuss how to interpret integrals of functions that are not always
64 11.9922 positive in terms of volumes.) If we keep dividing each subrectangle in Figure 10 into
256 11.9980 four smaller ones with similar shape, we get the Midpoint Rule approximations dis-
1024 11.9995 played in the chart in the margin. Notice how these approximations approach the exact
value of the double integral, 12.

Average Value

Recall from Section 6.4 that the average value of a function f of one variable defined
on an interval 关a, b兴 is

1 b
fave 苷 y f 共x兲 dx
ba a

In a similar fashion we define the average value of a function f of two variables

defined on a rectangle R to be

1
fave 苷 yy f 共x, y兲 dA
A共R兲 R

where A共R兲 is the area of R.

If f 共x, y兲
0, the equation

A共R兲  fave 苷 yy f 共x, y兲 dA

R

says that the box with base R and height fave has the same volume as the solid that lies
 SECTION 12.1 DOUBLE INTEGRALS OVER RECTANGLES ◆ 845

under the graph of f . [If z 苷 f 共x, y兲 describes a mountainous region and you chop off
the tops of the mountains at height fave, then you can use them to fill in the valleys so
that the region becomes completely flat. See Figure 11.]

FIGURE 11

EXAMPLE 4 The contour map in Figure 12 shows the snowfall, in inches, that fell on
the state of Colorado on December 24, 1982. (The state is in the shape of a rect-
angle that measures 388 mi west to east and 276 mi south to north.) Use the contour
map to estimate the average snowfall for Colorado as a whole on December 24.

24
22
20
18
16
14
12
10
8
6

0
2

FIGURE 12

SOLUTION Let’s place the origin at the southwest corner of the state. Then 0  x  388,
0  y  276, and f 共x, y兲 is the snowfall, in inches, at a location x miles to the east
and y miles to the north of the origin. If R is the rectangle that represents Colorado,
then the average snowfall for Colorado on December 24 was

1
fave 苷 yy f 共x, y兲 dA
A共R兲 R
846 ■ CHAPTER 12 MULTIPLE INTEGRALS

where A共R兲 苷 388 ⴢ 276. To estimate the value of this double integral let’s use the
Midpoint Rule with m 苷 n 苷 4. In other words, we divide R into 16 subrectangles
of equal size, as in Figure 13. The area of each subrectangle is

A 苷 161 共388兲共276兲 苷 6693 mi2

y
276

24
22
20
18
16
14
10 12
8
6

2
0

0 388 x
FIGURE 13

Using the contour map to estimate the value of f at the center of each subrect-
angle, we get

4 4

yy f 共x, y兲 dA ⬇ 兺 兺 f 共x , y 兲 A
i苷1 j苷1
i j
R

⬇ A关0.4  1.2  1.8  3.9  0  3.9  4.0  6.5

 0.1  6.1  16.5  8.8  1.8  8.0  16.2  9.4兴
苷 共6693兲共88.6兲

共6693兲共88.6兲
Therefore fave ⬇ ⬇ 5.5
共388兲共276兲

On December 24, 1982, Colorado received an average of approximately 5 12 inches of

snow.
 SECTION 12.1 DOUBLE INTEGRALS OVER RECTANGLES ◆ 847

Properties of Double Integrals

We list here three properties of double integrals that can be proved in the same man-
ner as in Section 5.2. We assume that all of the integrals exist. Properties 7 and 8 are
referred to as the linearity of the integral.

7 yy 关 f 共x, y兲  t共x, y兲兴 dA 苷 yy f 共x, y兲 dA  yy t共x, y兲 dA

▲ Double integrals behave this way R R R
because the double sums that define
them behave this way.
8 yy c f 共x, y兲 dA 苷 c yy f 共x, y兲 dA where c is a constant
R R

If f 共x, y兲
t共x, y兲 for all 共x, y兲 in R, then

9 yy f 共x, y兲 dA
yy t共x, y兲 dA
R R

12.1 Exercises ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●

1. Find approximations to xxR 共x  3y 2 兲 dA using the same y 0 1 2 3 4

subrectangles as in Example 3 but choosing the sample x
point to be the (a) upper left corner, (b) upper right corner, 1.0 2 0 3 6 5
(c) lower left corner, (d) lower right corner of each sub-
rectangle. 1.5 3 1 4 8 6
2. Find the approximation to the volume in Example 1 if the 2.0 4 3 0 5 8
Midpoint Rule is used.
2.5 5 5 3 1 4
3. (a) Estimate the volume of the solid that lies below
the surface z 苷 xy and above the rectangle 3.0 7 8 6 3 0
R 苷 兵共x, y兲 ⱍ 0  x  6, 0  y  4其. Use a Riemann
sum with m 苷 3, n 苷 2, and take the sample point to 6. A 20-ft-by-30-ft swimming pool is filled with water. The
be the upper right corner of each subrectangle. depth is measured at 5-ft intervals, starting at one corner of
(b) Use the Midpoint Rule to estimate the volume of the the pool, and the values are recorded in the table. Estimate
solid in part (a). the volume of water in the pool.
4. If R 苷 关1, 3兴  关0, 2兴, use a Riemann sum with m 苷 4,
n 苷 2 to estimate the value of xxR 共y 2  2x 2兲 dA. Take 0 5 10 15 20 25 30
the sample points to be the upper left corners of the 0 2 3 4 6 7 8 8
subrectangles. 5 2 3 4 7 8 10 8
5. A table of values is given for a function f 共x, y兲 defined on 10 2 4 6 8 10 12 10
R 苷 关1, 3兴  关0, 4兴. 15 2 3 4 5 6 8 7
(a) Estimate xxR f 共x, y兲 dA using the Midpoint Rule with 20 2 2 2 2 3 4 4
m 苷 n 苷 2.
(b) Estimate the double integral with m 苷 n 苷 4 by choos- 7. Let V be the volume of the solid that lies under the graph of
ing the sample points to be the points farthest from the f 共x, y兲 苷 s52  x 2  y 2 and above the rectangle given by
origin. 2  x  4, 2  y  6. We use the lines x 苷 3 and y 苷 4
848 ■ CHAPTER 12 MULTIPLE INTEGRALS

to divide R into subrectangles. Let L and U be the Riemann 54

sums computed using lower left corners and upper right
58
corners, respectively. Without calculating the numbers V , L,
and U , arrange them in increasing order and explain your
62
reasoning.
8. The figure shows level curves of a function f in the square
R 苷 关0, 1兴  关0, 1兴. Use them to estimate xxR f 共x, y兲 dA to 66
the nearest integer.
y
68
1
14
13 74 76
12 70
70
11 68

10 74
9

0 1 x

9. A contour map is shown for a function f on the square 11–13 ■ Evaluate the double integral by first identifying it as
R 苷 关0, 4兴  关0, 4兴. the volume of a solid.
(a) Use the Midpoint Rule with m 苷 n 苷 2 to estimate the
value of xxR f 共x, y兲 dA. 11. xxR 3 dA, R 苷 兵共x, y兲 ⱍ 2  x  2, 1  y  6其
(b) Estimate the average value of f . 12. xxR 共5  x兲 dA, R 苷 兵共x, y兲 ⱍ 0  x  5, 0  y  3其
y
13. xxR 共4  2y兲 dA, R 苷 关0, 1兴  关0, 1兴
4 ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■

10 0 0 10 20 30 14. The integral xxR s9  y dA, where R 苷 关0, 4兴  关0, 2兴,

2

represents the volume of a solid. Sketch the solid.

15. Use a programmable calculator or computer (or the sum
2 command on a CAS) to estimate
10
x 2y 2
20 yy e dA
R
30
where R 苷 关0, 1兴  关0, 1兴. Use the Midpoint Rule with the
0 2 4 x following numbers of squares of equal size: 1, 4, 16, 64,
256, and 1024.

10. The contour map shows the temperature, in degrees Fahren-
heit, at 3:00 P.M. on May 1, 1996, in Colorado. (The state
measures 388 mi east to west and 276 mi north to south.)
Use the Midpoint Rule to estimate the average temperature
in Colorado at that time.
16. Repeat Exercise 15 for the integral xxR cos共x 4  y 4 兲 dA.
17. If f is a constant function, f 共x, y兲 苷 k, and
R 苷 关a, b兴  关c, d兴, show that xxR k dA 苷 k共b  a兲共d  c兲.
18. If R 苷 关0, 1兴  关0, 1兴, show that 0  xxR sin共x  y兲 dA  1.
 SECTION 12.2 ITERATED INTEGRALS ◆ 849

12.2 Iterated Integrals ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●

Recall that it is usually difficult to evaluate single integrals directly from the definition
of an integral, but the Evaluation Theorem (Part 2 of the Fundamental Theorem of
Calculus) provides a much easier method. The evaluation of double integrals from first
principles is even more difficult, but in this section we see how to express a double
integral as an iterated integral, which can then be evaluated by calculating two single
integrals.
Suppose that f is a function of two variables that is continuous on the rectangle
R 苷 关a, b兴  关c, d兴. We use the notation xcd f 共x, y兲 dy to mean that x is held fixed and
f 共x, y兲 is integrated with respect to y from y 苷 c to y 苷 d. This procedure is called
partial integration with respect to y. (Notice its similarity to partial differentiation.)
Now xcd f 共x, y兲 dy is a number that depends on the value of x, so it defines a function
of x:
d
A共x兲 苷 y f 共x, y兲 dy
c

If we now integrate the function A with respect to x from x 苷 a to x 苷 b, we get

1 y
b

a
A共x兲 dx 苷 y
b

a
冋y d

c
f 共x, y兲 dy dx 册
The integral on the right side of Equation 1 is called an iterated integral. Usually the
brackets are omitted. Thus

2
b
y y
a
d

c
f 共x, y兲 dy dx 苷 y
a
b
冋yc
d
册
f 共x, y兲 dy dx

means that we first integrate with respect to y from c to d and then with respect to x
from a to b.
Similarly, the iterated integral

3
d
y y
c
b

a
f 共x, y兲 dx dy 苷 y
c
d
冋ya
b
册
f 共x, y兲 dx dy

means that we first integrate with respect to x (holding y fixed) from x 苷 a to x 苷 b

and then we integrate the resulting function of y with respect to y from y 苷 c to y 苷 d.
Notice that in both Equations 2 and 3 we work from the inside out.

EXAMPLE 1 Evaluate the iterated integrals.

3 2 2 3
(a) yy x 2y dy dx (b) yy x 2 y dx dy
0 1 1 0

SOLUTION
(a) Regarding x as a constant, we obtain

冋 册
y苷2
2 y2
y x 2 y dy 苷 x 2
1 2 y苷1

苷 x2冉冊 冉冊 2
2
2
 x2
12
2
苷 32 x 2