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Calculus III

Multiple Integrals/ Lecture 26-35

Wael Al-Sawai

UTPB

Wael Al-Sawai Multiple Integrals UTPB


Outline

Wael Al-Sawai Multiple Integrals UTPB


Doupled and Iterated Integrals over Rectangles

Descrization of the domain x ∈ [a, b]


The Riemann sum ∞ ∗
P
i=1 f (xi )∆x.
Rb ∗
a f (x)dx = limn→∞ f (xi )∆x.

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Double Integrals

Rij = [xi−1 , xi ] × [yj−1 , yj ] = {(x, y )|xi−1 ≤ x ≤ xi , yj−1 ≤


y ≤ yj }
If we choose a sample point (xij∗ , yij∗ ) in each Rij .
The part of S that lies above each Rij cab be approximated by
a thin rectangular box or column withe hight f (xij∗ , yij∗ ).
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Double Integrals

The volume of each box is the height of the box times the
area of the base rectangle: f (xij∗ , yij∗ )∆A.
The approximation to the total volume of S is
V ≈ m
P Pn ∗ ∗
i=1 j=1 f (xij , yij )∆A:

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Double Integrals
Pm Pn ∗ ∗
Then V = limm,n→∞ i=1 j=1 f (xij , yij )∆A

Definition (Double Integral)


The
RR double integral of f over the P
Pm rectangle R is
n ∗ ∗
R f (x, y )dA = limm,n→∞ i=1 j=1 f (xij , yij )∆A if the limit
exists.
If f (x, y ) ≥ 0, then the volume V of the solid that lies above the
rectangle
RR R and below the surface z = f (x, y ) is
V = R f (x, y )dA.
Properties of Doublel Integrals:
RR RR RR
R [f (x, y ) + g (x, y )]dA = R f (x, y )dA + R g (x, y )dA.
RR RR
R cf (x, y )dA = c R f (x, y )dA,
f (x, y ) ≥ f (x, y ) for
If RR RR all (x, y ) in R, then
c R f (x, y )dA ≥ c R g (x, y )dA

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Iterated Integrals

Suppose that f is a function of two variables that is integrable on


the rectangle R = [a, b] × [c, d].
Rd
c f (x, y )dy means that x is held fixed and f (x, y ) is
1

integrated with repsect to y from y = c to y = d.


Rd
c f (x, y )dy is a function depends on x, so we can define
2
Rd
A(x) = c f (x, y )dy .
Rb Rb Rd 
3
a A(x)dx = a c f (x, y )dy dx.
Rd Rb Rd Rb 
4 Similarly
c a f (x, y )dxdy = c a f (x, y )dx dy . We first
integrate with respect to x (holding y fixed) from x = a to
x = b and then we integrate the resulting function of y with
repsect to y from y = c to y = d.
The iterated integrals work from inside out.

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Iterated Integrals

Example : Evaluate the iterated integrals.


R3R2 2
0 1 x ydydx.
R2R2 2
1 0 x ydxdy .

Theorem (Fubini’s Thoerem)


If f is continuous on the rectangle
R = {(x, y )|a ≤ x ≤ b, c ≤ y ≤ d}, then
RR RbRd Rd Rb
R f (x, y )dA = a c f (x, y )dydx = c a f (x, y )dxdy .
More genrally, this is true if we assume that f is bounded on R, f
is discontinous only on a finite number of smooth curves, and the
iterated integrals exist.

Note
RR that: Rd Rb Rd Rb
R f (x, y )dA = c a g (x)h(y )dxdy = c h(y )dy a g (x)dx

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Fubini’s Thoerem

Rd
A(x) = c f (x, y )dy is cross section area of S in the plane
through x perpandecular to the x-axis.
Rb
The volume is V = a A(x)dx.
Rb
Or a f (x, y )dx is cross section area of S in the plane through
y perpandecular to the y-axis.
Rd Rb 
Then, V = c a f (x, y )dx dy
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Examples:
Example : Evaluate the double integral R (x − 3y 2 )dA where
RR

R = {(x, y )|0 ≤ x ≤ 2, 1 ≤ y ≤ 2} RR
Example : Evaluate the double integral R y sin(xy )dA where
R = [1, 2] × [0, π].
Example : Find the volume of the solid S that is bounded by the
elliptic paraboloid x 2 + 2y 2 + z = 16, the planes x = 2 and y = 2,
and the three coordinate planes.

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Double Integral Over General Region

(
f (x, y ) if (x, y ) is in D
F (x, y ) =
0 if (x, y ) is in R but in D
If F is integrable over R, then we define the double integral of f
over D by RR RR
D f (x, y )dA = R F (x, y )dA

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Double Integral Over General Region

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Double Integral Over General Region:Type I

If f is continous on a type I region D suht that


D = {(x, y )|a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}
Then ZZ Z Z b g2 (x)
f (x, y )dA = f (x, y )dydx
D a g1 (x)

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Double Integral over General Region:Type II

If f is continous on a type II region D suth that


D = {(x, y )|c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )} then
ZZ Z d Z h2 (y )
f (x, y )dA = dxdy
D c h1 (y )

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Examples: Double Integral Over General Region
RR
Example : Evaluate D (x + 2y )dA, where D is the region
bounded by the parabolas y = 2x 2 and y = 1 + x 2 .

Answer is 32/15.

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Examples: Double Integral Over General Region

Example : Find the volume of the solid that lies under the
paraboloid z = x 2 + y 2 and above the region D in the xy-plane
bounded by the line y = 2x and the parabola y = x 2 .

D is a type I D is a type II
Answer is 216/35.

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Examples: Double Integral Over General Region
RR
Example : Evaluate D xydA, where D is the region bounded by
the line y = x − 1 and the parabola y 2 = 2x + 6

Answer is 36

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Examples: Double Integral Over General Region

Example : Find the volume of the tetrahedron bounded by the


planes x + 2y + z = 2, x = 2y , x = 0, andz = 0.

Answer is 1/3.

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Examples: Double Integral Over General Region
R1R1
Example : Evaluate thee iterated integral 0 x sin(y 2 )dydx

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General Properties of Double Integrals

RR RR RR
1 [f (x, y ) + g (x, y )]dA = f (x, y )dA + g (x, y )dA =.
RRD RR D D
2
D cf (x, y )dA = c D f (x, y )dA.
RRf (x, y ) ≥ g (x, yRR) in D, then
If
3

f (x, y )dA ≥ D g (x, y )dA.


RRD RR RR
D f (x, y )dA = D1 f (x, y )dA + D2 f (x, y )dA,
4

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General Properties of Double Integrals
RR
1
D 1dA = A(D)

2 If m ≤ f (x,RRy ) ≤ M for all (x, y ) ∈ D, then


mA(D) ≤ D f (x, y )dA ≤ MA(D).
Exmaple : Use the last property to estimate the integral
RR sin x cos
e y dA, where D is the disk with center the origins and
D
radius 2.

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Double Integrals in Polar Coordinates

r2 = x2 + y2
x = r cos θ y = r sin θ

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Double Integrals in Polar Coordinates

RR
To evaluate the double integral R f (x, y )dA
1 Discretize [a, b] into m subintervals [ri−1 , ri ] of equal width
∆r = (b − a)/m of equal width.
2 Divide [α, β] into n subintervals [θi−1 , θi ] of equal width
∆θ = (β − α)/n.
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Double Integrals in Polar Coordinates
1 Then we have the polar subrectangle
Rij = {(r , θ)|ri−1 ≤ r ≤ ri , θj−1 ≤ θ ≤ θj }
RR Pm Pn ∗ ∗ ∗ ∗
R f (x, y )dA ≈ j f (ri cos θj , ri sin θj )A(Rij ).
2
i
3 ri∗ = 12 (ri−1 + ri ), θj∗ = 12 (θj−1 + θj ) is the center of Rij
4 The area of a sector of a circle with radius r and central angle
θ is 12 r 2 θ.
5 The difference between the areas of such sectors, each of
which has central angle ∆θ = θj − θj−1 is the area of A(Rij )
which is ∆Ai = 21 ri2 ∆θ − 12 ri−1 2 ∆θ

6 Then,
∆Ai = 21 (ri2 − ri−1 2 )∆θ = 1 (r − r ∗
2 i i−1 )(ri + ri−1 ) = ri ∆r ∆θ
Pm Pn ∗ ∗ ∗
7
Pm Pn i ∗ j f (ri∗ cos∗ θj , ri∗ sin
Then θj∗ )A(Rij ) =

j f (ri cos θj , ri sin θj )ri ∆r ∆θ.
RR i Pm Pn ∗ ∗ ∗ ∗
R f (x, y )dA = limn,m→∞ j f (ri cos θj , ri sin θj )Ai =
8
i
RβRb
α a f (r cos θ, r sin θ)rdrdθ
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Change to Polar Coordinates in Double Integral

If f is continuous on a polar rectangle R given by


0RR≤ a ≤ r , α ≤ θ R≤ β, where 0 ≤ β − α ≤ 2π, then
βRb
R f (x, y )dA = α a f (r cos θ, r sin θ)rdrdθ.
1 Convert from rectangle to polar coordinates by
x = r cos θ, y = r sin θ.
2 Use the appropriate limits of integration for r and θ.
3 Replace dA by rdrdθ

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Examples: Double Integrals in Polar Coordinates

Example : Evaluate R (3x + 4y 2 )dA, where R is the region in


RR

the upper half-plane bounded by the circles x 2 + y 2 = 1 and


x 2 + y 2 = 4. Answer ( 15π
2 )
Example :Find the volume of the solid bounded by the plane
z = 0 and the paraboloid z = 1 − x 2 − y 2 . Answer ( π2 )

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Double Integrals in Polar Coordinates: General Region

If f is continuous on a polar region of the form


D = {(r , θ)|α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)} then
RR R β R h2 (θ)
D f (x, y )dA = α h1 (θ) f (r cos(θ), r sin(θ))rdrdθ.

In particular, taking f (x, y ) = 1 and h1 (θ) = 0, h2 (θ) = h(θ), we


R β R h(θ) Rβ 2
obtain A(D) = D 1dA = α 0 rdrdθ = α (h(θ))
RR
2 dθ

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Examples :Double Integrals in Polar Coordinates

Examples : Use a double integral to find the area enclosed by one


loop of the fourleaved rose r = cos 2θ

1 The loop is given by the region


D = {(r , θ)| − π/4 ≤ θ ≤ π/4, 0 ≤ r ≤ cos 2θ}.
RR R π/4 R cos θ π
2 So the area A(D) = D (1)dA = −π/4 0 rdrdθ = 8

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Examples :Double Integrals in Polar Coordinates

Example : Find the volume of the solid that lies under the
paraboloid z = x 2 + y 2 , above the xy-plane, and inside the cylinder
x 2 + y 2 = 2x

2 + y 2 )dA into
RR
We need to transform the double integral D (x
polar coordinates.

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Examples: Cont’d

1 Transform the domain from Cartesian to polar. r = 2 cos θ.


2 D{(r , θ)| − π/2 ≤ θ ≤ π/20 ≤ r ≤ 2 cos θ}.
R π R 2 cos θ 2
V = D (x 2 + y 2 )dA = −2 π 0
RR
3 r rdrdθ
2

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Triple Integrals

Motivation:

RRR RRR
M= Ω dM = Ω µ(x, y , z)dV

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Triple Integrals

1 B = {(x, y , z)|a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}.


2 Bijk = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , z − k]
3 ∆V = ∆x∆y ∆z
4 The
Pl triple
Pm Riemmann
Pn sum is
f (x ∗ , y ∗ , z ∗ )∆V
i=1 j=1 k=1 ijk ijk ijk

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Triple Integrals
Definition (Triple Integral)
RRR
The triple integral of f over the box B is B f (x, y , z)dV =
liml,m,n→∞ li=1 m
P P Pn ∗ , y ∗ , z ∗ )∆V if this limit exists.
j=1 k=1 f (xijk ijk ijk

Theorem (Fubini’s Thoerem For Triple Integrals)


If f is continuous on the rectangle box B = [a, b] × [c, d] × [r , s],
then
RRR Rs Rd Rb
B f (x, y , z)dV = r c a f (x, y , z)dxdydz.

The iterated Fubini’s theorem means that


First we integrate with respect to x (keeping y and z fixed).
Then we integrate with respect to y (keeping z fixed).
Finally we integrated with respect to z.
There are five other possible orders in which we can integrate.

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Example: Triple Integrals over Rectangular Domain

2
RRR
Example : Evaluate the triple integral B xyz dV , where B is
the rectangle box given by
B = {(x, y , z)|0 ≤ x ≤ 1, −1 ≤ y ≤ 2, 0 ≤ z ≤ 3}. Answer( 27
4 ).

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Triple Integrals over General Bounded Region
We define the Triple integral over a general bounded Region E in
three dimensional space (a solid) by much the same procedure that
we used for double integrals. We enclose E in a box B. Then we
define a function F so that it agrees with f on E but is 0 for
points in B that are outside E . By definition
ZZZ ZZZ
f (x, y , z)dV = F (x, y , z)dV
E B
.
If this integral exists and
f is continuous.
E is reasonably smooth.
Then the triple integral has essentially the same properties as the
double integral. We are going to consider continuous functions f
and certain types or regions.

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Type I

E = {(x, y , z)|(x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )}


ZZZ ZZ h Z u2 (x,y ) i
f (x, y , z)dV = f (x, y , z)dz dA
E D u1 (x,y )

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E is Type I & D is Type I

E = {(x, y , z)|a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x), u1 (x, y ) ≤ z ≤


u2 (x, y )}
ZZZ Z b Z g2 (x) Z u2 (x,y )
f (x, y , z)dV = f (x, y , z)dzdydx
E a g1 (x) u1 (x,y )

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E is Type I & D is Type II

E = {(x, y , z)|c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y ), u1 (x, y ) ≤ z ≤


u2 (x, y )}
ZZZ Z c Z h2 (y ) Z u2 (x,y )
f (x, y , z)dV = f (x, y , z)dzdxdy
E c h1 (y ) u1 (x,y )

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Examples: Triple Integrals
RRR
Example : Evaluate E zdV , where E is the solid tetrahedron
bounded by the four planes x = 0, y = 0, z = 0, and
x + y + z = 1. Answer (1/24)

R 1 R 1−x R 1−x−y
1 If D is Type I we get 0 0 0 zdzdydx
R 1 R 1−y R 1−x−y
2 If D is Type II we get 0 0 0 zdzdxdy

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Triple Integrals: Type II

E = {(x, y , z)|(y , z) ∈ D, u1 (y , z) ≤ x ≤ u2 (y , z)}


ZZZ Z Z h Z u2 (y ,z) i
f (x, y , z)dV = f (x, y , z)dx dA
E D u1 (y ,z)
There are two possible expressions for the integral depending D,
type I and type II plane region.
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Triple Integrals: Type III

E = {(x, y , z)|(x, z) ∈ D, u1 (x, z) ≤ y ≤ u2 (x, z)}


ZZZ Z Z h Z u2 (x,z) i
f (x, y , z)dV = f (x, y , z)dy dA
E D u1 (x,z)
There are two possible expressions for the integral depending D,
type I and type II plane region.

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Examples: Triple Integrals

Example : Find the volume of the solid bounded below by


z = x 2 + y 2 and above by z = 2 − x 2 − y 2 .

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Examples: Triple Integrals
RRR √
Example : Evaluate E x 2 + z 2 dV , where E is the region
bounded by the paraboloid y = x 2 + z 2 and the plane y = 4.

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Examples: Triple Integrals
RRR
Example : Evaluate the integral V xydv , where V is the
tetrahedron bounded by the planes x + 2y + z = 2,
x = 2y , x = 0, andz = 0.

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Triple Integrals in Cylindrical Coordinates

x = r cos θ y = r sin θ

y
r2 = x2 + y2 tan θ = x

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Triple Integrals in Cylindrical Coordinates

x = r cos θ y = r sin θ z =z

y
r2 = x2 + y2 tan θ = x z =z

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Example: Cylindrical Coordinates

Exampel :
1 Plot the point with cylindrical coordinates (2, 2π/3, 1) and

find its rectangular coordinates.


2 Find cylindrical coordinates of the point with rectangular

coordinates (3, −3, −7).

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Cylindrical Coordinates
Cylindrical coordinates are useful in problems that involve
symmetry about an axis, and z-axis is chosen to coinced with this
axis of symmetry.

The axis of circular cylinder with Cartesian equation x 2 + y 2 = c 2


is the z-axis. In cylindrical coordinates this cylinder has the very
simpe equation r = c.
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Example : Cylindrical Coordinates
Example : Describe the surface whose equation in cylindrical
coordinates is z = r .

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Evaluating Triple Integral with Cylindrical Coordinates

E = {(x, y , z)|(x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )} where D is


given in ploar coordinates by
D = {(r , θ)|α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}
RRR RR  R u2 (x,y ) 
E f (x, y , z)dV = D u1 (x,y ) f (x, y , z)dz dA

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Evaluating Triple Integral with Cylindrical Coordinates
Formula
RRR for triple integration in cylinderical coordinates.
f (x, y , z)dV =
R β RE h2 (θ) R u2 (r cos θ,r sin θ)
α h1 (θ) u1 (r cos θ,r sin θ) f (r cos θ, r sin θ, z)rdzdrdθ
To apply this formula:
1 Convert from Cartesian to Cylindrical

x = r cos θ, y = r sin θ, z = z.
2 Use dV = rdzdrdθ.

Use cylindrical coordinates when:


1 E is a solid region easily described in cylindrical coordinates.

2 And the function f (x, y , z) involves the expression x 2 + y 2 .

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Examples: Triple Integral with Cylindrical Coordinates

Example : A solid E lies within the cylinder x 2 + y 2 = 1, below


the plane z = 4, and above the paraboloid z = 1 − x 2 − y 2 . The
density at any point is proportional to its distance from the axis of
the cylinder. Find the mass of E .

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Examples: Triple Integral with Cylindrical Coordinates

Z 2 Z 4−x 2 Z 2
Example : Evaluate √ √ (x 2 + y 2 )dzdydx.
−2 − 4−x 2 x 2 +y 2

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Triple Integral in Spherical Coordinates

ρ ≥ 0, 0 ≤ φ ≤ π, θ is angle from cylindrical coordinates.

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Examples: Spherical Coordinates

The spherical coordinate system is especially usefull in problems


where there is symmetry about a point, and the origin is placed at
this point.

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Examples: Spherical Coordinates

The spherical coordinate system is especially usefull in problems


where there is symmetry about a point, and the origin is placed at
this point.

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The Relationship between rectangular and Spherical
Coordinates

z = ρ cos φ, r = ρ sin φ
x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ
ρ2 = x 2 + y 2 + z 2
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Examples: The Relationship between rectangular and
Spherical Coordinates
Example : The point (2, π/4, π/3) is given in sphereical
coordinates. Plot the point and find its rectangular coordinates.


Example : The point (2, 2/ 3, −2) is given in rectangular
coordinates. Find its spherical
√ coordinates.
Example : The point (0, 2 3, −2) is given in rectangular
coordinates. Find its spherical coordinates.

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Evaluating Triple Integrals with Spherical Coordinates
In the spherical coordinate system the counterpart of a rectangular
box is a spherical wedge
E = {(ρ, θ, φ)|a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d}. Although we
defined triple integrals by dividing solids into small boxes, it can be
shown that dividing a solid into small spherical wedges always gives
the same result. Thus, we divide E into smaller spherical wedges
Eijk by means of equally spaced spheres ρ = ρi , half-planes θ = θj ,
and half-cones φ = φk .

∆ρ, ρi ∆φ (arc of a
circle with radius
ρi angle ∆φ)
ρi sin φk ∆θ (arc of
a circle with radius
ρi sin φk angle (∆θ)

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Evaluating Triple Integrals with Spherical Coordinates

So, an approximation to the volume of Eijk is given by:

∆Vijk ≈ (∆ρ)(ρi ∆φ)(ρi sin φk ∆θ) = ρ2i sin φk ∆ρ∆θ∆φ

In fact, it can be shown, with the aid of the Mean Value Theorem,
that the volume of Eijk is given exactly by

∆Vijk = ρ̃2i sin φ̃k ∆θ∆φ

Where (ρ̃, θ̃, φ̃) is some point in Eijk


Volume of Eijk is
∆Vijk ≈ (∆ρ)(ρi ∆φ)(ρi sin φk ∆θ) = ρ2i sin φk ∆ρ∆θ∆φ
By the aid of mean value theorem the volume of Eijk is given
by ∆Vijk = ρ̃2i sin φk ∆ρ∆θ∆φ

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Evaluating Triple Integrals with Spherical Coordinates
(ρ̃i , θ̃j , φ̃k ) is some point in Eijk .
∗ , y ∗ , z ∗ ) be the rectangular coordinates of this point.
(xijk ijk ijk
RRR
Then, I = f (x, y , z)dV =
PlE Pm Pn ∗ , y ∗ , z ∗ )∆V
liml,m,n→∞ i=1 j=1 k=1 f (xijk ijk ijk ijk
Pl Pm Pn
= liml,m,n→∞ i=1 j=1 k=1
f (ρ̃i sin φ̃k cos θ̃j , ρ̃i sin φ̃k sin θ̃j , ρ̃i cos φ̃k )ρ̃2i sin φ̃k ∆ρ∆θ∆φ
This is the Riemann sum for the function
F (ρ, θ, φ) = f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ sin φ
RRR
f (x, y , z)dV =
R d RE β R b 2
c α a f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ sin φdρdθdφ
where E is a spherical wedge given by:
E = {(ρ, θ, φ)|a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d}

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Steps to transform Rectangle Integral to Spherical
Integral

convert a triple integral from rectangular coordinates to


spherical coordinates by writing
(x, y , z) = (ρ sin θ cos φ, ρ sin θ sin φ, ρ cos φ)
Replace dV by ρ2 sin φdφ dθdρ
Transform the integrals limit to appropriate limits in spherical
coordinates
The formula can be extended to include more general spherical
regions such as:
E = {(ρ, θ, φ)|g1 (θ, φ) ≤ ρ ≤ g2 (θ, φ), α ≤ θ ≤ β, c ≤ φ ≤ d} The
formula is the same as in previous formula except that the limits of
integration for ρ are g1 (θ, φ) and g2 (θ, φ)
Usually, spherical coordinates are used in triple integrals when
surfaces such as cones and spheres form the boundary of the
region of integration.
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Example: Evaluating Triple Integrals with Spherical
Coordinates
RRR (x 2 +y 2 +y 2 )3/2
Example : Evaluate Be dV , where B is the unit
ball:
B = {(x, y , z)|x 2 + y 2 + z 2 ≤ 1} Answer( 43 π(e − 1))
Example : Use spherical coordinates p to find the volume of the
solid that lies above the cone z = x 2 + y 2 and below the sphere
x 2 + y 2 + z 2 = z. Answer ( π8 )

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Example: Evaluating Triple Integrals with Spherical
Coordinates

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Change of Variables in Multiple Integrals

Change of variables for integration of a single variable functins:


Rb Rd 0
a f (x)dx = c f (g (u))g (u)du.
x = g (u) and a = g (c), b = g (d).
Rb Rd dx
a f (x)dx = c f (x(u)) du du
We can apply the change of variable to double integrals:
Example :
x = r cos θ, y = r sin θ.
RR RR
R f (x, y )dA = S f (r cos θ, r sin θ)rdrdθ
More generally, we consider a change of variables that is given by a
transformation T from the uv −plane to the xy −plane:
T (u, v ) = (x, y ) where x and y are related to u and v by the
equations x = g (u, v ), y = h(u, v ) or x(u, v ), y = y (u, v ).
We assume that T is a C 1 transformation, which means that g
and h have continuous first-order partial derivatives.

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Change of Variables in Multiple Integrals

T is one-to-one, then it has an inverse transformation T −1 .


T (u1 , v1 ) = (x1 , y1 ) the point (x1 , y1 ) is called the image.

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Example:Change of Variables in Multiple Integrals

Example: A transformation is defined by the equations


x = u 2 − v 2 , y = 2uv
Find the image of the square S = {(u, v )|0 ≤ u ≤ 1, 0 ≤ v ≤ 1}

T (u, v ) = hu 2 − v 2 , 2uv i = hx, y i

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Change of Variables in Double Integrals
How a change of variablesRRaffects a double integral? It is often
advantagous to evaluate R f (x, y )dA in coordinate system other
than xy −coordinate system.

If ∆Aij is the image of ij th rectangle.


PP
Area of R = ∆Aij .
The element area in uv coordinate system is ∆ui ∆vj .
What is the relation between ∆Aij and ∆ui ∆vj ?
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Change of Variables in Double Integrals

The image of S is a region R in the xy-plane


(x0 , y0 ) = T (u0 , v0 )
The position vector of the image of the point (u, v ) is
r(u, v ) = g (u, v )i + h(u, v )j

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Change of Variables in Double Integrals

∂r ∂r
The tangent vector at (x0 , y0 ) are ru = , rv =
∂u ∂v
∂x ∂y
ru = gu (u, v )i + hu (u, v )j = i+ j of the lower side of S.
∂u ∂u
∂x ∂y
rv = gv (u, v )i + hv (u, v )j = i+ j of the left side of S.
∂v ∂v
r(u0 + ∆u, v0 ) − r(u0 , v0 ) ≈ ∆uru
r(u0 , v0 + ∆v ) − r(u0 , v0 ) ≈ ∆v rv
This means that we can approximate R by a parallelogram
deterimind by the vectors ∆uru and ∆v rv
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Change of Variables in Double Integrals

We can approximate the area of R by the area of this


parallelogram,
|(∆uru ) × (∆v rv )| = |ru × rv |∆u∆v =

i j k ∂x

∂x ∂y ∂y
∂u ∂u 0 = ∂u ∂u
∂y k

∂x ∂y ∂x
0 ∂v ∂v

∂v ∂v

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Change of Variables in Double Integrals
Definition (Jacobian)
The Jacobian of the transformation T given byy x = g (u, v ) and
y = h(u, v ) is
∂x ∂y
∂(x, y ) ∂u ∂u ∂x ∂y ∂x ∂y
=
∂(u, v ) ∂x ∂y = ∂u ∂v − ∂v ∂u
∂v ∂v

We can approximate the area of ∆A of R

∂(x, y )
∆A ≈ | |∆u∆v
∂(u, v )

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Change of Variables in Double Integrals
We divid the region S in the uv −plane into rectangles Sij and call
their images in the xy −plane Rij

f (x, y )dA ≈ m
RR P Pn
R i=1 j=1 f (xi , yj )∆A ≈
Pm Pn ∂(x, y )
i=1 j=1 f (ui , uj )| |∆u∆v
∂(u, v )
The above sum is Riemann sum of the integral
RR ∂(x, y )
S f (g (u, v ), h(u, v ))| ∂(u, v ) |dudv

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Change of Variables in a Double Integral

Theorem
Suppose that T is a C 1 transformation whose Jacobian is nonzero
and that maps a region S in the uv − plane onto a region R in the
xy −plane. Suppose that f is continuous on R and that R and S
are type I and type II plane regions. Suppose also that T is
one-to-one, except perhaps on the boundary of S. Then
RR RR ∂(x, y )
R f (x, y )dA = S (f (x(u, v ), y (u, v ))| ∂(u, v ) |dudv

The theorem says the change from an integral in x and y to an


integral in u and v by expressing x and y in terms of u and v
∂(x, y )
dA = | |dudv
∂(u, v )

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Examples: Change of Variables in a Double Integral
Example : Consider the transformation T from r θ−plane to the
xy −plane
x = g (r , θ) = r cos θ, y = h(r , θ) = r sin θ, find the Jacobian of T .
∂x ∂y
∂(x, y ) ∂r ∂r cos θ −r sin θ
= = = r cos2 θ + r sin2 θ = r
∂(u, v ) ∂x ∂y sin θ r cos θ
∂θ ∂θ

RR RR ∂(x, y )
Rf (x, y )dxdy = S f (r cos θ, r sin θ)| |drdθ =
∂(r , θ)
RαRb
α a f (r cos θ, r sin θ)rdrdθ

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Examples:Change of Variables in a Double Integral
RR
Example : Evaluate R (x + y )dA where R is the region with
boundaries y = x, y = 3x, and x + y = 4

Use the transformation T (u, v ) = hu − v , u + v i.

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Examples: :Change of Variables in a Double Integral
RR x−y
Example : Evaluate R e x+y dA, where
R = {(x, y )|x ≥ 0, x + y ≤ 1}.

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