Multiple Integrals

Geometrical Meaning
z
35
30
25
20
15

10
6

5
4

0
10

2
5

-2
-5

-4
-10 -6

Double Integrals over Rectangles

If f (x,y) is a positive function, and R is a rectangle on the xyplane, then the geometrical meaning of

f ( x, y)dA
R

is the volume of the solid S that is above the rectangle R and

is below the graph z = f (x,y).

Definition in terms of Riemann sum

If f (x,y) is a function of two variables and R = [a,b][c,d] is
a closed rectangle in the xy-plane, then we define

f ( x, y )dA lim

m , n

i 1 j 1

f ( xij* , yij* )A

if the limit exists, where

the interval [a,b] is divided into m equal subintervals,
the interval [c,d] is divided into n equal subintervals,
A is the area of each sub-rectangle,
(xij*,yij*) is any point in sub-rectangle ij.

Estimation of the integral

If we know that m f (x,y) M on the rectangle R, then

m area( R) f ( x, y)dA M area( R)

R

Midpoint Rule
m

f ( x, y)dA f ( x , y )A
R

i 1 j 1

where xi is the midpoint of [xi-1, xi], and yj is the midpoint of

[yj-1,yj]

Approximation of volume by Riemann Sum

equation of surface z = f(x,y)

2.0
1.5
1.0

0.5

0.5

0.4

0.6

0.2

0.7

0.8

-0.2

0.9
1.0

-0.4

equation of surface z = f(x,y)

2.0
1.5
1.0

0.5

0.5

0.4

0.6

0.2

0.7

0.8

-0.2

0.9
1.0

-0.4

y
x

Iterated Integrals
Definition
The iterated integral
b

f ( x, y )dy]dx

means that we first integrate the function f with respect to y,

treating x as a constant, and then integrate the result with respect
to x. This can also be called iterated partial integration.

Fubinis Theorem
If f is continuous on the rectangle R = [a,b][c,d], then
b

f ( x, y)dA
R

f ( x, y )dydx

f ( x, y )dxdy

More generally, this is true if f is bounded on R, f is

discontinuous only on a finite number of smooth curves, and
the iterated integrals exist.

Properties of Double Integrals

If D is the non-overlapping union of two regions D1 and D2, then

f ( x , y )dA

f ( x , y )dA

D1

f ( x , y )dA

D2

If R = [a,b][c,d] is a rectangle and f (x,y) = g(x)h(y) is a

product of two functions of one variable, then
b

f x , y dA a g x dx c h y dy
R

Over General Regions

y-simple (or type I) regions
A plane region D is said to be y-simple if it lies between the
graphs of two continuous functions of x.
D = {(x,y): a x b, g1(x) y g2(x)}
Example:
3
2.5
2
1.5
1
0.5

-1.5

-1

-0.5

0.5
0

1.5

In this case

f ( x , y )dA

b g 2 x

a g x

f ( x , y )dydx

3
2.5
2
1.5
1
0.5

-1.5

-1

-0.5

0.5
0

1.5

Example

Evaluate

x 2 y dA
D

y 1 x2

2.5
2
1.5
1

y 2x 2

0.5

-1.5

-1

-0.5

0.5
0

1.5

x-simple (or type II) regions

A plane region D is said to be x-simple if it lies between the
graphs of two continuous functions of y.

D = {(x,y): c x d, h1(y) x h2(y)}

Example:
4

-3

-2

-1

-2

-4

In this case

h2 y

c h y

f ( x , y )dA

f ( x , y )dxdy

-3

-2

-1

-2

-4

Example

Evaluate

xy dA
D

y 2 2x 6

y x 1

-3

-2

-1

-2

-4

Non-simple Regions
There are many regions that do not belong to any of the two
previous types, such as the one indicated below.

In this case, we have to divide to

region into several disjoint subregions so that each one is either
x-simple or y-simple.
The integral will then be the sum
of several integrals, as stated in the
next theorem.

12

D1

10
8

D3

6
4

D2

2
00

10

Example: Evaluate

xydA
D

x 52 y 82 25
12
10
8
6

x 82 y 82 4

2
x ( y 5) 2 4
9

2
0 0

10

In Polar Coordinates
3
2.5

dr

2
1.5

r=b
1

r=a
0.5
0
0

0.5

1.5

2.5

Hence dA = r dr d

If f is continuous on a polar rectangle R given by

0 a r b,

, where 0 - 2
then
b

f ( x , y)dA a f r cos ,r sin r drd

R

If f is continuous on a polar region D of the form

, where 0 - 2
0 h1( ) r h2( ),
then

h2

f ( x , y)dA h
D

f r cos , r sin r drd

Surface Area
If S is a surface given by the continuously differentiable
function f (x,y) over a region D, then its area is

Area S

f f
1 dA
x y

Parametric Surface
All surfaces we have seen so far can be described by equations
of the form z = f (x,y), hence the surface can pass the vertical
line test.
In practice, many useful surfaces will not pass this test, and
will not pass any horizontal line test either.
In those cases, we cannot expect to describe the surface by
functions of the form x = g(y,z) or y = h(x,z) etc.
And the remedy is to introduce two new variables u and v that
will control values of x, y, and z.
The more precise definition is on the next page.

Parametric Surface
Suppose that

r u , v xu , v , y u, v , z u, v
is a vector-valued function defined on a region D in the
uv-plane. The set of all points (x,y,z) in 3 such that
x = x(u,v), y = y(u,v), z = z(u,v),

and (u,v) varies throughout D, is called a parametric surface.

Examples
A sphere centered at the origin with radius 4.
In principle this surface can be described by two equations

z 16 x 2 y 2 and z 16 x 2 y 2
but the result in plotting is not satisfactory due to vertical
slopes near the edge of each hemisphere. (see next page)

A sphere centered at the origin with radius 4.

It will be a lot better to use spherical coordinates

x 4 sin cos , y 4 sin sin , z 4 cos

where

and 0 2

The curves that you can see on

the sphere are the grid curves.
The horizontal circles are
created by keeping fixed, for
instance

x 4 sin cos ,
8

y 4 sin sin ,
8

The vertical circles are created by

keeping fixed.

z 4 cos
8
where 0 2

Example 2 A parallelogram with vertex P0 and two other

corners A(a1, a2, a3) and B(b1, b2, b3).
B

where P0 (c1 , c2 , c3 )

A
P0
The parametric equations are

x(u, v) c1 u (a1 c1 ) v(b1 c1 )

y (u, v) c2 u (a2 c2 ) v(b2 c2 )
z (u, v) c3 u (a3 c3 ) v(b3 c3 )

where 0 u , v 1

In many practical situations, we need to create the

parametric equations for a given surface, and one useful
method is to decide which directions the grid curves go first,
and then determine what parameters to use. Finally create the
equation for the surface (by adding vectors).
This can be illustrated in the next example.

Equation for a Torus

z

The parametric equations for the previous Torus are

x(, ) = (b + a cos )cos
y(, ) = (b + a cos )sin
z(, ) = a sin
where 0 , 2

Example 3 An ellipsoid
The standard equation in rectangular coordinates is
x2 y2 z 2
2 2 1
2
a
b
c

One parameter will be angle

which starts from 0 to .
1

Hence x = a cos

0.5
0
-0.5
-1
-2

y
-1

1
2

-1

Another parameter will be angle

which starts from 0 to 2.
1

For this ellipse, the

y-max = b sin and
z-max = c sin

0.5
0
-0.5
-1
-2

y
-1

1
2

-1

Hence
y = (b sin ) cos and
z = (c sin ) sin

Example 3 An ellipsoid

In parametric form it can be (but not uniquely)

x a cos , y b sin cos , z c sin sin
where 0 , 0 2

In some extreme cases, a surface will intersect itself. If this

happens, parametric equation is the only way to describe
such as surface.

Example 5 A surface that intersects itself

x u 2 , y v 2 , z u 2v where 0 u, v 1
4

-2

0
1

-4

2
0

0.2

0.4

0.6

0.8

3
1

1.2

1.4 4

Exercise: Match the following graphs with the equations on

the next slide.
I

II

III

IV

VI

y
3

11. r(u,v) = cos v i + sin v j + uk

12. r(u,v) = u cos v i + u sin v j + uk
13. r(u,v) = u cos v i + u sin v j + vk
14. r(u,v) = u3 i + u sin v j + u cos vk
15. x = (u sinu)cos v, y = (1 cos u)sin v, z = u
16. x = (1 u)(3 + cosv)cos4u,
y = (1 u)(3 + cosv)sin4u,
z = 3u + (1 u)sin v

Surface area of
Parametric Surfaces
If a smooth parametric surface S is given by the equations

r (u, v) x(u, v), y(u, v), z(u, v)

(u, v) D

and S is covered only once as (u,v) ranges throughout the

domain D, then the surface area is

Area S ru rv dA
D

x y z
where ru
, ,
u u u

x y z
and rv
, ,
v v v