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5: Integral Calculus of Several Variables

Double and triple integrals for computing volumes, masses, and other quantities.


Double Integrals

Definition

โˆฌRf(x,y)โ€‰dA=limโกnโ†’โˆžโˆ‘i=1nf(xiโˆ—,yiโˆ—)ฮ”Ai\iint_R f(x, y) \, dA = \lim_{n \to \infty} \sum_{i=1}^{n} f(x_i^*, y_i^*) \Delta A_i

Iterated Integrals

Over a rectangle R=[a,b]ร—[c,d]R = [a, b] \times [c, d]:

โˆฌRf(x,y)โ€‰dA=โˆซabโˆซcdf(x,y)โ€‰dyโ€‰dx=โˆซcdโˆซabf(x,y)โ€‰dxโ€‰dy\iint_R f(x, y) \, dA = \int_a^b \int_c^d f(x, y) \, dy \, dx = \int_c^d \int_a^b f(x, y) \, dx \, dy

Fubiniโ€™s Theorem: Order doesnโ€™t matter if ff is continuous.

General Regions

Type I (bounded by y=g1(x)y = g_1(x) and y=g2(x)y = g_2(x)):

โˆฌDf(x,y)โ€‰dA=โˆซabโˆซg1(x)g2(x)f(x,y)โ€‰dyโ€‰dx\iint_D f(x, y) \, dA = \int_a^b \int_{g_1(x)}^{g_2(x)} f(x, y) \, dy \, dx

Type II (bounded by x=h1(y)x = h_1(y) and x=h2(y)x = h_2(y)):

โˆฌDf(x,y)โ€‰dA=โˆซcdโˆซh1(y)h2(y)f(x,y)โ€‰dxโ€‰dy\iint_D f(x, y) \, dA = \int_c^d \int_{h_1(y)}^{h_2(y)} f(x, y) \, dx \, dy

Applications of Double Integrals

Area

A=โˆฌD1โ€‰dAA = \iint_D 1 \, dA

Volume Under Surface

V=โˆฌDf(x,y)โ€‰dAV = \iint_D f(x, y) \, dA

Mass and Center of Mass

For density ฯ(x,y)\rho(x, y):

Mass: m=โˆฌDฯ(x,y)โ€‰dAm = \iint_D \rho(x, y) \, dA

Center of mass:

xห‰=1mโˆฌDxฯ(x,y)โ€‰dA,yห‰=1mโˆฌDyฯ(x,y)โ€‰dA\bar{x} = \frac{1}{m}\iint_D x\rho(x, y) \, dA, \quad \bar{y} = \frac{1}{m}\iint_D y\rho(x, y) \, dA

Moments of Inertia

Ix=โˆฌDy2ฯโ€‰dA,Iy=โˆฌDx2ฯโ€‰dA,I0=โˆฌD(x2+y2)ฯโ€‰dAI_x = \iint_D y^2 \rho \, dA, \quad I_y = \iint_D x^2 \rho \, dA, \quad I_0 = \iint_D (x^2 + y^2) \rho \, dA

Double Integrals in Polar Coordinates

When the region is circular or the integrand involves x2+y2x^2 + y^2:

โˆฌRf(x,y)โ€‰dA=โˆฌRf(rcosโกฮธ,rsinโกฮธ)โ€‰rโ€‰drโ€‰dฮธ\iint_R f(x, y) \, dA = \iint_R f(r\cos\theta, r\sin\theta) \, r \, dr \, d\theta

Key: dA=rโ€‰drโ€‰dฮธdA = r \, dr \, d\theta (not just drโ€‰dฮธdr \, d\theta!)

Example: Disk of radius aa

โˆฌDfโ€‰dA=โˆซ02ฯ€โˆซ0af(rcosโกฮธ,rsinโกฮธ)โ€‰rโ€‰drโ€‰dฮธ\iint_D f \, dA = \int_0^{2\pi} \int_0^a f(r\cos\theta, r\sin\theta) \, r \, dr \, d\theta

Triple Integrals

โˆญEf(x,y,z)โ€‰dV\iiint_E f(x, y, z) \, dV

Iterated Form

โˆญEfโ€‰dV=โˆซabโˆซg1(x)g2(x)โˆซh1(x,y)h2(x,y)f(x,y,z)โ€‰dzโ€‰dyโ€‰dx\iiint_E f \, dV = \int_a^b \int_{g_1(x)}^{g_2(x)} \int_{h_1(x,y)}^{h_2(x,y)} f(x, y, z) \, dz \, dy \, dx

Applications

Volume: V=โˆญE1โ€‰dVV = \iiint_E 1 \, dV

Mass: m=โˆญEฯ(x,y,z)โ€‰dVm = \iiint_E \rho(x, y, z) \, dV

Center of mass: xห‰=1mโˆญExฯโ€‰dV\bar{x} = \frac{1}{m}\iiint_E x\rho \, dV, etc.


Cylindrical Coordinates

x=rcosโกฮธ,y=rsinโกฮธ,z=zx = r\cos\theta, \quad y = r\sin\theta, \quad z = z

Volume element: dV=rโ€‰dzโ€‰drโ€‰dฮธdV = r \, dz \, dr \, d\theta

Use when: Region has circular symmetry about the zz-axis.

Example: Cylinder

โˆญEfโ€‰dV=โˆซ02ฯ€โˆซ0aโˆซ0hf(rcosโกฮธ,rsinโกฮธ,z)โ€‰rโ€‰dzโ€‰drโ€‰dฮธ\iiint_E f \, dV = \int_0^{2\pi} \int_0^a \int_0^h f(r\cos\theta, r\sin\theta, z) \, r \, dz \, dr \, d\theta

Spherical Coordinates

x=ฯsinโกฯ•cosโกฮธ,y=ฯsinโกฯ•sinโกฮธ,z=ฯcosโกฯ•x = \rho\sin\phi\cos\theta, \quad y = \rho\sin\phi\sin\theta, \quad z = \rho\cos\phi

where:

  • ฯ\rho = distance from origin
  • ฯ•\phi = angle from positive zz-axis (0โ‰คฯ•โ‰คฯ€0 \leq \phi \leq \pi)
  • ฮธ\theta = angle in xyxy-plane from positive xx-axis

Volume element: dV=ฯ2sinโกฯ•โ€‰dฯโ€‰dฯ•โ€‰dฮธdV = \rho^2 \sin\phi \, d\rho \, d\phi \, d\theta

Use when: Region has spherical symmetry.

Example: Sphere of radius aa

โˆญEfโ€‰dV=โˆซ02ฯ€โˆซ0ฯ€โˆซ0afโ€‰ฯ2sinโกฯ•โ€‰dฯโ€‰dฯ•โ€‰dฮธ\iiint_E f \, dV = \int_0^{2\pi} \int_0^{\pi} \int_0^a f \, \rho^2 \sin\phi \, d\rho \, d\phi \, d\theta

Change of Variables (Jacobian)

For transformation x=g(u,v)x = g(u, v), y=h(u,v)y = h(u, v):

โˆฌRf(x,y)โ€‰dxโ€‰dy=โˆฌSf(g(u,v),h(u,v))โˆฃโˆ‚(x,y)โˆ‚(u,v)โˆฃduโ€‰dv\iint_R f(x, y) \, dx \, dy = \iint_S f(g(u,v), h(u,v)) \left| \frac{\partial(x, y)}{\partial(u, v)} \right| du \, dv

Jacobian:

โˆ‚(x,y)โˆ‚(u,v)=โˆฃโˆ‚xโˆ‚uโˆ‚xโˆ‚vโˆ‚yโˆ‚uโˆ‚yโˆ‚vโˆฃ\frac{\partial(x, y)}{\partial(u, v)} = \begin{vmatrix} \frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \\ \frac{\partial y}{\partial u} & \frac{\partial y}{\partial v} \end{vmatrix}

Common Jacobians

CoordinatesJacobian
Polarrr
Cylindricalrr
Sphericalฯ2sinโกฯ•\rho^2 \sin\phi

Summary

Coordinate SystemdAdA or dVdV
Cartesian 2Ddxโ€‰dydx \, dy
Polarrโ€‰drโ€‰dฮธr \, dr \, d\theta
Cartesian 3Ddxโ€‰dyโ€‰dzdx \, dy \, dz
Cylindricalrโ€‰dzโ€‰drโ€‰dฮธr \, dz \, dr \, d\theta
Sphericalฯ2sinโกฯ•โ€‰dฯโ€‰dฯ•โ€‰dฮธ\rho^2 \sin\phi \, d\rho \, d\phi \, d\theta