DOUBLE INTEGRALS

The notion of a definite integral can be extended to function of two or more

variables. In this section we shall discuss the double integral, which is the
extension to functions of two variables.

DEFINITION OF A DOUBLE INTEGRAL

b
Firstly let us review the steps needed to define the definite integral f ( x)dx
a
of a function of one variable.

Recall that when f(x) is nonnegative on the interval [a, b], the Riemann sum
n
f ( xk* )xk can be interpreted as an approximation by rectangles to the
k 1
area under the curve y = f(x) over the interval [a, b](Figure 3.1) and the integral
b

f ( x)dx can be interpreted as the exact area under the curve.

a
1
Figure 3.1

The definition of an integral for function of two variables is a natural extension of

these ideas. The integration of f(x, y) takes place over a closed region R in the
xy plane. Let us just assume that the entire region R can be enclosed within
some suitably large rectangle with sides parallel to the coordinate axes. This
ensures that R does not extend indefinitely in any direction. (Figure 3.2)

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Figure: 3.2

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GEOMETRIC INTEPRETATION OF DOUBLE INTEGRALS

When f(x, y) is nonnegative on the region R, the double integral may be

interpreted as the volume of the solid S bounded above by the surface z = f(x,
y) and below by the region R.

Figure 3.4

The product f ( xk* , y *k ) Ak represents the volume of a rectangular

parallelepiped where f ( xk* , yk* ) is the height and Ak is the base area
(Figure 3.4)

n
Consequently the Riemann sum f ( xk* , y *k ) Ak can be interpreted as an
k 1
approximation by rectangular parallelepiped to the volume of the solid S. There
are two sources of error in this approximation. First, the bases of the
parallelepipeds will not, in general, cover the region R exactly and, second, the
approximating parallelepipeds have flat tops, whereas the upper surface of the
solid may be curved. However it is clear that as we use more and more sub
rectangles of decreasing size, both errors diminish, so f ( x, y) dA gives
R
the exact volume.
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PROPERTIES OF DOUBLE INTEGRALS

EVALUATING DOUBLE INTEGRALS

The symbol
b

f ( x, y ) dx
a
is partial definite integral with respect to x, evaluated by holding y fixed and
integrate with respect to x. It is evaluated by holding y fixed and integrating with
respect to x. Similarly, The partial definite integral with respect to y,

f ( x, y ) dy
a
is a partial definite integral with respect to y, evaluated by holding x fixed and
integrate with respect to y.
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Example 1

1 1 1
2 2 y 2x2 y2
xy dx y x dx
0 0
2 2
x 0
produce a function of y

1 1 1
2 xy 3
2 x
xy dy x y dy
0 0
3 3
y 0
produce a function of x

Consider the following types of calculations:

d b
f ( x , y ) dx dy (2a)
c a
b d
f ( x , y ) dy dx (2b)
a c

b
In (2a), the inside integration f ( x, y ) dx gives a function of y, which is then
a
integrated over the interval c y d

d
and in (2b) the integration f ( x, y ) dy results in a function of x, which is
c
then integrated over the interval a x b.

Expression (2a) and (2b) are called iterated (or repeated) integrals. Often the
brackets are omitted and these expressions are written as

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db d b
f ( x, y ) dx dy f ( x, y ) dx dy (3a)
ca c a
bd b d
f ( x, y ) dy dx f ( x , y ) dy dx (3b)
ac a c

Example 2 Evaluate

3 2 2 3
(a) 1 8 xy dy dx (b) 1 8 xy dx dy
0 1 1 0

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THEOREM: Let R be the rectangle defined by the inequalities
a x b, c y d

If f(x, y) is continuous on this rectangle, then

d b b d

f ( x, y ) dA f ( x, y ) dx dy f ( x, y ) dy dx
R c a a c
This major theorem enables us to evaluate a double integral over a rectangle by
calculating an iterated integral. Moreover, the theorem tells us that the order of
integration in the iterated integral does not matter.

Example 3: Evaluate the double integral

y 2 x dA
R
Over the rectangle R = {(x, y): -3 x 2, 0 y 1)

(Answer: -5/6)

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DOUBLE INTEGRALS OVER NONRECTANGULAR REGIONS

In this section you will be shown how to evaluate double integral over regions
other that rectangles.
Consider integral of the following types:

1 1
cos 3 y
6 0 3
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We shall be concerned with evaluating double integrals over two types of close
regions, regions of type I and type II

The following theorem enables us to evaluate double integrals over type I and
type II regions using iterated integrals.

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If R is a type I region, then the limits of integration in the formula

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View as type I region

REVERSING THE ORDER OF INTEGRATION

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