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The multiple integral is a type of definite integral extended to functions of

more than one real variable, for example, f(x, y) or f(x, y, z).

bottom of the body is the domain of integration, while the surface is the

graph of the two-variable function to be integrated.

Contents

• 1 Introduction

• 2 Examples

• 3 Mathematical definition

o 3.1 Properties

o 3.2 Particular cases

• 4 Methods of integration

o 4.1 Direct examination

4.1.1 Constants

4.1.2 Use of the possible symmetries

o 4.2 Formulae of reduction

2

4.2.1 Normal domains on R

4.2.1.1 x-axis

4.2.1.2 y-axis

4.2.1.3 Example

3

4.2.2 Normal domains on R

o 4.3 Change of variables

4.3.1 Polar coordinates

4.3.2 Cylindrical coordinates

4.3.3 Spherical coordinates

• 5 Example of mathematical applications - Computing a volume

• 6 Multiple improper integral

• 7 Multiple integrals and iterated integrals

• 8 Some practical applications

• 9 See also

• 10 References

• 11 External links

Introduction

Just as the definite integral of a positive function of one variable

represents the area of the region between the graph of the function

and the x-axis, the double integral of a positive function of two

variables represents the volume of the region between the surface

defined by the function (on the three dimensional Cartesian plane

where z = f(x,y)) and the plane which contains its domain. (Note

that the same volume can be obtained via the triple integral — the

integral of a function in three variables — of the constant function

f(x, y, z) = 1 over the above-mentioned region between the surface

and the plane.) If there are more variables, a multiple integral will

yield hypervolumes of multi-dimensional functions.

over a domain D is most commonly represented by nesting integral

signs in the reverse order of execution (the leftmost integral sign is

computed last) proceeded by the function and integrand arguments

in proper order (the rightmost argument is computed last). The

domain of integration is either represented symbolically for every

integrand over each integral sign, or is often abbreviated by a

variable at the rightmost integral sign:

of more than one variable, indefinite multiple integrals do not exist.

Therefore all multiple integrals are definite integrals.

Examples

For example, the volume of the parallelepiped of sides 4 × 6 × 5

may be obtained in two ways:

• By the double integral

plane which is the base of the parallelepiped.

itself.

Mathematical definition

Let n be an integer greater than 1. Consider a so-called half-open n-

dimensional rectangle (from here on simply called rectangle). For a plane, n

= 2, and the multiple integral is just a double integral.

subintervals, with each subinterval closed at the left end, and open at the

right end. Denote such a subinterval by Ii. Then, the family of subrectangles

of the form

union is T. The diameter of a subrectangle C is, by definition, the largest of

the lengths of the intervals whose product is C, and the diameter of a given

partition of T is defined as the largest of the diameters of the subrectangles

in the partition.

Let f : T → R be a function defined on a rectangle T. Consider a partition

sum of the form

where for each k the point Pk is in Ck and m(Ck) is the product of the lengths

of the intervals whose Cartesian product is Ck.

exists, where the limit is taken over all possible partitions of T of diameter at

most δ. If f is Riemann integrable, S is called the Riemann integral of f over

T and is denoted

dimensional set can be defined by extending that function to a function

defined over a half-open rectangle whose values are zero outside the domain

of the original function. Then, the integral of the original function over the

original domain is defined to be the integral of the extended function over its

rectangular domain, if it exists.

multiple integral.

Properties

Multiple integrals have many of the same properties of integrals of

functions of one variable (linearity, additivity, monotonicity, etc.).

Moreover, just as in one variable, one can use the multiple integral

to find the average of a function over a given set. More

specifically, given a set D ⊆ Rn and an integrable function f over

D, the average value of f over its domain is given by

Particular cases

signs, and the triple integral has three; this is just notational

convenience, and comes handy when computing a multiple integral

as an iterated integral (as shown later in the article).

Methods of integration

The resolution of problems with multiple integrals consists in most of cases

in finding the way to reduce the multiple integral to a series of integrals of

one variable, each being directly solvable.

Direct examination

direct calculations.

Constants

multiply the measure by the constant function c. If c = 1, and is integrated

over a sub region of R2 the product gives the area of the region, while in R3

it is the volume of the region.

• For example:

and

Let us integrate f over D:

In the case of a domain where there are symmetries respecting at least one of

the axes and where the function has at least one parity in respect to a

variable, the integral becomes null (the sum of opposite and equal values is

null).

the symmetric axis.

• Example (1):

(a disc with radius 1 centered in the origin of the axes, boundary

included).

Using the property of linearity, the integral can be decomposed in

three pieces:

2 sin x and 3y3 are both odd functions and moreover it is evident that

the T disc has a symmetry for the x and even the y axis; therefore the

only contribution to the final result of the integral is that of the

constant function 5 because the other two pieces are null.

• Example (2):

region the sphere with radius 2 centered in the origin of the axes T =

x2 + y2 + z2 ≤ 4. The "ball" is symmetric about all three axes, but it is

sufficient to integrate with respect to x-axis to show that the integral is

0, because the function is an odd function of that variable.

Formulae of reduction

Formulae of reduction use the concept of simple domain to make possible

the decomposition of the multiple integral as a product of other one-variable

integrals. These have to be solved from the right to the left considering the

other variables as constants (which is the same procedure as the calculus of

partial derivatives).

Normal domains on R2

x -axis

a continuous function; then α(x) and β(x) (defined in the [a,b] interval) are

the two functions that determine D. Then:

y-axis

a continuous function; then α(y) and β(y) (defined in the [a,b] interval) are

the two functions that determine D. Then:

Example

Consider this region: (please

see the graphic in the example). Calculate

the formulas you have to find the functions that determine D and its

definition's interval.

In this case the two functions are:

and

while the interval is given from the intersections of the functions with

, so the interval is (normality has been chosen with

respect to the x axis for a better visual understanding).

It's now possible to apply the formulas:

The remaining operations consist of applying the basic techniques of

integration:

If we choose the normality in respect to the y axis we could calculate

Normal domains on R3

The extension of these formulae to triple integrals should be apparent:

y, z) functions. Then:

(this definition is the same for the other five normality cases on R3).

Change of variables

The limits of integration are often not easily interchangeable

(without normality or with complex formulae to integrate), one

makes a change of variables to rewrite the integral in a more

"comfortable" region, which can be described in simpler formulae.

To do so, the function must be adapted to the new coordinates.

Example (1-a):

The function is ;

if one adopts this substitution therefore

original variables that were transformed before (x and y in

example).

• the differentials dx and dy transform via the determinant of

the Jacobian matrix containing the partial derivatives of the

transformations regarding the new variable (consider, as an

example, the differential transformation in polar coordinates).

two in R3); however, a suitable substitution can be found using the

same principle in a more general way.

Polar coordinates

Transformation from Cartesian to polar coordinates.

In R2 if the domain has a circular "symmetry" and the function has some

"particular" characteristics you can apply the transformation to polar

coordinates (see the example in the picture) which means that the generic

points P(x,y) in cartesian coordinates switch to their respective points in

polar coordinates. That allows one to change the "shape" of the domain and

simplify the operations.

Example (2-a):

The function is

and applying the transformation one obtains

Example (2-b):

The function is

In this case one has:

this operation).

length and the amplitude of the described angle to define the ρ, φ intervals

starting from x, y.

Example of a domain transformation from cartesian to polar.

Example (2-c):

it's evident that the covered angle is the circle angle, so φ varies from

0 to 2π, while the crown radius varies from 0 to 2 (the crown with the

inside radius null is just a circle).

Example (2-d):

circular crown in the positive y half-plane (please see the picture in

the example); note that φ describes a plane angle while ρ varies from

2 to 3. Therefore the transformed domain will be the following

rectangle:

.

y = ρ sin(φ) in the first column respect to ρ and in the second respect to φ, so

the dx dy differentials in this transformation becomes ρ dρ dφ.

Once the function is transformed and the domain evaluated, it is possible to

define the formula for the change of variables in polar coordinates:

Please note that φ is valid in the [0, 2π] interval while ρ, which is a measure

of a length, can only have positive values.

Example (2-e):

example.

From the previous analysis of D we know the intervals of ρ (from 2 to

3) and of φ (from 0 to π). Now let's change the function:

Cylindrical coordinates

Cylindrical coordinates.

passage in cylindrical coordinates; the transformation of the function is

made by the following relation:

shape of the base varies, while the height follows the shape of the starting

region.

Example (3-a):

the "tube" whose base is the circular crown of the 2-d example and

whose height is 5); if the transformation is applied, this region is

obtained: (that is the

parallelepiped whose base is the rectangle in 2-d example and whose

height is 5).

differentials vary as in the passage in polar coordinates: therefore, they

become ρ dρ dφ dz.

This method is convenient in case of cylindrical or conical domains or in

regions where is easy to individuate the z interval and even transform the

circular base and the function.

Example (3-b):

this cylinder: .

The transformation of D in cylindrical coordinates is the following:

Spherical coordinates

Spherical coordinates.

the coordinates of every point of the integration region by two angles and

one distance. It's possible to use therefore the passage in spherical

coordinates; the function is transformed by this relation:

Note that points on z axis do not have a precise characterization in spherical

coordinates, so φ can vary between 0 to π .

The better integration domain for this passage is obviously the sphere.

Example (4-a):

center in the origin); applying the transformation you get this region:

dφ.

Finally you obtain the final integration formula:

It's better to use this method in case of spherical domains and in case

of functions that can be easily simplified, by the first fundamental

relation of trigonometry, extended in R3 (please see example 4-b); in

other cases it can be better to use cylindrical coordinates (please see

example 4-c).

Note that the extra ρ2 and sinφ come from the Jacobian.

Note that in the following examples the roles of φ and θ have been reversed.

Example (4-b):

is the function to integrate.

Its transformation is very easy:

while we know the intervals of the transformed region T from D:

Example (4-c):

The domain D is the ball with center in the origin and radius 3a (

) and is the function

to integrate.

Looking at the domain, it seems convenient to adopt the passage in

spherical coordinates, in fact, the intervals of the variables that delimit

the new T region are obviously:

.

Applying the formula for integration we would obtain:

which is very hard to solve. This problem will be solved by using the

passage in cylindrical coordinates. The new T intervals are

hemispheres simply by solving the inequality from the formula of D

(and then directly transforming x2 + y2 in ρ2). The new function is

simply ρ2. Applying the integration formula

.

Then we get

Now let's apply the transformation

because , we get

between parenthesis, it is possible to decompose the integral in two

parts that can be directly solved:

reduce the triple integral to an easier one-variable integral.

See also the differential volume entry in nabla in cylindrical and spherical

coordinates.

Example of mathematical

applications - Computing a

volume

Thanks to the methods previously described it is possible to demonstrate the

value of the volume of some solid volumes.

the function as a constant of the height h. It is possible to write this in

polar coordinates like so:

Verification: Volume = base area * height =

coordinates of the integrated constant function 1 on the sphere of the

same radius R:

tetrahedron with apex in the origin and chines of length l carefully lay

down to you on the three cartesian axes can be calculated through the

reduction formulas considering, as an example, normality regarding

the plan xy and to axis x and like function constant 1.

Multiple improper integral

In case of unbounded domains or functions not bounded near the boundary

of the domain, we have to introduce the double improper integral or the

triple improper integral.

integrals

that is, the integral is absolutely convergent, then the multiple integral will

give the same result as the iterated integral,

In particular this will occur if | f(x,y) | is a bounded function and A and B are

bounded sets.

If the integral is not absolutely convergent, care is needed not to confuse the

concepts of multiple integral and iterated integral, especially since the same

notation is often used for either concept. The notation

means, in some cases, an iterated integral rather than a true double integral.

In an iterated integral, the outer integral

A double integral, on the other hand, is defined with respect to area in the

xy-plane. If the double integral exists, then it is equal to each of the two

iterated integrals (either "dy dx" or "dx dy") and one often computes it by

computing either of the iterated integrals. But sometimes the two iterated

integrals exist when the double integral does not, and in some such cases the

two iterated integrals are different numbers, i.e., one has

The notation

rather than an iterated integral.

These integrals are used in many applications in physics.

integral (that is a triple integral) of the density weighed with the

square of the distance from the axis:

In electromagnetism, Maxwell's equations can be written by means

of multiple integrals to calculate the total magnetic and electric

fields. In the following example, the electric field produced by a

distribution of charges is obtained by a triple integral of a vector

function:

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