The double integral of f(x,y) over a rectangle R is defined as the limit. This technique is used to find the volume of an area over a rectangle
∬Rf(x,y)dA=∣∣P∣∣→0limi=1∑Nj=1∑Mf(Pij)ΔAij
Example :: Estimating Double Integral:
Compute the Riemann sum S4,3 to estimate the double integral of f(x,y)=6xy over R=[1,5]×[1,4]. Use the regular partition and upper‑right vertices of the sub‑rectangles as sample points.
Calculate length of sides of subrectangle Δx=45−1=1,Δy=34−1=1,ΔA=ΔxΔy=1
Plug into the corresponding Riemann sum S4,3=i=1∑Nj=1∑Mf(Pij)ΔAij=i=1∑4j=1∑3(6ij)⋅(1)
Sum for Regular Partition
Theorem 1: Continuous Functions Are Integrable
If a function f of two variables is continuous on a rectangle R, then f(x,y) is integrable over R
Continuous
A function is continuous when its graph is a single unbroken curve
Theorem 2: Linearity of the Double Integral
Assume that f(x,y) and g(x,y) are integrable over a rectangle R. Then, i. ∬R(f(x,y)+g(x,y))dA=∬Rf(x,y)dA+∬Rg(x,y)dA ii. For any constant C…∬RC⋅f(x,y)dA=C∬Rf(x,y)dA
A multidimensional curve that acts as a boundary typically for integrals
Defining Double Integral of a Piecewise Smooth
The function f~ is set equal to the function mapping the domain
∬Df(x,y)dA=∬Rf~(x,y)dA
f~(x,y)=f(x,y) if (x,y)∈D&0 if (x,y)∈D
function f is integral over D if the integral of f~ over R exists (as all shown in the image above)
Theorem 1
If f(x,y) is continuous on a closed domain D whose boundary is a simple closed piecewise smooth curve, then ∬Df(x,y)dA exists
Computing Regions Between Two Graphs
When D is a region between two graphs in the xy-plane, we can evaluate double integrals over D as interated integrals. Since D is vertically simple if it is the region between the graph of two continuous functions y=g1(x) and y=g2(x) over a fixed interval.
D={(x,y):a≤x≤b,g1(x)≤y≤g2(x)}
If D is horizontally simple
D={(x,y):c≤y≤d,h1(y)≤x≤h2(y)}
Theorem 2
If D is vertically simple with description
D={(x,y):a≤x≤b,g1(x)≤y≤g2(x)}
then,
∬Df(x,y)dA=∫ab∫g1(x)g2(x)f(x,y)dydx
If D is horizontally simple with description
D={(x,y):c≤y≤d,h1(y)≤x≤h2(y)}
then,
∬Df(x,y)dA=∫cd∫h1(x)h2(x)f(x,y)dxdy
Note: Since f~(x,y) is zero outside D, so for fixed x, f~(x,y) is zero unless y satisfies g1(x)≤y≤g2(x) giving us
∫cdf~(x,y)dy=∫g1(x)g2(x)f(x,y)dydx
Integration over a horizontally or vertically simple region is similar to integration over a rectangle with one difference: The limits of the inner integral may be functions instead of constants.
Example :: Compute double integral over domain D
Compute the double integral of f(x,y)=x2y over the given shaded domain in the figure. Assume that a=1.
Describe D as a vertically simple region.
0≤x≤(2a=2),f(x)=?≤y≤a
We need to find the function f(x) along the piecewise smooth. Knowing that we go right (2) a’s for every down (1) a we can create a function mapping to f(x)=xy=a−21x=1−21x Now we can plug into our equation with value a=1 … 0≤x≤2,1−21x≤y≤1
This segment is horizontally simple since the x value doesn’t change in this piecewise smooth but the y-compontent does
Similar to double integrals except there is another degree of restriction B=[a,b]×[c,d]×[p,q] such that all points in R3 a≤x≤b,c≤y≤d,p≤z≤q
To integrate over this box we subdivide the box into subboxes Bijk=[xi−1,xi]×[yj−1,yj]×[zk−1,zk] by choosing partitions of the three intervals a=x0<x1<…<xN=b c=y0<y1<…<yM=d p=z0<z1<…<zL=q
Here, N, M, and L are positive integers. The volume of Bijk is ΔVijk=Δxi,Δyj,Δzk where Δxi=xi−xi−1,Δyj=yj−yj−1,Δzk=zk−zk−1 Then we choose a sample point Pijk in each sub box Bijk and form the Riemann sum… SN,M,L=i=1∑Nj=1∑Mk=1∑Lf(Pijk)ΔVijk We write P=xi,yj,zk for the partition and let ∣∣P∣∣ be the maximum of the widths Δxi,Δyj,Δzk. If the sums SN,M,L approach a limit as ∣∣P∣∣→0 for arbitrary choices of sample points, we say that f is integrable over B. The limit value is denoted ∭Bf(x,y,z)dV=∣∣P∣∣→0limSN,M,L
Theorem 1: Fubini’s Theorem for Triple Integrals
The triple integral of a continuous function f(x,y,z) over a box B=[a,b]×[c,d]×[p,q] is equal to the iterated integral ∭Bf(x,y,z)dV=∫x=ab∫y=cd∫z=pqf(x,y,z)dzdydx Furthermore, the iterated integral can be evaluated in any order
Example :: Triple Integral:
Evaluate ∭B(xz+yz2)dV for box: 0≤x≤4,2≤y≤4,0≤z≤4
Rewrite: ∫04∫24∫04(xz+yz2)dzdydx
Evaluate the inner integral ∫04(xz+yz2)dz=21xz2+31yz3∣04=21x(4)2+31y(4)3−(0)=8x+364y
Evaluate the middle integral ∫24(8x+364y)dy=8x+332y2∣24=8x(4)+332(4)2−(8x(2)332(2)2)=16x+128
Evaluate the outer integral ∫04(16x+128)dx=8x2+128x∣04=640
Theorem 2
The triple integral of a continuous function f over the region W:(x,y)∈D,z1(x,y)≤z≤z2(x,y) is equal to the iterated integral ∭Wf(x,y,z)dV=∬D(∫z=z1(x,y)z2(x,y)f(x,y,z)dz)dA Note: More generally, integrals of functions of n variables (for any n ) arise naturally in many different contexts. For example, the average distance between two points in a ball in R3 is expressed as a six-fold integral because we integrate over all possible coordinates of the two points. Each point has three coordinates for a total of six variables.
The volume of a region W is defined as V=∭W1dV
Example :: Integrating inner integral with equations:
Integrate f(x,y,z)=x over the region W in the first octant above z=y2 and below z=80−5x2−4y2 Rewrite: ∬D∫z=y280−5x2−4y2x
Now we find the ranges for the next two integrals. Knowing that the first quadrant starts at x=0 and y=0 we can assume those are the bottom constraints. For the top constants we can set the two equations equal to one another 80−5x2−4y2=y2,16−x2=y2,x2+y2=16,x=4,y=16−x2
Now we rewrite the integral ∫04∫016−x2∫z=y280−5x2−4y2x
Calculate:
∫04∫016−x2∫z=y280−5x2−4y2x=32048
Find the volume of the solid V in the first octant bounded by x+y+z=2 and x+y+3z=2NOTICE: REGION IS Z-SIMPLE
Set the equations to each other to find the bounds z:z=2−x−y,32−x−y32−x−y≤z≤2−x−y
Knowing that the integral is z-simple we can solve that as the first integral of our problem
V=∭WdV=∬D∫z=32−x−y2−x−ydzdA
Solve for the y-variable in this equation by setting the equations equal to one another 2−x−y=32−x−y,y=2−x
Plug in the new constraints
∫ab∫2−x<em>0∫2−x−y</em>z=32−x−ydzdydx
Find the final constraints for x
0≤x≤b,0≤y≤2−x,2−x−y≤z≤32−x−y
setting x=0 in the y-variable constraint, we can confirm that the top constraint is x=2
0≤x≤2,0≤y≤2−x,2−x−y≤z≤32−x−y
Plug in
∫02∫2−x0∫z=32−x−y2−x−ydzdydx
Solve
∫02∫2−x0∫z=32−x−y2−x−ydzdydx=98
Let W be the region bounded by z=4−y2,y=2x2 and the plane z=0. Calculate the volume of W as a triple integral
Find out which dimension the equation is simple for: I think the volume would be z simple since we know z is constrained between z=0 and z=4−y2. ∭WdV=∬D∫04−y2dzdA
Then we can solve for y by plugging into the equation with z and y (0)=4−y2,y=2 ∫ab∫2x22∫04−y2dzdydx
Find constraints for x: We can set y = 2 and say x=1,−1 with the 2nd equation. ∫−11∫2x22∫04−y2dzdydx=21128
15.4 Polar Coordinates
Rectangular Coordinates
The typical coordinate system relying on an absolute origin
Polar Coordinates
Labeling a point P through coordinate ordering of (r,θ) where r is the distance to the origin O and θ is the angle between OP. θ moves counterclockwise
Example :: Rectangular to Polar:
Convert Rectangular to Polar Coordinates
(0,-1) r=02+(−1)2)=1tan−1(1)=4π
(3, 3) r=32+(3)2=12tan−1(12)=1.2898
(−1,3) r=(−1)2+(3)2=10tan−1(10)=1.26451
Example :: Integrating a circle:
Assume that a=1. Integrate f(x,y)=y(x2+y2)3 over D using polar coordinates. ∬Dy(x2+y2)3dA y=asinθ,x=acosθ
Radius of gyration: rg=(MI)1/2 Random variables X and Y have joint probabliity density function p(x,y) if… P(a≤X≤b;c≤Y≤d)=∫x=ab∫y=cdp(x,y)dydx A joint probability density function must satisfy p(x,y)≥0 and ∫∞<em>x=−∞∫∞</em>y=−∞p(x,y)dydx=1
Examples :: Density:
Find the total mass of the rectangle 0≤x≤4,1≤y≤7 assuming a mass density of δ(x,y)=4x2+y2
Use the formula for average f
f=∬D1dA∬Df(x,y)dA
Find the bounds
∫12<em>x=6∫x−6</em>−x−61dxdy=86
Calculate the integral of f(x,y,z)=z(x2+y2+z2)−3/2 over the part of the ball x2+y2+z2≤49 defined by z≥27 ∭Wf(x,y,z)dV=?
Set up integral
∫07∫∫z(x2+y2+z2)−3/2
∫02π∫0π/4∫05p2sinxdpdxdθ
Use spherical coordinates to calculate the triple integral of
Find the total population within a 3-km radius of the city center assuming a population density of δ(x,y)=2000(x2+y2)−0.3
City is a circle so the outer integral would be ∫02π
r=3;∫03
translate x and y into cylindrical
∫02π∫032000r(r2)−0.3drdθ=41788
The total mass of the solid region W defined by x≥0,y≥0,x2+y2≤4,x≤z≤25−x assuming a mass density of δ(x,y,z)=6y
Set up integrals in form of polar coordinates0≤r≤4=2,0≤θ≤2π,x=rcosθ,rcosθ≤z≤25−rcosθ
Set up integrals
∫π/2<em>0∫02∫25−rcosθ</em>rcosθ6rsinθ⋅rdzdrdθ
Find the center of mass of the region bounded by the semicircle x2+y2≤R2,y≥0 with mass density δ(x,y)=y
Use the center of mass equation, or the centroidxcm=MMy,ycm=MMx
Solve for MM=∬Dδ(x,y)dA=∫0π∫0Rrsinθ⋅r⋅drdθ=32R3
Solve for Mx and My My=∫0π∫0Ryxdrdθ=∫0π∫0Rrsinθ⋅rcosθ⋅r⋅drdθ=0 Mx=∫0π∫0Ry2drdθ=∫0π∫0Rr3sin2θdrdθ=8πR4
Plug in for values of center of mass equation ycm=MMy=32R38πR4=163πR xcm=MMx=32R30=0
ANS: (0,163πR)
Find the average square distance from the origin to a point in the domain D in the figure. Assume a=6,b=12
15.6 Change of Variables
Map (Domain)
The input of the function
Image (Co-Domain)
The output of the function that is mapped into a new space
Range
The set of all elements of a function
Let G(u,v)=(uv−1,uv) for u>0, v>0. Determine the images of
The lines u=c and v=c
[1,2]×[1,2] ANS:
In the map we have
xy=u2,x=uv−1
y=uv
G maps a point (c,v) to a point in the xy-plane with xy=c2. In other words, G maps the verticle line u=c to the hyperbola xy=c2. Similarly, by the second part of the equations above, the horizontal line v=c is mapped to the set of points where y/x=c2 or y=c2x
The image of [1,2]×[1,2] is the curvilinear rectangle bounded by four curves of the image defined by
1≤xy≤4,1≤xy≤4
To find G−1, we use u2=xy to get u=xy and v=y/x. Therefore the inverse map, G−1(x,y)=(xy,x/y)
Jacobian Determinant
How area changes under a mapping
G(u,v)=(x(u,v),y(u,v)) is equivalent to the determinant Jac(G) = \begin{bmatrix} \frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \ \frac{\partial y}{\partial u} & \frac{\partial y}{\partial v}\end{bmatrix} = \frac{\partial x}{\partial u}\frac{\partial y}{\partial v} - \frac{\partial x}{\partial v}\frac{\partial y}{\partial u} Note: This still takes the form of a typical determinant
Theorem 1: Jacobian of a Linear Map
The Jacobian of a linear map… G(u,v)=(Au+Cv,Bu+Dv) is constant with value Jac(G) = \begin{bmatrix} A & C \ B & D \end{bmatrix} = AD-BC Under G, the area of a region D is multiplied by the factor ∣Jac(G)∣area(D)
area(G(D))≈∣Jac(G)(P)∣area(D) ∣Jac(G)(P)∣=∣D∣→0limarea(D)area(G(D)) Where D is the maximum distance between two points
Compute the Jacobian G(u,v)=(3uev,6+8eu)
Find the partial integrals for the Jac(G) equation ∂u∂x=3ev∂v∂y=0∂v∂x=3uev∂u∂y=8eu
Let D be the parallelogram in the xy-plane spanned by the vectors (3,8) and (9,12). Apply the change of varibalse formula to the map G(u,v)=(9u+3v,12u+8v) to evaluate ∬DxydA as an integral over D0=[0,1]×[0,1]
Define a map
We can convert our double integral to an integral over the unit square R=[0,1]×[0,1] if we can find a map that sends R to P. The following linear map does this G(u,v)=(9u+3v,12u+8v)
Linear Map Formula: G(u,v)=(Au+Cv,Bu+Dv) G(1,0)=(A,B)=(9,12),G(0,1)=(C,D)=(3,8)
Compute the Jacobian Jac(G) = \begin{bmatrix} A & C \ B & D \end{bmatrix} = \begin{bmatrix} 9 & 3 \ 12 & 8 \end{bmatrix} = AD - BC = (9)(8) - (12)(3) = 36
Replace dxdy=36dudv achieved through Jacobian∬D108u2+108uv+24v2dxdy=∬D108u2+108uv+24v2(36dudv)
Compute integral
36∫01∫01108u2+108uv+24v2dudv=2556
Calculate ∬De64x2+9y2dxdy where D is the interior of the elipse (3x)2+(8y)2≤1
Convert from polar coordinates u=3x;x=3u,v=8y;y=8v,=⟨3u,8v⟩
Solve for G(1,0) and G(0,1) to find values for cross multiplication u2+v2≤1;G(1,0)=(3,0),G(0,1)=(0,8)
Compute the Jacobian Jac(G) = \begin{bmatrix} A & C \ B & D \end{bmatrix} = \begin{bmatrix} 3 & 0 \ 0 & 8 \end{bmatrix} = AD - BC = (3)(8) - (0)(0) = 24