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Chapter 6

Integrability
Outline:
The Riemann integral
The line integral
The line integral with respect to the arc length
The double integral
6.1 Riemann integrable functions
Outline
7.1 Divisions of a compact interval.
7.2 The Riemann integral.
7.3 Characterizations of Riemann integrability using sequences of divisions. Cauchys criterion.
7.4 Darbouxs criterion on Riemann integrability.
7.5 Classes of Riemann integrable functions.
7.6 Lebesques criterion on Riemann integrability.
7.7 Operations with Riemann integrable functions.
7.8 Monotony properties of the Riemann integrable function.
7.9 Mean value theorems
7.10 The additivity of the integral function on the interval.
7.11 Primitives, the primitivability of continuous functions, the Leibniz-Newton formula.
7.12 Computing methods for the primitives.
7.13 The integrability of rational functions.
7.14 Methods of integration.
60
CHAPTER 6. INTEGRABILITY 61
6.2 The line integral
The line integral is a natural generalization of the denite Riemann integral
R
b
a
f (x) dx. In the integral
R
b
a
f (x) dx we integrate the function f (x) from x = a to x = b along the line segment [a, b] from a to
b. Replacing the line segment [a, b] by a general curve C in the plane or in the space, we obtain the
line (or curve) integral
R
C

F d r dened below.
We begin by dening the notion of curve (either in the plane R
2
or in the space R
3
).
Denition 6.2.1 A curve C is the oriented image (graph) of a continuous function r : [a, b] R
3
,
r (t) = (x(t) , y (t) , z (t)), t [a, b] (see Figure 6.1).
The function r = r (t) is called a parametrization of the curve C, and r (a) is called the ini-
tial/starting point of the curve C and r (b) is called the terminal/endpoint of the curve C. If
r (a) = r (b) be say that the curve C is a closed curve.
If r is has a derivative r
0
(t) = (x
0
(t) , y
0
(t) , z
0
(t)) which is continuous at all points t (a, b) and
r
0
(t) 6= (0, 0, 0), we say that C is a smooth curve.
x
z
y
r(t) = (x(t), y(t), z(t))
r(b)
r(a)
C
Figure 6.1: A curve C and its parametrization r (t) = (x(t) , y (t) , z (t)), t [a, b].
Remark 6.2.2 Some useful examples of curves/parametrizations are given below:
1. A parametrization of the line segment from A(x
1
, y
1
, z
1
) to B (x
2
, y
2
, z
2
) is given by r : [0, 1]
R
3
, where
r (t) = (1 t) A + tB
= (1 t) (x
1
, y
1
, z
1
) + t (x
2
, y
2
, z
2
)
= ((1 t) x
1
+ tx
2
, (1 t) y
1
+ ty
2
, (1 t) z
1
+ tz
2
) , t [0, 1] .
2. A parametrization of an arc C of a circle of center (0, 0) and radius 1, between angles and
is given by r : [, ] R
2
, where
r (t) = (cos t, sint) , t [, ] .
More generally, if the circle has radius R and center (x
0
, y
0
), the corresponding parametrization
is
r (t) = (x
0
+ Rcos t, y
0
+ Rsint) , t [, ] .
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 62
3. A parametrization which is very useful in practice (in exercises) is that of the graph of a given
continuous function f : [a, b] R
2
. In this case, the parametrization is given by r : [a, b] R
2
,
where
r (t) = (t, f (t)) , t [a, b] .
For example, the parametrization of a part of a parabola, given by the graph of the function
f : [2, 3] R
2
, f (x) = x
2
5x + 7 is given by
r (t) =

t, t
2
5t + t

, t [2, 3]
(to remember this easily, just set x = t [2, 3] - the parameter, and then y = f (x) = f (t) =
t
2
5t + 7, so r (t) = (x(t) , y (t)) =

t, t
2
5t +t

).
4. If C : r : [a, b] R
3
is a given curve, then the reversed curve C

obtaining by reversing the


initial and starting points of the curve C, has the parametrization r

: [a, b] R
3
, where
r

(t) = r (a + b t) , t [a, b] .
With this preparation, we can now give the denition of the line integral, as follows:
Denition 6.2.3 Given a continuous function

F = (F
1
, F
2
, F
3
) dened on smooth curve C : r =
r (t) = (x(t) , y (t) , z (t)), t [a, b], we dene the line integral of

F over the curve C by
Z
C

F d r =
Z
b
a

F (r (t)) r
0
(t) dt
Remark 6.2.4 Given two vectors u = (u
1
, u
2
, u
3
) and v = (v
1
, v
2
, v
3
) in R
3
, u v denotes the scalar
product / dot product of the vectors u and v, dened by
u v = u
1
v
1
+ u
2
v
2
+ u
3
v
3
.
The line integral
R
C

F d r dened above is therefore equal to
Z
C

F d r =
Z
C
(F
1
, F
2
, F
3
) (dx, dy, dz)
=
Z
C
F
1
dx +F
2
dy + F
3
dz
=
Z
b
a
(F
1
(x(t) , y (t) , z (t)) , F
2
(x(t) , y (t) , z (t)) , F
3
(x(t) , y (t) , z (t)))

x
0
(t) , y
0
(t) , z
0
(t)

dt
=
Z
b
a
F
1
(x(t) , y (t) , z (t)) x
0
(t) +F
2
(x(t) , y (t) , z (t)) y
0
(t) + F
3
(x(t) , y (t) , z (t)) z
0
(t) dt.
This formula says that in order to compute the line integral
R
C

F d r we integrate the dot product
of the vectors

F ( r (t)) = (F
1
( r (t)) , F
2
( r (t)) , F
3
( r (t))) and r
0
(t) = (x
0
(t) , y
0
(t) , z
0
(t)) over the
interval [a, b].
Remark 6.2.5 It is not immediate from the denition that the line integral
R
C

F d r is independent
of the parametrization. That is, if r
1
: [a, b] R
3
and r
2
: [c, d] R
3
are two parametrizations of
the same oriented curve C, then
Z
b
a

F ( r
1
(t)) r
0
1
(t) dt =
Z
d
c

F (r
2
(t)) r
0
2
(t) dt.
However, this follows by the change of variables in the denite integral, as follows: if r
1
and r
2
both describe the same smooth curve C, then it can be shown that r
1
(t) = r
2
(u(t)), for some bijective
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 63
function u : [a, b] [c, d]. With the change of variables t = u(s), we obtain
Z
c
d

F ( r
2
(t)) r
0
2
(t) dt =
Z
b=u
1
(c)
a=u
1
(d)

F ( r
2
(u(s))) r
0
2
(u(s)) u
0
(s) ds
=
Z
b
a

F ( r
1
(s)) r
0
1
(s) ds
=
Z
b
a

F ( r
1
(t)) r
0
1
(t) dt.
Example 6.2.6 Compute the line integral
R
C

F d r where

F (x, y, z) =

x, y
2
, sinz

and C is the arc


of the circle of center (0, 0) and radius 1 located in the rst quadrant (i.e. x, y 0).
A parametrization of the given curve is r : [0, /2] R
3
, where
r (t) = (cos t, sint, 0) , t
h
0,

2
i
.
We have r
0
(t) =

(cos t)
0
, (sint)
0
, (0)
0

= (sint, cos t, 0), and therefore the given integral is


Z
C

F d r =
Z
/2
0

F ( r (t)) r
0
(t) dt
=
Z
/2
0

cos t, sin
2
t, sin0

(sint, cos t, 0) dt
=
Z
/2
0
sint cos t + sin
2
t cos tdt
=
sin
2
t
2
+
sin
3
t
3

t=/2
t=0
=

1
2
+
1
3

0
2
+
0
3

=
1
6
.
Remark 6.2.7 (Physical interpretation of the line integral) In Physics, the work done by a
constant force acting on a particle moving in a straight line, is dened as W = Force distance. In
general, given a force

F (not necessarily constant) and a particle moving on a curve C (not necessarily
a line segment), we can compute the work done by dividing the curve C by points r (t
k
) into small
parts C
k
, k = 1, . . . , n, such that each curve C
k
is approximately a straight line segment, and the force

F is approximately constant on C
k
(see Figure 6.2).
It follows that the work done W
k
in moving the particle along the curve C
k
is approximately
W
k
=

F (r (t
k
)) ( r (t
k
) r (t
k1
))

F ( r (t
k
)) r
0
(t
k
) t
k
(note that the tangent vector r
0
(t
k
) is a good approximation of the curve C
k
by a straight line if the
points r (t
k
) are suciently close to each other and the curve C is smooth), and therefore we obtain
W W
1
+ . . . + W
n
=
n
X
k=1
W
k
=
n
X
k=1

F ( r (t
k
)) r (t
k
) t
k
.
To make this formula exact, we pass to the limit with n , and we obtain
W = lim
n
n
X
k=1

F ( r (t
k
)) r (t
k
) t
k
=
Z
b
a

F (r (t)) r
0
(t) dt,
which shows that the line integral
R
C

F d r gives the work done by a force

F in moving a particle along
the curve C. This is the reason for which the line integral
R
C

F d r is sometimes also called the work
integral.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 64
x
z
y
r(tk)
r(b)
r(a)
C
r(tk1)
Ck
Figure 6.2: Physical interpretation of the line integral
R
C

F d r: work done by

F in moving an object
along C.
Since the line integral is dened by a denite (Riemann) integral, it also has the corresponding
properties. More precisely, we have:
Theorem 6.2.8 (Properties of the line integral) If

F,

G are continuous functions dened on the
smooth curve C, then
1.
R
C

F +

G

d r =
R
C

F d r +
R
C

G d r (additivity)
2.
R
C

k

F

d r = k
R
C

F d r, for any constant k R (homogeneity)
3. If C = C
1
C
2
is formed by union of two curves, then
R
C
1
C
2

F d r =
R
C
1

F d r +
R
C
2

F d r
(additivity with respect to the curve)
4.
R
C


F d r =
R
C

F d r
Proof. Follow from the corresponding properties of the denite integral: the properties 1) and 2)
follow from the properties
Z
b
a
(f (t) + g (t)) dt =
Z
b
a
f (t) dt +
Z
b
a
g (t) dt
and
Z
b
a
kf (t) dt = k
Z
b
a
f (t) dt,
of the denite integral.
The property 3) follows from the property
Z
b
a
f (t) dt =
Z
c
a
f (t) +
Z
b
c
f (t) dt,
for any a < c < b, and the property 4) follows from the property
Z
b
a
f (t) dt =
Z
a
b
f (t) dt.
For the denite integral, we saw (the Leibniz-Newton formula) that if F
0
(x) = f (x) for x [a, b],
then
Z
b
a
f (x) dx = F (b) F (a) .
We will see that with the appropriate denitions, a similar formula holds for the line integral.
First, we introduce the concept of independence of path of a line integral, as follows:
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 65
Denition 6.2.9 We say that the line integral
R
C

F d r is independent of the path C of inte-
gration in the domain D, if for any two points A, B D and any two curves C
1
and C
2
contained
in D with starting point A and endpoint B, the corresponding line integrals are equal:
Z
C
1

F d r =
Z
C
2

F d r.
We have:
Theorem 6.2.10 If

F = (F
1
, F
2
, F
3
) is continuous in a domain D R
3
, then the line integral
R
C

F d r is independent of path in D if and only if there exists a function f : D R such that

F = gradf =

f
x
,
f
y
,
f
z

in D.
In this case, the line integral
R
C

F d r can be computed as follows:
Z
C

F d r = f (B) f (A) ,
where B is the endpoint and A is the starting point of the curve C.
Proof. Assume that there exists the function f : D R such that

F = gradf, that is F
1
=
f
x
,
F
2
=
f
y
and F
3
=
f
dz
.
Let C : r = r (t) = (x(t) , y (t) , z (t)) : [a, b] R
3
be a curve with starting point A = r (a) and
endpoint B = r (b). and If the curve We have
Z
C

F d r =
Z
b
a

F ( r (t)) r
0
(t) dt
=
Z
b
a
F
1
( r (t)) x
0
(t) + F
2
( r (t)) y
0
(t) + F
3
( r (t)) z
0
(t) dt
=
Z
b
a
f
x
( r (t)) x
0
(t) +
f
y
( r (t)) y
0
(t) +
f
z
( r (t)) z
0
(t) dt
=
Z
b
a
d
dt
f (x(t) , y (t) , z (t)) dt
= f ( r (t))|
t=b
t=a
= f ( r (b)) f ( r (a))
= f (B) f (A) ,
and therefore the line integral
R
C

F d r does not depend on the path of integration (depends only on
its endpoint and starting point).
Conversely, if the line integral
R
C

F d r does not depend on the path of integration, it can be shown
that the function f : D R dened by
f (x, y, z) =
Z
C

F d r,
where C is an arbitrary curve contained in D with starting point (x
0
, y
0
, z
0
) D arbitrarily xed and
endpoint (x, y, z) D, is dierentiable in D and satises the condition

F = gradf.
To see this, we choose a curve C = C
1
C
2
such that the last part of the curve (the part close to
the endpoint (x, y, z)) is a line segment C
2
= [(x h, y, z) , (x, y, z)] parallel to the x - axis (see Figure
6.3). We obtain:
f (x, y, z) =
Z
C

F d r
=
Z
C
1

F d r +
Z
C
2

F d r
= f (x h, y, z) +
Z
C
2

F d r,
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 66
Figure 6.3: The curve C = C
1
C
2
from (x
0
, y
0
, z
0
) to (x, y, z).
and therefore
f (x, y, z) f (x h, y, z) =
Z
C
2

F d r.
Using the parametrization C
2
: r : [0, 1] R
3
given by
r (t) = (1 t) (x h, y, z) +t (x, y, z)
= (x th, y, z) ,
we obtain
f (x, y, z) f (x h, y, z) =
Z
C
2

F d r
=
Z
1
0
F
1
(x + ht h, y, z) (x + ht h)
0
+ F
2
(x + ht h, y, z) (y)
0
+
F
1
(x + ht h, y, z) (z)
0
dt
0
+ F
2
(x + ht h, y, z) (y)
0
+ F
1
(x + ht h, y, z) (z)
0
dt
=
Z
1
0
F
1
(x + ht h, y, z) h + F
2
(x + ht h, y, z) 0 + F
1
(x + ht h, y, z) 0dt
= h
Z
1
0
F
1
(x + ht h, y, z) dt,
and therefore
lim
h0
f (x, y, z) f (x h, y, z)
x (x h)
= lim
h0
Z
1
0
F
1
(x + ht h, y, z) dt
= F
1
(x, y, z) ,
which shows that f has partial derivative with respect to x
f
x
(x, y, z) = F
1
(x, y, z) .
A similar proof shows that
f
y
= F
2
and
f
z
= F
3
, and therefore

F = (F
1
, F
2
, F
3
) =

f
x
,
f
y
,
f
z

=
gradf, concluding the proof.
Example 6.2.11 Consider the line integral
R
C

F d r, where

F = (x + y, y + x, cos z) and C is a curve
from A = (0, 0, 0) to B = (1, 2, /2) .
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 67
It can be checked that

F = grad

x
2
2
+
y
2
2
+ sinz

, and therefore from the above theorem it follows


that
Z
C

F d r =
x
2
2
+
y
2
2
+ sinz

(1,2,/2)
(0,0,0)
=

1
2
+
2
2
2
+ sin

2

0
2
+ 0
2
+ sin0

=
1
2
+ 2 + 1
=
7
2
.
In general, it is not very easy to see whether a given function

F is the gradient of a certain function
f. The following theorem gives us a simple criterion for deciding whether

F = gradf:
Theorem 6.2.12 Let D be a simply connected domain and

F = (F
1
, F
2
, F
3
) have continuous partial
derivatives. Then
R
C

F d r is independent of path in D if and only if curl

F =

0, where
curl

F =

i j k

x

y

z
F
1
F
2
F
3

=

F
3
y

F
2
z
,
F
3
x
+
F
1
z
,
F
2
x

F
1
y

.
Proof. Assume
R
C

F d r is independent of path. By the previous theorem,

F = gradf, or F
1
=
f
x
,
F
2
=
f
y
and F
3
=
f
z
for some dierentiable function f : D R.
We have
F
3
y

F
2
z
=

y

f
z

f
y

=

2
f
yz


2
f
zy
= 0,
by Schwarzs theorem (since

F has continuous partial derivatives and

F = gradf =

f
x
,
f
y
,
f
z

, f
has continuous second order partial derivatives, and therefore

2
f
yz
=

2
f
zy
).
Similar proof shows
F
3
x
+
F
1
z
= 0 and
F
2
x

F
1
y
= 0, and therefore curl

F = (0, 0, 0) =

0.
We will not give here the proof of the converse (it requires Stokess theorem).
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 68
6.3 The line integral with respect to the arc length
We will rst introduce the notion of arc length of a curve. Consider C a smooth curve, with para-
metrization r : [a, b] R
3
, r (t) = (x(t) , y (t) , z (t)). To approximate the length of the curve C, we
consider a partition : a = t
0
< t
1
< . . . < t
n
= b and we approximate the length of the curve
C by the length of the polygonal line passing through the points P
i
= r (t
i
) = (x(t
i
) , y (t
i
) , z (t
i
)),
i = 0, 1, . . . , n. We have
Length(C)
n
X
i=1
|| r (t
i
) r (t
i1
)|| .
Applying Lagrange theorem to the function r : [t
i1
, t
i
] R it follows that there exists a point
t

i
[t
i1
, t
i
] such that r (t
i
) r (t
i1
) = r
0
(t

i
) (t
i
t
i1
), therefore we obtain:
Length(C)
n
X
i=1
|| r (t
i
) r (t
i1
)||
=
n
X
i=1

r
0
(t

i
) (t
i
t
i1
)

=
n
X
i=1
q
(x
0
(t

i
))
2
+ (y
0
(t

i
))
2
+ (z
0
(t

i
))
2
(t
i
t
i1
)
=
n
X
i=1
q
(x
0
(t

i
))
2
+ (y
0
(t

i
))
2
+ (z
0
(t

i
))
2
t
i
To make the above approximation exact, we pass to the limit with |||| = max
1in
(t
i
t
i1
) 0.
Since C is a smooth curve, by the denition of the Riemann integral it follows that the limit of the
above sum exists and we have
lim
||||&0
n
X
i=1
q
(x
0
(t

i
))
2
+ (y
0
(t

i
))
2
+ (z
0
(t

i
))
2
t =
Z
b
a
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt
We are thus lead to the following:
Denition 6.3.1 Given a smooth curve C with parametrization r : [a, b] R, r (t) = (x(t) , y (t) , z (t)),
we dene the length of the curve C by
Length(C) =
Z
b
a
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt.
Remark 6.3.2 In the denition above, the formula which gives the length of the curve C depends on
the parametrization r = r (t). Since there are many possible parametrizations of a given smooth curve
C, we should check to see if the above denition is independent on the choice of the parametrization.
However, this follows by the independence of the line integral with respect to the arc length (see Remark
6.3.5 below).
Example 6.3.3 Lets use the above formula to compute the length of the circle C of radius R centered
at the origin.
A parametrization of C is given by r : [0, 2] R, r (t) = (Rcos t, Rsint, 0).
We have r
0
(t) = (Rsint, Rcos t, 0), and using the denition above we obtain
Length(C) =
Z
2
0
q
(Rsint)
2
+ (Rcos t)
2
+ 0
2
dt
=
Z
2
0
Rdt
= Rt|
2
0
= 2R,
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 69
which coincides with the formula known from geometry (i.e. the length of a circle of radius R is equal
to 2R).
To make it easier to remember the next denition, we consider a small part of the curve C in the
previous discussion, say between the points r (t) and r (t +t). By the above denition, its length
s is given by
s =
Z
t+t
t
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt,
and by the mean value theorem we obtain
s =
q
(x
0
(t

))
2
+ (y
0
(t

))
2
+ (z
0
(t

))
2
t,
where t

is a intermediate point between t and t +t.


Passing to the limit with t 0, it follows that
lim
t0
s
t
= lim
t0
q
(x
0
(t

))
2
+ (y
0
(t

))
2
+ (z
0
(t

))
2
=
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
,
or
ds
dt
=
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
.
This formula shows that the length s = s (t) of an innitesimal arc of the curve C (called the arc
length of the curve C) has length
ds =
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt =

r
0
(t)

dt,
and justies the following denition:
Denition 6.3.4 Given a continuous function f = f (x, y, z) dened on a smooth curve C : r =
r (t) = (x(t) , y (t) , z (t)), t [a, b], we dene the line integral of f with respect to the arc length of the
curve C by
Z
C
fds =
Z
b
a
f ( r (t))

r
0
(t)

dt =
Z
b
a
f ( r (t))
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt
Remark 6.3.5 It is not immediate from the denition that the line integral
R
C
fds is independent
of the parametrization. That is, if r
1
: [a, b] R
3
and r
2
: [c, d] R
3
are two parametrizations of
the same oriented curve C, then
Z
b
a
f ( r
1
(t))

r
0
1
(t)

dt =
Z
d
c
f ( r
2
(t))

r
0
2
(t)

dt.
However, this follows by the change of variables in the denite integral, as follows: if r
1
and r
2
both describe the same smooth curve C, then it can be shown that r
1
(t) = r
2
(u(t)), for some bijective
function u : [a, b] [c, d].
With the change of variables t = u(s), we obtain
Z
d
c
( r
2
(t))

r
0
2
(t)

dt =
Z
u
1
(d)
u
1
(c)
f ( r
2
(u(s)))

r
0
2
(u(s))

u
0
(s) ds
=
Z
b
a
f ( r
2
(u(s)))

r
0
2
(u(s)) u
0
(s)

ds
=
Z
b
a
f ( r
1
(s))

( r
2
(u(s)))
0

ds
=
Z
b
a
f ( r
1
(s))

r
0
1
(s)

ds.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 70
Example 6.3.6 Compute the line integral
R
C
x + 2y zds where C is the arc of the circle of radius
1 centered at (0, 0) located in the rst quadrant (i.e. x, y 0) oriented counterclockwise.
A parametrization of the given curve is r : [0, /2] R
3
, where
r (t) = (cos t, sint, 0) , t
h
0,

2
i
.
We have r
0
(t) =

(cos t)
0
, (sint)
0
, (0)
0

= (sint, cos t, 0), and therefore the given integral is


Z
C
x + 2y zds =
Z
/2
0
(cos t + 2 sint 0)
q
(sint)
2
+ (cos t)
2
+ 0
2
dt
=
Z
/2
0
cos t + 2 sintdt
= sint 2 cos t|
t=/2
t=0
= (1 2 0) (0 2 1)
= 3.
Since the line integral with respect to the arc length is dened by a denite (Riemann) integral, it
also has the corresponding properties. More precisely, we have:
Theorem 6.3.7 (Properties of the line integral wrt arc length) If f, g are continuous func-
tions dened on the smooth curve C, then
1.
R
C
(f +g) ds =
R
C
fds +
R
C
gds (additivity)
2.
R
C
(kf) ds = k
R
C
fds, for any constant k R (homogeneity)
3. If C = C
1
C
2
is formed by union of two curves, then
R
C
1
C
2
fds =
R
C
1
fds+
R
C
2
fds (additivity
with respect to the curve)
4.
R
C

fds =
R
C
fds (independence on orientation)
Proof. Consider r : [a, b] R, r (t) = (x(t) , y (t) , z (t)) a parametrization of the curve C.
By denition, we have
Z
C
(f + g) ds =
Z
b
a
(f ( r (t)) + g ( r (t)))
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt
=
Z
b
a
f ( r (t))
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt +
Z
b
a
g ( r (t))
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt
=
Z
C
fds +
Z
C
gds,
and similarly
Z
C
(kf) ds =
Z
b
a
(kf ( r (t)))
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt
= k
Z
b
a
f ( r (t))
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt +
= k
Z
C
fds,
using the additivity and homogeneity of the Riemann integral.
To prove 3), since C = C
1
C
2
, there exists a point c (a, b) such that r
1
: [a, c] R, r
1
(t) = r (t)
is a parametrization of C
1
and r
2
: [c, b] R, r
2
(t) = r (t) is a parametrization of C
2
.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 71
From the denition of the line integral with respect to the arc length, we obtain
Z
C
1
C
2
fds =
Z
b
a
f ( r (t))

r
0
(t)

dt
=
Z
c
a
f ( r (t))

r
0
(t)

dt +
Z
b
c
f ( r (t))

r
0
(t)

dt
=
Z
c
a
f ( r
1
(t))

r
0
1
(t)

dt +
Z
b
c
f ( r
2
(t))

r
0
2
(t)

dt
=
Z
C
1
fds +
Z
C
2
fds.
To prove part 4), note that a parametrization for the reversed curve C

is r
1
: [a, b] R,
r
1
(t) = r (t), and that we have r
0
1
(t) =
d
dt
( r (a + b t)) = r
0
(a + b t). Using the denition and
using the substitution u = a + b t (note that du = dt), we obtain
Z
C

fds =
Z
b
a
f ( r
1
(t))

r
0
1
(t)

dt
=
Z
b
a
f ( r (a + b t)) || r (a + b t)|| dt
=
Z
a
b
f ( r (u)) || r (u)|| du
=
Z
b
a
f ( r (u)) || r (u)|| du
=
Z
C
fds,
which concludes the proof.
There are 3 applications of the line integral with respect to the arc length, as follows:
1. Length of a curve
It is immediate from the two denitions of above that the length of a curve C can be computed
using the line integral:
Length(C) =
Z
C
1ds
(just compare the rst denition above with the second one, in which f 1)
2. Mass of a curve C with mass density f = f (x, y, z)
The mass of a curve with variable mass density f (for example a wire which is not uniform,
having parts that are heavier/lighter) can be computed using the line integral as follows:
Mass (C) =
Z
C
fds.
To see why this formula is so, divide the curve C into small parts by points r (t
i
), i = 1, . . . , n,
where r : [a, b] R is a parametrization of C and a = t
0
< t
1
< . . . < t
n
= b is a partition of
[a, b].
If the partition is ne enough and the mass density is continuous, the part of the curve C between
points r (t
i1
) and r (t
i
) has approximately constant density, hence its mass is approximately
f ( r (t
i
)) (density) times the length of this arc. Summing up the masses of all such arcs, we
obtain
Mass (C)
n
X
i=1
f ( r (t
i
))
q
(x
0
(t

i
))
2
+ (y
0
(t

i
))
2
+ (z
0
(t

i
))
2
dt.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 72
To make the above approximation exact, we pass to the limit with the norm of the partition
tending to zero, and we obtain
Mass (C) =
Z
b
a
f ( r (t))
q
(x
0
(t))
2
+ (y
0
(t))
2
+ (z
0
(t))
2
dt,
which by denition equals
R
C
fds.
3. The center of mass G(x
G
, y
G
, z
G
) of a given curve with mass density f = f (x, y, z) is given by
x
G
=
R
C
xfds
R
C
fds
, y
G
=
R
C
yfds
R
C
fds
, z
G
=
R
C
zfds
R
C
fds
.
The reason for the above formulae comes from Physics (the sum of moments with respect to the
center of mass of all forces involved equals zero), but we will not discuss it here.
Example 6.3.8 Find the length, mass and center of mass of the curve C with mass density f (x, y, z) =
3x, where C is the arc of parabola y = x
2
lying in the rst quadrant.
A parametrization of the curve C is r : [0, 1] R, r (t) =

t, t
2
, 0

.
From the above formulae we obtain:
- Length of C
Length(C) =
Z
C
1ds
=
Z
1
0
q
(1)
2
+ (2t)
2
+ 0
2
dt
= 4
Z
1
0
r
1
4
+ t
2
dt
Using the formula
R
a
2
+ x
2
dx =
x
2

a
2
+ x
2
+
a
2
2
ln

x +

a
2
+ x
2

+ C, we obtain
Length(C) = 4

t
2
r
1
4
+ t
2
+
1/4
2
ln

t +
r
1
4
+ t
2
!!

1
0
= 4

1
2

5
2
+
1
8
ln

1 +

5
2
!!
=

5 +
1
2
ln

1 +

5
2
!
- Mass of C
Mass (X) =
Z
C
fds
=
Z
1
0
3t
q
(1)
2
+ (2t)
2
+ 0
2
dt
= 3
Z
1
0
t
p
1 + 4t
2
dt.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 73
Using the substitution u = 1 + 4t
2
(note that du = 8tdt) we obtain
Mass (X) = 3
Z
1
0
t
p
1 + 4t
2
dt
= 3
Z
5
1

u
1
8
du
=
3
8
Z
5
1
u
1/2
du
=
3
8
u
3/2
3/2

5
1
=
5

5 1
4
.
- Center of mass of C: G(x
G
, y
G
, z
G
)
For example, the y coordinate of the center of mass is
y
G
=
R
C
yfds
R
C
fds
=
R
1
0
t
2
3t

1 + 4t
2
dt
5

51
4
=
12
5

5 1
Z
1
0
t
3
p
1 + 4t
2
dt
With the substitution u = 1 + 4t
2
(note that du = 8tdt), we obtain
y
G
=
12
5

5 1
Z
5
1
u 1
4

u
1
8
du
=
3
8

5 1

Z
5
1
u
3/2
u
1/2
du
=
3
8

5 1

u
5/2
5/2

u
3/2
3/2
!

5
1
=
3
8

5 1

5
5/2
5/2

5
3/2
3/2
!

3
8

5 1


1
5/2

1
3/2

=
15

5
8

5 1


2
2
3

3
8

5 1

4
15

=
5

5
2

5 1
+
1
10

5 1

=
25

5 + 1
10

5 1
,
and similarly for x
G
and z
G
.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 74
6.4 The double integral
The double integral can be viewed as an extension of the denite integral
R
b
a
f (x) dx, as follows.
Consider a function of two variables, f = f (x, y) : D R dened on a domain D R
2
. We
dened the integral by dividing the interval [a, b] into n subintervals [x
i1
, x
i
], i = 1, . . . , n, of length
x = x
i
x
i1
and taking limits of the sums of the form
n
X
i=1
f (x

i
) x,
where x

i
[x
i1
, x
i
] are arbitrarily chosen points in the interval [x
i1
, x
i
], i = 1, . . . , n.
Proceeding similarly, we can divide the given region D into m n rectangles with sides parallel to
the x and y axes (see Figure 6.4), and we can form the sum
n
X
i=1
m
X
j=1
f

x

i
, y

xy,
where

x

i
, y

is an arbitrary point in the rectangle R


ij
, i = 1, . . . , n and j = 1, . . . , m.
Figure 6.4: The domain D dividided into rectangles R
ij
.
If the function f is continuous on D and D is a nice domain (its boundary is a smooth curve),
it can be shown that the limit as x,y 0 of the above sum exists and is nite, and we denote the
limit by
Z Z
D
f (x, y) dxdy = lim
x,y0
n
X
i=1
m
X
j=1
f

x

i
, y

xy, (6.1)
and and call it the double integral of f over the domain D.
The double integral has similar properties with the denite integral, as follows:
Theorem 6.4.1 Let f, g : D R be continuous functions dened on the domain D R
2
. We have:
1.
R R
D
(f (x, y) + g (x, y)) dxdy =
R R
D
f (x, y) dxdy +
R R
D
g (x, y) dxdy (additivity)
2.
R R
D
kf (x, y) dxdy = k
R R
D
f (x, y) dxdy for any constant k R (homogeneity)
3. If D = D
1
D
2
, then
R R
D
1
D
2
f (x, y) dxdy =
R R
D
1
f (x, y) dxdy +
R R
D
2
f (x, y) dxdy
4. There exists (x
0
, y
0
) D such that
R R
D
f (x, y) dxdy = f (x
0
, y
0
) Area (D)
6.4.1 Evaluation of the double integral
There are essentially two dierent ways for computing the double integral: as an iterate (succesive)
integral or by a change of variables (see also Greens theorem for an alternate possibility for the
evaluation of the double integral).
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 75
Figure 6.5: The domain D between the graph of two functions g (x) y h(x), x [a, b].
6.4.2 Double integral as an iterate integral
Assume that the domain D is the region between the graphs of two functions g, h : [a, b] R of the
variable x (see Figure 6.5), that is:
D = {(x, y) : g (x) y h(x) , x [a, b]} .
Computing the limit in (6.1) as an iterate integral, we obtain
Z Z
D
f (x, y) dxdy = lim
x,y0
n
X
i=1
m
X
j=1
f

x

i
, y

xy
= lim
x0
n
X
i=1

lim
y0
m
X
j=1
f

x

i
, y

x
=
Z
b
a

Z
h(x)
g(x)
f (x, y) dy
!
dx,
and therefore in this case we can compute the double integral by rst integrating the function f
rst with respect to y (between the limit g (x) and h(x)) and then integrating the resulting function
with respect to x (between the limits a and b):
Z Z
D
f (x, y) dxdy =
Z
b
a

Z
h(x)
g(x)
f (x, y) dy
!
dx. (6.2)
A similar formula holds if we reverse the roles of the variables x and y, that is if the domain D
can be described as
D = {(x, y) : p (y) x q (y) , y [c, d]} ,
for some functions p, q : [c, d] R of the variable y (see Figure 6.6).
In this case, we can compute the double integral by rst integrating with respect to x (between
p (y) and q (y)) and then integrating the resulting function with respect to the variable y (between c
and d):
Z Z
D
f (x, y) dxdy =
Z
d
c

Z
q(y)
p(y)
f (x, y) dx
!
dy. (6.3)
Example 6.4.2 Compute the double integral
R R
D
ydxdy where D is the upper half of the unit disk
x
2
+ y
2
< 1.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 76
Figure 6.6: The domain D between the graph of two functions p (y) x q (y), y [c, d].
The given domain D is of the form in Figure 6.5 (sketch a picture!), where g (x) = 0 and h(x) =

1 x
2
, x [1, 1], and also of the form in Figure 6.5, where p (y) =
p
1 y
2
and q (y) =
p
1 y
2
,
y [0, 1].
Using the rst representation above, we have
Z Z
D
ydxdy =
Z
1
1

Z

1x
2
0
ydy
!
dx
=
Z
1
1
y
2
2

y=

1x
2
y=0
dx
=
Z
1
1
1 x
2
2
dx
=
x
2

x
3
6

x=1
x=1
=

1
2

1
6

1
2

1
6

=
2
3
.
Using the second representation above, we have
Z Z
D
ydxdy =
Z
1
0

Z

1y
2

1y
2
ydx
!
dy
=
Z
1
0
xy|
x=

1y
2
x=

1y
2
dy
=
Z
1
0
2y
p
1 y
2
dy
=
2
3

1 y
2

3/2

y=1
y=0
=
2
3
,
obtaining the same result.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 77
6.4.3 Change of variables in the double integral
Recall that for the denite integral
R
b
a
f (x) dx, using the change of variable x = x(u) : [, ] [a, b],
we obtain
Z
b
a
f (x) dx =
Z

f (x(u)) x
0
(u) du.
Similarly, changing the variables in the double integral
R R
D
f (x, y) dxdy by

x = x(u, v)
y = y (u, v)
, (u, v) D

, (6.4)
we obtain the following change of variables formula
Z Z
D
f (x, y) dxdy =
Z Z
D

f (x(u, v) , y (u, v))

(x, y)
(u, v)

dudv. (6.5)
The formula says that changing the variables from (x, y) D (u, v) D

, we have to change
accordingly the domain of integration (from D to D

), and the area element dxdy by


(x,y)
(u,v)

dudv,
where
(x, y)
(u, v)
=

x
u
y
u
x
u
y
v

is the Jacobian of the change of variables (6.4) - the determinant of the matrix of partial derivatives
of the old variables x, y with respect to the new variables u, v (note that the corresponding
Jacobian for the denite integral is just
dx
du
= x
0
(u)).
Remark 6.4.3 To see why this formula is so, we go back to the denition (6.1), and we see that the
area element dxdy is the limiting area xy of a rectangle, and similarly for dudv and uv.
Approximating x = x(u, v) and y = y (u, v) by a Taylors formula of order 1 near the point (u
i
, v
j
),
we obtain a linear transformation

x(u, v) x(u
i
, v
i
) +
x
u
(u u
i
) +
x
v
(v v
j
)
y (u, v) y (u
i
, v
i
) +
y
u
(u u
i
) +
y
v
(v v
j
)
,
where all the partial derivatives are evaluated at the point (u
i
, v
j
).
It can be shown that under a linear transformation, the area element element changes by a factor
equal to the absolute value of the Jacobian, that is
xy =

(x, y)
(u, v)

uv,
which by initial remark shows that
dxdy =

(x, y)
(u, v)

dudv.
Example 6.4.4 Compute the integral
R R
D
e
x
2
+y
2
dxdy where D is the disk x
2
+ y
2
< 9.
By using the change of variables (polar coordinates):

x = r cos t
y = r sint
, r [0, 3] and t [0, 2] ,
the corresponding Jacobian is
(x, y)
(r, t)
=

x
r
y
r
x
t
y
t

cos t sint
r sint r cos t

= r cos
2
t + r sin
2
t = r,
and therefore we obtain
Z Z
D
e
x
2
+y
2
dxdy =
Z Z
[0,3][0,2]
e
r
2
cos
2
t+r
2
sin
2
t
rdrdt.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 78
Computing the las integral as an iterated intgral, we have
Z Z
D
e
x
2
+y
2
dxdy =
Z
2
0
Z
3
0
re
r
2
dr

dt
=
Z
2
0
1
2
e
r
2

r=3
r=0
dt
=
Z
2
0
e
9
2
dt
=
e
9
2

t=2
t=0
= e
9
.
6.4.4 Greens Theorem
Greens theorem gives us a formula which relates the double integral and the line integral, introduced
in the previous section.
Theorem 6.4.5 (Greens theorem) Let D R
2
be a bounded domain, having as boundary a
smooth curve C (oriented such that the domain is on the left of the curve C). If

F = (F
1
, F
2
) : D R
is continuous on

D and F
1,2
have continuous partial derivatives on

D
1
, then
Z Z
D

F
2
x

F
1
y

dxdy =
Z
C
(F
1
, F
2
) d r.
Remark 6.4.6 Note that the integrand on the left is just the third component of the curl

F, where

F = (F
1
, F
2
, F
3
). More generally, a similar formula holds (Stokess theorem), which states that
Z Z
S
curl

ndA =
Z
C

Fd r,
where S is an oriented surface with normal vector n and C is the boundary of the surface S, oriented
accordingly (such that the surface S is to the left of C).
Proof. It is sucient to prove the theorem in the case when the domain D is of the form in Figure
6.5 or in Figure 6.6 (we can reduce the proof to this case by dividing the domain D into domains of
this form and then use the property 3) in Theorem 6.4.1).
Assume therefore that the domain D is of the form in Figure 6.5, that isD = {(x, y) : g (x) y h(x) , x [a,
Computing the double integral as an itrated integral, we have
Z Z
D
F
1
y
(x, y) dxdy =
Z
b
a

Z
h(x)
g(x)
F
1
y
(x, y) dy
!
dx
=
Z
b
a
F
1
(x, y)|
y=h(x)
y=g(x)
dx
=
Z
b
a
F
1
(x, h(x)) F
1
(x, g (x)) dx
=
Z
b
a
F
1
(x, h(x)) dx
Z
b
a
F
1
(x, g (x)) dx.
The boundary curve C of D can be written as the union of two curves
C = C
g
C

h
,
1
This means that F1,2 have partial derivatives in a domain D

containing

D.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 79
where C
g
is the lower curve given by y = g (x), with parametrization
C
g
: r (t) = (t, g (t)) , t [a, b],
and C
h
is the upper curve given by y = h(x), with parametrization
C
h
: r (t) = (t, h(t)) , t [a, b] .
We have
Z
C
(F
1
, 0) d r =
Z
Cg
(F
1
, 0) d r +
Z
C

h
(F
1
, 0) d r
=
Z
Cg
(F
1
, 0) d r
Z
C
h
(F
1
, 0) d r
=
Z
b
a
(F
1
(t, g (t)))

1, g
0
(t)

dt
Z
b
a
(F
1
(t, h(t)))

1, h
0
(t)

dt
=
Z
b
a
F
1
(t, g (t)) dt
Z
b
a
F
1
(t, h(t)) dt
=
Z Z
F
1
y
dxdy.
A similar proof shows that we also have
Z
C
(0, F
2
) d r =
Z Z
F
2
x
dxdy,
and therefore adding the last two equalities, we obtain
Z
C
(F
1
, F
2
) d r =
Z Z
D
F
2
x

F
1
y
dxdy,
concluding the proof.
6.4.5 Applications of the double integral
There are several applications of the double integral, among which we will reer to the computation
of volumes, areas and center of mass.
Given a continuous function z = f (x, y) : D R with f 0 in D, the volume of the region
beneath the graph of the function f and above the domain D (see Figure ??) is given by
Volume =
Z Z
D
f (x, y) dxdy.
Remark 6.4.7 To see why this is so, remember that the double integral is the limit of the sum in
(6.1), in which f (x
i
, y
j
) xy gives an approximation of the parallelipiped with base the rectangle
R
ij
and height f (x
i
, y
j
). Summing up over i, j and taking the limit, this formula (that is, the double
integral) gives the area under the graph of the function z = f (x, y).
Example 6.4.8 We can compute the volume of a sphere of radius R (i.e. x
2
+y
2
+z
2
< R
2
) by using
the double integral as follows: the volume of the sphere is by symmery twice the volume under the
graph of the function f (x, y) =
p
R
2
x
2
y
2
above the domain D : x
2
+y
2
< R
2
(sketch a picture!).
Therefore, we obtain
Volume = 2
Z Z
D
p
R
2
x
2
y
2
dxdy.
To compute this integral, we can either use an iterate integral, or a substitution. Choosing the
substitution (change to polar coordinates)

x = r cos t
y = r sint
, r [0, R] and t [0, 2] ,
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 80
the corresponding Jacobian is
(x, y)
(r, t)
=

x
r
y
r
x
t
y
t

cos t sint
r sint r cos t

= r cos
2
t + r sin
2
t = r,
and therefore we obtain
Volume = 2
Z Z
[0,R][0,2]
p
R
2
r
2
cos
2
t r
2
sin
2
trdrdt
= 2
Z
2
0
Z
R
0
r
p
R
2
r
2
dr

dt
= 2
Z
2
0

1
3

R
2
r
2

3/2

r=R
r=0
dt
= 2
Z
2
0
1
3

R
2

3/2
dt
=
2
3
R
3
t

t=2
t=0
=
4
3
R
3
.
Taking f (x, y) 1 and remembering that a cylinder with a height of 1 has volume equal to the
area of its base, from the previous formula we obtain a formula for computing the area of a given
domain D:
Area (D) =
Z Z
D
1dxdy.
Example 6.4.9 We can compute the area of the disk D : x
2
+ y
2
< R
2
by using the double integral
as follows:
Area =
Z Z
D
1dxdy.
Writing the domain D as the domain between the curves g (x) =

R
2
x
2
and h(x) =

R
2
x
2
,
with x [R, R], we can compute the double integral as an iterated integral, as folows:
Area =
Z
R
R

Z

R
2
x
2

R
2
x
2
1dy
!
dx
=
Z
R
R
2
p
R
2
x
2
dx.
To compute the integral, we can either use the formula
R
a
2
x
2
dx =
x
2

a
2
x
2
+
a
2
2
arcsin
x
a
+C
or we can use a substitution, say x = Rsint, with t [/2, /2], and after computation we obtain
Area = R
2
.
Interpreting the function f (x, y) 0 as the density of mass at the point (x, y) D, and proceeding
similarly with the previous remark, we see that the mass of a domain D with mass density f (x, y) is
given by
Mass (D) =
Z Z
D
f (x, y) dxdy.
The center of mass of D can be computed by the following formulae:
x
M
=
R R
D
xf (x, y) dxdy
R R
D
f (x, y) dxdy
and y
M
=
R R
D
yf (x, y) dxdy
R R
D
f (x, y) dxdy
.
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 81
6.5 Exercises
1. Find the following antiderivatives:
a)
Z
6x
2
+ 8x + 3dx b)
Z
p
2pxdx c)
Z
1
4

x
dx
d)
Z
1

8 x
2
dx e)
Z
1
x
2
+ 7
dx f)
Z
dx
x
2
10
g)
Z
x
(x 1) (x + 1)
2
dx h)
Z
dx
x
3
2x
2
+ x
i)
Z
dx
2x
2
+ 3x + 2
j)
Z
2x + 3
x
2
+ 5x + 6
dx k)
Z
x
4
x
3
1
dx l)
Z
1
x
4
+ 1
dx
2. Find the following antiderivatives using a change of variables:
a)
Z

lnx
x
dx b)
Z
e
x
e
x
+ 1
dx c)
Z
dx

1 25x
2
d)
Z
x
3

1 x
8
dx e)
Z
cos x
p
2 + cos (2x)
dx f)
Z
x

1 +x
4
dx
g)
Z
x

1 x
2

1 + x
4
dx h)
Z
x

1 x
3
dx i)
Z
p
x
2
+x + 1dx
3. Find the following antiderivatives using integration by parts:
a)
Z
xe
x
dx b)
Z
xe
2x
dx c)
Z
xsinxdx
d)
Z
xlnxdx e)
Z
lnxdx f)
Z
x
2
ln(2x) dx
4. Evaluate the following denite integrals:
a)
Z
1
0
1
1 + x
dx b)
Z
x
x
e
t
dt c)
Z
x
0
cos tdt
d)
Z
1
0
x
x
2
+ 3x + 2
dx e)
Z
4
1
1 +

x
x
2
dx f)
Z
1
2
x
x
2
+ 4x + 5
dx
g)
Z
1
0
x
3
x
8
+ 1
dx h)
Z
/3
/6
cot xdx i)
Z
/2
0
sin(2x) dx
j)
Z
1
0
x
2
e
x
dx k)
Z
b
a
p
(x a) (x b)dx l)
Z

0
x
2
cos xdx
m)
Z
1
0
x + 1

1 +x
2
dx n)
Z
1
0
1
e
x
+ e
x
dx o)
Z
4
0
x
p
x
2
+ 9dx
p)
Z
/4
0
ln(1 + tanx) dx q)
Z
1
0
x
2
arctanxdx r)
Z

0
x
2
sin
2
xdx
5.
6. Evaluate the line integral
R
C

F d r in the following cases:
(a)

F (x, y, z) = (y, xy, 0) and C is the quarter of the circle of radius 1 in the rst quadrant,
traversed counterclockwise.
(b)

F (x, y, z) = (z, x, y) and C is the helix given by r : [0, 2] R, r (t) = (cos t, sint, 3t).
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 82
(c)

F (x, y) =

y
2
, x
2

and C is the straight line segment from A = (0, 0) to B = (1, 4).


(d)

F (x, y) =

y
2
, x
2

and C is the graph of the function y = 4x


2
from A = (0, 0) to
B = (1, 4).
7. Is the line integral
R
C

F d r, where

F (x, y) =

y
2
, x
2

independent on path in R
2
? (see Exercise
6c) and 6d) above)
8. Consider

F (x, y, x) =

5z, xy, x
2
z

and the curves C


1
given by r
1
(t) = (t, t, t) , t [0, 1] and C
2
given by r
2
(t) =

t, t, t
2

, t [0, 1].
(a) Evaluate
R
C
1

F d r
(b) Evaluate
R
C
2

F d r
(c) Is the line integral
R
C

F d r independent on path? (note that C
1
and C
2
have the same
initial and nal point)
9. Show that the following line integrals are independent on path in R
3
. Determine a function f
such that

F = gradf and then compute the corresponding line integral
R
C

F d r.
(a)

F (x, y, z) = (3y, 3x, 2z), C is a curve from (0, 0, 0) to (4, 1, 2);
(b)

F (x, y, z) = (e
x
cos y, e
x
siny, 0), C is a curve from (0, , 1) to (3, /2, 3);
(c)

F (x, y, z) =

3z
2
, 0, 6xz

, C is a curve from (1, 0, 5) to (4, 7, 3);


(d)

F (x, y, z) =

e
xy+z
2
, e
xy+z
2
, 2ze
xy+z
2

, C is a curve from (0, 1, 1) to (2, 4, 0);


(e)

F (x, y, z) = (z sin(xz) , cos y, xsin(xz)), C is a curve from (, /2, 2) to (0, , 1);
(f)

F (x, y, z) = (cos xcos (2y) , 2 sinxsin(2y) , 0), C is a curve from (/2, , 2) to

/4, 0,

;
10. Show that
R
C

x
2
y, 2xy
2
, 0

d r is path dependent in R
3
.
11. Determine which of the following line integrals are path independent in R
3
. If armative, nd
a function f such that

F = gradf.
(a)
R
C

2xy
2
, 2x
2
y, 1

d r
(b)
R
C
(y, zx, z) d r
(c)
R
C
(yz, xz, xy) d r
(d)
R
C

ye
2z
, 0, ze
y

d r
(e)
R
C

3 (x + y)
2
, 6 (x + y)
2
, 0

d r
(f)
R
C
(e
z
, 2y, xe
z
) d r
12. Evaluate the line integral with respect to arc length
R
C
fds in the following cases:
(a) f (x, y, z) = x
2
+ y
2
, C : y = 3x, from (0, 0) to (2, 6);
(b) f (x, y, z) = x
3
y, C : r (t) = (2 cos t, 2 sint, 0), t [0, /2];
(c) f (x, y, z) = x
2
+ y
2
+ z
2
, C : r (t) = (cos t, sint, 2t), t [0, 4];
(d) f (x, y, z) =
p
2 + x
2
+ 3y
2
, C : r (t) =

t, t, t
2

, t [0, 3];
(e) f (x, y, z) = 1 + y
2
+ z
2
, C : r (t) = (t, cos t, sint), t [0, ];
(f) f (x, y, z) = x
2
+
3

xy, C : r (t) =

cos
3
t, sin
3
t, t

, t [0, ].
13. Determine the mass and the coordinates of the center of mass of the following curves (assume
mass density is equal to 1):
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 83
(a) Arc of the circle of radius R with center the origin lying in the second quadrant (i.e. x 0
and y 0);
(b) Line segment from (1, 2, 3) to (4, 5, 6);
(c) Part of the parabola y = x
2
2x 3 between (1, 0) and (3, 0).
14. Redo the previous exercise for a variable mass density f (x, y, z) = x.
15. Describe the given region D as the region between the graphs of two functions:
a) D = {(x, y) : 0 x 3, 1 y 1}
b) D =

(x, y) : y x
2
9, y 2x 1

c) D =

(x, y) : x
2
+ y
2
2x

d) D =
n
(x, y) : (x 1)
2
+ y
2
4, (x + 1)
2
+y
2
4
o
e) D =

(x, y) : x
2
+ y
2
4, x
2
+
1
4
y
2
1, x 0

f) D : ABC, where A(1, 0) , B(2, 0) , C (0, 3)


16. Write the double integral
R R
D
f(x, y)dxdy as an iterated integral for the domains D given is in
the previous exercise.
17. Evaluate the given double integrals
a)
ZZ
D
xsin(xy) dxdy; D = {(x, y) : x [0, 1] , y [0, ]}
b)
ZZ
D

x
2
+ y
2
dxdy

, D : 4ABC, where A(1, 1) , B(2, 1) , C (2, 1)


c)
ZZ
D
xy
2
dxdy, D = {(x, y) : 0 x 2; 0 y e
x
}
d)
ZZ
D
xy
2
dxdy, D =

(x, y) : x
2
+ y
2
2x

e)
ZZ
D
xydxdy, D =

y x
2
9, y 2x 1, x [2, 4]

f)
ZZ
D
xydxdy, D =

y x
2
9, y 2x 1, x [2, 3]

18. Find the volume of the regions indicated below


a) x
2
+ y
2
+ z
2
R
2
b) z x
2
+ y
2
, z 3
c)
x
2
a
2
+
y
2
b
2
+
z
2
c
2
1
19. Evaluate the given double integrals by using a change of variables
a)
ZZ
D
xdxdy, D =

(x, y) : x
2
+ y
2
4, y

3x, x, y 0

b)
ZZ
D
ln

x
2
+ y
2

x
2
+ y
2
dxdy, D :

(x, y) : 1 x
2
+ y
2
4

.
c)
ZZ
D
(x + y) dxdy, D :

(x, y) : x
2
+y
2
x + y

.
d)
R R
D
(x + y) dxdy, D is the parallelogram with vertices (0, 0) , (4, 0), (1, 3), (5, 3)
Mihai N. Pascu Mathematical Analysis lecture notes
CHAPTER 6. INTEGRABILITY 84
3. Calculate the area, the mass and center of mass of the domain D, where the mass density is
given by f (x, y) = x:
a) D : {(x, y) : x [1, 1] , y [0, 2]}
b) D : 4ABC, where A(1, 1) , B(1, 4) , C (4, 1)
c) D :
n
(x, y) : (x 1)
2
+ (y 1)
2
1
o
d) D =
n
(x, y) :
x
2
a
2
+
y
2
b
2
1
o
Mihai N. Pascu Mathematical Analysis lecture notes

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