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Multiple Integration

Chapter 1 :
Double Integrals

OUTLINE :
1.1

The Definition and Formations of Double


Integrals

1.2
1.3

Properties of Double Integrals


Fubinis Theorem for Calculating Double
Integrals

1.4

Over Rectangle Regions


Over General Regions

Over Rectangle Regions


Over General Regions

Double Integrals in Polar Coordinates


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1.1 The Definition and Formations of


Double Integrals

In this chapter, we will extend the idea of a


definite integral to double integrals of
functions of two variables.

First, lets recall the basic facts concerning


definite integrals of functions of a single
variable.

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Definite Integral - Review

If we divide an interval into subintervals of the


same width, then we form the Riemann Sum
n

f ( x ) x
*
i

i 1

If we take the limit of this then we obtain the


definite integral
n

lim f ( x ) x f ( x) dx
n

i 1

*
i

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In the special case where f(x) 0, the Riemann


sum can be interpreted as the sum of the areas of
the approximating rectangles.

Then, a f ( x ) dx represents the area


under the curve y = f(x) from a to b.

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Formations of Double Integrals Over


Rectangle Regions

In a similar manner, we consider a function


f of two variables defined on a closed and
bounded rectangle
R = [a, b] x [c, d]
= {(x, y) R2 | a x b, c y d}
and we first suppose that f(x, y) 0.

The graph of f is a surface with equation


z = f(x, y).
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Let S be the solid that lies above R and


under the graph of f, that is,
S = {(x, y, z) R3 | 0 z f(x, y), (x, y) R}

Our goal is to
find the volume
of S.

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To define a double integral, we


perform the following steps:

The first step is to divide the rectangle R


into sub-rectangles.

We divide the interval [a, b] into m subintervals


[xi1, xi] of equal width x = (b a)/m.

Then, we divide [c, d] into n subintervals


[yj1, yj] of equal width y = (d c)/n.

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Next, we draw lines parallel to the coordinate axes


through the endpoints of these sub-intervals.
Thus, we form the sub-rectangles
Rij = [xi1, xi] x [yj1, yj]
= {(x, y) | xi1 x xi, yj1 y yj}
each with area A = x y
Lets choose a sample point (xij*, yij*) in each Rij.

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Then, we can approximate the part of S


that lies above each Rij by a thin rectangular box
(or column) with:

Base Rij
Height f (xij*, yij*)

The volume of this box is the height of the box


times the area of the base rectangle: f(xij *, yij *) A

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We follow this procedure for all


the rectangles and add the volumes
of the corresponding boxes.

Thus, we get an approximation to the total


volume of S:
m

V f ( x , y ) A
i 1 j 1

*
ij

*
ij

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This double sum means that:

For each sub-rectangle, we evaluate f at the chosen


point and multiply by the area of the sub-rectangle.
Then, we add the results.

Our intuition tells us that the approximation


becomes better as m and n become larger.

So, we would expect that:

V lim

m , n

f ( x , y
i 1 j 1

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*
ij

*
ij

) A
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The Definition of Double Integrals

The double integral of f over the rectangle


R is:

Notation for the double integral.

f ( x, y) dA
R

lim

m , n

f ( x , y
i 1 j 1

*
ij

*
ij

) A

if the limit exists; in this case we say f is


integrable over the rectangle R.

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Example 1.1:
Estimate the volume of the solid that lies
above the square R = [0, 2] x [0, 2] and
below the elliptic paraboloid z = 16 x2 2y2.

Divide R into four equal squares and choose


the sample point to be the upper right corner
of each square Rij.
Sketch the solid and the approximating
rectangular boxes.
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Solution :

The squares are shown here.

The paraboloid is the graph


of f(x, y) = 16 x2 2y2

The area of each


square is 1.

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Approximating the volume by the Riemann


sum with m = n = 2, we have:
2

V f ( xi , y j ) A
i 1 j 1

f (1,1) A f (1, 2) A
f (2,1) A f (2, 2) A
13(1) 7(1) 10(1) 4(1)
34
V 34
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That is
the volume of
the approximating
rectangular boxes
shown here.
We get better
approximations to
the volume in
Example 1.1 if we
increase the number
of squares.
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The figure shows how, when we use 16,


64, and 256 squares,

The columns start to look more like the actual solid.


The corresponding approximations get more
accurate.

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The Definition and Formations of


Double Integrals Over General Regions

For double integrals, we want to be able to integrate


a function f not just over rectangles but also over
regions D of more general shape.

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We suppose that D is a bounded


region.

This means that D can be enclosed in


a rectangular
region R as
shown.

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Extended Region, R
D

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D1

D2

D3

D4

D5

D6

D7

D8

D9

We consider
only rectangles
that are
completely in the
region D.

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Extended Region, R

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In the case where f(x, y) 0,


we can still interpret

f ( x, y ) dA

as the volume of the solid that lies above D


and under the surface z = f(x, y) (graph of f).

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Geometric Interpretation of the Double


Integral
(I)

If f is continuous and f (x,y) 0 for all


point (x,y) belong to R, then

f ( x, y )dx dy

is the volume of the solid bounded by


surface z = f (x,y) (below) and region R
(above).
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f(x,y)

y
R

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(II) If f is continuous and f (x,y) < 0 for all point


(x,y) belong to R, then

f ( x, y)dx dy 0
R

is the volume of the solid bounded (below


the xy-plane) by region R (below) and
surface z = f (x,y) (above).

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y
R

x
f(x,y)

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Geometric Definition of the Double


Integral

f ( x, y)dx dy Volume
R

f ( x, y)

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Integrability Theorem
If

f is a function of two
variables that is continuous in
a closed region R, then it is
also integrable over R.
Continuous functions are
integrable.
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But, if we consider the following functions;


z
2

f ( x, y ) 0
1

0 x b, 0 y p

0 x b, y p

0 x b, p y d

The function is
not continuous
at the line
segment

The staircase function is integrable on R


because its discontinuities occur along a line
segment.
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1.2 Properties of Double Integrals


Four Elementary Properties of the Double
Integral:
The R referred to is a basic region. The functions f
and g are assumed to be continuous on R.

I. Linearity

cf ( x, y)dA c f ( x, y)dA
A

[ f ( x, y) g ( x, y)]dA f ( x, y)dA g ( x, y)dA


A

A
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A
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II. Comparison
a) If f(x,y) 0 for all (x,y) in R, then

f ( x, y)dA 0
R

b) If f(x,y) g(x,y) for all (x,y) in R, then

f ( x, y)dA g ( x, y)dA
R

c) If M f(x,y) N for all (x,y) in R, then


M 1dA f ( x, y )dA N 1dA
R

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III. Additivity:

If is broken up into a finite number of non-overlapping


basic regions 1, . . . , n, then

f x, y dx dy f x, y dx dy

f x, y dx dy
n

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IV. Mean-value condition:


There is a point (x0, y0) in R for which

f x, y dA f x , y area of R
0

We call f (x0, y0) the average value of f on R.

1dA dA area of R
R

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Example 1.2:
Proof the following theorem:
If f a function of two variable and is
integrable over closed region R with c any
constant number, then

cf
(
x
,
y
)
dA

c
f
(
x
,
y
)
dA

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Solution:

Known that

f ( x, y) dA
R

lim

m , n

f ( x
i 1 j 1

*
ij

, y ) A __(*)
*
ij

since f is integrable.

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Therefore,
m

*
*
cf
(
x
,
y
ij ij ) A

cf ( x, y) dA lim
R

m , n

i 1 j 1
m
m

nn

**
**
cf
(
x
,
y
)
dA

lim
c
f
(
x
,
y
ijij ijij ) A

m,,nn

ii11 jj11

m nn
m

**
**
(*)
f ( xijij , yijij ) A , from (*)

R cf ( x, y) dA c mmlim

,,nn
ii11 jj11

cc ff ((xx,, yy)) dA
cf
(
x
,
y
)
d
A
dA

R
RR

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The Evaluation of Double Integrals By


Repeated Integrals
Symmetry in Double Integration
Suppose that R is symmetric about the y-axis.
If f is odd in x [ f (x, y) = f (x, y)], then

f x, y dx dy 0
R

If f is even in x [ f (x, y) = f (x, y)], then

f x, y dx dy 2
R

f x, y dx dy

right half
of R

Suppose that R is symmetric about the x-axis.


If f is odd in y [ f (x,y) = f (x, y)], then

f x, y dx dy 0
R

If f is even in y [ f (x,y) = f (x, y)], then

f x, y dx dy 2
R

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f x, y dx dy

upper half
of R

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1.3 Fubinis Theorem for Calculating


Double Integrals

Evaluating double integrals using limits of


Riemann sums is tedious and rarely done.

Luckily, there is a practical method that


reduces a double integral to two single (onevariable) integrals.

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A theorem published in 1970 by Guido


Fubini (1879-1943) says that the double
integral of any continuous function over a
rectangle can be calculated as an iterated
integral in either order of integration.

Thus, we can evaluate a double integral by


integrating with respect to one variable at a time.
Fubinis Theorem also says that we can calculate
the double integral by integrating in either order
(when we calculate a volume by slicing, we may use
either planes perpendicular to the x-axis or planes
perpendicular to the y-axis).

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Fubinis Theorem
Fubinis theorem on a rectangular region if
R ( x, y): a x b, c y d , then
db

bd

f ( x, y)dxdy f ( x, y)dydx
R f ( x, y)dA
ca
ac
y
Express double
integrals as Iterated
integrals

d
R

c
a
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x
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Calculating Double Integrals over


Rectangular Region : Type I

Consider :

A(x)

Interpret the f ( x, y ) dA
R
as the volume V of the solid

is the area of a cross-section in the


plane through x perpendicular to the x-axis.

A(x)

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Calculating Double Integrals over


Rectangular Region : Type II

Consider :

A( y)

is the area of a cross-section in the


plane through y perpendicular to the y-axis.

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d b

b d

c a

a c

f ( x, y)dA f ( x, y)dxdy f ( x, y)dydx


R

y
fixed

fixed

Iterated integrals
c
x
a

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Example 1.3:
1

( x y )dxdy ( x y )dx dy

0 0
00

1 1

2 1

( x y)

dy
2 0
0
1

(1 y ) 2 y 2

dy
2

0
1

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(1 y )2 y 2

dy
2
0
1

(1 y )2
y2

dy dy
2
2
0
0
1

3 1

3 1

(1 y ) y


6 0 6 0
23 1 1

1
6
6

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Example 1.4:
Compute 3x 4 y dx dy
2

Where R is the rectangle 1 x 2 and 2 y 4


4
2
2

dy
f
(
x
,
y
)
dxdy

3
x

4
y
dx
R
2 1

2
4
3

x 4 yx dy
2
1

7 4 y dy
4

7y 2y

60 22 38

2
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Example 1.5:
Evaluate y sin( xy)dA , where R [1,2] [0, ]
R

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Solution 1 : If we first integrate with respect to x,


we get

y sin( xy )dA y sin( xy )dxdy

[ cos( xy )] dy

x2

x 1

( cos 2 y cos y )dy

sin 2 y sin y 0 0
1
2

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Solution 2 : If we first integrate with respect to y, then

y sin( xy )dA y sin( xy )dydx

1x yd (cos( xy )) dx

1
1
1 [ x y cos( xy ) |0 x 0 cos( xy )dy]dx
2

1
1
1 [ x cos(x) x 2 sin( xy ) |0 ]dx
2

sin( x )
1 [ x 2
2

sin( x )
dx
x2

cos(x )
x

]dx

cos(x )

2
sin( x )
sin( x )
dx x
x2
1
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dx
sin( x )
dx
x2

2
sin( x )
x
1

49

Note that :
If f ( x, y ) g ( x)h( y ) on R [a, b] [c, d ] , then
b

g
(
x
)
h
(
y
)
dA

g
(
x
)
dx

h( y ) dy

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Example 1.6:
If R [0, 2 ] [0, 2 ] , then

sin x cos ydA sin xdx cos ydy

[ cos x] [sin y ]

1 1 1

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Calculating Double Integrals over


General Regions : Type I
The region R is bounded by line
x = a, line x = b and smooth curve
y = g1(x) and y = g2(x)

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1)

Evaluating a
double integral,
type I :
Find

2)

Find

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Type I Examples

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Calculating Double Integrals over


General Regions : Type II
The region R is bounded by
line y = c, line y = d and
smooth curve x = h1(y)
and x = h2(y)

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Evaluating a double
integral, type II :
Find
1)

2)

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Fubinis theorem on any region


Type I

Type II
x1 h1 ( y )

b
b y2

y2 g 2 ( x)

y1 g1 ( x)

a y1

x
d x2

f ( x, y)dA f ( x, y)dydx
R

x2 h2 ( y )

f ( x, y)dA f ( x, y)dxdy
R

c x1

b y2

y2 b

d x2

x2 d

a y1

y1 a

c x1

x1 c

f ( x, y)dydx f ( x, y)dydx f ( x, y)dxdy f ( x, y)dxdy


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Example 1.7:
Evaluate

(
x

3
y
)
dA

where
D {( x, y ) | -1 x 1, 2 x y 1 x }
2

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( x 3 y)dA
D
1 x 2

3 2

2 ( x 3 y )dydx xy y
dx
-1 2 x
-1
2 2 x2

1
3
2
2
2 2
2 2
x 1 x - 2 x 1 x - 2 x dx
-1

2
1
3
3 4
3
3
2
4
x x - 2 x 3 x x - 4 x dx
-1
2
2
1

1 x 2

1 5
3
1
1 2 1 4 3
3
x - x x x - x 1- 2
4
2
2 1 2
2
2
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Example 1.8:
Sketch the region of integration and write
an equivalent double integral with the
order of integration reversed:

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Sketch: the region R


y
y = ex
x=2

y=1

x
2

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Consider the change of x and y as

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Example 1.9:
Evaluate the following
integrals using iterated
integrals type II

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Region R
y
x=4y@y=4-x
4

x=0

x
4

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Example 1.10:
Evaluate

f ( x, y)dA
R

(i)

f ( x, y ) 4 x y; R ( x, y ) : y 2 x 2 y , 0 y 2

(ii) f ( x, y ) y; R is the region bounded x 0, x ,


y 0 and y sin x
(iii) f ( x, y ) xy 2 ; R is the closed triangular region with the
vertices (0,0), (3,1) and (-2,1)

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(i) The region R is illustrate d as


y

y2
x y2

x 2y
x

y0

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y 2 x2 y

(4 x y)dA (4 x y)dxdy 2 x
R

y 0 x y 2

xy

x2 y
x y 2

dy

{[2(2 y ) 2 2 y 2 ] [2( y 2 ) 2 y 3 ]}dy


0
2

(6 y 2 y 3 2 y 4 )dy
0
2

3 y
2y
36
2 y


4
5 0 5

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(ii)

The region R is illustrate d as


x y sin x

y dA
R

x 0

sin x

y
y 0y dydx 0 2 dx
0
2

sin 2 x

dx
2
0

y
y sin x
R

1
(1 cos 2 x)dx
40

1 x sin 2 x

x0

y0

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(iii)

The region R is illustrate d as


y

y 1

x 2 y

x 3y

y0

y 1 x 3 y

3
x 3 y

x y
dy
xy dA xy dxdy

2 x 2 y
R
y 0 x 2 y
0
2

y
y
5y
1
2
2
(9 y 4 y )dy
dy
2
2
2 0 2
0
0
1

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Example 1.11:
Find the volume of the solid bounded by
x 2 y 2 9 , y z 4 and z 0.
The solid is described as

z 4 y

x2 y 2 9
R

z 0
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Solution :
The base of the solid is the region R :
y

y 9 x2

R
3

x 3

x3

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y 9 x2

72

Thus, the volume V is given by


V (4 y )dA
R

2
x 3 y 9 x

(4 y ) dydx

x 3 y 9 x 2

y 9 x2

y
4 y
2 y
3
3

dx
9 x2

8 9 x dx
2

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Now let x 3 sin t , dx 3 costdt . Hence


3

V 8 9 x 2 dx 8
3

72

/2

9(1 sin 2 t ) (3 cos tdt )

/2

/2

/2

/ 2

/2

2
cos
tdt 36

(cos 2t 1)dt

/2

sin 2t
36
t
2
/ 2
sin sin( )
36

36
2 2
2
2
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1.4 Double Integrals in Polar Coordinates

In Mathematics II we explores polar


coordinates and saw that in certain situations
they simplify problems considerably.

The same is true when it comes to integration


over plane regions.

It is because, integrals sometimes easier to


evaluate if we change to polar coordinates.

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The region of integration in this problem


is an example of a polar rectangle.

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Review Polar Coordinates [Math II]


Polar coordinates
0r

0 2

P(r , )

x r cos

y r sin
r x y
2

y
x

tan 1

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Formations of Double Integrals in Polar


Coordinates

Suppose that we want to evaluate a double integral


f ( x, y ) dA , where R is one of the regions shown

here;

R {(r , ) | 0 r 1,0 2 }

R {(r , ) |1 r 2,0 }

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In either case, the description of R in terms of


rectangular coordinates is rather complicated
but R is easily described by polar coordinates.
Recall from this figure that the polar coordinates
(r, ) of a point are related to the rectangular
coordinates (x, y) by the equations
r2 = x2 + y2
x = r cos
y = r sin

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Polar Rectangle

The regions in the first figure are special


cases of a polar rectangle
R = {(r, ) | a r b, }
shown here.

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To compute the double integral

f ( x, y) dA
R

where R is a polar rectangle, we divide:

The interval [a, b] into m subintervals [ri1, ri]


of equal width r = (b a)/m.
The interval [ ,] into n subintervals [j1, i]
of equal width = ( )/n.

Do the following partition (called polar partition)

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Then, the circles r = ri and the rays = i


divide the polar rectangle R into the small
polar rectangles shown here.

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Polar Sub-rectangle

The center of the polar subrectangle


Rij = {(r, ) | ri1 r ri, j1 i}
has polar coordinates
ri* = (ri1 + ri)
j* = (j1 + j)

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We compute the area of Rij using the fact that


the area of a sector of a circle with radius r
and central angle is r2.
Subtracting the areas of two such sectors,
each of which has central angle = j j1,
we find that the area of Rij is:

Ai r r
1 2
2 i

1 2
2 i 1

(ri r )
2

1
2

2
i 1

12 (ri ri 1 )(ri ri 1 )
ri r
*

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We have defined the double integral f ( x, y ) dA


R
in terms of ordinary rectangles.

However, it can be shown that, for


continuous functions f, we always obtain
the same answer using polar rectangles.

The rectangular coordinates of the center


of Rij are (ri* cos j*, ri* sin j*).
So, a typical Riemann sum is:

i 1 j 1

f (ri cos , ri sin ) Ai f ( ri* cos *j , ri* sin *j ) ri* r


*

*
j

*
j

i 1 j 1

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If we write g(r, ) = r f(r cos , r sin ),


the Riemann sum can be written as:
m

g (r ,
*

i 1 j 1

*
j

) r

This is a Riemann sum for the double integral

g (r , ) dr d
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Thus, we have:

f ( x, y ) dA lim

m , n

m , n

i 1 j 1
m

lim

f ( ri* cos *j , ri* sin *j ) Ai

*
*
g
(
r
,

i j ) r
i 1 j 1

g (r , ) dr d
f (r cos , r sin ) r dr d

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Relation :
Cartesian Coordinates-Polar Coordinates.

If f is continuous on a polar rectangle R


given by 0 a r b, , where
0 2, then

f ( x, y ) dA

f (r cos , r sin ) r dr d

Be careful not to forget the additional factor r on the right side


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A classical method for remembering


the formula is shown here.

The infinitesimal polar rectangle can be thought of


as an ordinary rectangle
y
with dimensions
dr
r d and dr.

dA
rd

So, it has area


dA = r dr d.

dA (dr) (rd ) rdrd

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What we have done so far can be extended


to the more complicated type of region
shown here.

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If f is continuous on a polar region


of the form
D = {(r, ) | , h1() r h2()}
then

f ( x, y ) dA

h2 ( )

h1 ( )

f (r cos , r sin ) r dr d

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In particular, taking f(x, y) = 1, h1() = 0,


and h2() = h() in the formula, we see that
the area of the region D bounded by = ,
= , and r = h() is:

A( D) 1 dA

h ( )

r dr d

1
2

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h ( )

r
2
0
2

[h( )]2 d

92

Area

If f (r, ) = 1, then the area is

A dA
R

g2 ( )
g1 ( )

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r dr d

93

Volume

z = f (r,)
V
dV
z = f (r,)
R

dV f (r , )dA
V f (r , )dA

dA

g 2 ( )
g1 ( )

f (r , ) r dr d
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Example 1.12:

Sketch the regions R of integration and


evaluate the following integrals.
(i)

(ii)

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(i) Region R
y

x
1

3
r

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(i)

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(ii) Region R
= 2

r = 1-sin

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(ii)

Using Identity Trigo.

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Example 1.13:
Using double integrals in polar
coordinates, find the area of the
region bounded by r = sin3 in
first quadrants.

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Region R
Change in r :
r = 0 r = sin 3

r = sin3

Change in :

Sin 3 = 0 3 = n

=/3

= n/3
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Area

Using Identity Trigo.

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Area

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Example 1.14:
Evaluate

where R is region as
x2 + y2 = 1
x2 + y2 = 4
y=x
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Notice that ,

such that

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Example 1.15:
Using double integrals, find the area of the
following figure:
Notice that :

r = 4cos3

= / 6 , n=1

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Solution:

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Solution:

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Example 1.16:
Using polar coordinates, evaluate

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Region R :
=/2
y = 1-x2
1

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Solution:

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Example 1.17:
Evaluate

(3x 4 y

) dA

where R is the region in


the upper half-plane bounded by
the circles x2 + y2 = 1 and x2 + y2 = 4.

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Solution :
The region R can be described as:
R = {(x, y) | y 0, 1 x2 + y2 4}

In polar coordinates,
it is given by:
1 r 2, 0

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Hence,
2
(3
x

4
y
) dA

(3r cos 4r sin ) r dr d


2

(3r cos 4r sin ) dr d


2

[r cos r sin ]
3

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r 2
r 1

115

3
4
2
r 2
(3
x

4
y
)
dA

[
r
cos

r
sin

]
r 1 d

(7 cos 15sin ] d
2

[7 cos 152 (1 cos 2 )] d


0

15 15

7 sin
sin 2
2
4
0
15

2
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Example 1.18:
Find the volume of the solid bounded
by the plane z = 0 and the paraboloid
z = 1 x2 y2.

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If we put z = 0 in the equation of


the paraboloid, we get x2 + y2 = 1.

This means that the plane intersects


the paraboloid in the circle x2 + y2 = 1.

So, the solid lies under the paraboloid


and above the circular disk D given by
x2 + y2 1.

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In polar coordinates, D is given by


0 r 1, 0 2.

As 1 x2 y2 = 1 r2, the volume is:

V (1 x y ) dA
2

(1 r

) r dr d

D
2

d (r r ) dr
3

r
r
2
2 4 0 2
2

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Had we used rectangular coordinates


instead, we would have obtained:

V (1 x y ) dA
2

1 x 2

1 1 x

(1 x y ) dy dx
2

This is not easy to evaluate because


it involves finding (1 x2)3/2 dx

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Example 1.19:
Use a double integral to find the area
enclosed by one loop of the fourleaved rose r = cos 2.

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Solution :

From this sketch of the curve, we see that


a loop is given by the region
R = {(r, ) | /4 /4, 0 r cos 2}

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So, the area is:

A( R) dA

/4

cos 2

/4 0

/4

/4

r dr d

2
[ 12 r 2 ]cos
d
0

/4

1
2

1
4

1
4

/4

/4

/4

cos 2 d
2

(1 cos 4 ) d
1
4

sin 4 /4

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/4

8
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Example 1.20:
Use the polar coordinates to solve Example 1.11.
The solid and its base is described as
y

r 3

R
3

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Solution :
Thus, the volume V is given by
V (4 y )dA (4 r cos )rdrd
R

2 r 3

(4 r cos )rdrd

0 r 0

2 3

2
(4
r

r
cos )drd

0 0

r 3

2 r

2r 3 cos d

r 0
3

(18 9 cos )d 18 9sin

36

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