Harvey Mudd College Math Tutorial:

Multiple Integration
Recall our denition of the denite integral of a function of a single variable:
Let f(x) be dened on [a, b] and let x
0
, x
1
, . . . , x
n
be a
partition of [a, b]. For each [x
i1
, x
i
], let x

i
[x
i1
, x
i
].
Then
_
b
a
f(x) dx = lim
max x
i
0
n

i=1
f(x

i
)x
i
Take a quick
look at the
Riemann Sum
Tutorial
We can extend this denition to dene the integral of a function of two or more variables.
Double Integral of a Function of Two Variables
Let f(x, y) be dened on a closed and bounded region R of the xy-plane. Set up a grid
of vertical and horizontal lines in the xy-plane to form an inner partition of R into n
rectangular subregions R
k
of area A
k
, each of which lies entirely in R. (Ignore the rectangles
that are not entirely contained in R) Choose a point (x

k
, y

k
) in each subregion R
k
. The sum
n

k=1
f(x

k
, y

k
)A
k
is called a Riemann Sum. In the limit as we make our grid more and more dense, we dene
the double integral of f(x, y) over R as
_ _
R
f(x, y )dA = lim
max A
k
0
n

k=1
f(x

k
, y

k
)A
k
Notes
If this limit exists, we say that f is integrable over the region of integration R.
If f is continuous on R, then f is integrable over R.
Geometric Interpretation of the Double Integral
Notice that as we increase the density of our grid, the sum
n

k=1
A
k
of the individual rectangles
better and better approximates the area of region R. In the limit as A
k
0, we have
Area of R =
_ _
R
dA
Suppose now that f(x, y) 0 on R. Then f(x

k
, y

k
)A
k
is the volume of a rectangular
parallelopiped of height f(x

k
, y

k
) and base area A
k
. Adding up these volumes, we get an
appoximation for the volume of the solid above R and below the suface z = f(x, y). Thus,
in the limit as A
k
0,
Volume of solid
above R and be-
low the surface
z = f(x, y)
=
_ _
R
f(x, y)dA (for f(x, y) 0 on R)
Note
The interpretaion of the double integral as a volume still holds if f(x, y) takes on both
positive and negative values. In this case, we obtain the dierence between the volumes
above the xy-plane between z = f(x, y) and R and the volume below the xy-plane between
z = f(x, y) and R.
Exploration
We next turn to the actual evaluation of double integrals.
Iterated Integrals
In the double integral
_
R
_
f(x, y) dA, dA may be viewed informally as an intesimal area of
a rectangle inside R with dimensions dy and dx. For the kinds of ordinary functions and
regions well be concerned with,
_
R
_
f(x, y)dA =
_
b
a
_
_
g
2
(x)
g
1
(x)
f(x, y )dy
_
dx =
_
b
a
_
g
2
(x)
g
1
(x)
f(x, y )dy dx
=
_
d
c
_
_
h
2
(y)
h
1
(y)
f(x, y) dx
_
dy =
_
d
c
_
h
2
(y)
h
1
(y)
f(x, y) dxdy
where the limits of integration are determined by the region R over which we are integrating.
Notes
These integrals are called iterated integrals, since we integrate more than once.
We integrate from the inside out. That is, in
b
_
a
g
2
(x)
_
g
1
(x)
f(x, y) dy dx, we rst integrate
f(x, y) with respect to y and evaluate it at g
2
(x) and g
1
(x). We then integrate the
result with respect to x and evaluate the outcome at a and b.
Iterated triple integrals
_
G
_ _
f(x, y, z)dV can be dened in a similar way.
An example will make these ideas more concrete.
Example
Lets evaluate the double integral
_
R
_
6xy dA, where R is the region bounded by y = 0,
x = 2, and y = x
2
. We will verify here that the order of integration is unimportant:
Integrating rst with respect to y, then
with respect to x:
_
R
_
6xydA =
_
2
0
_
x
2
0
6xy dy dx
=
_
2
0
_
3xy
2

x
2
y=0
_
dx
=
_
2
0
3x
5
dx
=
1
2
x
6

2
x=0
=
1
2
(64)
1
2
(0)
= 32
Integrating rst with respect to x, then
with respect to y:
_
R
_
6xydA =
_
4
0
_
2

y
6xy dxdy
=
_
4
0
_
3x
2y

2
x=

y
_
dy
=
_
4
0
_
12y 3y
2
_
dy
=
_
6y
2
y
3
_

4
y=0
=
_
6(4)
2
(4)
3
_

_
6(0)
2
(0)
3
_
= 32
so
_
R
_
6xy dA = 32 here, regardless of the order in which we carry out the integration, as
long as we are careful to set up the limits of integration correctly.
Now for a triple integral...
Example
We will evaluate he triple integral
_
2
0
_
y
2
1
_
z
1
yz dxdz dy.
_
2
0
_
y
2
1
_
z
1
yz dxdz dy =
_
2
0
_
y
2
1
[ (xyz)|
z
x=1
] dz dy
=
_
2
0
_
y
2
1
_
yz
2
yz
_
dz dy
=
_
2
0
_
_
yz
3
3

yz
2
2
_

y
2
z=1
_
dy
=
_
2
0
_
y
7
3

y
5
2
+
5y
6
_
dy
=
_
y
8
24

y
6
12
+
5y
2
12
_

2
0
=
264
24

64
12
+
20
12
=
84
12
= 7
Integrate with re-
spect to x rst.
Next integrate with
respect to z.
Finally, intgrate with
respect to y.
Key Concepts
Let f(x, y) be dened on a closed and bouned region R of the xy-plane. Then
_
R
_
f(x, y) dA = lim
max A
k
0
n

k=1
f(x

k
, y

k
)A
k
where each A
k
gives the area of a rectangle in an inner partition of R.
We evaluate
_
R
_
f(x, y) dA as an iterated integral:
_
R
_
f(x, y) dA =
_
b
a
_
g
2
(x)
g
1
(x)
f(x, y )dy dx
=
_
d
c
_
h
2
(y)
h
1
(y)
f(x, y) dx dy
for ordinary regions R and functions f(x, y).
[Im ready to take the quiz.] [I need to review more.]
[Take me back to the Tutorial Page]