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Volume and Area via Multiple Integrals

The document provides information about the Mathematics-1 course offered at IIT Bhubaneswar in the Autumn Semester of 2021-22. It covers topics like multiple integrals, double integrals over rectangular regions, and properties of double integrals. The course will be taught by Dr. Sabyasachi Pani and other faculty members. It includes syllabus, textbooks, examination pattern, grading scheme, class timings and other course details.

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Rajesh
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© © All Rights Reserved
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0% found this document useful (0 votes)
317 views88 pages

Volume and Area via Multiple Integrals

The document provides information about the Mathematics-1 course offered at IIT Bhubaneswar in the Autumn Semester of 2021-22. It covers topics like multiple integrals, double integrals over rectangular regions, and properties of double integrals. The course will be taught by Dr. Sabyasachi Pani and other faculty members. It includes syllabus, textbooks, examination pattern, grading scheme, class timings and other course details.

Uploaded by

Rajesh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MATHEMATICS-I (MA1L001)

MULTIPLE INTEGRALS
(17 Jan 22 – 8 March 2022)

by

Dr. Sabyasachi Pani


(Associate Professor in Mathematics)
School of Basic Sciences
IIT BHUBANESWAR
Autumn Semester-2021-22
Email: spani@[Link]

1
Multiple Integrals, Mathematics-1 IIT Bhubaneswar
Multiple integrals (Syllabus-Text Books)

 Multiple Integrals and Vector Calculus: Double (Cartesian, Polar, Cartesian to polar
conversion), and triple integrals (Cartesian, Cylindrical, Spherical), Scalar and vector fields, level
surfaces, directional derivative, Gradient, Curl, Divergence, line and surface integrals, theorems of
Green, Gauss and Stokes. Beta and Gamma functions.

 TEXT BOOKS
 Calculus and Analytic Geometry, George B Thomas and Ross L Finney, PEARSON Education, 9th
Edition.
 Advanced Engineering Mathematics, Erwin Kreyszig, John Wiley & Sons, Eighth Edition.
 Advanced Engineering Mathematics, R K Jain, S R K Iyengar, Third Edition, Narosa.
 Engineering Mathematics, Peter V Onil, Tata McGraw Hill, New Delhi, India.

Calculus and Analytic Geometry, George B Thomas and Ross L Finney,


PEARSON Education, 9th Edition.

2
Information's Regarding Mathematics-1, IIT Bhubaneswar
MATHEMATICS-1(Syllabus)

 Differential Calculus of single variable: Rolle’s theorem, Lagranges Mean Value Theorem,
Cauchy’s mean value theorem (Taylor’s and Maclaurin theorems with remainders), Indeterminate
forms, maxima and minima of a function, Concavity and convexity of a curve, points of inflexion,
curvature, asymptotes and curve tracing (Cartesian and Polar).
 Differential Calculus of Several Variables: Limit, continuity and differentiability of functions of
several variables, partial derivatives and their geometrical interpretation, differentials, derivatives of
composite and implicit functions, derivatives of higher order and their commutativity, Euler’s theorem
on homogeneous functions, harmonic functions, Taylor’s expansion of functions of several variables,
maxima and minima of functions of several variables, Lagrange’s method of multipliers.
 Multiple Integrals and Vector Calculus: Double and triple integrals, Scalar and vector fields,
level surfaces, directional derivative, Gradient, Curl, Divergence, line and surface integrals, theorems
of Green, Gauss and Stokes. Beta and Gamma functions.
 Ordinary Differential Equations: First order differential equations, exact, reducible to exact,
homogeneous, reducible to homogeneous, linear equations, and Bernoulli’s form, second order
differential equations with constant coefficients, getting a LI solution if one solution is known, Euler’s
equations, finding particular integrals (method of undetermined coefficients, variation of parameters,
operator methods), system of differential equations.

3
Information about Mathematics-1, IIT Bhubaneswar
MATHEMATICS-1
(Teaching team, Examinations and Grading)

 Teaching Team: Dr. Bankim Chandra Mandal (Sec 2), Dr Vasudeva Rao Allu
(Sec 4), Dr. Sunil Prajapati (Sec 3), and Dr. Sabyasachi Pani (Sec 1).
(Lecture Hours: 3, Tutorial Hour: 1, Practice:0, Credit :4)
 Tutorials Instructors: Respective section teachers or Research Scholars.
 Examination Pattern:
Mid Semester Exam 30% marks 2 hours closed book

End Semester Exam 50% marks 3 hours closed book

Teachers Assessment 20% By tutorial tests,


discipline, interactions,
attendance, assignment,
etc.

 AT THE END YOU WILL BE AWARDED WITH A GRADE.


(EX-10 points, A-9 points, B-8 points, C-7 points, D-6 points, P-5 points, F: 0 points (fail grade), I-
incomplete, etc)

4
Information about Mathematics-1, IIT Bhubaneswar
MATHEMATICS-1
(Teaching, Examinations and Grading)

 How is the Grading Done:


Sl No. Secured Marks =x (out of Awarded Grade
100marks)
1. 90 ≤ x ≤ 100 EX
2. 80 ≤ x ≤ 89 A
3. 70 ≤ x ≤ 79 B
4. 60 ≤ x ≤ 69 C
5. 50 ≤ x ≤ 59 D
6. 35 ≤ x ≤ 49 P
7. 0 ≤ x ≤ 34 F

Do not miss any examination. If missing then the assessment remains


incomplete leading to I grade.

5
Information about Mathematics-1, IIT Bhubaneswar
MATHEMATICS-1
(Books and Topics to be followed from Books)

Text Books and Reference Books


 Differential Calculus and Integral Calculus, Shanti Narayan and Mittal, S. Chand & Company Ltd,
 Calculus and Analytic Geometry, George B Thomas and Ross L Finney, PEARSON Education, 9th Edition.
 Differential and Integral Calculus, N, Piskunov, Volume-1 and Volume-2, CBS Publishers and distributors, India.
 Differential Equations with applications and Historical notes, George F. Simmons and John S. Robertson, Tata
McGraw-Hill Publishing Company Limited, New Delhi, India.
 Advanced Engineering Mathematics, Erwin Kreyszig, John Wiley & Sons, Eighth Edition.
 Advanced Engineering Mathematics, R K Jain, S R K Iyengar, Third Edition, Narosa.
 Engineering Mathematics, Peter V Onil, Tata McGraw Hill, New Delhi, India.

Note: Please follow the topics from the following specifications.


Sl No Topic Book to be followed

1 Differential calculus and Integral calculus Diff., Calculus by Shantinarayan, Diff, Int. Calculus by Piskunov,
of single variable Engineering mathematics by Jain and Iyengar.

2 Calculus of Several variables Diff. Calculus by Shantinarayan, Calculus by Thomas, Finney,


Engg. math by Jain, Iyenger, Diff. Cal by Piskunov.

3 Multiple Integral and Vector Calculus Int. Calculus by Thomas, Finney, Engg. M by Kreyszig, Engg. Jain
& Iyengar, Int. Calculus by Piskunov,

4 Ordinary Differential Equations Int. Calculus by Shantinarayan, Diff Eqns by G F Simmons, Engg.
M by Kreyszig, Jain & Iyengar, DE by Simmons

6
Information about Mathematics-1 IIT Bhubaneswar
Class Timing, Section 1 (by S Pani)

ONLINE teaching over Microsoft Team Software.

Section 1 class timing:


Monday, 1.30 to 2.55, Thursday 9.30 to 10.55AM Lecture Classes

Tutorial 1.30 to 4.30 (Gr1), PLHC, P1-120- 1 & 2.

Section 4 class timing:


Tuesday 9.30 to 10.55, Friday 11.00AM to 12.25PM Lecture Classes

Thursday (2 Tut classes), 1.30 to 3.25 P1-120-1 & 2 PLHC.

7
PLHC: Puspagiri Lecture Hall Complex
Multiple integrals, Mathematics-1, IIT Bhubaneswar
Multiple integrals (Double Integrals)

𝑖=𝑛

𝑆𝑛 = 𝑓(𝜉𝑖 )(𝑥𝑖 − 𝑥𝑖−1 ) .


𝑖=1

𝑖=𝑛 𝑏

𝑆 = lim 𝑆𝑛 = lim 𝑓(𝜉𝑖 )(𝑥𝑖 − 𝑥𝑖−1 ) = 𝑓(𝑥)𝑑𝑥 .


𝑛→∞ 𝑛→∞
𝑖=1 𝑎
8
Double Integrals , Mathematics-1, IIT Bhubaneswar
Multiple integrals (Double Integrals over Rectangular regions)

𝑘=𝑛∑

𝑆𝑛 = 𝑓(𝑥𝑘 , 𝑦𝑘 )Δ
Ak 𝑘=1

𝑘=𝑛∑ 𝑅 𝑓 𝑅 𝑓

𝑆 = lim 𝑆𝑛 = lim 𝑓(𝑥𝑘 , 𝑦𝑘 )Δ


𝑛→∞ 𝑛→∞
Ak 𝑘=1

9
Double Integrals, Mathematics-1, IIT Bhubaneswar

Multiple integrals (Double Integrals over Rectangular regions)

10
Consider a region R covered by a network of lines parallel to x and y axis
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double Integrals over Rectangular regions)

Properties of the double integrals:


1. 𝑘𝑓(𝑥, 𝑦)𝑑𝐴 = 𝑘 𝑓(𝑥, 𝑦)𝑑𝐴, for any number𝑘.
𝑅 𝑅

2. 𝑓(𝑥, 𝑦) ± 𝑔(𝑥, 𝑦) 𝑑𝐴 = 𝑓(𝑥, 𝑦)𝑑𝐴 ± 𝑔(𝑥, 𝑦)𝑑𝐴 .


𝑅 𝑅 𝑅

3. 𝑓(𝑥, 𝑦)𝑑𝐴 ≥ 0if 𝑓(𝑥, 𝑦) ≥ 0on𝑅.


𝑅

4. 𝑓(𝑥, 𝑦)𝑑𝐴 ≥ g( 𝑥, 𝑦)𝑑𝐴if𝑓(𝑥, 𝑦) ≥ 𝑔(𝑥, 𝑦)on​𝑅.


𝑅 𝑅

5. 𝑓(𝑥, 𝑦)𝑑𝐴 = 𝑓(𝑥, 𝑦)𝑑𝐴 + 𝑓(𝑥, 𝑦)𝑑𝐴where𝑅1 𝑎𝑛𝑑𝑅2 are non overlapping.
𝑅 𝑅1 𝑅2

These rules are all similar to single variable integrals. Proofs follows from single
variable integrals. In single variable integral we get the area under the curve and
here in double integrals we get the volume enclosed under the surface over the
specified domain of integration.
11
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double Integrals over Rectangular regions)

Double integral as volume: When f(x,y) is positive, the double integral


of f over a rectangular region R gives the volume of the solid prism
bounded below by R and above the surface z=f(x,y). Thus we have:
𝑉𝑜𝑙𝑢𝑚𝑒 = lim 𝑆𝑛 = 𝑓(𝑥, 𝑦)𝑑𝐴.
𝑅

Surface z=f(x,y)

Region of integration R

12
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double Integrals over Rectangular regions)

Evaluation of Double Integrals: Every double integral can be evaluated


in steps using single integral methods.
Explanation by an example: Suppose we wish to calculate the volume under the
plane 𝑧 = 4 − 𝑥 − 𝑦 over the rectangular region 𝑅: 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 1 in the 𝑥𝑦 −
plane.
Considering the method of slicing with slices perpendicular to the 𝑥-axis, then the
volume is given by 𝑥=2

𝑉𝑜𝑙𝑢𝑚𝑒 = 𝐴(𝑥)𝑑𝑥 (2)


𝑥=0

When A(x) is the cross section area at x. For each value of we may calculate
𝑦=1

𝐴(𝑥) = (4 − 𝑥 − 𝑦)𝑑𝑦 (3)


𝑦=0

In calculating A(x), x is held fixed and the integration takes place with respect to y.

13
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double Integrals over Rectangular regions)

Figure for this explanation:

14
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double Integrals over Rectangular regions)

Thus we get the volume from equations (2) and (3) as follows:
𝑥=2 𝑥=2 𝑦=1 𝑥=2 1 𝑥=2
𝑦2 7
𝑉𝑜𝑙𝑢𝑚𝑒 = 𝐴(𝑥)𝑑𝑥 = (4 − 𝑥 − 𝑦)𝑑𝑦 𝑑𝑥 = 4𝑦 − 𝑥𝑦 − 𝑑𝑥 = − 𝑥 𝑑𝑥 = 5.
2 0
2
𝑥=0 𝑥=0 𝑦=0 𝑥=0 𝑥=0

2 1
We can write this integral as 𝑉𝑜𝑙𝑢𝑚𝑒 = (4 − 𝑥 − 𝑦)𝑑𝑦 𝑑𝑥 .
0 0

The expression on the write is called the iterated integral or repeated


integral. The integral says that the volume is obtained by integrating the
function 4 − 𝑥 − 𝑦 with respect to y form 𝑦 = 0 to 𝑦 = 1 holding 𝑥 fixed,
then integrating the resulting expression in 𝑥 with respect to 𝑥 from 𝑥 = 0
to 𝑥 = 2.
This volume also can be obtained by slicing with planes perpendicular to y-
axis, then the integral becomes
15
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double Integrals over Rectangular regions)

This volume also can be obtained by slicing with planes perpendicular to y-


axis, then the integral becomes
𝑦=1 𝑦=1 𝑥=2 𝑦=1 2 𝑦=1
𝑥2
𝑉𝑜𝑙𝑢𝑚𝑒 = 𝐴(𝑦)𝑑𝑦 = (4 − 𝑥 − 𝑦)𝑑𝑥 𝑑𝑦 = 4𝑥 − 𝑥𝑦 − 𝑑𝑥 = 6 − 2𝑦 𝑑𝑦 = 5.
2 0
𝑦=0 𝑦=0 𝑥=0 𝑦=0 𝑦=0

1 2
We can write this integral as 𝑉𝑜𝑙𝑢𝑚𝑒 = (4 − 𝑥 − 𝑦)𝑑𝑥 𝑑𝑦 .
0 0

For the order of integration we have:

Fubin’s Theorem. If f(x,y) is continuous on the rectangular region R=[a, b]×[c, d],
then 𝑑 𝑏 𝑏 𝑑

𝑓(𝑥, y) dA = f( 𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = f( 𝑥, 𝑦)𝑑 𝑦𝑑𝑥 .


𝑅 𝑐 𝑎 𝑎 𝑐

16
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double Integrals over Rectangular regions)

Problems: Calculate 𝑓(𝑥, y) dA for the following functions


𝑅

1. f(x, y) = 1-6x2y and R = 0≤ x ≤ 2, -1≤ y ≤1.


2. f(x, y) = y cos xy over the region R = 0≤ x ≤ π , 0 ≤ y ≤1.
3. f(x, y) = sinh y cos xy over the region R = 0≤ x ≤ π , 0 ≤ y ≤1.

4. Evaluate (𝑦 − 𝑥 2 )𝑑𝐴 where R is the region inside the square |x|+|y|=1.


𝑅

5. Evaluate the double integrals:


2 2 2 4−𝑥 2
2
𝑥𝑒 2𝑦
(𝑖) 2𝑦 sin 𝑥 𝑦𝑑𝑦 𝑑𝑥(𝑖𝑖) 𝑑 𝑦𝑑𝑥 .
4−𝑦
0 𝑥 0 0

17
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
(Double Integrals over Bounded non-Rectangular regions)

Let R be a non rectangular region. We imagine R to be covered by a non-


rectangular grid, we include in the partial sum only the small pieces of area ∆A= ∆x
∆y that entirely lying within the region. We number the pieces in some order ∆A1, ∆A2
, … , ∆An. We choose an arbitrary point (xk, yk) in each piece ∆Ak and form the sum,

𝑖=𝑛∑

𝑆𝑛 = 𝑓(𝑥𝑘 , 𝑦𝑘 )Δ
Ak 𝑖=1

As the mesh becomes increasingly fine we get the integral as


∞∑ 𝑅 𝑓 𝑓(𝑥 ,𝑦 )Δ
𝑘=𝑛∑ lim ∑A 𝑘=1 𝑘 𝑘
Δ𝐴→0 k

𝑆 = lim 𝑆𝑛 = lim 𝑓(𝑥𝑘 , 𝑦𝑘 )Δ


𝑛→∞ 𝑛→∞
Ak 𝑘=1

The boundary of R is made from the graphs of a finite number of continuous functions of x
and/or y joined end to end. Double integral of continuous functions over non rectangular
regions have the same algebraic properties as integrals over rectangular regions.

18
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
(Double Integrals over Bounded non-Rectangular regions)

Evaluation of Integrals: Let R be a region bounded above and below by the


curves y=g1(x)(below) and y=g2(x)(above) and on the sides by the lines x=a and
x=b. Then by slicing we have
𝑦=𝑔2 (𝑥)

𝐴(𝑥) = 𝑓(𝑥, 𝑦)𝑑𝑦.


𝑦=𝑔1 (𝑥)

Then 𝑏 𝑏 𝑔2 (𝑥)

𝑉𝑜𝑙𝑢𝑚𝑒 = 𝐴(𝑥)𝑑𝑥 = 𝑓(𝑥, 𝑦)𝑑𝑦𝑑𝑥 .


𝑎 𝑎 𝑔1 (𝑥)

Similarly: If R is bounded given by x=h1(y)(left side) and x=h2(y)(right side)


and on top and bottom by the lines y=c and y=d. Then we have
𝑑 𝑑 ℎ2 (y)

𝑉𝑜𝑙𝑢𝑚𝑒 = 𝐴(𝑦)𝑑𝑦 = 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 .


𝑐 𝑐 ℎ1 (y)
19
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Fubin’s Theorem for non Rectangular regions)

Fubin’s Theorem. If f(x,y) is continuous on the region R.


If R is given by a ≤ x ≤ b; g1(x) ≤ y ≤ g2(x), g1(x) and g2(x) are continuous
on [a, b], then 𝑏 𝑔2 (𝑥)

𝑓(𝑥, 𝑦)𝑑𝐴 = f( 𝑥, 𝑦)𝑑𝑦 𝑑𝑥 .


𝑅 𝑎 𝑔1 (𝑥)

If R is given by c ≤ y ≤ d; h1(y) ≤ x ≤ h2(y), h1(y) and h2(y) are continuous


on [c, d], then
We can write this integral as
𝑑 ℎ2 (y)

𝑓(𝑥, 𝑦)𝑑𝐴 = 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦 .


𝑅 𝑐 ℎ1 (y)

We do not prove this theorem.


20
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Examples on Double integrals for non Rectangular regions)

Example. Find the volume of the prism whose base is the triangle in the xy-plane
bounded by the x-axis and the lines y=x and x=1 and whose top lies in the plane
z=f(x,y) = 3-x-y.
Solution: First we have plot the region of integration then we have to integrate to
have the desired volume.
The region R is given by 0 ≤ x ≤ 1; g1(x) is y=0 ≤ y ≤ y=x,

21
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Examples on Double integrals for non Rectangular regions)

Solution. For any 𝑥 in (0,1), 𝑦 varies from 𝑦 = 0 to 𝑦 = 𝑥, thus


1 𝑦=𝑥 1 𝑦2 𝑥 1 3𝑥 2
𝑉 = 0 𝑦=0 3 − 𝑥 − 𝑦 𝑑𝑦𝑑𝑥 = 0 3𝑦 − 𝑥𝑦 − = 0 3𝑥 − = 1.
2 0 2
With reverse order of integration we have R is given by 0 ≤ y ≤ 1; h1(y)≈x=y
≤ x ≤ h2(y) ≈ x=1, thus we have,
1 𝑥=1 1 1 1
𝑥2 5 3𝑦 2
𝑉= (3 − 𝑥 − 𝑦)𝑑𝑥 𝑑𝑦 = 3𝑥 − 𝑥𝑦 − 𝑑𝑥 = − 4𝑦 + 𝑑𝑦 = 1 .
2 𝑦
2 2
0 𝑥=𝑦 0 0

Fubin’s theorem assures that a double integral can be calculated as an iterated integral
in either order of integration. Evaluation of one integral may be easier than the other.

22
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Examples on Double integrals for non Rectangular regions)
sin 𝑥
𝑑𝐴,
Example. Calculate the double integral 𝑥 where the region R is given
𝑅
by the triangle in the xy-plane bounded by x-axis, line y=x and the line x=1.

Solution. For any x in (0,1), y varies from y=0 to y=x, thus


1 𝑦=𝑥 1 1
𝑥
sin 𝑥 sin 𝑥
𝑉= 𝑑𝑦 𝑑𝑥 = 𝑦 𝑑𝑥 = sin 𝑥 𝑑𝑥 = 1 − cos 1 .
𝑥 𝑥 0
0 𝑦=0 0 0

With reverse order of integration we have R is given by 0 ≤ y ≤ 1; h1(y)≈x=y ≤ x ≤


h2(y) ≈ x=1, thus we have, 1 𝑥=1
sin 𝑥
𝑉= 𝑑𝑥 𝑑𝑦 =?
𝑥
0 𝑥=𝑦

One way we may have the solution where as the other way a very hard task.

23
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Procedure for finding the limits of integration)

Procedure for finding the limits of integration.

Suppose we have to evaluate 𝑅


𝑓 𝑥, 𝑦 𝑑𝐴 over a region R, integrating with
respect to y first then with respect to x, we follow:

Step 1: Sketch the region. With appropriate equations of the curves.


Step 2: For y-limits, imagine a line parallel to y-axis in the increasing direction of y
passing through the region R. This imaginary line enter through the curve is the
lower limit for y, and the line passing away through the curve from the region is
the upper limit of integration.
Step 3: x-limits: imagine the same line swaps the entire region the lower x-is x-
lower limit and x-higher is the x-upper limit.

Using these limits evaluate the integral.


24
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Procedure for finding the limits of integration)

Procedure for finding the limits of integration. Suppose the region R is given as
in the picture, integrating with respect to y first then with respect to x, we follow:
Step 1: Sketch the region (first picture), Step 2: For y-limits(second picture), Step 3: x-
limits (third picture): Step 4: Evaluation of the integral by using these limits.

25
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Procedure for finding the limits of integration)

Procedure for finding the limits of integration. Suppose we have to


evaluate 𝑅 𝑓 𝑥, , 𝑦 𝑑𝐴 over a region R, integrating with respect to x first
then with respect to y, we follow:
Step 1: Sketch the region:
Step 2: For x-limits, imagine a line parallel to x in the increasing direction
of x passing through the region. This imaginary line enter through the
curve is the lower limit for x, and the line passing away through the curve
from the region is the upper limit of integration (the equations will be in
the form x=h(y)).
Step 3: y-limits: imagine the same line swaps the entire region the lower
y-is y-lower limit and y-higher is the y-upper limit.

26
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Examples on Double integrals for non Rectangular regions)

Problem. Sketch the region of integration for the integral


2 2𝑥

(4𝑥 + 2)𝑑𝑦 𝑑𝑥
0 𝑥2

And write the equivalent integral with the order of integration reversed.
Solution. Region of integration is given by x2 ≤ y ≤ 2x; 0 ≤ x ≤ 2 there fore
R is bounded by the curves y=x2, y=2x, x=0, x=2.
Thus with reverse order of integration we have R is given by 0 ≤ y ≤ 4;
x=y/2 ≤ x ≤ x=√y, thus we have,

4 𝑦
x=y/2 x=√y
(4𝑥 + 2)𝑑𝑥 𝑑𝑦.
0 𝑦/2
2
27
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Examples on Double integrals for non Rectangular regions)

2 4−𝑥 2 𝑥𝑒 2𝑦
Problem. Evaluate the integral 0 0 4−𝑦
𝑑 𝑦𝑑𝑥
Solution. Region of integration is given by 0 ≤ 𝑦 ≤ 4 − 𝑥 2 ; 0 ≤ 𝑥 ≤ 2
therefore 𝑅 is bounded by the curves 𝑦 = 0, 𝑦 = 4 − 𝑥 2 , 𝑥 = 0, 𝑥 = 1.
Since integrating with respect to 𝑦 is not an easy job, we think of reversing
the order of integration. The reverse order integration is
4 4−𝒚 𝑒 2𝑦 𝑥 4 𝑒 2𝑦 𝑥 2 4 − 𝑦 𝑑𝑦 = 4 𝑒 2𝑦 𝑒 2𝑦 4 1 8
0 0
𝑑 𝑥𝑑𝑦 = 0 4−𝑦 2 0 𝟐
𝑑𝑦 = = 𝑒 −1 .
4−𝑦 0 4 0 4
𝑦 = 4 − 𝑥2

x=√y

28
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)

We are acquainted with Cartesian coordinates, another way of representing curves is


by Polar coordinates. Sometimes it is easier to have the curve in polar coordinates.
Polar Coordinates. We study with cartesian coordinates, so the origin is the origin here.
Positive x-ais is the initial line. A point in the plane will be represented by P r, 𝜃 . Where 𝑟 is the
directed distance from point O to P. 𝜃 is the directed angle from the initial ray to OP.

29
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
Cartesian verses Polar Coordinates Relationship.
Suppose the same point P in cartesian coordinates P x, y and in polar coordinates P r, 𝜃 . Then we have
𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 , 𝑦 = 𝑟 sin 𝜃
𝑦 𝑦
𝑟 = 𝑥 2 + 𝑦2, = tan 𝜃 𝑜𝑟 𝜃 = 𝑡𝑎𝑛−1 .
𝑥 𝑥
In cartesian coordinates each point in the plain has unique representation (x, y).
But in Polar each coordinate has infinite number of distinct representations.

Tracing of a polar curve.


Example. Trace the curve (Cardioid) r = 1 − cos 𝜃.
Solution. By noting some values of r verses 𝜃. We see that the curve has the following shape

30
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
Cartesian verses Polar coordinates Relationship.
Suppose the same point P in cartesian coordinates P x, y and in polar coordinates P r, 𝜃 . Then we have
𝑥 = 𝑟 𝑐𝑜𝑠 𝜃 , 𝑦 = 𝑟 sin 𝜃
𝑦 𝑦
𝑟 = 𝑥 2 + 𝑦2, = tan 𝜃 𝑜𝑟 𝜃 = 𝑡𝑎𝑛−1 .
𝑥 𝑥
In cartesian coordinates each point in the plain has unique representation (x, y).
But in Polar each coordinate has infinite number of distinct representations.

Polar verses Cartesian Equations of some curves:

Polar Equation Cartesian Equivalent


rcos 𝜃 = 2 𝑥=2
r 2 cos2 𝜃 − 𝑟 2 sin2 𝜃 = 1 𝑥2 − 𝑦2 = 1
r = 1 + 2rcos 𝜃 𝑦 2 − 3𝑥 2 − 4𝑥 − 1 = 0
r = 1 − cos 𝜃 𝑥 4 + 𝑦 4 + 2𝑥 2 𝑦 2 + 2𝑥 3 + 2𝑥𝑦 2 − 𝑦 2 = 0

31
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
Tracing of a polar curve.
Symmetry Test for Polar Curves:
1. Symmetry about x-axis-if the point (r, 𝜃) lies on the curve then the point (r, −𝜃) or (−r, 𝜋 − 𝜃) lies on the
curve.
2. Symmetry about y-axis-if the point (r, 𝜃) lies on the curve then the point (r, 𝜋 − 𝜃) or (−r, − 𝜃) lies on the
curve.
3. Symmetry about origin: if the point (r, 𝜃) lies on the curve then the point (−r, 𝜃) or (r, 𝜋 + 𝜃) lies on the
curve.
dy 𝑑𝑟 dy
Slope: The slope of the curve r = 𝑓 𝜃 is given by (not r′ = ). is calculated from x = rcos 𝜃 =
dx 𝑑𝜃 dx
𝑓 𝜃 cos 𝜃 and y = r sin 𝜃 = 𝑓 𝜃 𝑠𝑖𝑛 𝜃.
𝑑𝑦
dy 𝑓′ 𝜃 sin 𝜃+𝑓 𝜃 cos 𝜃 dx
= 𝑑𝜃
𝑑𝑥 = , provided ≠ 0 at (r, 𝜃). If the curve passes through origin at 𝜃 = 𝜃0 then slope
dx 𝑓′ 𝜃 cos 𝜃−𝑓 𝜃 sin 𝜃 d𝜃
𝑑𝜃
of the tangent is tan 𝜃0 . A polar curve may pass through origin more than once.

The Cartesian Plotting of r = 𝑓 𝜃 . Plotting the cartesian curve r verses 𝜃 helps us to find
the length for a particular angle.
32
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
Tracing of a polar curve.
Asymptotes: Find the asymptotes if any.
Plot the curve keeping all those above factors into consideration.
𝜃
Example. Trace the curve r = 1 + cos .
2

Solution. Symmetry Test for Polar Curves:


1. The curve is symmetry about x-axis- as the point (r, 𝜃) lies on the curve then the point
(r, −𝜃) or (−r, 𝜋 − 𝜃) lies on the curve.
𝑑𝑦
dy 𝑓′ 𝜃 sin 𝜃+𝑓 𝜃 cos 𝜃 dx
Slope: The slope of the curve = 𝑑𝜃
𝑑𝑥 = , provided ≠ 0 at (r, 𝜃). If the curve
dx 𝑓′ 𝜃 cos 𝜃−𝑓 𝜃 sin 𝜃 d𝜃
𝑑𝜃
passes through origin at 𝜃 = 𝜃0 then slope of the tangent is tan 𝜃0 . A polar curve may pass
through origin more than once. Not much helpful.
The Cartesian Plotting of r = 𝑓 𝜃 . Plotting the cartesian curve r verses 𝜃 helps us to find
the length for a particular angle. This cartesian curve in fact gives values of r verses 𝜃. We see
that the curve has the following shape 33
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
The Cartesian Plotting of r = 𝑓 𝜃 . Plotting the cartesian curve r verses 𝜃 helps us to find the
length r for a particular angle 𝜃. This cartesian curve in fact gives values of r verses 𝜃.

34
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
𝜃
The Cartesian Plotting of r = 1 + cos . We see that the curve has the following shape
2

35
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
Example. Trace the curve r 2 = sin 2𝜃 . (The Lemniscate).
Solution. We skip all the regular plotting procedure.
The Cartesian Plotting of r = 𝑓 𝜃 . (this plotting only gives the vital information's about the
curve). Plotting the cartesian curve r verses 𝜃 helps us to find the length for a particular angle.
First we plot the values of r 2 verses 𝜃.

36
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
Example. Trace the curve r 2 = sin 2𝜃 . (The Lemniscate).
The Cartesian Plotting of r = 𝑓 𝜃 . (this plotting only gives the vital information's about the
curve). First we plot the values of r 2 verses 𝜃. helps us to find the length for a particular angle.
First we plot the values of r 2 verses 𝜃. Now we plot the values of 𝑟 verses 𝜃. Square root of a
negative number is imaginary (no value of r), but square root of a positive number we have to
take both positive value as well as negative value.

37
Mathematics-1 IIT Bhubaneswar, Calculus of Single Variable…
Polar Curves (Polar Graphs)
Example. Trace the curve r 2 = sin 2𝜃 . (The Lemniscate).
Solution. We skip all the regular plotting procedure. Only by Cartesian Plotting of r =
𝑓 𝜃 we trace the curve as follows.

38
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double integrals in Polar form)

In polar coordinates the natural shape is a polar rectangle whose sides have
constant r and θ. Suppose that a function 𝑓 𝑟, 𝜃 is defined over a region 𝑅
bounded by the rays θ=α, and θ = β and by the continuous curves r=g1(θ) and
r=g2(θ). Suppose that 0≤ g1(θ) ≤ g2(θ) ≤ a for every value of θ between α, and β.
Then R lies in a fan shaped region Q defined by the inequalities 0 ≤ r ≤ a and α ≤ θ ≤
β.

39
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double integrals in Polar form)

We cover the region Q by circular arcs and rays. The arcs are cut from
circles centered at origin, with radii ∆r, 2∆r, 3∆r, … , m ∆r, where ∆r=r/m.
The rays are given by θ = α, θ = α+∆θ, θ = α+2∆θ, …, θ = α+m′∆θ=β, where
∆θ=(β- α)/m′ . The arcs and rays partition Q into small patches called polar
rectangles. We number the polar rectangles that lie entirely inside R, as
∆A1, ∆A2 , … , ∆An. We take (rk, θk) be the centre of the polar rectangle
whose area is ∆Ak , then form the sum
𝑘=𝑛

𝑆𝑛 = 𝑓(𝑟𝑘 , 𝜃𝑘 )Δ A𝑘 .
𝑘=1

If the function f(r, θ) is continuous, then the limit of 𝑆𝑛 exists and is called
the double integral of 𝑓 over the region 𝑅 and we have

𝑛→∞ 𝑘=1 𝑓 𝑟𝑘 , 𝜃𝑘 ∆𝐴𝑘 .


𝑆 = lim 𝑆𝑛 = lim ∑𝑘=𝑛
𝑛→∞
40
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double integrals in Polar form)
Now we have to write ∆Ak in terms of ∆r, and ∆θ.
∆𝑟
The radius of the inner arc bounding ∆𝐴𝑘 is 𝑟𝑘 − and The radius of the outer arc
2
∆𝑟
bounding ∆𝐴𝑘 is 𝑟𝑘 + thus the area of the circulars sectors are given by
2
2 2
1 Δ𝑟 1 Δ𝑟
𝑟𝑘 − Δ𝜃 inner 𝑟𝑘 + Δ𝜃(outer) .
2 2 2 2

Thus area of ∆Ak is given by


2 2
1 Δ𝑟 1 Δ𝑟
Δ𝐴𝑘 = 𝑟𝑘 + Δ𝜃 − 𝑟𝑘 − Δ𝜃 = 𝑟𝑘 Δ𝑟Δ𝜃.
2 2 2 2
𝑘=𝑛∑

Thus we have From which it follows that the double integral


𝑆𝑛 = 𝑓(𝑟𝑘 , 𝜃𝑘 )
rk 𝑘=1

in polar form can be evaluated as𝛽 repeated


𝑟=𝑔2 (𝜃)
single integrations with respect to r and θ
as follows:
𝑓 (r, 𝜃)𝑑𝐴 = 𝑓(r, 𝜃)𝑟𝑑𝑟 𝑑𝜃 .
𝑅 𝛼 𝑟=𝑔1 (𝜃)

The integration has to be performed with r first and then with respect to θ. 41
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Procedure for finding the limits of integration)
𝑓(𝑟, 𝜃) 𝑑𝐴,
Procedure for finding the limits of integration. To Evaluate 𝑅
over a region R in polar coordinates, with respect to r first and then
integrating with respect to θ, we follow:
Step 1: Sketch the region and label the bounding curves.
Step 2: For r-limits, imagine a ray L from origin passing through the
region in the direction of increasing r. This imaginary line enter through
the curve is the lower limit for r, and the line passing away through the
curve from the region is the upper limit of r.
Step 3: θ-limits: imagine the same line swaps the entire region the lower
θ -is θ -lower limit and θ -higher is the θ -upper limit.

Using these limits evaluate the integral.

42
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Procedure for finding the limits of integration)
Procedure for finding the limits of integration. Step 1: Sketch the region (first picture), Step
2: For r-limits(second picture), Step 3: θ-limits(third picture): Step 4: Evaluation of the integral by using
these limits.
𝜃=𝜋/2 𝑟=2

𝑓 (r, 𝜃)𝑑𝐴 = 𝑓(r, 𝜃)𝑟𝑑𝑟 𝑑𝜃 .


𝑅 𝜃=𝜋/4 𝑟= 2 csc(𝜃)

43
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double integrals in Polar form)

Example: Find the limits of integration for integrating f(r, θ) over the region R that
lies inside the cardioid r=1+ cos θ and outside the circle r=1.
Solution.
Step 1: Sketch the region (label the curves),
Step 2: For r-limits(Imagine line L through R),
Step 3: θ-limits(sweeping of L):
Step 4: Evaluation.

Thus the integral becomes

𝜃=𝜋/2 𝑟=1+cos 𝜃

𝑓 (r, 𝜃)𝑑𝐴 = 𝑓(r, 𝜃)𝑟𝑑𝑟 𝑑𝜃 .


𝑅 𝜃=−𝜋/2 𝑟=1

44
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double integrals in Polar form, FINDING AREA)

Area enclosed by a bounded region R is given by 𝑟𝑑𝑟𝑑 𝜃.


𝑅

Example: Find the area enclosed by the lemniscates r2=4 cos 2θ.
Solution.
Step 1: Sketch the region (see picture),
Step 2: For r-limits(see picture),
Step 3: θ-limits(see picture):
Step 4: Evaluation.

Thus the area is given by the integral

𝜃=𝜋/4 𝑟= 4 cos 2𝜃 𝜋/4 𝑟= 4 cos 2𝜃 𝜋/4


𝑟2
𝐴= 𝑟𝑑𝑟𝑑𝜃 = 4 𝑟𝑑𝑟 𝑑𝜃 = 4 𝑑𝜃 = 4 2 cos 2 𝜃 𝑑𝜃 = 4 .
2 𝑟=0
𝑅 𝜃=0 𝑟=0 0 0
45
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Changing Cartesian into Polar integrals)

Procedure. We have 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 write x=r cos θ and y=r sin θ, replace dxdy by
rdrdθ. Supply polar limits of integration for the boundary of the region R (sketcing
𝑅

the region and then thinking polar integral supply the limits). Thus we have
𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = 𝑓 (𝑟 cos 𝜃 , 𝑟 sin 𝜃)𝑟𝑑𝑟𝑑𝜃.
𝑅 𝐺
1 1−𝑥 2

Example: Write the integral (𝑥 2 + 𝑦 2 )𝑑𝑦𝑑𝑥. in polar form.


0 0

Solution. The region R is given by 0 ≤ x ≤ 1; y=0 ≤ y ≤ y=√(1-x2). Thus region R


in polar form is given by 0 ≤ r ≤ 1; and 0 ≤ θ ≤ π/2.
Hence we have
1 1−𝑥 2 𝜋/2 1
𝜋
(𝑥 2 + 𝑦 2 )𝑑𝑦𝑑𝑥 = (𝑟 2 ) r 𝑑 𝑟𝑑𝜃 = .
8
0 0 0 0

46
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Changing Cartesian into Polar integrals)

Problems. Sketch the region of integrations and evaluate:


3 2 ln 8 ln 𝑦

(a) (b)
2
1. (4 − 𝑦 )𝑑𝑦𝑑𝑥. 𝑒 𝑥+𝑦 𝑑𝑥𝑑𝑦.
0 0 0 0

2. Find the volume of the region that lies under the surface f(x,y)=x2+y2 , over R, if R is given by the
triangular region with vertices (0,0), (1,0) and (0,1).
1 1−𝑦 2

3. Reverse the order of integration and evaluate in both the forms: 3𝑦𝑑𝑥𝑑𝑦.
0 − 1−𝑦 2

4. Find the volume of the region that lies under the paraboloid z=x2+y2 and above the
triangle enclosed by the lines y=x, x=0, and x+y=2 in the xy-plane.
5. Find the volume of the wedge cut from the first octant by the cylinder z=12 - 3y2
and the plane x+y=2.
6. Find the volume of the solid that is bounded on the front and back by the
planes x=±π/3, on the sides by the cylinders y =± sec x, above by the cylinder
z=1+y2 and below by the xy-planes.
47
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double integrals in Polar form)

Problems: [Link] usual way to evaluate the improper integral𝐼 = 0
2
𝑒 −𝑥 𝑑𝑥

is first to calculate its square:


∞ ∞ ∞ ∞
2 −𝑥 2 −𝑦 2 2 +𝑦 2 )
𝐼 = 𝑒 𝑑𝑥 𝑒 𝑑𝑦 = 𝑒 −(𝑥 𝑑𝑥 𝑑𝑦.
0 0 0 0

Evaluating the last integral using polar coordinates solve the resulting
equation for I. Give the analytical justification of the correctness of the
result. 𝑥 2
2𝑒 −𝑡
2. Evaluate (using the above result) lim
𝑥→∞
𝑒𝑟𝑟𝑓(𝑥) = lim
𝑥→∞ 𝜋
𝑑𝑡.
0

∞ ∞
1
2. Evaluate the integral: (1 +𝑥2+ 𝑦 2 )2
𝑑𝑥 𝑑𝑦.
0 0

48
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Double integrals in Polar form)

Problems: 1. Evaluate the double integral


2 2
𝑒 2(𝑥 +𝑦 ) 𝑑𝑥𝑑𝑦.
𝑅
Where the region R is given by, 4 ≤ x +y ≤ 25, x>0, y>0.
2 2

Solution. For evaluation of this integral we change it to polar integral.


Thus putting x=r cos θ, y=r sin θ and sketching in Cartesian, thinking from Cartesian as well as
polar view we get
Step 1: Sketch the region (label the curves),
Step 2: For r-limits(Imagine line L through R),
R-lower is r=2, r-upper is r=5
Step 3: θ-limits(sweeping of L, θ-lower, θ=0, θ-upper θ=π/2 ):
Step 4: Evaluation. Thus

𝜃=𝜋/2 𝑟=5 𝜃=𝜋/2


2(𝑥 2 +𝑦 2 ) 2𝑟 2
1 2 5 1 50 𝜋/2 𝜋
𝑒 𝑑𝑥𝑑𝑦 = 𝑒 𝑟𝑑𝑟𝑑𝜃 = 𝑒 2𝑟 𝑑𝜃 = (𝑒 − 𝑒 8 )𝜃0 = (𝑒 50 − 𝑒 8 ).
4 2 4 8
𝑅 𝜃=0 𝑟=2 𝜃=0

49
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Substitution in Double integrals)

Suppose that a region G in uv-plane is transformed one-to-one into the region R in


the xy-plane by the equations of the form x=g(u,v), y=h(u, v).

We call R the image of G under the transformation and G the preimage of R. Any
function f(x, y) defined on R can be thought of as a function f(g(u,v) , h(u,v)) defined
on G as well. The integral of f(x, y) over R is related to the integral of f(g(u,v) ,
h(u,v)) over G as follows:
𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = 𝑓 (𝑔(𝑢, 𝑣), ℎ(𝑢, 𝑣)) 𝐽(𝑢, 𝑣) 𝑑𝑢𝑑𝑣.
𝑅 𝐺

𝜕𝑥 𝜕𝑥
Where, 𝑥, 𝑦 𝜕(𝑥, 𝑦)
𝐽(𝑢, 𝑣) = 𝐽 = = 𝜕𝑢 𝜕𝑣 = 𝜕𝑥 𝜕𝑦 − 𝜕𝑦 𝜕𝑥 .
𝑢, 𝑣 𝜕(𝑢, 𝑣) 𝜕𝑦 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
𝜕𝑢 𝜕𝑣

The Jacobians comes into picture because the area element dxdy is not exactly
dudv, but along with the absolute value of the Jacobian.
50
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Substitution in Double integrals)
4 𝑦/2+1
2𝑥 − 𝑦
Example: Evaluate the integral 0 𝑦/2 2
𝑑𝑥 𝑑𝑦

by applying the transformation u= (2x-y)/2 , v= y/2, and integrating over an appropriate region
in the uv-plane.
Solution: Sketch the region and identify the boundaries. To find uv-region we have
x=u+v, y=2v, y=2x-2  u=1, y=2x  u=0, y=4  v=2, y=0  v=0

𝜕𝑥 𝜕𝑥 𝜕(𝑢 + 𝑣) 𝜕(𝑢 + 𝑣)
1 1
𝐽(𝑢, 𝑣) = 𝜕𝑢 𝜕𝑣 = 𝜕𝑢 𝜕𝑣 = = 2.
𝜕𝑦 𝜕𝑦 𝜕(2𝑣) 𝜕(2𝑣) 0 2
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣

Thus we have applying 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = 𝑓 (𝑔(𝑢, 𝑣), ℎ(𝑢, 𝑣)) 𝐽(𝑢, 𝑣) 𝑑𝑢𝑑𝑣.
𝑅 𝐺

4 𝑦/2+1 2 1 2 1
2𝑥 − 𝑦
𝑑𝑥 𝑑𝑦 = 𝑢𝐽(𝑢, 𝑣)𝑑𝑢 𝑑𝑣 = 2𝑢𝑑𝑢 𝑑𝑣 = 2.
0 𝑦/2 2 0 0 0 0

51
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Substitution in Double integrals)

Example: Evaluate the integral (x − y)2 cos 2( 𝑥 + 𝑦)𝑑𝑥𝑑𝑦


𝑅
Where R is given by the rhombus with vertices at (π,0), (2π,π), (π,2π) and (0,π).
Solution: Applying the transformation u = y-x , v=x+y, and integrating over an
appropriate region in the uv-plane.
Sketch the region and identify the boundaries. To find uv-region we have
x=(v-u)/2, y=(v+u)/2, the region is enclosed by -π ≤ u ≤ π and π ≤ v ≤ 3π.
𝜕𝑥 𝜕𝑥
𝜕𝑣 = −1/2 1/2 1
𝐽(𝑢, 𝑣) = 𝜕𝑢 = .
𝜕𝑦 𝜕𝑦 1/2 1/2 2
𝜕𝑢 𝜕𝑣
Thus we have
3𝜋 𝜋
2 2
1
𝑉= (𝑥 − 𝑦) cos ( 𝑥 + 𝑦)𝑑𝑥𝑑𝑦 = 𝑢2 cos 2 𝑣 𝑑𝑢𝑑𝑣
2 𝜋 −𝜋
𝑅
3𝜋 3𝜋
𝜋3 2
𝜋3 𝜋4
= cos 𝑣 𝑑𝑣 = 1 + cos 2 𝑣 𝑑𝑣 = .
3 𝜋 6 𝜋 3

52
Triple Integrals , Mathematics-1 IIT Bhubaneswar
Multiple integrals (Triple Integrals in Rectangular Coordinates)

If 𝑓 𝑥, 𝑦, 𝑧 is a function defined on a closed bounded region 𝐷 in space (for example the


region occupied by a solid ball or a lump of clay), then the integral of 𝑓 𝑥, 𝑦, 𝑧 over 𝐷 may
be defined in the following way.

We partition a rectangular region containing 𝐷 into rectangular cells by planes parallel to


the coordinate planes. The region 𝐷 is now divided into small cells of volume ∆𝑣 =
∆𝑥∆𝑦∆𝑧. We number them in some order ∆𝑣1 , ∆𝑣2 , ∆𝑣3 , … , ∆𝑣𝑛 . We choose a point 𝑥𝑘 , 𝑦𝑘 , 𝑧𝑘
in each cell ∆𝑣𝑘 and form the sum,
𝑘=𝑛

𝑆𝑛 = 𝑓(𝑥𝑘 , 𝑦𝑘 , 𝑧𝑘 )Δ𝑣k
𝑘=1

If 𝑓 is continuous throughout 𝐷, and the bounding surfaces of 𝐷 is made of smooth surfaces


joined along continuous curves then as ∆𝑥𝑘 , ∆𝑦𝑘 and ∆𝑧𝑘 approaches zero independently
then the sum 𝑆𝑛 approaches a limit and we have
𝑘=𝑛

𝑆 = lim 𝑆𝑛 = lim 𝑓 𝑥𝑘 , 𝑦𝑘 , 𝑧𝑘 Δ𝑣k = 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣.


𝑛→∞ 𝑛→∞
𝑘=1 𝐷

This is called the triple integral of f over D. 53


Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Cordinates)

Properties of the triple integrals:


1. 𝑘𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 = 𝑘 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 .
𝐷 𝐷

2. 𝑓(𝑥, 𝑦, 𝑧) ± 𝑔(𝑥, 𝑦, 𝑧) 𝑑𝑣 = 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 ± 𝑔(𝑥, 𝑦, 𝑧)𝑑𝑣 .


𝐷 𝐷 𝐷

3. 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 ≥ 0 if 𝑓 𝑥, 𝑦, 𝑧 ≥ 0 on 𝐷.
𝐷

4. 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 ≥ 𝑔 𝑥, 𝑦, 𝑧 𝑑𝑣 if 𝑓 𝑥, 𝑦, 𝑧 ≥ 𝑔 𝑥, 𝑦, 𝑧 on 𝐷
​ .
𝐷 𝐷

5. 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 = 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 + 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣 + ⋯ + 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣


𝐷 𝐷1 𝐷2 𝐷𝑛
where𝐷1 , 𝐷2 , ⋯ , 𝐷𝑛 , are finite number of non overlapping smooth surface partition of D.

These rules are all similar to single variable integrals. Proofs follows from single variable
integrals.
54
𝑘=𝑛∑
𝑘=𝑛∑ ∑ Δ𝑣k
𝑘=𝑛∑ ∑𝑘=1 𝑘=1 1.Δ𝑣k

𝑆𝑛 = 𝑓(𝑥𝑘 , 𝑦𝑘 , 𝑧𝑘 )Δ𝑣k
𝑘=1

Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …


Multiple integrals (Triple Integrals over Rectangular Cordinates)
Volume of a region in space by Triple integral:
If 𝑓 𝑥, 𝑦, 𝑧 is the constant function 1 (i.e. 𝑓 𝑥, 𝑦, 𝑧 = 1), then the sum Sn reduces
to
𝑘=𝑛 𝑘=𝑛

𝑆𝑛 = 𝑓 𝑥𝑘 , 𝑦𝑘 , 𝑧𝑘 ∆𝑣𝑘 = ∆𝑣𝑘 = 𝑉.
𝑘=1 𝑘=1
Thus we conclude that volume is given by 𝑉 = 𝐷
𝑑𝑣.

Evaluation: by repeated single iterations: (Similar to double integrals)

Suppose we have to evaluate the triple integral 𝐷


𝑓 𝑥, 𝑦, 𝑧 𝑑𝑣,

First with respect to 𝑧, then 𝑦 then 𝑥 . We follow:

55
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Evaluation: by repeated single iterations: (Similar to double integrals)
Suppose we have to evaluate the triple integral 𝐷
𝑓 𝑥, 𝑦, 𝑧 𝑑𝑣

Procedure for finding the limits of integration. (first 𝑧, then 𝑦, then 𝑥 )


Step 1: Sketch the region D along with its “shadow” (vertical projection) in the xy-plane.
Label the lower and upper bounding surfaces of D and the upper and lower bounding
curves for the projected region R in xy-plane.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing
direction of z. This imaginary line M enter through the surface z=f1(x,y) (lower limit for z)
and leaves at surface z=f2(x,y) (upper limit of z).
For y-limit and x-limit we follow the procedure of double integral.
Step 3: y-limits: imagine a line L in xy-plane passing through the projected region R in the
increasing direction of y. As in double integral; this imaginary line enter through the
curve is the lower limit for y (y=g1(x)), and the line passing away through the curve
from the region is the upper limit for y (y=g2(x)), of integration.
Step 4: x-limits: imagine the same line L swaps the entire region R is the lower x-is x-lower
limit and x-higher is the x-upper limit. Then Evaluation of the integral.
56
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Cordinates)

Example for limits of integration.


57
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Evaluation: by repeated single iterations: (Similar to double integrals)
Suppose we have to evaluate the triple integral 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑣, order(z, then y then x).
𝐷

Once the limits are decided the integral can be written as

𝑥=𝑏 𝑦=𝑔2 (𝑥) 𝑧=𝑓2 (𝑥,𝑦)

𝑓(𝑥, 𝑦, 𝑧) 𝑑𝑧𝑑𝑦 𝑑𝑥 .
𝑥=𝑎 𝑦=𝑔1 (𝑥) 𝑧=𝑓1 (𝑥,𝑦)

Note: After deciding the z-limits, we can choose to integrate with respect to x and then y.
Procedure remains same for finding the limits of integration. (first z, then x, then y)
Step 1: Sketch the region D along with its “shadow” (vertical projection) in the xy-plane. Label the lower and upper
bounding surfaces of D and the upper and lower bounding curves for the projected region R in xy-plane.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z. This imaginary
line M enter through the surface z=f1(x,y) (lower limit for z) and leaves at surface z=f2(x,y) (upper limit of z).
Step 3: x-limits: imagine a line L in xy-plane passing through the projected region R in the increasing direction of x. As in
double integral; this imaginary line enter through the curve is the lower limit for x(x=g1(y)), and the line passing
away through the curve from the region is the upper limit for x (x=g2(y)), of integration. The equation of the
bounding curves we get from the given function f(x,y,z) the integrand by taking z=0.
Step 4: y-limits: imagine the same line L swaps the entire region R is the lower y-is y-lower limit and y-higher is the y-
upper limit. Then Evaluation of the integral. 58
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Example: Find the volume of region D enclosed by the surfaces z=x2+3y2 and z=8-x2-y2 by evaluating
an appropriate triple integral.
𝑉𝑜𝑙𝑢𝑚𝑒 = 𝑑𝑧𝑑𝑦𝑑𝑥.
Solution: The volume is given by 𝐷

To evaluate the integral (in the order z, y, x), we follow: See carefully the picture

59
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Example: Find the volume of region D enclosed by the surfaces z=x2+3y2 and z=8-x2-y2 by evaluating an appropriate
triple integral.
𝑉𝑜𝑙𝑢𝑚𝑒 = 𝑑𝑧𝑑𝑦𝑑𝑥.
Solution: The volume is given by
𝐷

Step 1: Sketch the region D along with its “shadow” (vertical projection) in the xy-plane. Label the lower and upper
bounding surfaces of D and the upper and lower bounding curves for the projected region R in xy-plane.
Both the surfaces intersect on the elliptical cylinder z=x2+3y2=8-x2-y2 ≈ x2+2y2=4, the boundary of the region R
in the xy-plane. The projection of the region D on xy-plane is thus the ellipse with this equation.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z. This imaginary
line M enter through the surface z=f1(x,y)=x2+3y2 (lower limit for z) and leaves at surface z=f2(x,y)=8-x2-y2 (upper limit
of z).
Step 3: y-limits: imagine a line L in xy-plane passing through the projected region R in the increasing direction of y. As in
double integral; this imaginary line enter through the curve is the lower limit for y ( y=-√((4-x2)/2) ), and the line
passing away through the curve from the region is the upper limit for y ( y=√((4-x2)/2) ), of integration.
Step 4: x-limits: imagine the same line L swaps the entire region R is the lower x-is x-lower limit(x=-2) and x-higher is the
x-upper limit(x=2). Then Evaluation of the integral.

𝑥=2 𝑦= (4−𝑥 2 )/2 𝑧=8−𝑥 2 −𝑦 2 𝑥=2 𝑦= (4−𝑥 2 )/2

𝑉𝑜𝑙𝑢𝑚𝑒 = 𝑑𝑧𝑑𝑦𝑑𝑥 = 8 − 2𝑥 2 − 4𝑦 2 𝑑𝑦𝑑𝑥.


𝑥=−2 𝑦=− (4−𝑥 2 )/2 𝑧=𝑥 2 +3𝑦 2 𝑥=−2 𝑦=− (4−𝑥 2 )/2

60
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Example: Find the volume of region D enclosed by the surfaces z=x2+3y2 and z=8-x2-y2 by evaluating an
appropriate triple integral.
Solution: The volume is given by 𝑉𝑜𝑙𝑢𝑚𝑒 = 𝑑𝑧𝑑𝑦𝑑𝑥.
𝐷

𝑥=2 𝑦= (4−𝑥 2 )/2 𝑧=8−𝑥 2 −𝑦 2 𝑥=2 𝑦= (4−𝑥 2 )/2

𝑉𝑜𝑙𝑢𝑚𝑒 = 𝑑𝑧𝑑𝑦𝑑𝑥 = 8 − 2𝑥 2 − 4𝑦 2 𝑑𝑦𝑑𝑥


𝑥=−2 𝑦=− (4−𝑥 2 )/2 𝑧=𝑥 2 +3𝑦 2 𝑥=−2 𝑦=− (4−𝑥 2 )/2

𝑥=2 (4−𝑥 2 )/2 𝑥=2


4 2
= (8 − 2𝑥 2 )𝑦 − 4𝑦 3 /3 𝑑𝑥 = 4 − 2𝑥 2 3/2
𝑑𝑥 = 8 2𝜋.
3
𝑥=−2 − (4−𝑥 2 )/2 𝑥=−2

61
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Example: Set up the limits of integration for evaluating the triple integral of a function
f(x,y,z) over the tetrahedron D with vertices (0,0,0), (1,1,0), (0,1,1) , (0,1,0).
Solution: Sketch the region D and its projection R in xy-plane(as shown in the picture):

Step1: Line M enters at


y=x+z. Leaves at y=1.
Step 2: Line L enters at z-
0 and leaves at z=1-x.
Step 3: x-values from 0
to1. Thus the integral is:

𝑥=1 𝑧=1−𝑥 𝑦=1

𝑉= 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑦𝑑𝑧𝑑𝑥 .
𝑥=0 𝑧=0 𝑦=𝑥+𝑧

62
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Example: Find the volume of the ellipsoid 𝑥2 𝑦2 𝑧2
By setting a triple integral.
+ + = 1.
𝑎2 𝑏2 𝑐 2
Solution: The integral is given by:
Plan: Sketch the ellipsoid. Then if we are finding the volume of the positive octant of the given ellipsoid
then multiplying by eight we are getting the volume of the ellipsoid. Thus aim is to determine the
volume of the ellipsoid lying I the positive octant.
Step 1: Sketch the region D along with its “shadow” (vertical projection) in the xy-plane. Label the lower
and upper bounding surfaces of D and the upper and lower bounding curves for the projected region
R in xy-plane.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z.
This imaginary line M enter through the surface z=f1(x,y)=0 (lower limit for z) and leaves at surface
z=f2(x,y)=c(1-x2-/a2-y2/b2) (upper limit of z).
Step 3: y-limits: imagine a line L in xy-plane passing through the projected region R in the increasing
direction of y. As in double integral; this imaginary line enter through the curve is the lower limit
for y (y=0), and the line passing away through the curve from the region is the upper limit for y (
y=b√((1-x2/a2) ), of integration.
Step 4: x-limits: imagine the same line L swaps the entire region R is the lower x-is x-lower limit(x=0) and
x-higher is the x-upper limit(x=a). Then Evaluation of the integral.

63
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Example: Find the volume of the ellipsoid 𝑥2 𝑦2 𝑧2
By setting a triple integral.
+ + = 1.
𝑎2 𝑏2 𝑐 2
Solution: Thus we have

𝑥=𝑎 𝑦=𝑏 1−𝑥 2 /𝑎2 𝑧=𝑐 1−𝑥 2 /𝑎2 −𝑦 2 /𝑏2 𝑥=𝑎 𝑦=𝑏 1−𝑥 2 /𝑎2

𝑉=8 𝑑𝑧𝑑𝑦𝑑𝑥 = 8𝑐 1 − 𝑥 2 /𝑎2 − 𝑦 2 /𝑏2 𝑑𝑦𝑑𝑥 .


𝑥=0 𝑦=0 𝑧=0 𝑥=0 𝑦=0
𝑥=𝑎 𝑦=𝑏 1−𝑥 2 /𝑎2

= 8𝑐 1 − 𝑥 2 /𝑎2 − 𝑦 2 /𝑏2 𝑑𝑦𝑑𝑥


𝑥=0 𝑦=0
𝑥=𝑎 𝑏 1−𝑥 2 /𝑎2
2 2 2
8𝑐 𝑦 1− 𝑥 2 /𝑎2 − 𝑦 2 /𝑏2 𝑏 (1 − 𝑥 /𝑎 ) 𝑦
= + 𝒔𝒊𝒏−𝟏 𝑑𝑥
𝑏 2 2 𝑏 1 − 𝑥 2 /𝑎2
𝑥=0 0
𝑎
𝑥2 4𝜋𝑎𝑏𝑐
= 2𝜋𝑏𝑐 1 − 2 𝑑𝑥 =
𝑎 3
0

64
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Triple Integrals over Rectangular Coordinates)
Problems:
1. Find the volume bounded by the cylinder x2+y2=4 and the planes y+z=4 and
z=0. (16π)
2. Evaluate the following triple integral, where V is the closed region bounded by
the cylinder z=4-x2 and the planes x=0, y=0, y=2, and z=0. (Ans: 80/3).

(2𝑥 + 𝑦)𝑑𝑥𝑑𝑦𝑑𝑧.
𝑉

3. The region that lies inside the cardioid r=1+cos θ and outside the circle r=1 is
the base of a solid right cylinder. The top of the cylinder lies in the plane z=x.
Find the volume of the cylinder.
4. What domain D in space minimizes the value of the integral. Give reasons for
your answer. 2 2 2
(4𝑥 + 4𝑦 + 𝑧 − 4)𝑑𝑉.
𝐷

5. Find the volume of the wedge cut from the cylinder x2+y2=1 by the planes
z=-y and z=0. bcdefghxyz ∆αβγζ≤≈√ξ±θ∞εψξρ*×÷ηζεπλ⁄″′→←≥∂↔☼₡∞‫ﬡ‬ṙṘR§ 65
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Curvilinear Coordinate Systems)
We are well acquainted with Cartesian Coordinate system. With this we are also acquainted with Polar
Coordinates for two dimensions. Now we study two more coordinate systems:
1. Cylindrical Coordinate system (equations of cylinders are simpler in this system).
2. Spherical Coordinate system (equations of spheres and cones are simpler in this
system).
Cylindrical Coordinates: (We obtain the cylindrical coordinates by combining the polar coordinates to
the xy-plane with the usual z-axis).
Definition: Cylindrical coordinates represent a point in space by ordered triples (r, θ, z). In
which r, θ, are polar coordinates of the vertical projection of P on the xy-plane. z is the
rectangular vertical coordinate.
Relation between Cartesian (x, y, z) and cylindrical coordinates.
x=r cos θ , y=r sin θ , z=z, and r2=x2+y2, tan θ =y/x.
Advantages of Cylindrical Coordinates:
1. In cylindrical Coordinates r=a, describes an entire cylinder about the z-axis.
2. r=0, describes the z-axis.
3. An equation θ = θ0 describes the plane that contains the z-axis and makes an angle θ0 with the x-
axis.
4. An equation z = z0 represents a plane perpendicular to the z-axis. 66
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Curvilinear Coordinate Systems)
Spherical Coordinates:
Definition. Spherical coordinates represent a point in space by the ordered triples (ρ, ϕ, θ). In
which ρ is the distance from P to the origin. ϕ is the angle OP makes with the positive z-
axis. (0 ≤ ϕ ≤ π). θ is the angle from cylindrical coordinates. OP polar coordinates of the
vertical projection of P on the xy-plane. z is the rectangular vertical coordinate.
Advantages of Spherical Coordinates:
1. In spherical Coordinates ρ =a, describes a sphere of radius a centered at origin.
2. ϕ =0, describes the z-axis.
3. An equation ϕ = ϕ0 describes a single cone, whose vertex lies at origin and whose axis lies along z-
axis.
4. An equation ϕ = π/2 represents the xy-plane. ϕ > π/2 the cone, that opens downwards.

Relation between Cartesian (x, y, z) and spherical coordinates.


𝑟 = 𝜌 sin 𝜙 , 𝑥 = 𝑟 cos 𝜃 = 𝜌 sin 𝜙 cos 𝜃
𝑧 = 𝜌 cos 𝜙 , 𝑦 = 𝑟 sin 𝜃 = 𝜌 sin 𝜙 sin 𝜃 .

67
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Curvilinear Coordinate Systems)
Pictures of Spherical Coordinates and Cylindrical Coordinates :

Cylindrical Coordinates Spherical Coordinates


68
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Curvilinear Coordinate Systems)
Problems on Spherical Coordinates and Cylindrical Coordinates :
1. Find a spherical coordinate equation for the sphere x2+y2+(z-1)2=1.
2. Find a spherical coordinate equation for the cone z=√(x2+y2).
3. Describe the set of points whose cylindrical coordinates satisfy, (i) r=-2 sin θ, (ii) r=1+ sin
θ.
4. Describe the set of points whose spherical coordinates satisfy, (i) ρ =1- cos ϕ, (ii) ρ =1+
cos ϕ .
5. Find an equation for the circular cylinder 4x2+4y2 =4 in cylindrical coordinates.
6. Find an equation for the cylinder x2+(y-3)2 =9 in cylindrical coordinates.

69
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Curvilinear Coordinate Systems)
Relations on Cartesian Coordinates, Spherical Coordinates and Cylindrical Coordinates :
Relation between Cartesian (x, y, z) and spherical coordinates.

𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃 , 𝑧 = 𝑧
2 2 2
𝑦
𝑟 = 𝑥 + 𝑦 , tan 𝜃 = , 𝐽(𝑧, 𝑟, 𝜃) = 𝑟.
𝑥
Relation between Cartesian (x, y, z) and spherical coordinates.

𝑟 = 𝜌 sin 𝜙 , 𝑥 = 𝑟 cos 𝜃 = 𝜌 sin 𝜙 cos 𝜃


𝑧 = 𝜌 cos 𝜙 , 𝑦 = 𝑟 sin 𝜃 = 𝜌 sin 𝜙 sin 𝜃 ,
𝜌 = 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑟 2 + 𝑧 2 𝐽(𝜌, 𝜙, 𝜃) = 𝜌2 sin 𝜙 .

Xyzfwabcdefghxyz ∆αβγζ≤≈√ξ±θ∞εϕψξρ*×÷ηζεπλ⁄″′→←≥∂↔☼₡∞‫ﬡ‬ṙṘR§ 70
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Triple Integrals (Cylindrical and Spherical Coordinates)
Example: Set up the limits of integration in cylindrical coordinates for integrating a function
f(r, θ, z) over the region D bounded below by the plane z=0, laterally by the circular
cylinder x2+(y-1)2 =1, and above by the paraboloid z=x2+y2 .
Solution: The integral is given by:
Step 1: Sketch the region D, follow the picture.
Step 2: For z-limits, imagine a line M parallel to z-
axis passing through D in the increasing direction
of z. This imaginary line M enter through the surface
z=f1(x,y)= 0 (lower limit for z) and leaves at surface
z=f2(x,y)=x2+y2 (upper limit of z) ≈ z=r2 .
Step 3: y-limits: imagine a line L in xy-plane passing
through the projected region R. As in double
integral in polar coordinates set the limit; this
imaginary line enter through the curve is the lower
limit for r=0, and the line passing away through the
curve from the region is the upper limit, r= 2 sin θ.
Step 4: θ-limits: imagine the same line L swaps the
entire region R. θ lower is θ -lower limit (θ= 0) and θ-
higher is the θ-upper limit (θ= π). Thus

𝜃=𝜋 𝑟=2 sin 𝜃 𝑧=𝑟 2

𝑓(𝑟, 𝜃, 𝑧)𝑑 𝑉 = 𝑓(𝑟, 𝜃, 𝑧)𝑑𝑧𝑟𝑑𝑟𝑑𝜃 .


𝐷 𝜃=0 𝑟=0 𝑧=0 71
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Triple Integrals (Cylindrical Coordinates)

How to integrate in Cylindrical coordinates: To evaluate 𝐷


𝑓(𝑟, 𝜃, 𝑧)𝑑
Over a region D in cylindrical coordinates in the order first z, then r, then θ, follow
Step 1: Sketch the region D along with its “shadow” (vertical projection) R in the xy-plane. Label the
surfaces that bound D.
Step 2: For z-limits, imagine a line M parallel to z-axis passing through D in the increasing direction of z.
This imaginary line M enter through the surface z=f1(x,y) (lower limit for z) and leaves at surface
z=f2(x,y) (upper limit of z).
Step 3: For r-limits, imagine a ray L from origin passing through the region R in the direction of
increasing r. This imaginary line enter through the curve is the lower limit for r, and the line passing
away through the curve from the region is the upper limit of r.
Step 4: θ-limits: imagine the same line swaps the entire region R the lower θ -is θ -lower limit and θ -
higher is the θ -upper limit. Then evaluation of the integral
𝜃=𝛽 𝑟=ℎ2 (𝜃) 𝒛=𝑔2 (𝑟,𝜃)

𝑉= 𝑓(𝑟, 𝜃, 𝑧) d 𝑉 = 𝑓(𝑟, 𝜃, 𝑧)𝑑𝑧𝑟𝑑𝑟𝑑𝜃 .


𝐷 𝜃=𝛼 𝑟=ℎ1 (𝜃) 𝑧=𝑔1 (𝑟,𝜃)

72
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar … 𝑓(𝑟, 𝜃, 𝑧)𝑑 𝑉

Triple Integrals (Cylindrical Coordinates)


𝐷

𝜃=𝛽 𝑟=ℎ2 (𝜃) 𝒛=𝑔2 (𝑟,𝜃)

𝑉= 𝑓(𝑟, 𝜃, 𝑧) d 𝑉 = 𝑓(𝑟, 𝜃, 𝑧)𝑑𝑧𝑟𝑑𝑟𝑑𝜃 .


𝐷 𝜃=𝛼 𝑟=ℎ1 (𝜃) 𝑧=𝑔1 (𝑟,𝜃)
73
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Triple Integrals (Spherical Coordinates)
𝑓(𝜌, 𝜙, 𝜃)𝑑 𝑉
How to integrate in Spherical coordinates: To evaluate 𝐷
Over a region D in spherical coordinates in the order first ρ, then ϕ, then θ, follow
Step 1: Sketch the region D along with its “shadow” (vertical projection) in the xy-plane. Label the
surfaces that bound D.
Step 2: For ρ-limits of integration, imagine a line M from the origin making an angle ϕ with the positive
z-axis passing through D in the increasing direction of ρ. This imaginary line M enter D through the
surface ρ=g1(ϕ, θ) (lower limit for ρ) and leaves at surface ρ=g2(ϕ, θ) (upper limit of ρ).
Step 3: ϕ-limits: for a given θ imagine the line M makes the angle ϕ minimum (say, ϕ minimum = ϕ1) to ϕ
maximum (say, ϕ maximum = ϕ2). These are the ϕ limits of integration.
Step 4: θ-limits: imagine the line L swaps the entire projected region R in the xy-plane , θ minimum is
the lower θ-lower limit(θ= θ1) and θ-higher is the θ-upper limit(θ= θ2). Then Evaluation of the
integral. ρ, ϕ, θ

𝜃=𝜃2 𝜙=𝜙2 𝜌=𝑔2 (𝜙,𝜃)

𝑉= 𝑓(𝜌, 𝜙, 𝜃) d 𝑉 = 𝑓(𝜌, 𝜙, 𝜃)𝜌2 sin 𝜙 𝑑𝜌𝑑𝜙𝑑𝜃 .


𝐷 𝜃=𝜃1 𝜙=𝜙1 𝜌=𝑔1 (𝜙,𝜃)

74
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Triple Integrals (Spherical Coordinates)
Over a region D in spherical coordinates in the
order first ρ, then ϕ, then θ, follow
Step 1: Sketch the region D along with its “shadow”
(vertical projection) in the xy-plane. Label the
surfaces that bound D.
Step 2: For ρ-limits of integration, imagine a line M from
the origin making an angle ϕ with the positive z-
axis passing through D in the increasing direction of
ρ. This imaginary line M enter D through the
surface ρ=g1(ϕ, θ) (lower limit for ρ) and leaves at
surface ρ=g2(ϕ, θ) (upper limit of ρ).
Step 3: ϕ-limits: for a given θ imagine the line M makes
the angle ϕ minimum (say, ϕ minimum = ϕ1) to ϕ
maximum (say, ϕ maximum = ϕ2). These are the ϕ
limits of integration.
Step 4: θ-limits: imagine the line L swaps the entire
projected region R in the xy-plane , θ minimum is
the lower θ-lower limit(θ= θ1) and θ-higher is the θ-
upper limit(θ= θ2). Then Evaluation of the
integral. ρ, ϕ, θ

𝜃=𝜃2 𝜙=𝜙2 𝜌=𝑔2 (𝜙,𝜃) 2


𝜃=𝜃1 𝜙=𝜙1 𝜌=𝑔(𝜙,𝜃) 𝑓(𝜌,𝜙,𝜃)𝜌 sin 𝜙𝑑𝜌𝑑𝜙𝑑𝜃

𝑉= 𝑓(𝜌, 𝜙, 𝜃)dv
𝐷
75
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Triple Integrals (Spherical Coordinates)
Example: Find the volume of the upper region D cut from the solid sphere ρ≤1 by the cone
ϕ= π/3.
𝑓(𝜌, 𝜙, 𝜃)𝑑 𝑉
Solution: We take f=1, and evaluate the triple integral 𝐷

Over a region D in spherical coordinates(the order is ρ, then ϕ, then θ)


Step 1: Sketch the region D along with its “shadow” (vertical
projection) in the xy-plane. Label the surfaces that bound D.
Step 2: For ρ-limits of integration, imagine a line M from the origin
making an angle ϕ with the positive z-axis passing through D in
the increasing direction of ρ. This imaginary line M enter D through
the surface ρ=g1(ϕ, θ)=0 (lower limit for ρ) and leaves at surface
ρ=g2(ϕ, θ)=1 (upper limit of ρ).
Step 3: ϕ-limits: for a given θ imagine the line M makes the angle ϕ
minimum (say, ϕ minimum = ϕ1=0) to ϕ maximum (say, ϕ maximum =
ϕ2)= π/3. These are the ϕ limits of integration.
Step 4: θ-limits: imagine the line L swaps the entire projected
region R in the xy-plane , θ minimum is the lower θ-lower limit(θ=
θ1=0) and θ-higher is the θ-upper limit(θ= θ2= 2π. Then Evaluation
of the integral. Thus

𝜃=2𝜋 𝜙=𝜋/3 𝜌=1 𝜋


1𝜌2 sin 𝜙𝑑𝜌𝑑𝜙𝑑𝜃=
𝜃=0 𝜙=0 𝜌=0 3

𝑉= 𝑓(𝜌, 𝜙, 𝜃)dv
76
𝐷
Multiple Integrals (triple integrals) Mathematics-1 IIT Bhubaneswar …
Triple Integrals (Problems on Cylindrical and Spherical Coordinates)
1. Evaluate the following cylindrical coordinate integrals. (Order may be different)
2𝜋 1 2−𝑟 2 2𝜋 1 1/2

1. 𝑑𝑧𝑟𝑑𝑟𝑑𝜃 , 2. (𝑟 2 sin2 𝜃 + 𝑧 2 )𝑑𝑧𝑟𝑑𝑟𝑑𝜃 ,


0 0 𝑟 0 0 −1/2
2 4−𝑟 2 2𝜋 1 𝑧 2𝜋

3. (𝑟 sin 𝜃 + 1) r 𝑑 𝜃𝑑𝑧𝑑𝑟, 4. (𝑟 sin 𝜃 + 1) r 𝑑 𝜃𝑑𝑟𝑑𝑧.


0 𝑟−2 0 0 0 0

2. Evaluate the following Spherical coordinate integrals . (Order may be different)


𝜋 𝜋 2 sin 𝜙 2𝜋 𝜋/4 2

1. 𝜌2 sin 𝜙 𝑑𝜌𝑑𝜙𝑑𝜃 , 2. (𝜌 cos 𝜙)𝜌2 sin 𝜙 𝑑𝜌𝑑𝜙𝑑𝜃 ,


0 0 0 0 0 0
2 0 𝜋/2 𝜋/2 𝜋/2 2

3. 𝜌3 sin 2 𝜙𝑑𝜙𝑑𝜃𝑑𝜌 , 4. 5𝜌4 sin3 𝜙 𝑑𝜌𝑑𝜃𝑑𝜙.


0 −𝜋 𝜋/4 𝜋/6 −𝜋/2 csc 𝜙

77
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Substitution in Triple integrals)

Suppose that a region G in uvw-space is transformed one-to-one into the region D


in the xyz-space by the equations of the form x=g(u, v, w), y=h(u, v, w), z=k(u, v, w).
Any function f(x, y, z) defined on D can be thought of as a function f(g(u,v,w) , h(u, v,
w), k(u, v, w))=H(u, v, w) defined on G. If g, h and k have continuous first partial
derivatives, then the integral of f(x, y, z) over D is related to the integral of H(u, v, w)
over G as follows:

𝑓 (𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧 = 𝐻 (𝑢, 𝑣, 𝑤) 𝐽(𝑢, 𝑣, 𝑤) 𝑑𝑢𝑑𝑣𝑑𝑤.


𝐷 𝐺
𝜕𝑥 𝜕𝑥 𝜕𝑥
Where, 𝜕𝑢 𝜕𝑣 𝜕𝑤
𝑥, 𝑦, 𝑧 𝜕(𝑥, 𝑦, z) 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝐽(𝑢, 𝑣, 𝑤) = 𝐽 = = .
𝑢, 𝑣, 𝑤 𝜕(𝑢, 𝑣, 𝑤) 𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕𝑧 𝜕𝑧 𝜕𝑧
𝜕𝑢 𝜕𝑣 𝜕𝑤

The Jacobians comes into picture because the area element dxdydz is not exactly
dudvdw, but along with the Jacobian. 78
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Substitution in Triple integrals)

From Cartesian to Cylindrical coordinates the Jacobian is given as follows:


𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃 , 𝑧 = 𝑧𝑔𝑖𝑣𝑒𝑠
𝑥, 𝑦, 𝑧 𝜕(𝑥, 𝑦, z) cos 𝜃 −𝑟 sin 𝜃 0
𝐽(r, 𝜃 , z) = 𝐽 () sin 𝜃 𝑟 cos 𝜃 0 r.
𝑟, 𝜃, z 𝜕(r, 𝜃 , z)
0 0 1
From Cartesian to Spherical coordinates the Jacobian is given as follows:
𝑥 = 𝜌 sin 𝜙 cos 𝜃 , 𝑦 = 𝜌 sin 𝜙 sin 𝜃 , 𝑧 = 𝜌 cos 𝜙 𝑔𝑖𝑣𝑒𝑠
𝑥, 𝑦, 𝑧 𝜕(𝑥, 𝑦, z)
𝐽(𝜌, 𝜙, 𝜃) = 𝐽 =
𝜌, 𝜙, 𝜃 𝜕(𝜌, 𝜙, 𝜃)
sin 𝜙 cos 𝜃 𝜌 sin 𝜙 sin 𝜃 −𝜌 sin 𝜙 sin 𝜃
= sin 𝜙 sin 𝜃 𝜌 cos 𝜙 sin 𝜃 −𝜌 sin 𝜙 cos 𝜃 = 𝜌2 sin 𝜙 .
cos 𝜙 −𝜌 sin 𝜙 0

Thus the volume element dxdydz is replaced by the corresponding volume elements
with the respective absolute value of the Jacobians |J(u,v,w)|dudvdw.
79
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Substitution in Double integrals)
3
4 𝑦/2+1
2𝑥 − 𝑦 𝑧
+ 𝑑𝑥 𝑑𝑦𝑑𝑧,
Example: Evaluate the integral 0
0 𝑦/2 2 3

by applying the transformation u= (2x-y)/2 , v= y/2, w=z/3 and integrating over an appropriate
region in the uvw-plane.
Solution: Sketch the region and identify the boundaries. To find uvw-region we have
x=u+v, y=2v, y=2x-2, z=3w  x=y/2+1  u=1, y=2x  u=0, y=4  v=2, y=0  v=0, z=0, 
w=0, z=3,  w=1. And
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕𝑦 𝜕𝑦 𝜕𝑦 1 1 0
𝐽(𝑢, 𝑣, 𝑤) = = 0 2 0 = 6.
𝜕𝑢 𝜕𝑣 𝜕𝑤 0 0 3
𝜕𝑧 𝜕𝑧 𝜕𝑧
𝜕𝑢 𝜕𝑣 𝜕𝑤

Thus we have applying 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦 𝑑𝑧 = 𝐻 (𝑢, 𝑣, 𝑤) 𝐽(𝑢, 𝑣, 𝑤) 𝑑𝑢𝑑𝑣𝑑𝑤.


𝐷 𝐺

3 4 𝑦/2+1 1 2 1
2𝑥 − 𝑦 𝑧
+ 𝑑𝑥 𝑑𝑦 𝑑𝑧 = 𝑢 + 𝑤 |𝐽(𝑢, 𝑣, 𝑤)|𝑑𝑢 𝑑𝑣𝑑𝑤
0 0 𝑦/2 2 3 0 0 0
1 2 1
= 6 𝑢 + 𝑤 𝑑𝑢 𝑑𝑣𝑑𝑤 = ⋯ = 12.
0 0 0

80
Multiple Integrals (double integrals) Mathematics-1 IIT Bhubaneswar …
Multiple integrals (Substitution in Triple integrals)

Problem: Evaluate the integral 𝑥𝑦𝑧 𝑑𝑥𝑑𝑦𝑑𝑧,


𝐷
2 2 2
𝑥 𝑦 𝑧
+ 2 + 2 ≤ 1.
Over the solid ellipsoid 𝑎 2 𝑏 𝑐

Then by applying the transformation x=au, y=bv, and z=cw, and integrating over an
appropriate region evaluate the same integral in the uvw-space.

Problem: Let D be the region in xyz-space given by the inequalities


1 ≤ x ≤ 2, 0 ≤ xy ≤ 2, 0 ≤ z ≤ 1.

Then evaluate the following integral by applying the transformation u=x, v=xy,
w=3z.
𝑥 2 𝑦 + 3𝑥𝑦𝑧 𝑑𝑥𝑑𝑦𝑑𝑧.
𝐷

81
Mathematics-1 IIT Bhubaneswar
Directional Derivative ( z=(x, y), Gradient and Calculation)

The line x=x0+su1 , y=y0+su2 through p0(x0, y0) parametrized with the arclength
parameter s increasing in the direction of the unit vector u = u1i + u2j. Then
𝑑𝑓 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦 𝜕𝑓 𝜕𝑓
= + = . 𝑢1 + . 𝑢2
𝑑𝑠 𝑢,𝑝0
𝜕𝑥 𝑝0
𝑑𝑠 𝜕𝑦 𝑝0
𝑑𝑠 𝜕𝑥 𝑝0
𝜕𝑦 𝑝0
𝜕𝑓 𝜕𝑓
= 𝑖+ 𝑗 . 𝑢1 𝑖 + 𝑢2 𝑗 .
𝜕𝑥 𝑝0
𝜕𝑦 𝑝0

= gradient of f at p0 dot product direction of u.


 Definition: The gradient vector (gradient) of ƒ(x,y) at a point p0(x0,y0) is
the vector ƒ = ƒ/x i + ƒ/y j obtained by evaluating the partial
derivative of ƒ at p0.
𝜕𝑓 𝜕𝑓
The operator  is the notation for the gradient. ∇𝑓 = 𝑖+ 𝑗
𝜕𝑥 𝜕𝑦
We can summarize these things as the following theorem: 82
Mathematics-1 IIT Bhubaneswar
Directional Derivative ( z=(x, y), Gradient and Calculation)

Theorem: If the partial derivatives of ƒ(x,y) at a point p0(x0,y0) are defined then
the directional derivative along a unit vector u is the dot product of the gradient
vector ƒ = ƒ/x i + ƒ/y j with the unit vector u= = u1i + u2j.
Mathematically :
𝑑𝑓 𝜕𝑓 𝜕𝑓
= ∇𝑓 𝑝0 . 𝑢 = 𝑖+ 𝑗 . 𝑢1 𝑖 + 𝑢2 𝑗 .
𝑑𝑠 𝑢,𝑝0
𝜕𝑥 𝑝0
𝜕𝑦 𝑝0

Example: Find the directional derivative of f(x,y) = xey+cos (xy) at the point (2,0) in
the direction of A= 3i-4j.
𝐴 3𝑖 − 4𝑗 3 4
𝑢= = = 𝑖 − 𝑗.
Solution: The direction of the vector A is |𝐴| 32 + 42 5 5 The
𝜕𝑓 𝜕𝑓
gradient is ∇𝑓 = 𝑖+ 𝑗 = 𝑒 𝑦 − 𝑦 sin( 𝑥𝑦) 𝑖 + 𝑥𝑒 𝑦 − 𝑥 sin( 𝑥𝑦) .
𝜕𝑥 𝜕𝑦
Thus the directional derivative is given by
𝑑𝑓 3 4
= ∇𝑓 (2,0) . 𝑢 = 𝑖 + 2𝑗 . 𝑖 − 𝑗 = −1.
𝑑𝑠 5 5
𝑢,𝑝0
83
Calculus of Several Variables…
Properties of directional derivative

Evaluating the dot product we have Duƒ = ƒ.u =  u| cos= cos
This formula reveals the following properties:
1. The function ƒ increases most rapidly when cos  = 1,or when u is the direction of
.That is, at each point p in its domain , increases most rapidly in the direction of the
gradient vector  at p. The derivative in this direction is Du = cos(0) = .
2. Similarly,  decreases most rapidly in the direction of -.The derivative in this
direction is Du =  cos() = -.
3. Any direction u orthogonal to the gradient is a direction of zero change in 
because  then equals π/2 and Du = cos(/2 ) = .0 = 0.

This directional derivative is similar for three variable case.


Example 1: Find the directions in which f(x,y) = x2 /2 + y2/2 (i) increases most rapidly (ii)
decreases most rapidly (iii) directions of zero change in f at the point (1,1) and (2, 0).
Example 2: Find the directional derivative of f(x,y,z) = x3 -xy2-z at the point p0(1,1,0) in the
direction of A=2i-3j+6k. Find the direction in which f changes most rapidly and calculate
the rate of change in that direction.
84
Syllabus of Mathematics-1 IIT Bhubaneswar
Gradient, Divergence, Curl
(Scalar and Vector point Functions)

 Definition: The gradient vector (gradient) of ƒ(x,y,z) at a point


p0(x0,y0 ,z0) is the vector ƒ = ƒ/x i + ƒ/y j+ ƒ/zk obtained
by evaluating the partial derivatives of ƒ at p0.

𝜕𝑓 𝜕𝑓 𝜕𝑓
The operator  is the notation for the gradient. ∇𝑓 = 𝑖+ 𝑗+ 𝑘.
𝜕𝑥 𝜕𝑦 𝜕𝑧

Gradient is a vector function from the scalar valued function f(x,y,z).


Definition(Divergence): The divergence of a continuously differentiable vector
point function F=φi+ψj+ηk is denoted by Div F and is defined as
𝜕 𝜕 𝜕 𝜕𝜙 𝜕𝜑 𝜕𝜂
𝑑𝑖𝑣​𝐹 = ∇. 𝐹 = 𝑖+ 𝑗 + 𝑘 . 𝜙𝑖 + 𝜑𝑗 + 𝜂𝑘 = + + .
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧
Divergence is a scalar valued function of a vector valued function, obtained by
evaluating the partial derivatives of component functions of F.
85
Syllabus of Mathematics-1 IIT Bhubaneswar
Gradient, Divergence, Curle
(Scalar and Vector point Functions)

 Definition(Curl): The curl of a continuously differentiable vector point


function F=φi+ψj+ηk is denoted by Div F and is defined as
𝜕 𝜕 𝜕
𝑐𝑢𝑟𝑙​𝐹 = ∇ × 𝐹 = 𝑖+ 𝑗 + 𝑘 × 𝜙𝑖 + 𝜑𝑗 + 𝜂𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕 𝜕𝜂 𝜕𝜑 𝜕𝜙 𝜕𝜂 𝜕𝜑 𝜕𝜙
= = − 𝑖+ − 𝑗+ − 𝑘.
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑦
𝜙 𝜑 𝜂

Curl is vector valued function of a vector function. These three function play
an important role in practical problems.

86
DOUBLE AND TRIPLE INTEGRALS…

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The End
Thank You
========================

87
Mathematics The Gem of all Sciences
========================
As are the crests on the heads of peacocks,
As are the gems on the hoods of cobras,
So is mathematics,
at the top of all sciences.
Yajurveda
88

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