16.

2 DOUBLE INTEGRALS
The Double Integral over a Rectangle
We start with a function f continuous on a rectangle. R: a x b, c y d.

See Figure 16.2.1. Our object is to dene the double integral of f over R: f (x, y) dxdy.
R

946

CHAPTER 16 DOUBLE AND TRIPLE INTEGRALS

y

d R c

Figure 16.2.1

To dene the integral

b

f (x) dx,
a

we introduced some auxiliary notions, namely: partition P of [a, b], upper sum Uf (P), and lower sum Lf (P). We were then able to dene
b

f (x) dx
a

as the unique number I that satises the inequality Lf (P) I Uf (P) for all partitions P of [a, b].

We will follow exactly the same procedure to dene the double integral f (x, y) dxdy.
R

First we explain what we mean by a partition of the rectangle R. To do this, we begin with a partition P1 = {x0 , x1 , . . . , xm } of and a partition P2 = { y0 , y1 , . . . , yn } of [c, d]. [a, b]

The set

P = P1 P2 = {(xi , yj ) : xi P1 , yj P2 }

is called a partition of R (see Figure 16.2.2); P consists of all the grid points (xi , yj ).
P1 P2 is the Cartesian product of P1 and P2 ; if A and B are sets, then the Cartesian product of A and B is the set A B = {(a, b) : a A and b B}.

16.2 DOUBLE INTEGRALS

y (xi, yj) d = yn yj y1 c = y0

947

y rectangle Ri j d = yn yj yj 1 y1 c = y0

a = x 0 x1

xi

xm = b

a = x 0 x1

xi 1

xi

xm = b

Figure 16.2.2

Figure 16.2.3

Using the partition P, we break up R into m n nonoverlapping rectangles Rij : xi1 x xi , yj1 y yj ,
(Figure 16.2.3)

where 1 i m, 1 j n. On each rectangle Rij , the function f takes on a maximum value Mij and a minimum value mij . We know this because f is continuous and Rij is closed and bounded (Section 15.6). The sum of all the products Mij ( area of Rij ) = Mij (xi xi1 ) ( yj yj1 ) = Mij is called the P upper sum for f :
m n m n

xi

yj

(16.2.1)

Uf (P) =
i=1 j=1

Mij ( area of Rij ) =

i=1 j=1

Mij

xi

yj .

The sum of all the products mij ( area of Rij ) = mij (xi xi1 )( yj yj1 ) = mij is called the P lower sum for f :
m n m n

xi

yj

(16.2.2)

Lf (P) =
i=1 j=1

mij (area of Rij ) =

i=1 j=1

mij

xi

yj .

Example 1

Consider the function f (x, y) = x + y 2 on the rectangle R: 1 x 4, 1 y 3.

As a partition of [1, 4] take P1 = {1, 2, 3, 4}, and as a partition of [1, 3] take P2 = {1, 3 , 3}. 2 The partition P = P1 P2 then breaks up the initial rectangle into the six rectangles marked in Figure 16.2.4. On each rectangle Rij , the function f takes on its maximum value Mij at the point (xi , yj ), the corner farthest from the origin: Mij = f (xi , yj ) = xi + yj 2.

948

CHAPTER 16 DOUBLE AND TRIPLE INTEGRALS

y 3

R12
3 2

R22

R32

R11

R21

R31

Figure 16.2.4

Thus

Uf (P) = M11 (area of R11 ) + M12 (area of R12 ) + M21 (area of R21 ) +M22 (area of R22 ) + M31 (area of R31 ) + M32 (area of R32 ) = 3 ( 1 ) + 3( 3 ) + 5 ( 1 ) + 4( 3 ) + 7 ( 1 ) + 5( 3 ) = 2 2 2 2 2 2 2 2 2
87 . 4

On each rectangle Rij , f takes on its minimum value mij at the point (xi1 , yj1 ), the corner closest to the origin: mij = f (xi1 , yj1 ) = xi1 + yj1 2. Thus Lf (P) = m11 ( area of R11 ) + m12 ( area of R12 ) + m21 ( area of R21 ) +m22 ( area of R22 ) + m31 ( area of R31 ) + m32 ( area of R32 ) = 0( 1 ) + 1 ( 3 ) + 1( 1 ) + 3 ( 3 ) + 2( 1 ) + 5 ( 3 ) = 2 2 2 2 2 2 2 2 2
33 . 4

We return now to the general situation. As in the one-variable case, it can be shown that if f is continuous, then there exists one and only one number I that satises the inequality Lf (P) I Uf (P) for all partitions P of R.

DEFINITION 16.2.3

THE DOUBLE INTEGRAL OVER A RECTANGLE R

Let f be continuous on a closed rectangle R. The unique number I that satises the inequality Lf (P) I Uf (P) for all partitions P of R

is called the double integral of f over R, and is denoted by f (x, y) dxdy.

R

The double integral

R

f (x, y) dxdy can also be written

R

f (x, y) dA.

16.2 DOUBLE INTEGRALS

949

The Double Integral as a Volume

If f is continuous and nonnegative on the rectangle R, the equation z = f (x, y) represents a surface that lies above R. (See Figure 16.2.5.) In this case the double integral f (x, y) dxdy
R

gives the volume of the solid that is bounded below by R and bounded above by the surface z = f (x, y).

z = f (x, y)

Ri j R

Figure 16.2.5

To see this, consider a partition P of R. P breaks up R into subrectangles Rij and thus the entire solid T into parts Tij . Since Tij contains a rectangular solid with base Rij and height mij (Figure 16.2.6), we must have mij (area of Rij ) volume of Tij .

mi j

Ri j

Since Tij is contained in a rectangular solid with base Rij and height Mij (Figure 16.2.7), we must have volume of Tij Mij (area of Rij ). In short, for each pair of indices i and j, we must have mij (area of Rij ) volume of Tij Mij (area of Rij ). Adding up these inequalities, we can conclude that Lf (P) volume of T Uf (P).

Figure 16.2.6

Mi j

Ri j

Since P is arbitrary, the volume of T must be the double integral: volume of T =

R

Figure 16.2.7

(16.2.4)

f (x, y) dxdy.

950

CHAPTER 16 DOUBLE AND TRIPLE INTEGRALS

The double integral 1 dxdy =

R R

dxdy

gives the volume of a solid of constant height 1 erected over R. In square units this is just the area of R: area of R =
R

(16.2.5)

dxdy.

Some Computations
Double integrals are generally computed by techniques that we will take up later. It is possible, however, to evaluate simple double integrals directly from the denition.
Example 2

Evaluate dxdy
R

where is a constant and R is the rectangle R:

SOLUTION

a x b,

c y d.

Here f (x, y) = for all (x, y) R.

We begin with P1 = {x0 , x1 , . . . , xm } as an arbitrary partition of [a, b] and P2 = { y0 , y1 , . . . , yn } as an arbitrary partition of [c, d]. This gives P = P1 P2 = {(xi , yj ) : xi P1 , yj P2 } as an arbitrary partition of R. On each rectangle Rij , f has constant value . Therefore we have Mij = and mij = throughout. Thus
m n m

xi

yj = (b a)(d c).

Uf (P) =
i=1 j=1

xi

yj =
i=1

j=1

Similarly, The inequality forces

Lf (P) = (b a)(d c). Lf (P) I Uf (P) for all P

(b a)(d c) I (b a)(d c).

The only number I that can satisfy this inequality is I = (b a)(d c). Therefore
R

f (x, y) dxdy = (b a)(d c).

16.2 DOUBLE INTEGRALS

951

Remark If > 0, dxdy = (b a)(d c)

R

gives the volume of the rectangular solid of constant height erected over the rectangle R (Figure 16.2.8).
Example 3

Evaluate (x + y 2) dxdy,
R

c a b x R d y

where R is the rectangle: 1 x 4, 1 y 3. (This is a continuation of Example 1.)

SOLUTION With P1 = {x0 , x1 , . . . , xm } as an arbitrary partition of [1, 4] and P2 = {y0 , y1 , . . . , yn } as an arbitrary partition of [1, 3], we have

Figure 16.2.8

P1 P2 = {(xi , yj ) : xi P1 , yj P2 } as an arbitrary partition of R. On each rectangle Rij : xi1 x xi , yj1 y yj , the function f (x, y) = x + y 2 has a maximum Mij = xi + yj 2 and a minimum mij = xi1 + yj1 2. Thus
m n

Lf (P) =
i=1 j=1 m n

(xi1 + yj1 2) xi (xi + yj 2)

i=1 j=1

yj

Uf (P) = Now, for each pair of indices i and j

xi

yj .

xi1 + yj1 2 1 (xi + xi1 ) + 1 ( yj + yj1 ) 2 xi + yj 2. 2 2 Adding up these inequalities, we have

m n

(explain)

Lf (P)
i=1 j=1

[ 1 (xi + xi1 ) + 1 ( yj + yj1 ) 2] 2 2

xi

yj Uf (P).

The double sum in the middle can be written

m n 1 (x 2 i i=1 j=1 m n 1 ( yj 2 i=1 j=1 m n

+ xi1 )

xi

yj +

+ yj1 )

xi

yj
i=1 j=1

2 xi

yj .

The rst double sum reduces to

m n 1 2 (x 2 i i=1 j=1 2 xi1 ) yj = 1 2 i=1 1 (16 2 m

2 (xi2 xi1 )

yj

j=1

1)(3 1) = 15.

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CHAPTER 16 DOUBLE AND TRIPLE INTEGRALS

The second double sum reduces to

m n 1 2 i=1 j=1 2 xi ( yj2 yj1 ) = 1 2 i=1 m

xi

2 (yj2 yj1 )

j=1

= 1 (4 1)(9 1) = 12. 2 The third double sum reduces to

m n m

xi

yj = 2(4 1) (3 1) = 12.

i=1 j=1

2 xi

yj = 2
i=1

j=1

The sum of these numbers, 15 + 12 12 = 15, satises the inequality Lf (P) 15 Uf (P) Thus,
R

for arbitrary P.

(x + y 2) dxdy = 15.

Remark Since f (x, y) = x + y 2 0 on the rectangle R, the double integral gives the volume of the prism bounded above by the plane z = x + y 2 and below by R. See Figure 16.2.9.
(4,3,5) z (1,3,2) y (4,3,0) (1,1,0) x (4,1,0)

Figure 16.2.9

The Double Integral over a Region

We start with a closed and bounded set in the xy-plane such as that depicted in Figure 16.2.10. We assume that is a basic region, that is, we assume that is a connected set (see Section 15.3) the total boundary of which consists of a nite number of continuous arcs of the form y = (x), x = ( y). See, for example, Figure 16.2.11.
y
y y = 2( x) x = 2( y)

x = 1( y)

x = 3( y) y = 1( x)

Figure 16.2.10

Figure 16.2.11

16.2 DOUBLE INTEGRALS

953

Now let f be a function continuous on

. We want to dene the double integral

f (x, y) dxdy. To do this, we enclose by a rectangle R with sides parallel to the coordinate axes as in Figure 16.2.12. We extend f to all of R by setting f equal to 0 outside . This extended function, which we continue to call f , is bounded on R, and it is continuous on all of R except possibly at the boundary of . In spite of these possible discontinuities, it can be shown that f is still integrable on R; that is, there still exists a unique number I such that Lf (P) I Uf (P) for all partitions P of R.
Figure 16.2.12

R x

(We will not attempt to prove this.) This number I is by denition the double integral f (x, y) dxdy.
R

As you have probably guessed by now, we dene the double integral over setting f (x, y) dxdy =
R

by

(16.2.6)

f (x, y) dxdy.
z = f (x, y)

If f is continuous and nonnegative over , the extended f is nonnegative on all of R (Figure 16.2.13). The double integral gives the volume of the solid bounded above by the surface z = f (x, y) and bounded below by the rectangle R. But since the surface has height 0 outside of , the volume outside is 0. It follows that f (x, y) dxdy gives the volume of the solid T bounded above by z = f (x, y) and bounded below by :
Figure 16.2.13 (16.2.7)

volume of T =

f (x, y) dxdy.

The double integral 1 dxdy = dxdy . In square units this is

gives the volume of a solid of constant height 1 erected over the area of :
(16.2.8)

area of

dxdy.

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CHAPTER 16 DOUBLE AND TRIPLE INTEGRALS

Below we list four elementary properties of the double integral. They are all analogous to what you saw in the one-variable case. As specied above, the referred to is a basic region. The functions f and g are assumed to be continuous on . I. Linearity: The double integral of a linear combination is the linear combination of the double integrals: [f (x, y) + g(x, y)] dxdy = f (x, y) dxdy + g(x, y) dxdy.

II. Order: The double integral preserves order: if f 0 on , then if f g on , then f (x, y) dxdy 0; f (x, y) dxdy g(x, y) dxdy.

III. Additivity: If is broken up into a nite number of nonoverlapping basic regions 1 , . . . , n , then f (x, y) dxdy =
1

f (x, y) dxdy + +
n

f (x, y) dxdy.

See, for example, Figure 16.2.14.

1 3 2 4

f (x, y) dxdy = f (x, y) dxdy + f (x, y) dxdy + f (x, y) d x d y + f (x, y) dx dy

1 2 3 4

Figure 16.2.14

IV. Mean-value condition: There is a point (x0 , y0 ) in

for which ).

f (x, y) dxdy = f (x0 , y0 ) ( area of We call f (x0 , y0 ) the average value of f on .

This notion of average given in Property IV enables us to write f (x, y) dxdy = the average value of f on (area of ).

(16.2.9)

This is a powerful, intuitive way of viewing the double integral. We will capitalize on it as we go on.

16.2 DOUBLE INTEGRALS

955

THEOREM 16.2.10

MEAN-VALUE THEOREM FOR DOUBLE INTEGRALS

Let f and g be functions continuous on the basic region . If g is nonnegative on , then there exists a point (x0 , y0 ) in for which f (x, y) g(x, y) dxdy = f (x0 , y0 ) g(x, y) dxdy.

We call f (x0 , y0 ) the g-weighted average of f on

PROOF Since f is continuous on , and is closed and bounded, we know that f takes on a minimum value m and a maximum value M . Since g is nonnegative on ,

mg(x, y) f (x, y) g(x, y) Mg(x, y) Therefore (by Property II) m g(x, y) dxdy

for all (x, y) in

f (x, y) g(x, y) dxdy

M g(x, y) dxdy,

and (by Property I) () m g(x, y) dxdy f (x, y) g(x, y) dxdy M g(x, y) dxdy.

We know that by () we have (x0 , y0 ) in . If

g(x, y) dxdy 0 (again, by Property II). If g(x, y) dxdy > 0, then m f (x, y) g(x, y) dxdy M, g(x, y) dxdy

g(x, y) dxdy = 0, then

f (x, y) g(x, y) dxdy = 0 and the theorem holds for all choices of

and, by the intermediate-value theorem (given in the supplement to Section 15.3), there exists (x0 , y0 ) in for which f (x0 , y0 ) = Obviously, then, f (x0 , y0 ) g(x, y) dxdy = f (x, y) g(x, y) dxdy. f (x, y) g(x, y) dxdy . g(x, y) dxdy

Property IV is this equation with g constantly 1.

956

CHAPTER 16 DOUBLE AND TRIPLE INTEGRALS

EXERCISES 16.2
For Exercises 13, take f (x, y) = x + 2y on R : 0 x 2. 0 y 1. 4xy dxdy.
R

and let P be the partition P = P1 P2 . 1. Find Lf (P) and Uf (P) given that P1 = {0, 1, P2 = {0, 1 , 1}. 2
3 , 2} 2

and

HINT: 4xi1 yj1 (xi + xi1 )(yj + yj1 ) 4xi yj . 8. (a) Find Lf (P) and Uf (P) for f (x, y) = 3(x2 + y2 ). (b) Calculate 3(x2 + y2 ) dxdy.
R

2. Find Lf (P) and Uf (P) given that P1 = {0, 1 , 1, 3 , 2} and 2 2 P2 = {0, 1 , 1 , 3 , 1}. 4 2 4 3. (a) Find Lf (P) and Uf (P) given that P1 = {x0 , x1 , . . . , xm } is an arbitrary partition of [0, 2], and P2 = { y0 , y1 , . . . , yn } is an arbitrary partition of [0, 1]. (b) Use your answer to part (a) to evaluate the double integral (x + 2y) dxdy,
R

HINT: If 0 s t, then 3s2 t 2 + ts + s2 3t 2 . 9. (a) Find Lf (P) and Uf (P) for f (x, y) = 3(x2 y2 ). (b) Calculate 3(x2 y2 ) dxdy.
R

10. Let f = f (x, y) be continuous on the rectangle R : a x b, c y d. Suppose that Lf (P) = Uf (P) for some partition P of R. What can you conclude about f ? What is f (x, y) dxdy?

and give a geometric interpretation to your answer. For Exercises 46, take f (x, y) = x y on R : 0 x 1, 0 y 1.
R

and let P be the partition P = P1 P2 . 4. Find Lf (P) and Uf (P) given that P1 = {0, 1 , 3 , 1} and P2 = 2 4 {0, 1 , 1}. 2 5. Find Lf (P) and Uf (P) given that P1 = {0, 1 , 1 , 3 , 1} and 4 2 4 P2 = {0, 1 , 2 , 1}. 3 3 6. (a) Find Lf (P) and Uf (P) given that P1 = {x0 , x1 , . . . , xm } and P2 = { y0 , y1 , . . . , yn } are arbitrary partitions of [0, 1]. (b) Use your answer to part (a) to evaluate the double integral (x y) dxdy.
R

11. Let = (x) be continuous and nonnegative on the interval [a, b], and set = {(x, y) : a x b, 0 y (x)}. Compare
b

dxdy

to
a

(x) dx.

For Exercises 79, take R: 0 x b, 0 y d and let P = P1 P2 , where P1 = {x0 , x1 , . . . , xm } is an arbitrary partition of [0, b], P2 = { y0 , y1 , . . . , yn } is an arbitrary partition of [0, d]. 7. (a) Find Lf (P) and Uf (P) for f (x, y) = 4xy. (b) Calculate

12. Begin with a function f that is continuous on a closed bounded region . Now surround by a rectangle R as in Figure 16.2.12 and extend f to all of R by dening f to be 0 outside of . Explain how the extended f can fail to be continuous on the boundary of although the original function f , being continuous on all of , was continuous on the boundary of . 13. Suppose that f is continuous on a disc centered at (x0 , y0 ) and assume that f (x, y) dxdy = 0
R

for every rectangle R contained in f (x0 , y0 ) = 0.

Show that

16.3 THE EVALUATION OF DOUBLE INTEGRALS BY REPEATED INTEGRALS

957

14. Calculate the average value of f (x, y) = x + 2y on the rectangle R: 0 x 2, 0 y 1. HINT: See Exercise 3. 15. Calculate the average value of f (x, y) = 4xy on the rectangle R : 0 x 2, 0 y 3. HINT: See Exercise 7. 16. Calculate the average value of f (x, y) = x2 + y2 on the rectangle R: 0 x b, 0 y d. HINT: See Exercise 8. 17. Let f be continuous on a closed bounded region and let (x0 , y0 ) be a point in the interior of . Let Dr be a closed disc with center (x0 , y0 ) and radius r. Show that
r0

from geometry. Use this approach to evaluate the integrals in Exercises 1921. 19. 4 x2 y2 dxdy where x2 + y2 4, x 0, y 0. 20. 8 4 x2 + y2 dxdy where x2 + y2 4. 21. (6 2x 3y) dxdy where is the triangular region is the disk is the quarter disk

lim

1 r 2

f (x, y) dxdy = f (x0 , y0 ).

Dr

bounded by the coordinate axes and the line 2x + 3y = 6.

18. Let f (x, y) = sin (x + y) on R : 0 x 1, 0 y 1. Show that 0

R

c 22. Let f (x, y) = 3y2 2x on the rectangle R : 2 x 5, 1 y 3. Let P1 be a regular partition of [2, 5] with n = 100 subintervals, let P2 be a regular partition of [1, 3] with m = 200 subintervals, and let P = P1 P2 .
(a) Use a CAS to nd Lf (P) and Uf (P). (b) Find Lf (P) and Uf (P) for several values of n > 100, m > 200. (c) Estimate R f (x, y) dxdy.

sin (x + y) dxdy 1.

Sometimes it is possible to evaluate an integral by identifying it as the volume of an elementary solid that is known