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1.1
Let f (x, y) be a real valued function dened over a domain IR2 . To start with, let us
assume that be the rectangle R = (a, b) (c, d). We partition the rectangle with node
points (xk , yk ), where
a = x1 < x2 < ...., xn = b, and c = y1 < y2 < ...., yn = d.
Let Rnm be the small sub-rectangle with above vertices. Now we can dene Upper and
lower Riemann sum as
U (Pn , f ) =
sup f (x, y)|Rnm |
n,m Rnm
and
L(Pn , f ) =
n,m
Rnm
where |Rnm | is the area of the rectangle Rnm . Here we may dene the norm of partition Pn
as Pn = max |xi xi1 |2 + |yi yi1 |2 . Then by our understanding of denite integral
i
we can dene the upper, lower integrals and f (x, y) is integrable if and only if
inf{U (P, f ) : P } = sup{L(P, f ) : P }.
The denite integral is dened as
f (x, y)dA = inf{U (P, f ) : P } = sup{L(P, f ) : P }.
It can be shown that
f (xk , yk )|Rnm |.
n,m
In case of f (x, y) 0 we may interpret this as the volume of the solid formed by the
surface z = f (x, y) over the rectangle R. This is precisely the sum of areas of the cross
d
section A(x) = c f (x, y)dy between x = a and x = b. Since x varies over all of (a, b), this
b
sum is nothing but the integral a A(x)dx.
For any general bounded domain , we can divide the domain into small sub domains
k and consider the upper, lower sum exactly as above by replacing Rnm by k . Then
a function f (x, y) : IR is integrable if the supremum of lower sums and inmum of
upper sums exist and are equal. We may dene
f (x, y)dA = lim
Pn 0
f (xk , yk )|k |
The basic properties of the denite integral like integrability of f g, kf and domain
decomposition theorems holds in this case also.
We call a domain as y-regular if = {(x, y) : a x b, g1 (x) y g2 (x)} for some
continuous functions g1 , g2 . Similarly, is x-regular if = {(x, y) : c y d, h1 (y)
x h2 (y)}. A domain is called regular if it is either x-regular or y-regular. Then we have
the following Fubinis theorem for regular domains.
Theorem 1.1 Let f (x, y) be continuous over .
1. If is y-regular, i.e., = {(x, y) : a x b, g1 (x) y g2 (x)}. Then
b
g2 (x)
f (x, y)dA =
f (x, y)dy dx.
g1 (x)
h2 (y)
f (x, y)dA =
R
f (x, y)dx dy.
h1 (y)
This theorem basically says that if a function is integrable over a domain , then the value
of integral is does not depend on order of integration. That is we can integrate with respect
to x rst followed by y or vice versa.
(x + y + xy)dA where is the triangle bounded by
Therefore, taking it as y regular we see that the domain is bounded below by y = g1 (x) =
0 and above by y = g2 (x) = x over x = 0 to x = 1. Hence,
x=1 x
(x + y + xy)dA =
(x + y + xy)dy dx
x=0
1
(x2 +
=
0
y=0
2
x3
15
x
+ )dx =
2
2
24
Similarly, taking it as x regular, we see that the domain is bounded below y x = h1 (y) = y
and above by x = h2 (y) = 1 over y = 0 to 1. Hence
1 1
15
(x + y + xy)dA =
(x + y + xy)dx dy =
24
y=0
x=y
Example 2: Evaluate the integral
(2 + 4x)dA where is the domain bounded by
y = x and y = x2 .
Solution:
(2 + 4x)dA =
(2 + 4x)dy dx
y=x2
x=0
1
=
0
(2 + 4x)dx dx.
y=0
x=y
Remark 1.1
1. Whenf (x, y) = 1, then we approximate the area of as A k k =
k f (xk , yk )|k | where f = 1. By the denition of Riemann integral this sum con
verges to dA as Pn 0.
2. As discussed in the beginning, when f (x, y) 0, the f (x, y)dA is the volume of
the solid bounded above by z = f (x, y) and below by .
Example: Find the area bounded by y = 2x2 and y 2 = 4x.
Solution: The two parabolas intersect at (0, 0) and (1, 1). Hence the area is
2 x
dydx =
A=
0
2x2
2
(2 x 2x2 )dx = .
3
Example: Find the volume of the solid under the paraboloid z = x2 +y 2 over the bounded
domain R bounded by y = x, x = 0 and x + y = 2.
3
y=x
1
=
0
y
+ yx2 y=2x
y=x dx =
3
1
0
1
( ((2 x)3 x3 ) + x2 (2 2x))dx
3
Example: Find the volume of the solid bounded above by the surface z = x2 and below
by the plane region R bounded by the parabola y = 2 x2 , y = x.
Solution: The points of intersection of y = x, y = 2 x2 are x = 2, 1. So R = {(x, y) :
2 x 1, x y 2 x2 }. Therefore,
2x2
x dydx =
V =
x=2
y=x
x2 (2 x2 x)dx
Change of order
Consider the evaluation of integral R sinx x dA over the triangle formed by y = 0, x = 1 and
y = x. Since the can be extended as continuous function over R, by the basic properties of
Riemann integral the function is integrable. Now by Fubinis theorem, the value of integral
does not depend on the order of integration. As we noted earlier R is regular in x and y.
If we take it as x regular, then R = {(x, y) : 0 y 1, y x 1} and try to evaluate the
integral, then
1 1
sin x
sin x
dA =
dx dy.
x
R x
0
x=y
This is singular integral and dicult to evaluate.
But when we consider R to be y-regular, we see that R = {(x, y) : 0 x 1, 0 y x}.
Then the given integral is
1 x
1
sin x
sin x
dA =
dydx =
sin xdx = 1 cos 1
R x
0
y=0 x
0
At times this technique can be used to evaluate some complicated denite integrals, for
example,
ax bx
Example: Evaluate the integral 0 e e
dx, a, b > 0.
x
Solution: This integral is equivalent to
b
ax
e
ebx
xy
dx =
e dy dx
x
0
0
a
4
y=a
= ln
b
a
f (rk , )rk r
f (r, )rdrd.
R
Example: Find the area common to the cardioids r = 1 + cos and r = 1 cos .
Solution: Since the region is symmetric with respect to x -axis and y-axis, the required
area is
/2 1cos
rdrd
A =4
=0
r=0
/2
/2
1
2
=4
(1 2 cos + cos )d = 2( 2 +
cos2 d)
2
2
0
0
Example: Evaluate
3ydA where R is the region bounded below by x-axis and above
R
=0
r=0
Example: Evaluate I =
ex dx.
Where the integration is over the rst quadrant (0, ) (0, ). So representing this in
polar form we integrate over {(r, ) : 0 r < , 0 2 }. Therefore, the above integral
becomes
/2
2
er rdrd = .
4
0
0
1.2
Let f (x, y, z) be a real valued function dened over a closed and bounded region of space
IR3 . For example the solid ball or rectangular box. Now we want to dene the denite
integral of f (x, y, z) over such regions.
We partition the region by small planes parallel to the coordinate axes. Then we obtain
small rectangular cubes over which the function will be approximated by f (xk yk , zk ). We
form the Riemann sum
f (xk , yk , zk )|k |,
Sn =
k
where |k | is the volume of the small rectangle. Now by our understanding of Riemann
sums we choose renement of partitions in such way that maxk |k | 0. Then we obtain
the denite integral as
x y z
x z y
f (x, y, z) dy dx dz =
f (x, y, z) dx dy dz
z x y
z y x
=
f (x, y, z) dz dx dy =
f (x, y, z) dy dz dx
y
1. Draw a line parallel to z axis that passes through the point (x, y) of R where R is
the projection of onto IR2 .
2. Identify the upper surface and lower surface through which this line passes at most
once.
3. Identify the upper curve and lower curve of the projection R and limits of integration.
It is easy to see from the denition, the volume of is
|k | = lim
1 |k | =
1 dV
V = lim
k
Example: Find the volume of the region bounded by the surfaces z = x2 + 3y 2 and
z = 8 x2 y 2 .
Solution: The volume is V =
dzdydx, where is bounded above by the surface
2
2
z = 8 x y and below by the surface z = x2 + 3y 2 . Therefore, the limits of z are from
z = x2 + 3y 2 to z = 8 x2 y 2 .
The Projection of on xy-plane is the solution of
8 x2 y 2 = x2 + 3y 2
= x2 + 2y 2 = 4.
(4x )/2
=
2
(4x2 )/2
(8 2x2 4y 2 )dydx
(4x2 )/2
4
(8 x2 )y y 3
3
2
y= (4x2 )/2
4 2 2
=
(4 x2 )3/2 dx = 8 2.
3 2
x=0
z=0
x=0
y=0
z=0
On the other hand, by rst drawing the line parallel to x-axis, we get
22z
1z
dx dy dz
V =
z=0
y=0
x=0
1x
22z
dy dz dx
V =
x=0
z=0
y=0
2 cos(x2 )
dx dy dz.
z
z=0 y=0 x=2y
Solution: Note that the projection of onto xyplane is the triangle bounded by y =
0, x = 2 and x = 2y. So changing the order of integration in x and y, we get
Example: (Order of integration) Evaluate
z=0
4
x=0
2
x/2
I=
=
z=0
x=0
y=0
2 cos(x2 )
dy dx dz.
z
x cos(x2 )
dx dz = 2 sin 4.
z
1+ y2
2x y
dxdy.
2
y/2
0
Solution: The domain of integration is a parallelogram with vertices (0, 0), (1, 0), (3, 4) and
(2, 4). One has to divide the domain into 3 domains. Instead we can take the transformation
, v = y2 . Then the inverse transformation is x = u + v, y = 2v. Then
u = 2xy
2
Example: Evaluate the integral I =
1 1
J =
0 2
8
= 2.
Under this transformation, the parallelogram is transformed into cube with vertices (0, 0), (1, 0)(1, 2)
and (0, 2). Now by change of variable formula
2 1
I=
f (u + v, 2v)2dudv =
2udu dv = 2.
0
1x
I=
0
uv 2 dv du
v=2u
2
2
Example: Evaluate the integral I = R (2xdA
2 y 2 )2 over R : x + y 1.
Solution: Taking the transformation x = r cos , y = r sin , we get
cos r sin
J =
= r.
sin r cos
By substitution formula,
I=
0
r=0
r dr d
= 2
(2 r2 )2
2
1
dt
= /2.
2t2
where
xu xv xw
(x, y, z)
J=
= yu yv yw .
(u, v, w)
zu zv zw
9
The main idea of the proof is as follows. Let (u, v), (u + u, v), (u + u, v + v) and
(u, v + v) be the vertices of the rectangle in the uvplane. Let Ak be its area element.
Under the transformation this points are mapped to (x1 , y1 ) = (g(u, v), h(u, v)), (x2 , y2 ) =
(g(u + u, v), h(u + u, v)), (x3 , y3 ) = (g(u + u, v + v) and (x4 , y4 ) = (g(u, v +
v), h(u, v + v)). Then by Taylors theorem
g(u + u, v) = g(u, v) +
g
u + o((u)2 )
u
g
g
u +
v + o((u)2 ) + o((v)2 )
u
v
Then the area of the rectangle in xy-plane Ak is
g(u + u, v + v) = g(u, v) +
2, 0 z 1}.
solution: We take the transformation u = x, v = xy and w = z. Then the planes x = 1, 2
transforms to u = 1, 2. The plane y = 0 transforms to v = 0. The surface xy = 2 transforms
to v = 2. Then the Jacobian J is
1 0 0
1
= y x 0 = x = u.
J
0 0 1
Now by substitution formula,
1
(uv + 3vw) dw dv du
u
v=0 w=0
u=1
2 2
3v
(v + )dv du
=
2u
1 2 0
3
(2 + )du = 2 + 3 ln 2.
=
u
1
I=
z=0
Now taking the cylindrical coordinates x = r cos , y = r sin , z = z we get the projection
to be
r2 cos2 + r2 sin2 2r sin = 0
i.e., r(r 2 sin ) = 0 = r = 0 to r = 2 sin
2 sin
r2
V =
rdz dr d
=0
r=0
2 sin
=
=4
=0 r=0
4
z=0
r3 dr d
sin d =
5
4
this case is
x x sin cos sin sin cos cos
0
y y = sin sin r cos sin
cos
0
sin
z z
= 2 sin
2
1
d = 4( 2 ln( 2 + 1)).
=(2 2)
2
1 + 2
0
Example: Evaluate I =
rst octant.
Solution: Going to cylindrical coordinates, x = sin cos , y = sin sin , z = cos .
Since the domain is the ball of radius 4, we see that the limits of are from 0 to 2. Again
since it is cut by the xy-plane below, varies from 0 to /2. The projection is the circle
in the rst quadrant with radius 2. So varies from 0 to /2. Hence,
/2
/2
I=
=0 =0
=0
/2 /2
sin2 cos d d =
=4
=0
=0
So
|f p| = |f ||
p|| cos k |
Therefore,
Surface Area
Pk =
|f |
Ak
|f p|
k
|f |
dA
|
R |f p
where R is the projection of S on to one of the planes and p is the unit normal to the plane
of projection.
Example: Find the surface area of the curved surface of paraboloid z = x2 + y 2 that is
cut by the plane z = 2.
Solution: The equation of surface is f (x, y, z) = z x2 y 2 = 0. Clearly this is one-one
from xy-plane to IR3 . So the projection of the surface {(x, y, x2 + y 2 ) : x2 + y 2 2} is the
Hence
disc R : x2 + y 2 2. Since the plane of projection is xy-plane, p = k.
Surface Area =
f = 2xi 2yj + k
|f |
dA
S=
R |f p
=
4x2 + 4y 2 + 1 dA
R
13
r=0
Example: Find the surface of the cap obtained by cutting the hemisphere x2 +y 2 +z 2 =
2 by the cone z = x2 + y 2 .
Solution: The equation of surface is f (x, y, z) = x2 + y 2 + z 2 2 = 0 and we can
The projection is obtained by solving
take the projection onto xy-plane. So p = k.
x2 + y 2 + z 2 = 2, z = x2 + y 2 . i.e., R = x2 + y 2 = 1.
f = 2xi + 2yj + 2z k
|f p| = 2z = 2 2 x2 y 2
Therefore, using polar coordinates x = r cos , y = r sin ,
2
dA
S=
2 x2 y 2
R
2 1
=
r dr d = 2(2 2).
2 r2
0
0
Surface Integrals
Let g(x, y, z) be a function dened over a surface S. Then we can think of integration of
g over S. Suppose, a surface S is heated up, we have a temperature distributed over this
surface. Let T (x, y, z) be the temperature at (x, y, z) of the surface. Then we can calculate
the total temperature on S using the Riemann integration.
Let R be the projection of S on the plane. We partition R into small rectangles Ak .
Let Sk be the surface above the Ak . We approximate this surface area element with
its tangent plane Pk . As we rene the rectangular partition this PK approximated the
Sk . Then the total temperature may be approximated as
Ak
|f |
=
dA
g(xk , yk , zk )Pk =
g(xk , yk , zk )
g(xk , yk , zk )
| cos k |
|f p|
k
k
k
where p is the unit normal to R or the plane of projection. Now taking limit n , we
get
|f |
dA
g(x, y, z)dS =
g(x, y, z)
|f p|
S
R
If the surface is dened as f = z h(x, y) = 0, then
|f |
g(x, y, z)dS =
g(x, y, h(x, y))
dA.
|f k|
S
R
14
Example: Integrate g(x, y, z) = z over the surface S cut from the cylinder y 2 +z 2 = 1, z
0, by the planes x = 0 and x = 1.
Solution: f = y 2 + z 2 and this surface can be projected 1-1, onto to R of xy plane. This
projection is the rectangle with vertices (1, 1), (1, 1), (0, 1), (0, 1). So p = k
2 y2 + z2
1
|f |
=
=
|f p
|2z|
z
Therefore,
zdS =
S
z
R
1
dA = Area(R) = 2
z
x2 + y 2 , 0 z 1
x2 + y 2 = r
0 , 0 2.
bb
This sum is a Riemann sum of the integral a a |ru rv | dudv. Therefore we have
au
The Surface area of smooth surface r(u, v) = f (u, v)i + g(u, v)j + h(u, v)k,
b, c v d is
b
|ru rv | dudv
S=
a
r2 cos2 + r2 sin2 + r2 = 2r
Therefore,
Surface Area =
0
2rdrd = 2
16
Problem: Evaluate the surface integral S (x + y + z)dS over the surface of cylinder
x2 + y 2 = 9, 0 z 4.
Solution: Using the cylindrical coordinates: x = 3 cos , y = 3 sin , z = z over the
parameter domain {(, z) : 0 2, 0 z 4}. The surface can be represented as
T (, z) = 3 cos i + 3 sin j + z k.
1.3
=0
In many physical phenomena, the integrals over paths through vector led plays important
role. For example, work done in moving an object along a path against a variable force
or to nd work done by a vector eld in moving an object along a path through the
eld. A vector eld on a domain in the plane or in the space is a vector valued function
f : IR3 IR3 with components say M, N and P , for example
F (x, y, z) = M (x, y, z)i + N (x, y, z)j + P (x, y, z)k
We assume that M, N, P are continuous functions. Suppose F represents a force through a t b is a smooth curve in
out a region in space and let r(t) = x(t)i + y(t)j + z(t)k,
the region. Then we introduce the partition a = t1 < t2 ..... < tn = b of [a, b].
If Fk denotes the value of F at the point on the corresponding to tk on the curve and Tk
denotes the curves unit tangent vector a this point. Then Fk Tk is the scalar component
of F in the director of T at tk . Then the work done by F along the curve is approximately
n
Fk Tk sk ,
k=1
where sk is the length of the curve between tk1 , tk . As the norm of the partition approaches zero, these sums approaches
b
b
dx
dy
F T ( )2 + ( )2 dt.
F T ds =
dt
dt
t=a
a
Now substituting T (t) =
r (t)
,
|
r (t)|
we get
F
r (t)dt.
17
Denition: Conservative vector eld: A verctor eld F is called conservative vector eld
if the line integral depends only on the end points. Equivalently, the line integral over any
closed curve is zero.
F d
r = f (Q) f (P ).
P
1
0
F T ds =
0 1
=
0
d
r
dt
dt
2
3t2 + t5 2t3 dt = .
3
smooth curves. Let F (x, y) = F1 (x, y)i + F2 (x, y)j be continuous and has continuous
partial derivatives everywhere in some domain containing R. Then
F2 F1
dA =
F d
r,
x
y
R
C
where the line integral is along the boundary C of R such that R is on the left as we advance
on the boundary.
18
Example: Evaluate
Solution:
F d
r for F = (y 2 7y)i + (2xy + 2x)j and C : x2 + y 2 = 1.
C
F2 F1
dA = 9
dA = 9.
x
y
C
R
R
Remark: The region R is such that the boundary consists of smooth curves. The theorem
does not hold true for regions like punctured disc {(x, y) : x2 + y 2 1}\{0}. For example,
F2 F1
F1
x
F2
y
=
and R x y = 0. But the line
i+ 2
j. Then
take F = 2
2
2
x
y
x2+ y
x +y
F d
r =
sin2 + cos2 = 2.
integral
C
F d
r =
1.4
surface S. Let F (x, y, z) be a continuous function that has continuous partial derivatives
in some domain containing . Then
F n
dS
divF dV =
19
where n
is the outer unit
normal vector of S.
F .
ndA where is the boundary of the domain inside the
Example: Evaluate
F n
dS =
x+2
2(x + y + z)dV = 2
(x + y + z)dz dxdy
x2 +y 2 1
z=0
Stokess theorem
Let S be a piecewise smooth oriented surface with boundary and let boundary C be a simple
closed curve. Let F be a continuous function which has continuous partial derivatives in
a domain containing S. Then
F d
r
( F ) n
dS =
C
where n
is a unit normal vector of S and, depending on n
, the integration around C is
taken in the way that S lies in the left of C. Here n
is the direction of your head while
moving along the boundary with surface on your left.
The projection R of S on
z = 12. The unit normal to the surface is n
= 14 (xi + yj + z k).
|f |
= z4 . Hence by Stokes
the xy-plane is the disc x2 + y 2 2 , F = 3x2 y 2 k and |f
p|
theorem
3
4
( )x2 y 2 z dA
F dr =
4
z
C
R
2 2
(r2 cos2 )(r2 sin2 )rdrd = 8.
=3
=0
r=0
Suppose S1 , S2 be two surfaces having the same boundary curve C. An important consequence of Stokes theorem is that ux through S1 or S2 is same.
Example: Suppose S is a surface of a light bulb over the unit disc x2 + y 2 = 1 oriented
2
2
Compute S ( F ) n
dS.
20
Solution: Enough to take any surface with boundary x2 + y 2 = 1. So we take the unit
21