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where J = [a, b] is an interval on the real line, have been studied. Here we study double integrals
Z Z
f (x, y) dx dy (5.2)
Ω
where Ω is some region in the xy-plane, and a little later we will study triple integrals
Z Z Z
f (x, y, z) dx dy dz (5.3)
T
22
Course Notes 23
(3) Additivity
If Ω is broken up into a finite number of nonoverlapping basic regions Ω1 ,. . . ,Ωn , then
Z Z Z Z Z Z
f (x, y) dx dy = f (x, y) dx dy + . . . + f (x, y) dx dy. (5.5)
Ω Ω1 Ωn
The projection of the domain Ω onto the x-axis is a closed interval [a, b]
and Ω consists of all points (x, y) with
Then Z Z Z ÃZ !
a b b φ2 (x)
f (x, y) dx dy = f (x, y) dy dx. (5.8)
Ω a φ1 (x)
R φ (x)
Here we first calculate φ12(x) f (x, y) dy by integrating f (x, y) with respect to y from y = φ1 (x) to
y = φ2 (x). The resulting expression is a function of x alone, which we then integrate with respect to x
from x = a to x = b.
Example RR
Evaluate Ω
(x4 − 2y) dx dy, where the domain Ω consists of all points (x, y) with −1 ≤ x ≤ 1
and −x ≤ y ≤ x2 .
2
Solution
Z Z Z x=1 Z y=x2 Z x=1 2
(x4 − 2y) dx dy = (x4 − 2y) dy dx = [x4 y − y 2 ]y=x
y=−x2 dx
Ω x=−1 y=−x2 x=−1
Z x=1
= 2x6 dx = [2x7 /7]x=1
x=−1 = 4/7
x=−1
Course Notes 24
d The projection of the domain Ω onto the y-axis is a closed interval [c, d]
and Ω consists of all points (x, y) with
Then
Z Z Z ÃZ !
d ψ2 (y)
f (x, y) dx dy = f (x, y) dx dy. (5.10)
Ω c ψ1 (y)
R ψ (y)
Here we first calculate ψ12(y) f (x, y) dx by integrating f (x, y) with respect to x from x = ψ1 (y) to
x = ψ2 (y). The resulting expression is a function of y alone, which we then integrate with respect to y
from y = c to y = d.
The integrals in the right-hand sides of formulae (5.8) and (5.10) are called repeated integrals.
Remark 1
Sometimes a domain can be expressed both as a horizontally simple domain: a ≤ x ≤ b, φ1 (x) ≤ y ≤
φ2 (x), and as a vertically simple domain: c ≤ y ≤ d, ψ1 (y) ≤ x ≤ ψ2 (y). Then
Z Z Z ÃZ b φ2 (x)
! Z ÃZ !
d ψ2 (y)
f (x, y) dx dy = f (x, y) dy dx = f (x, y) dx dy. (5.11)
Ω a φ1 (x) c ψ1 (y)
Therefore we can, at least in theory, perform the integration in either order. However, there are situations
where one order is preferable over the other.
Remark 2
Finally, if Ω, the domain of integration, is neither horizontally nor vertically simple, then it is usually
possible to break it up into a finite number of domains, say Ω1 , . . . , Ωn , each of which is either horizontally
or vertically simple. Then we can use the additivity property given by eq. (5.5).
(3) Additivity If T is broken up into a finite number of nonoverlapping basic regions T1 ,. . . ,Tn , then
Z Z Z Z Z Z Z Z Z
f (x, y, z) dx dy dz = f (x, y, z) dx dy dz + . . . + f (x, y, z) dx dy dz.
T T1 Tn
(5.15)
In eq. (5.17) we can evaluate the integration with respect to z first and then evaluate the double integral
over the domain Ωxy as studied for double integrals. In particular if Ωxy is horizontally simple, say
then the solid T itself is the set of all points (x, y, z) such that
and the triple integral over T can be expressed by three ordinary integrals as:
Z Z Z Z b "Z φ2 (x) ÃZ χ2 (x,y) ! #
f (x, y, z) dx dy dz = f (x, y, z) dz dy dx. (5.20)
T a φ1 (x) χ1 (x,y)
Here we first integrate with z [from z = χ1 (x, y) to z = χ2 (x, y)], then with respect to y [from y = φ1 (x)
to y = φ2 (x)], and finally with respect to x [from x = a to x = b].
Course Notes 26
There is nothing special about this order of integration. Other orders of integration are possible and
in some cases more convenient. Suppose for example that the projection of T onto the xz-plane is a
domain Ωxz of the form
z1 ≤ z ≤ z2 , φ1 (z) ≤ x ≤ φ2 (z). (5.21)
If T is the set of all (x, y, z) with
then Z Z Z Z "Z ÃZ ! #
z2 φ2 (z) ψ2 (x,z)
f (x, y, z) dx dy dz = f (x, y, z) dy dx dz. (5.23)
T z1 φ1 (z) ψ1 (x,z)
In this case we integrate first with respect to y, then with respect to x, and finally with respect to z.
Still four other orders of integration are possible.
Then
Z Z Z Z Z ÃZ !
χ2 (x,y)
f (x, y, z) dx dy dz = f (x, y, z) dz dx dy
T Ωxy χ1 (x,y)
Z Z ÃZ !
χ2 (r cos(θ),r sin(θ))
= f (r cos(θ), r sin(θ), z) dz r dr dθ =
Ωrθ χ1 (r cos(θ),r sin(θ))
Z Z Z
f (r cos(θ), r sin(θ), z)r dr dθ dz. (5.26)
S
Suppose now that we want to integrate some function f (x, y) over Ω. If this proves difficult to do directly,
then we can change variables (x, y) to (u, v) and try to integrate over Γ instead. Then
Z Z Z Z ¯ ¯
¯ ∂(x, y) ¯
f (x, y) dx dy = ¯
f (x(u, v), y(u, v)) ¯ ¯ du dv. (5.29)
Ω Γ ∂(u, v) ¯
Suppose now that we want to integrate some function f (x, y, z) over T . If this proves difficult to do
directly, then we can change variables (x, y, z) to (u, v, w) and try to integrate over S instead. Then
Z Z Z Z Z Z ¯ ¯
¯ ∂(x, y, z) ¯
f (x, y, z) dx dy dz = ¯
f (x(u, v, w), y(u, v, w), z(u, v, w)) ¯ ¯ du dv dw. (5.31)
T S ∂(u, v, w) ¯
Referring back to equations (5.26) and (5.27), and the Jacobians given at the end of §4.5, we can
verify that this formula is correct for a change from Cartesian to cylindrical coordinates (Jacobian is r)
and for a change from Cartesian to spherical coordinates (Jacobian is ρ2 sin θ).
Chapter 6
In this chapter we will study integration along curves and integration along surfaces. At the heart of this
subject lie three great theorems: Green’s theorem, Gauss’s theorem (commonly known as the divergence
theorem) and Stokes’s theorem. All of these are ultimately based on the fundamental theorem of integral
calculus, and all can be cast in the same general form: An integral over a region S = An integral over
the boundary of S.
Although we stated this definition in terms of three-dimensional vectorial functions h(x, y, z) and curves
in space r(u) = (x(u), y(u), z(u)), it also includes the two-dimensional case: h(x, y) and plane curves
r(u) = (x(u), y(u)).
If the curve C is not smooth but is made up of a finite number of adjoining smooth pieces C1 , . . . , Cn ,
i.e. it is piecewise smooth,
R R then we define
R the integral over C as the sum of the integrals over Ci for
i = 1, . . . , n, that is C = C1 + · · · + Cn . All polygonal paths are piecewise smooth.
When we integrate over a parametrised curve, we integrate in the direction determined by the
parametrisation.
R R If we integrate in the opposite direction, our answer is altered by a factor of −1,
that is −C = − C .
28
Course Notes 29
Theorem
Let C, parametrised by r = r(u) with u ∈ [a, b], be a piecewise smooth curve that begins at
α = r(a) and ends at β = r(b). Then if the vector function h is a gradient, i.e. h = ∇f , we have
Z Z
h(r) · dr = ∇f (r) · dr = f (β) − f (α). (6.3)
C C
NOTE: It is important to see that this result is an extension of the fundamental theorem of
Rb
integral calculus: a f 0 (x) dx = f (b) − f (a).
Corollary R
If the curve C is closed, i.e. α = β, then f (α) = f (β) and C ∇f (r) · dr = 0.
where the integral on the right is a line integral over C taken in the anticlockwise direction.
H
Remark As indicated, the symbol is used to denote the line integral over a simple closed curve C
taken in the anticlockwise direction.
Proposition
If S is the graph of a function z = f (x, y) with (x, y) ∈ Ω and n is the upper unit normal, then the flux
of the vector function q = (q1 (x, y, z), q2 (x, y, z), q3 (x, y, z)) across S in the direction of n is
Z Z Z Z
q · n dσ = (−q1 fx − q2 fy + q3 ) dx dy. (6.14)
S Ω
Proof
We can parametrise the surface by r = (u, v, f (u, v)) with (u, v) ∈ Ω. Then the fundamental vector
product is
N = r0u × r0v = (1, 0, fu ) × (0, 1, fv ) = (−fu , −fv , 1)
and we have
Z Z Z Z
q · n dσ = (q · N ) du dv
S
Z ZΩ Z Z
= (−q1 fu − q2 fv + q3 ) du dv = (−q1 fx − q2 fy + q3 ) dx dy.
Ω Ω
where we have simply changed the names of the variables at the end.
Course Notes 32
This formula can be rewritten in vector terms (using q = (Q, −P )) to give the divergence theorem in two
dimensions as follows:
where n is the outer unit normal and the integral on the right is taken with respect to arc length.
We can now give the three-dimensional analogue of the divergence (Gauss) theorem.
The divergence theorem in three dimensions
Let T be a three-dimensional solid bounded by a piecewise smooth closed surface S. Then for any
(continuously differentiable) vector function q(x, y, z) we have that
Z Z Z Z Z
(∇ · q) dx dy dz = (q · n) dσ (6.17)
T S
Since any plane can be coordinatised as the xy-plane, this result can be phrased in the following theorem
Stokes’s theorem
Let S be a smooth surface with smooth bounding curve C. Then for any (continuously differen-
tiable) vectorial function q(x, y, z) we have
Z Z I
[(∇ × q) · n] dσ = q(r) · dr (6.21)
S C
H
where n is a unit normal that varies continuously on S, and the line integral C
is taken in the
positive sense with respect to n.
6.8.1 The normal component of ∇×q as circulation per unit area; Irrotational
flow
InterpretH the vector function q(x, y, z) as the velocity of a fluid. In eq. (6.21), the right-hand side line
integral C q(r) · dr is called the circulation of q around the curve C. In this sense, from eq. (6.21), we
can say that ∇ × q in the direction n is the circulation of q per unit area, which relates to the rotation
of the fluid as discussed in section 4.4.2.
If ∇ × q ≡ 0 then there is no circulation and q is called irrotational, i.e. the fluid has no rotational
tendency.