Calculus: Double Integrals

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Calculus

Double Integrals

Double Integrales: Integration of f(x, y) over a region R in xy-plane is called a double


integral.

x2 y2
∫ ∫ f (x, y )dR = ∫ ∫ f (x, y )dxdy
R x = x1 y = y1

Order of Integration in a Double Integral: Order of integration depends on the nature


of limits of the variables.

Case(i): If the limits of y are function of x, say y1 = f1(x) and y2 = f2(x) and the limits
of x are constants, say x1 = a and x2 = b, where a and b are constants, then
integrate w.r.t y first treating x as constant and then integrate w.r.t x.

x 2 = b  y 2 = f 2 (x ) 
i.e., ∫ ∫ f (x, y )dR = ∫   ∫ f (x , y )dy dx
x1 = a  y1 = f1 (x )

R 

Case (ii): If the limits of x are function of y, say x1 = g1(y) and x2 = g2(y) and the
limits of y are constants, say y1 = c and y2 = d, then integrate w.r.t x first treating y as
constant and then integrate w.r.t y.

y 2 = d  x 2 = g 2 (y ) 
i.e., ∫ ∫ f (x, y )dR = ∫  ∫ f (x, y )dx dy

y1 = c  x1 = g1 (y )
R 

Case (iii): If both the variables x and y have constant limits, then one can follow any
order of integration.

Change of Order of Integration: Evaluation of some of the double integrals can be


made simple by changing the order of integration. In change of order of integration, we
Calculus

take the limits of the variables for the given region of integration in such a way that the
order of integration reverses.

2
1 x x −x y
Evaluate ∫ ∫ e dy dx
Eg 1. y
x =0 y =x2

1 x x − x2 y
Let I = x =∫ 0 ∫ e dy dx
Sol. y → (1)
y = x2
Y
A (1, 1)
y = x2
A
p
a
X
O

y=x

Evaluation of this integral can be made simple by changing the order


integration.

From the limits of x and y given, the region of integration is the region
bounded by the line y = x and the parabola y = x2 as shown in figure.

Now by changing the order of integration, we first integrate w.r.t x, along the
horizontal strip PQ from P(x = y to Q (x = y ) and then
We integrate w.r.t y from 0(y = 0) to A(y = 1)
1 x x − x2 y
∴I = ∫ ∫ e dx dy
x =0 y = x 2 y

1  y x 
∴I = ∫  ∫ dx dy
2
e− x y
y =0  x = y y  → (2)
 
Calculus

x2 2x
=t⇒ dx = dt
put y y
x 1
⇒ dx = dt
y 2

y2 ( y) 2

x = y ⇒ t = y = y and x = y ⇒ t = y
=1

∴ (2) becomes
 1 −t 1 
1
I= ∫  ∫ e dt  dy

y =0 t = y 2 

= ∫
1

y =0
( e )]
t 1
t=y
1

y =0
[
−1 −y
dy = ∫ − e + e dy ]
= -ye-1 – e-y
= (-e-1 – e-1) – (0 – e-0)
e−2
= 1− 2e -1 =
e

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