Mathematics

Dr. Mohamed Ibrahim

Iraq University College

NAME :- ALAA AZEEZ MATOOK

Department: - Civil Engineering
Stage: - Second A1
Title:- Double integral
Module Title:- Mathematics
Module Lecturer Name:- Dr. Mohamed Ibrahim
Date:-2020-July

 Mathematics Dr. Mohamed Ibrahim

INTRODUCTION

Definition of Double Integral The definite integral can be extended to functions of

more than one variable. Consider, for example, a function of two variables z = f
(x,y). The double integral of function f (x, y) is denoted by /| f (x, y) dA, R where R
is the region of integration in the xy- plane. If the definite integral ſ f (x) dx of a
function of a one variable f (x) >0 is the area under the curve f (x) from x = a to x =
b, then the double integral is equal to the volume under the surface z = f (x, y) and
above the xy-plane in the region of integration R (Figure 1).

As in the case of integral of a function of one variable, a double integral is defined

as a limit of a Riemann sum. If the region R is a rectangle [a, b] × [c, d] (Figure 2),

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we can subdivide [a, b] into small intervals with a set of numbers {x0, x1,... , xm}
so that a = xo < x1 < x2 < . .. < x; < . .. = b. < xm-1 < x m

Similarly, a set of numbers {yo, Y1, . .. , Yn} is said to be a partition of [c, d] along
the y-axis, if c = Yo < Y1 << Y2 < . .. < Yj <... < Yn-1 < Yn = d. The Riemann sum
of a function f (x,y) over this partition of [a, b] × [c, d] is m n EEs (4; v;) A¤;Ayj,
i=1 j=1 where (u;, v;) is some point in the rectangle (x;-1, x;) × (Yj-1; Y;) and Ax;
= x; – X;-1) Ay; = Yj – Yj–1· We then define the double integral of a function f (x,
y) in the rectangular region [a, b] × [c, d] to be the limit of the Riemann sum as
maximum values of Ax; and Ay; approach zero: /| f (x, y) dA (a,b) × [c,d] m lim
EEf (u;, v;) Ax;Ay;. max Axi→0 max Ayi→0 i=1 _j=1

To define the double integral over a bounded region R other than a rectangle, we
choose a rectangle [a, b] x [c, d] that contains R (Figure 3), and define the function
g (x, y) so that S 9(x, y) = f (x, y) , if ƒ (x, y) E R l9 (x, y) = 0, if ƒ (x, y) £ R

Then the double integral of the function f (x, y) over a general region R is defined
to be /| f(2, y) dA = |l 9(2, y) dA. R [a,b) x [c,d]

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OBJECTIVE

• Recognize when a function of two variables is integrable over a rectangular

region.
• Recognize and use some of the properties of double integrals.
• Evaluate a double integral over a rectangular region by writing it as an iterated
integral.
• Use a double integral to calculate the area of a region, volume under a surface,
or average value of a function over a plane region.

DOUBLE INTEGRAL
In calculus of a single variable the definite integral

for f(x)>=0 is the area under the curve f(x) from x=a to x=b. For general f(x) the
the x-axis minus the area below the x-
definite integral is equal to the area above
axis.

The definite integral can be extended to functions of more than one variable.
Consider a function of 2 variables z=f(x,y). The definite integral is denoted by

where R is the region of integration in the xy-plane. For positive f(x,y), the definite
integral is equal to the volume under the surface z=f(x,y) and above xy-plane for x
and y in the region R. This is shown in the figure below.

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For general f(x,y), the definite integral is equal to the volume above the xy-plane
minus the volume below the xy-plane.
Applications:-
Double integrals arise in a number of areas of science and engineering, including
computations of

• Area of a 2D region
• Volume
• Mass of 2D plates
• Force on a 2D plate
• Average of a function
• Center of Mass and Moment of Inertia
• Surface Area
Brief Discussion of Riemann Sums:-
As in the case of an integral of a function of one variable, a double integral is
defined as a limit of a Riemann sum. Suppose we subdivide the region R into
subrectangles as in the figure below (say there are M rectangles in the x direction
and N rectangles in the y direction).

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Label the rectangles R_ij where 1<=i<=M and 1<=j<=N. Think of the definite
integral as representing volume. The volume under the surface above rectangle
R_ij is approximately f(x_i,y_j)A_ij, where A_ij is area of the rectangle and
f(x_i,y_j) is the approximate height of the surface in the rectangle. Here (x_i,y_j) is
some point in the rectangle R_ij. If we sum over all rectangles we have




In the limit as the size of the rectangles goes to 0, the sum on the right converges to
a value which is the definite integral. The quantity f(x,y)dA in the definite integral
represents the volume in some infinitesimal region around the point (x,y). The
region is so small that the f(x,y) only varies infinitesimally in the region. The double
integral sign says: add up volumes in all the small regions in R.
Double Integrals over a Rectangular Region:-
Suppose that f(x,y) is continuous on a rectangular region in the xy plane as shown
above. The double integral

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represents the volume under the surface. We can compute the volume by slicing
the three-dimensional region like a loaf of bread. Suppose the slices are parallel to

the y-axis. An example of slice between x and x+dx is shown in the figure.

In the limit of infinitesimal thickness dx, the volume of the slice is the product of
the cross-sectional area and the thickness dx. The cross sectional area is the area

under the curve f(x,y) for fixed x and y varying between c and d. (Note that if the

thickness dx is infinitesimal, x varies only infinitesimally on the slice. We can

assume that x is constant.) The picture below shows the cross-sectional area.

The area is given by the integral

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The variable of integation is y and x is a CONSTANT. The cross-sectional area

depends on x and this is why we write C=C(x). The volume of the slice between x
and x+dx is C(x)dx. The total volume is the sum of the volumes of all the slices

between x=a and x=b:

If substitute for C(x), we obtain:

This is an example of an iterated integral. One integrates with respect to y first,

then x. The integrals with respect to y and x are called the inner and outer integrals,

respectively. Alternatively, one can make slices that are parallel to the x-axis. In

this case the volume is given by

The inner integral corresponds to the cross-sectional area of a slice between y and
y+dy.

The quantities f(x,y)dydx and f(x,y)dxdy represent the value of the double integral
in the infinitesimal rectangle between x and x+dx and y and y+dy. The length and
width of the rectangle are dx and dy, respectively. Hence dydx (or dxdy) is the area
of the rectangle. We can make the connection dA=dydx (or dA=dxdy).

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Properties of Double Integrals :-
The properties of double integrals are very helpful when computing them or
otherwise working with them. We list here six properties of double integrals.
Properties 1 and 2 are referred to as the linearity of the integral, property 3 is the
additivity of the integral, property 4 is the monotonicity of the integral, and
property 5 is used to find the bounds of the integral. Property 6 is used if f(x, y) is
a product of two functions g(x) and h(y).

Theorem: PROPERTIES OF DOUBLE INTEGRALS

Assume that the functions f(x, y) and g(x, y) are integrable over the rectangular
region R; S and T are subregions of R; and assume that m and M are real numbers.
i. The sum f(x, y) + g(x, y) is integrable and

ii. If c is a constant, then cf(x, y) is integrable and

iii. If R = S UT and S n T = Ø except an overlap on the boundaries, then

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iv. If f(x, y) 2 g(x, y) for (x, y) in R, then

v. If m < f(x, y) < M and A(R) = the area of R, then

vi. In the case where f(x, y) can be factored as a product of a function g(x) of x
only and a function h(y) of y only, then over the region R = {(x, y) | a < x < b,
c < y < d}, the double integral can be written as

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DISCUSSION
Rectangular regions in the xy-plane are indicated by constants in the limits of
integration, i.e. 𝒂 ≤ 𝒙 ≤ 𝒃 and 𝒄 ≤ 𝒚 ≤ 𝒅.

You can think about it this way. First, evaluate the inside integral with respect to
the inside variable, while holding the other variable constant. In the integral above,
the inside variable is x Second, take the result of the first integration and now
integrate with respect to the outside variable. In the above integral, the outside
variable is y. This integral, once evaluated, gives the area or volume above the xy-
plane with height g(x, y). We have more discussion of area and volume with double
integrals on the area and volume application page. For now, we will just discuss
how to evaluate a double integral.

When the limits of integration of both integrals are constants (i.e. the region in the
xy-plane is rectangular), we can switch the limits of integration with no other
changes to the integral, without affecting the result. Stop and think about this. This
holds only when the limits of integration are constants.

REFERENCE

1. https://math.libretexts.org/Bookshelves/Calculus/Map%3A_Calculus__Early_
Transcendentals_(Stewart)/15%3A_Multiple_Integrals/15.04%3A_Application
s_of_Double_Integrals (Apr 26, 2019)
2. http://sites.science.oregonstate.edu/math/home/programs/undergrad/CalculusQ
uestStudyGuides/vcalc/255doub/255doub.html
3. https://www.math24.net/definition-properties-double-integrals/
4. https://17calculus.com/partial-integrals/double-integrals/

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