MA-111 Calculus II

(D3 & D4 )

Lecture 2

B.K. Das

Department of Mathematics
Indian Institute of Technology Bombay
Powai, Mumbai - 76

January 25, 2022

Double integrals on rectangles
Definitions of integrals
Properties of integrals over rectangles

Evaluation of Integrals:Iterative method

Recall from Lecture 1
Let R be any closed, bounded rectangle in R2 : R = [a, b] × [c, d], where
a, b, c, d ∈ R.
Partition of R: A partition P of a rectangle R = [a, b] × [c, d] is P1 × P2
where P1 is a partition of [a, b] and P2 is a partition of [c, d]. Let

P1 = {x0 , x1 , · · · xm }, with a = x0 < x1 < x2 < · · · < xm = b},

P2 = {y0 , y1 , · · · yn }, with c = y0 < y1 < y2 < · · · < yn = d},

and P = P1 × P2 be defined by

P = {(xi , yj ) | i ∈ {0, 1, · · · m}, j ∈ {0, 1, · · · , n}}.

The points of P divide the rectangle R into nm non-overlapping

sub-rectangles denoted by

Rij := [xi , xi+1 ] × [yj , yj+1 ], ∀ i = 0, · · · m − 1, j = 0, · · · , n − 1.

Note R = ∪i,j Rij .

Partitions of a Rectangle
Example: Let P1 denote a partition of [−3, 3] into 3 equal intervals and
P2 the partition of [−3, 3] into 2 equal intervals. Describe the rectangles
in the partition P1 × P2 . Note P1 = {−3, −1, 1, 3} and P2 = {−3, 0, 3}
and thus [−3, 3] × [−3, 3] is devided into 6 sub-rectangles
R00 = [−3, −1] × [−3, 0], R01 = [−3, −1] × [0, 3], R10 = [−1, 1] × [−3, 0],
R11 = [−1, 1] × [0, 3], R20 = [1, 3] × [−3, 0], R21 = [1, 3] × [0, 3].

Figure: Partition of [−3, 3] × [−3, 3]

Partitions of rectangles contd.

The area of each Rij : ∆ij := (xi+1 − xi ) × (yj+1 − yj ), for all

i = 0, · · · , m − 1, j = 0, · · · , n − 1.

Norm of the partition P:

kPk := max{(xi+1 −xi ), (yj+1 −yj ) | i = 0, · · · , m−1, j = 0, · · · , n−1}.

Why do we not define the norm by

max{(xi+1 − xi ) × (yj+1 − yj ) | i = 0, · · · , m − 1, j = 0, · · · , n − 1}?
Darboux integral
Let f : R → R be a bounded function where R is a rectangle . Let
m(f ) = inf{f (x, y ) | (x, y ) ∈ R}, M(f ) = sup{f (x, y ) | (x, y ) ∈ R}. For
all i = 0, 1, · · · , m − 1, j = 0, 1, · · · , n − 1, let,
mij (f ) := inf{f (x, y ) | (x, y ) ∈ Rij }, and
Mij (f ) := sup{f (x, y ) | (x, y ) ∈ Rij }.
m−1
XX n−1
Lower double sum: L(f , P) := mij (f )∆ij , and Upper double sum:
i=0 j=0
m−1
XX n−1
U(f , P) := Mij (f )∆ij , Note that for any partition P of R
i=0 j=0

m(f )(b − a)(d − c) ≤ L(f , P) ≤ U(f , P) ≤ M(f )(b − a)(d − c).

Lower Darboux integral: L(f ) := sup{L(f , P) | P is any partition of R}.

Upper Darboux
integral:U(f ) := inf{U(f , P) | P is any partition of R}.Note
L(f ) ≤ U(f ).
Darboux integral contd.

Definition (Darboux integral)

A bounded function f : R → R is said to be Darboux integrable if
L(f ) = U(f ). The Double integral of f is the common value U(f ) = L(f )
and is denoted by
Z Z Z Z Z Z
f , or f (x, y )dA, or f (x, y )dxdy .
R R R

Theorem (Riemann condition)

Let f : R → R be a bounded function. Then f is integrable if and only if
for every  > 0 there is a partition P of R such that

|U(f , P ) − L(f , P )| < .

Example

Recall the Dirichlet function for one variable:


1 if x ∈ Q ∩ [0, 1],
f (x) :=
0 otherwise.

Is f integrable over [0, 1]?

Ans. No!

Ex: Check the integrability of Bivariate Dirichlet function over

[0, 1] × [0, 1]

1 if both x and y are rational numbers,
f (x, y ) :=
0 otherwise.
Riemann Integral
Riemann integral: Let P be any partition of a rectangle
R = [a, b] × [c, d]. We define a tagged partition (P, t) where

t = {tij | tij ∈ Rij , i = 0, 1, . . . m − 1, j = 0, 1, . . . n − 1}.

The Riemann sum of f associate to (P, t) is defined by

m−1
XX n−1
S(f , P, t) = f (tij )∆ij where, ∆ij = (xi+1 − xi )(yj+1 − yj )
i=0 j=0

Definition (Riemann integral)

A bounded function f : R → R is said to be Riemann integrable if there
exists a real number S such that for any  > 0 there exists a δ > 0 such
that
|S(f , P, t) − S| < ,
for every tagged partition (P, t) satisfying kPk < δ and S is the value of
Riemann integral of f .
Riemann Integral contd.

I For any rectangle R ⊆ R2 , let f : R → R2 be bounded. The

Darboux integrability and Riemann integrability are equivalent.
I A function f : R → R2 is called integrable on R if ( Darboux or)
Riemann integrability condition holds on R.
I In summary, if f is integrable on R, then
Z Z
f (x, y ) dxdy := S = L(f ) = U(f ).
R

Examples: Let R = [a, b] × [c, d].

• The constant function is integrable.
• The projection functions p1 (x, y ) = x and p2 (x, y ) = y are both
integrable on any rectangle R ⊂ R2 . Why?

• Let f : R → R be defined as f (x, y ) = φ(x)Rwhere

R φ : R → R is a
continuous function. Is f integrable? what is R
f dxdy ?