Lecture 8: Double Integrals and Their Evaluation

Definition
The integral of a function of two variables f (x, y ) over a region R
in the plane is called a double integral. The mathematical
expression for a double integral is
Z Z
f (x, y )dA
R

where R is called the region of integration.

How to evaluate a double integral?

Recall that a single integral can be evaluated as
Z b
b
f (x) dx = F (x) a = F (b) − F (a), F 0 (x) = f (x)
a

Double integrals are evaluated in the same way if one

variable is held as a constant.
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Evaluation of a double integral in Cartesian coordinate
It is done by writing them as iterated integrals of the form:
Z Z 
f (x, y )dy dx

or Z Z 
f (x, y )dx dy

with suitable limits

As in differentiation of a function of several variables, there is

also the issue of the order in multiple integration.
Z
The inside integral, f (x, y )dy (x is held constant) or
Z
f (x, y )dx (y is held constant) is called the inner integral.
The inner integral is always carried out first, and then the
outer.
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Example
Z 1 Z 2
Calculate I = (1 − 6x 2 y )dxdy .
−1 0

Solution:

Z 1 Z 2 Z 1 Z 2 
2 2
I = (1 − 6x y )dxdy = (1 − 6x y )dx dy
−1 0 −1 0

the inner integral

Z 2 x=2
(1 − 6x 2 y )dx = x − 2x 3 y x=0 = 2 − 16y

0
Note: when integrating wrt x, y is treated as a constant!
Now Z 1 1
(2 − 16y )dy = 2y − 8y 2 −1 = 4

I =
−1

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Limits of integration
A major practical problem in evaluating double integrals is to
determine the limits of integration.

There are mainly two cases:

1 limits are given explicitly.
The integration is a straight forward practice, as in the
previous example.

2 limits are given implicitly by the boundaries describing the

region of integration, R.
In this case, the order of integration dictates the limits, as the
inner limits in general depend on the outer integration
variable – variable inner limits and constant outer limits.
The order, in turn, depends on the type of the boundaries
describing the region R.
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Order of integration - type 1 region
Type 1 region R is defined (bounded) by g1 (x) ≤ y ≤ g2 (x),
a ≤ x ≤ b with g1 and g2 continuous on x ∈ [a, b].

We choose to integrate in y -direction first:

ZZ ZZ
f (x, y )dA = f (x, y )dy dx
R R

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That is !
ZZ Z b Z g2 (x)
f (x, y )dA = f (x, y )dy dx
R a g1 (x)

The inner integral is integrated with respect to y with x ’fixed’:

Z g2 (x)
y =g2 (x) ∂F
f (x, y )dy = F (x, y ) , = f (x, y )
g1 (x) y =g1 (x) ∂y
Note:
1 The result of the inner integral is a function of x only, say,

w (x).
2 This is because the y in F (x, y ) is substituted by its limits

g1 (x) and g2 (x).

w (x) takes its place in the outer integral to give the result of the
double integral
ZZ Z b
b
f (x, y )dA = w (x)dx = W (x) a , W 0 (x) = w (x)
R a

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Finding Limits of Integration
Example
RR
Set up the iterated integrals for R f (x, y )dA, when R is the
region bounded by the curves x + y = 1 and x 2 + y 2 = 1 in the
1st-Quadrant.
Solution: Taking R as Type 1 (integrating with respect to y first
and then x):

1. Sketch the region R

and label the bounding
curves.

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2. Find the y -limits of integration
Imagine a vertical line L cutting through R in the direction of
increasing y .

Mark the y -values where L enters and leaves. These are the
y -limits of integration and are usually functions of x (instead of
constants)
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3. Find the x-limits of integration
Choose the x-limits that include all the vertical lines through
R.

The integral can be evaluated as

Z Z Z x=1 Z y =√1−x 2
f (x, y )dA = f (x, y )dydx.
R x=0 y =1−x

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Order of integration - type 2
Type 2 region R is defined by h1 (y ) ≤ x ≤ h2 (y ), c ≤ y ≤ d with
h1 and h2 continuous on y ∈ [c, d]

We choose to integrate in x-direction first:

ZZ ZZ
f (x, y )dA = f (x, y )dx dy
R R

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That is, !
ZZ Z d Z h2 (y )
f (x, y )dA = f (x, y )dx dy
R c h1 (y )
The inner integral is integrated with respect to x, now with y
being ’fixed’:
Z h2 (y )
x=h2 (y ) ∂F
f (x, y )dx = F (x, y ) , = f (x, y )
h1 (y ) x=h1 (y ) ∂x
Note:
1 The result of the inner integral is a function of y only, say,

u(y ).
2 This is because the x in F (x, y ) is substituted by its limits

h1 (y ) and h2 (y ).

u(y ) takes its place in the outer integral to give the result of the
double integral
ZZ Z d
d
f (x, y )dA = u(y )dy = U(x) c , U 0 (y ) = u(y )
R c

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Exercise
RR
Set up the iterated integrals for R f (x, y )dA as type-2, when R
is bounded by x + y = 1 and x + y 2 = 1 in the 1st-Quadrant.
2

√
Z Z Z 1Z 1−y 2
f (x, y )dA = f (x, y )dxdy
R 0 1−y

Note: Integrand f (x, y ) does not affect the limits of integration!

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Example
Z Z
Calculate I = f (x, y )dA, where f (x, y ) = 1 − 6x 2 y and
R
R : 0 ≤ x ≤ 2, −1 ≤ y ≤ 1.
The region R is the same as that in the first example. Now we
integrate in y first.
Z 2Z 1
I = (1 − 6x 2 y )dydx.
0 −1
Z 1 y =1
(1 − 6x 2 y )dy y − 3x 2 y 2 y =−1

=
−1
= (1 − 3x 2 ) − (−1 − 3x 2 ) = 2
Z 2
Then I = 2dx = 4, which is the same as previously obtained.
0
Note: In this example, the order of integration can be changed by
a simple swap. However, it is not true in general!
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Properties of Double Integrals
If f (x, y ) and g (x, y ) areZcontinuous,
Z then Z Z
1 Constant Multiple: cf (x, y )dA = c f (x, y )dA
R R
2 Sum and Difference:
Z Z Z Z Z Z
(f (x, y )±g (x, y )dA = f (x, y )dA± g (x, y )dA
R R R

3 Domination: Z Z
(a) f (x, y )dA ≥ 0, if f (x, y ) ≥ 0 on R
Z ZR Z Z
(b) f (x, y )dA ≥ g (x, y )dA
R R
if f (x, y ) ≥ g (x, y ) on R
4 Additivity:
Z Z Z Z Z Z
f (x, y )dA = f (x, y )dA + f (x, y )dA
R R1 R2
if R is the union of two nonoverlapping regions R1 and R2 .
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