Double Integration Handouts
Satyabrat sahu
August 2023
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Double Integration Handout Let’s crack it
What is Double Integration
Double integration is a mathematical concept used in
calculus to calculate the accumulated effect of a func-
tion over a two-dimensional region in space, typically
represented on a plane. It extends the idea of a single
integral, which computes the area under a curve in one
dimension, to compute the volume under a surface in two
dimensions.
Prerequisite for Double Integration
Basic prerequisite for Double Integration is you need
to learn Single Integration before and with a deep
knowledge in Single Integration.
Significance of Double Integration
How could we identify that it is ”Double Integra-
tion”
As in class 12th we have already studied about
INTEGRATION in maths and most of you have solved
so many poblems in Integration
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Double Integration Handout Let’s crack it
R In class 12th, We have saw this type of Integration
f (x)dx. This is called Single Integration.
Basically double integration is like this but two
integral sign will be placed there,
RR
f (x)dxdy
Like this.
Basics rule of Double Integration
Function of Two Variable
Start with a real-valued function f(x,y) that depends on
two variables, x and y. This function might represent
a surface or a field in two dimensions.
Region of Integration
Define a region D in the R2 − plane over which you want
to integrate the function. This region is usually defined
by specific boundaries or inequalities for x and y.
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Double Integration Handout Let’s crack it
Rules for solving Double Integrals
In Double Integration firstly we need to solve inner inte-
gral. After that we need to proceed to Outer Integral of
that given function
Z d Z b
V = f (x, y)dx dy
c a
In this we can easily see that square box.
this square represent that, we need to first integrate this
bracket then after that outer bracket.
Integration Process
To compute the double integral, you typically break down
the region D into small, manageable pieces (like rectan-
gles or triangles) and evaluate the function at a point
within each piece. Then, you sum up these contributions
over all the pieces.
ZZ X
f (x, y) dA ≈ Contributions from Each Piece
D
Double Integral
The double
RR integral of f (x, y) over the region D is de-
noted as D f (x, y) dA, where dA represents a differen-
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Double Integration Handout Let’s crack it
tial area element. This integral calculates the accumu-
lated effect of the function over the specified region.
Theorem: Properties of Double Integrals
Assume that the functions f (x, y) and g(x, y) are inte-
grable over the rectangular region R; S and T are subre-
gions of R; and assume that m and M are real numbers.
(1) The sum f (x, y) + g(x, y) is integrable and
ZZ ZZ ZZ
[f (x, y)+g(x, y)] dA = f (x, y) dA+ g(x, y) dA.
R R R
(2) If c is a constant, then cf (x, y) is integrable and
ZZ ZZ
cf (x, y) dA = c f (x, y) dA.
R R
(3) If R = S ∪ T and S ∩ T = ∅ except an overlap on
the boundaries, then
ZZ ZZ ZZ
f (x, y) dA = f (x, y) dA + f (x, y) dA.
R S T
(4) If f (x, y) ≥ g(x, y) for (x, y) ∈ R, then
ZZ ZZ
f (x, y) dA ≥ g(x, y) dA.
R R
(5) If m ≤ f (x, y) ≤ M and A(R) is the area of R,
then
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Double Integration Handout Let’s crack it
ZZ
m · A(R) ≤ f (x, y) dA ≤ M · A(R).
R
(6) In the case where f (x, y) can be factored as a prod-
uct 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
ZZ Z b Z d
f (x, y) dA = g(x) dx h(y) dy .
R a c
Let’s start with Example
now we start with one very basic example
Example 1
Z12 Z10
x2 + 3xy 2 + xy dxdy
9 3
2
Solution
First we take inner integrals
Z
x2 + 3xy 2 + xy dx
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Double Integration Handout Let’s crack it
Then we need to do integration term by term
x3
Z
x2 dx =
3
Z Z
3xy 2 dx = 3y 2 x dx
x2
Z
x dx =
2
2 2
So, the result is: 3x2y
Z Z
xy dx = y x dx
x2
Z
x dx =
2
x2 y
Result of this will be, 2
Then the final result of this inner function will be
x3 3x2 y 2 x2 y
+ +
3 2 2
Now Simplify :
x2 2x + 9y 2 + 3y
6
x2 2x + 9y 2 + 3y
+ constant
6
Then we proceed to Second integral:
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Double Integration Handout Let’s crack it
Z
x y (3y + 1)
x2 + dy
3 2
The integral of a constant times a function is the con-
stant times the integral of the function:
Z Z
2 x y (3y + 1) 2 x y (3y + 1)
x + dy = x + dy
3 2 3 2
Need to solve the integrals term by term :
Z
x xy
dy =
3 3
Z R
y (3y + 1) y (3y + 1) dy
dy =
2 2
To make it easrier we need to simplify the above inte-
grals more
Z Z
3y 2 dy = 3 y 2 dy
y3
Z
2
y dy =
3
y2
Z
y dy =
2
By simplifying all the above equation
The Final Result will be :
3 2
xy y y
x2 + +
3 2 4
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Double Integration Handout Let’s crack it
Now Simplify:
x2 y 4x + 6y 2 + 3y
12
x2 y 4x + 6y 2 + 3y
+ constant
12
And here the final answer is
x2 y 4x + 6y 2 + 3y
+ constant
12
Conclusion of above example
From this we can easily see that the process of Double
Integration.
Step 1 : First we need to do inner integration
Inner Integrals
R R
f (x) dx dy
Step 2: Then simplify it, and proceed toward outer
integrals
Outer Integrals
R R
f (x) dx dy
Step 3: In last step we need to simplify it and give
final answer.
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Double Integration Handout Let’s crack it
Let’s start with some easy examples
Example 2
Find the double integral
ZZ
x3 y 3 sin(x) sin(y) dxdy,
D
(where D is the region of integration) it’s optional, it will
not give this much in any question / exams.
Solution
Z Z
x3 sin(x) dx = −x3 cos(x) + 3 x2 cos(x) dx
Z Z
2 2
x cos(x) dx = x sin(x) − 2 x sin(x) dx
Z Z
x sin(x) dx = −x cos(x)+ cos(x) dx = −x cos(x)+sin(x)
Hence,
Z
x3 sin(x) dx = −x3 cos(x)+3[x2 sin(x)−2[−x cos(x)+sin(x)]]
Z
x3 sin(x) dx = −x3 cos(x)+3x2 sin(x)+6x cos(x)−6 sin(x)
And,
Z Z
3 3
y sin(y) dy = −y cos(y) + 3 y 2 cos(y) dy
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Double Integration Handout Let’s crack it
Z Z
2 2
y cos(y) dy = y sin(y) − 2 y sin(y) dy
Z Z
y sin(y) dy = −y cos(y)+ cos(y) dy = −y cos(y)+sin(y)
Hence,
Z
y 3 sin(y) dy = −y 3 cos(y)+3[y 2 sin(y)−2[−y cos(y)+sin(y)]]
Z
y 3 sin(y) dy = −y 3 cos(y)+3y 2 sin(y)+6y cos(y)−6 sin(y)
Therefore,
ZZ Z Z
3 3 3 3
x y sin(x) sin(y) dxdy = x sin(x) dx y sin(y) dy
Here is the final answer
= −x3 cos(x) + 3x2 sin(x) + 6x cos(x) − 6 sin(x)
−y 3 cos(y) + 3y 2 sin(y) + 6y cos(y) − 6 sin(y) .
Example 3
Find the integration of
Z Z √2ax−x2
x dxdx
0
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Double Integration Handout Let’s crack it
Solution
Given, f(x)=
√
2ax−x2
x2 √2ax−x2 2ax − x2 ax2 x3
Z Z Z Z
x dxdx = [ ]0 dxdx = dx = −
0 2 2 2 6
One more type of double integration
There is one type of Double integration where, Question
demand us to ask for max.
In that we need to multiply one term with another term
and integrate it separately.
Here is one Example for that type of integrals
Example 4
Evaluate: Z 1Z 1
(x max(x, y) dydx)
0 0
Solution
Z 1 Z x Z 1 Z 1
2
x dydx + xydydx
x=0 y=0 x=0 y=x
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Double Integration Handout Let’s crack it
1
1 − x2
Z
3
(x + x )dx
0 2
1 1 1 1
+ ( − )
4 2 2 4
3
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Let’s discuss this with term of VOLUME
In this type we are provided with the sides or length or
dimension of any shape, and we need to use that given
details as the limits of the integrals
here is one example of it
Example 5
Find the volume V under the surface z = ex+y over the
Rectangle R = [2,3] X [1,2]
Solution
In this question you can clearly see, that some dimen-
sions of that rectangle already given.
so by using that we will solve this problem
we know that
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Double Integration Handout Let’s crack it
f (x, y) = ex+y > 0 for all (x, y)
Z 2Z 3
V = ex+y dx dy
1 2
Z 2
x=3
= ex+y x=2 dy
1
Z 2
= (ey+3 − ey+2 )dy
1
2
= ey+3 − ey+2 1
= e5 e4 (e4 e3 ) = e5 2e4 + e3
here is one more example of this type of problem
Example 6
Find the Volume V under the plane z = 8x +6y over the
rectangle R = [0, 1] × [0, 2]
Solution
we see that
f (x, y) = 8x + 6y ≥ 0 for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 2
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Double Integration Handout Let’s crack it
Z 2Z 1
V = (8x + 6y)dx dy
0 0
Z 2
2 x=1
= 4x + 6xy x=0
dy
0
Z 2
= (4 + 6y)dy
0
2
= 4y + 3y 2 0
= 20
What happen if we replace dx with dy?
Let’s see
Z 1Z 2
V = (8x + 6y)dy dx
0 0
Z 1
y=2
= 8xy + 3y 2 y=0 dx
0
Z 1
= (16x + 12)dx
0
1
= 8x2 + 12x 0
= 20
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Double Integration Handout Let’s crack it
Volume and double integrals
We begin by considering the space above a rectangular
region R Consider a continuous function f(x,y) ≥ 0 of
two variables defined on the closed rectangle R:
R = [a, b] × [c, d] = (x, y) ∈ R2 | a ≤ x ≤ b, c ≤ y ≤ d
Here [a, b] × [c, d] denotes the Cartesian product of
the two closed intervals [a,b] and [c,d]. It consists of
rectangular pairs (x, y) such that a ≤ x ≤ b and c ≤ y ≤
d. The graph of f (x, y) represents a surface above the
xy-plane with equation z = f (x, y), where z is the height
of the surface at the point (x, y). Let S be the solid that
lies above R and under the graph of f (Figure 15.4.1).
The base of the solid is the rectangle R in the xy-plane.
We want to find the volume V of the solid.
We divide the region R into small rectangles Rij , each
with area ∆A and with sides ∆x and ∆y (Figure 15.4.2).
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Double Integration Handout Let’s crack it
We do this by dividing the interval [a, b] into m subinter-
vals and dividing the interval [c, d] into n subintervals.
Hence ∆x = b−a d−c
m , ∆y = n , and ∆A = ∆x∆y.
Definition: Double Integral over a Rectangular Region R
The double integral of the function f (x, y) over the rect-
angular region R in the xy-plane is defined as
ZZ X n
m X
f (x, y) dA = lim f (x∗ij , yij∗ )∆A.
R m,n→∞
i=1 j=1
Definitions: Iterated Integrals
Assume a, b, c, and d are real numbers. We define an it-
erated integral for a function f (x, y) over the rectangular
region R = [a, b] × [c, d] as
Z bZ d Z b Z d
f (x, y) dy dx = f (x, y) dy dx.
a c a c
Or,
Z dZ b Z d Z b
f (x, y) dx dy = f (x, y) dx dy.
c a c a
R b hR d i
The notation a c f (x, y) dy dx means that we
integrate f (x, y) with respect to y while holding x
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Double Integration Handout Let’s crack it
R d hR b i
constant. Similarly, the notation c a f (x, y) dx dy
means that we integrate f (x, y) with respect to x
while holding y constant. The fact that double
integrals can be split into iterated integrals is ex-
pressed in Fubini’s theorem. Think of this the-
orem as an essential tool for evaluating double
integrals.
Theorem: Fubini’s Theorem
Suppose that f (x, y) is a function of two variables that
is continuous over a rectangular region R = {(x, y) ∈
R2 |a ≤ x ≤ b, c ≤ y ≤ d}. Then we see from Figure
15.4.6 that the double integral of f over the region equals
an iterated integral,
ZZ ZZ
f (x, y) dA = f (x, y) dx dy
R R
Z bZ d Z dZ b
= f (x, y) dy dx = f (x, y) dx dy.
a c c a
More generally, Fubini’s theorem is true if f is bounded
on R and f is discontinuous only on a finite number of
continuous curves. In other words, f has to be integrable
over R.
Here are some Problems of above Questions
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Double Integration Handout Let’s crack it
Example 7 (Fubini’s theorem)
Use Fubini’s theorem to compute the double integral
ZZ
f (x, y) dA
R
where f (x, y) = x and R = [0, 2] × [0, 1].
Solution
ZZ ZZ
f (x, y) dA = f (x, y) dx dy
R R
Z y=1 Z x=2
= x dx dy
y=0 x=0
" #
Z y=1 2 x=2
x
= dy
y=0 2 x=0
Z y=1 y=1
= 2 dy = 2y =2
y=0 y=0
Example 8
Evaluate the double integrals
ZZ
(xy−3xy 2 ) dA, where R = (x, y) | 0 ≤ x ≤ 2, 1 ≤ y ≤ 2 .
R
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Double Integration Handout Let’s crack it
Solution
This function has two pieces: one piece is xy and the
other is 3xy 2 . Also, the second piece has a constant 3.
Notice how we use properties (i) and (ii) to help evaluate
the double integral.
ZZ ZZ ZZ
2
(xy − 3xy ) dA = xy dA + (−3xy 2 ) dA
R R R
Z y=2 Z x=2 Z y=2 Z x=2
= xy dx dy − 3xy 2 dx dy
y=1 x=0 y=1 x=0
y=2 x=2 y=2 2 x=2
x2
Z Z
x 2
= y dy − 3 y dy
y=1 2 x=0 y=1 2 x=0
Z y=2 Z y=2
= 2y dy − 6y 2 dy
y=1 y=1
Z 2 Z 2
=2 y dy − 6 y 2 dy
1 1
2 2 3 2
y y
=2 −6
2 1 3 1
2 2
2 3
=y − 2y
1 1
= (4 − 1) − 2(8 − 1) = 3 − 2(7) = 3 − 14 = −11.
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Double Integration Handout Let’s crack it
Question 9
(Evaluating an Iterated Integral in Two Ways)
Let’s return to the function f (x, y) = 3x2 − y, this
time over the rectangular region R = [0, 2] × [0, 3]. Use
Fubini’s theorem to evaluate the double integral
ZZ
f (x, y) dA
R
in two different ways:
First integrate with respect to y and then with respect
to x;
First integrate with respect to x and then with respect
to y.
Solution
(a). First integrate with respect to y and then with re-
spect to x
ZZ Z x=2 Z y=3
f (x, y) dA = (3x2 − y) dy dx
R x=0 y=0
" #
x=2 Z y=3 x=2 2 y=3
Z Z
y
= (3x2 − y) dy dx = 3x2 y − dx
x=0 y=0 x=0 2 y=0
x=2
Z x=2
9 9
= 9x2 − dx = 3x3 − x = 15.
x=0 2 2 x=0
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Double Integration Handout Let’s crack it
(b) First integrate with respect to x and then with
respect to y.
ZZ Z y=3 Z x=2
f (x, y) dA = (3x2 − y) dx dy
R y=0 x=0
Z y=3 Z x=2
= (3x2 − y) dx dy
y=0 x=0
" #
Z y=3 x=2
= x3 − xy dy
y=0 x=0
Z y=3 y=3
2
= (8 − 2y) dy = 8y − y = 15.
y=0 y=0
Example 10
Consider the double integral
ZZ
x sin(xy) dA
R
over the region R = {(x, y)|0 ≤ x ≤ π, 1 ≤ y ≤ 2}
Express the double integral in two different ways.
Analyze whether evaluating the double integral in one
way is easier than the other and why.
Evaluate the integral.
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Double Integration Handout Let’s crack it
Solution
First give a look at the diagram of this question
(a) We can express the double integral
ZZ
x sin(xy) dA
R
in the following two ways:
first by integrating with respect to y and then with
respect to x;
second by integrating with respect to x and then with
respect to y.
ZZ Z x=π Z y=2
x sin(xy) dA = x sin(xy) dy dx
R x=0 y=1
integrate with respect to y
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Double Integration Handout Let’s crack it
Z y=2 Z x=π
= x sin(xy) dx dy
y=1 x=0
Integrate with respect to x
(b) If we want to integrate with respect to y first and
then integrate with respect to x, we see that we can use
the substitution u = xy = x2 , which gives du = x dy.
Hence the inner integral is simply
Z
sin(u) du
and we can change the limits to be functions of x,
ZZ Z x=π Z y=2 Z x=π Z u=2x
x sin(xy) dA = x sin(xy) dy dx = sin(u) du dx.
R x=0 y=1 x=0 u=x
ZZ Z y=2 Z x=π
= x sin(xy) dA = x sin(xy) dx dy
R y=1 x=0
Z y=2 x=π Z x=π
x cos(xy) 1
= − + cos(xy) dx dy.
y=1 y x=0 y x=0
(c) Evaluate the double integral using the easier way.
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Double Integration Handout Let’s crack it
ZZ Z x=π Z y=2
x sin(xy) dA = x sin(xy) dy dx
R x=0 y=1
" #
Z x=π Z u=2x Z x=π u=2x
= sin(u) du dx = − cos u dx
x=0 u=x x=0 u=x
Z x=π
= (− cos 2x + cos x) dx
x=0
x=π
1
= − sin 2x + sin x = 0.
2 x=0
Now problem will be on Elliptic Paraboloid
Example 11
Find the volume V of the solid S that is bounded by the
elliptic paraboloid 2x2 + y 2 + z = 27, the planes x = 3,
y = 3, and the three coordinate planes.
Solution
First, notice the graph of the surface z = 27 − 2x2 − y 2 in
figure and above the square region R1 = [−3, 3] × [−3, 3].
However, we need the volume of the solid bounded by
the elliptic paraboloid 2x2 +y 2 +z = 27, the planes x = 3,
y = 3, and the three coordinate planes.
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Double Integration Handout Let’s crack it
(a) The surface z = 27 − 2x2 − y 2 above the square
region R1 = [−3, 3] × [−3, 3].
(b) The solid S lies under the surface z = 27−2x2 −y 2
above the square region R1 = [0, 3] × [0, 3].
Let us now evaluate the following Integrals
ZZ ZZ
V = z dA = (27 − 2x2 − y 2 ) dA
R R
Z y=3 Z x=3
= (27 − 2x2 − y 2 ) dx dy Convert to literal integral.
y=0 x=0
Z y=3 x=3
2
= [27x − x3 − y 2 x] dy Integrate with respect to x.
y=0 3 x=0
Z y=3 y=3
2 3
= (63 − 3y )dy = 63y − y = 162.
y=0 y=0
Definition: Average Value of a Function
The average value of a function of two variables
over a region R is
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Double Integration Handout Let’s crack it
ZZ
1
Fave = f (x, y) dx dy
Area of R R
Now problems on that topic
Example 12
The weather map in Figure shows an unusually moist
storm system associated with the remnants of Hurricane
Karl, which dumped 4–8 inches (100–200 mm) of rain in
some parts of the Midwest on September 22–23, 2010.
The area of rainfall measured 300 miles east to west and
250 miles north to south. Estimate the average rainfall
over the entire area in those two days.
Solution
Place the origin at the southwest corner of the map so
that all the values can be considered as being in the first
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Double Integration Handout Let’s crack it
quadrant and hence all are positive.
Now divide the entire map into six rectangles (m =
2, n = 3), as shown in Figure (Above question). Assume
f (x, y) denotes the storm rainfall in inches at a point
approximately x miles to the east of the origin and y
miles to the north of the origin. Let R represent the
entire area of 250 × 300 = 75000 square miles. Then the
area of each subrectangle is ∆A = 61 (75000) = 12500.
Assume (x∗ij , yij∗ ) are approximately the midpoints of
each subrectangle Rij . Note the color-coded region at
each of these points, and estimate the rainfall. The rain-
fall at each of these points can be estimated as:
At (x∗11 , y11∗
), the rainfall is 0.08.
∗ ∗
At (x12 , y12 ), the rainfall is 0.08.
At (x∗13 , y13
∗
), the rainfall is 0.01.
∗ ∗
At (x21 , y21 ), the rainfall is 1.70.
∗
At (x∗22 , y22 ), the rainfall is 1.74.
∗ ∗
At (x23 , y23 ), the rainfall is 3.00.
ZZ ZZ
1 1
fave = f (x, y) dx dy = f (x, y) dx dy
Area R R 75000 R
3 2
1 XX
≈ f (x∗ij , yij∗ )∆A
75000 i=1 j=1
1h i
= 0.08 + 0.08 + 0.01 + 1.70 + 1.74 + 3.00
6
≈ 1.10 in.
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Double Integration Handout Let’s crack it
Key points
(1)
ZZ m X
X n
f (x, y) dA = lim f (xi j∗, yi j∗) A
R m,n→∞
i=1 j=1
(2)
Z bZ d Z b Z d
f (x, y) dx dy = f (x, y) dy dx
a c a c
or
Z dZ b Z d Z b
f (x, y) dx dy = f (x, y) dx dy
c a c a
(4) ZZ
1
fave = f (x, y) dx dy
Area of R R
Thanks and regards
Satyabrat Sahu
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