VC 2 PDF

Vector Calculus (MA 1130)
Neeraj Kumar
Lecture 2
January 07, 2020

Double Integral
Let
R = (x , y ) ∈ R2 : a ≤ x ≤ b, c ≤ y ≤ d

denote the rectangle in the plane R2 and let f : R −→ R be a bounded

function.
Double Integral
Let us define
m(f ) = inf{f (x , y ) : (x , y ) ∈ R},
and
M(f ) = sup{f (x , y ) : (x , y ) ∈ R}.
Double Integral
Let us define
m(f ) = inf{f (x , y ) : (x , y ) ∈ R},
and
M(f ) = sup{f (x , y ) : (x , y ) ∈ R}.
I By a partition of a rectangle [a, b] × [c, d] , we mean a finite set
P = {(xi , yj ) : i = 0, 1, ..., n and j = 0, 1, ..., k}
of points in [a, b] × [c, d] such that
a = x0 < x1 < · · · < xn = b; c = y0 < y1 < · · · < yk = d
where n and k are positive integers.

Double Integral
I For 1 ≤ i ≤ n and 1 ≤ j ≤ k, the rectangle [xi−1 , xi ] × [yj−1 , yj ] is called

the (i, j)th sub-rectangle induced by P.
Double Integral

I Define the mesh of P to be
µ(P) = max{x1 − x0 , . . . , xn − xn−1 , y1 − y0 , . . . , yk − yk−1 }.

Double Integral

I The mesh of P can be thought of as a measure of how finely the partition

P subdivides the rectangle [a, b] × [c, d].
Double Integral


Question: Why µ(P) = max{− − −−} works ?

Double Integral


Question: Why µ(P) = max{− − −−} works ? Try to define some other way,
and see which one works and which one does not work.
Example: The simplest partition of [a, b] × [c, d] is the one with only the
corner points as its grid points, namely,
P1,1 = {(a, c), (a, d), (b, c), (b, d)}.

Double Integral
More generally, for any n, k ∈ N, the partition
Pn,k = {(xi , yj ) : i = 0, 1, . . . , n and j = 0, 1, . . . , k},
where
i(b − a)
xi = a + , i = 0, 1, . . . , n,
n
and
j(d − c)
yj = c + , j = 0, 1, . . . , k,
k
divides the rectangle [a, b] × [c, d] into nk sub-rectangles of equal area.
Double Integral
Pn,k = {(xi , yj ) : i = 0, 1, . . . , n and j = 0, 1, . . . , k},
where
i(b − a)
xi = a + , i = 0, 1, . . . , n,
n
and
j(d − c)
yj = c + , j = 0, 1, . . . , k,
k
I Note that
µ(Pn,k ) = max{1/n, 1/k}.
Double Integral
Pn,k = {(xi , yj ) : i = 0, 1, . . . , n and j = 0, 1, . . . , k},
where
i(b − a)
xi = a + , i = 0, 1, . . . , n,
n
and
j(d − c)
yj = c + , j = 0, 1, . . . , k,
k
I Note that
µ(Pn,k ) = max{1/n, 1/k}.
I It is clear that as n and k become large, µ(Pn,k ) tends to zero and the
subdivision of [a, b] × [c, d] corresponding to Pn,k becomes uniformly
finer.
Double Integral
I Let R = [a, b] × [c, d] be a rectangle in R2 and let f : R −→ R be a

bounded function. Let us define
m(f ) = inf{f (x , y ) : (x , y ) ∈ R}, and M(f ) = sup{f (x , y ) : (x , y ) ∈ R}

Double Integral

I Given a partition
P = {(xi , yj ) : i = 0, 1, ..., n and j = 0, 1, ..., k}
of points in [a, b] × [c, d], for i = 1, . . . , n and j = 1, . . . , k, let
mi,j (f ) = inf{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}
Mi,j (f ) = sup{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}

Double Integral

I Given a partition
P = {(xi , yj ) : i = 0, 1, ..., n and j = 0, 1, ..., k}
of points in [a, b] × [c, d], for i = 1, . . . , n and j = 1, . . . , k, let
mi,j (f ) = inf{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}
Mi,j (f ) = sup{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}
I Observe that
m(f ) ≤ mi,j (f ) ≤ Mi,j (f ) ≤ M(f )
Double Integral
I Define the lower double sum and the upper double sum for the function f
with respect to the partition P as follows:
n X
X k
L(P, f ) = mi,j (f )(xi − xi−1 )(yj − yj−1 ).
i=1 j=1
Double Integral
n X
X k
i=1 j=1
n X
X k
U(P, f ) = Mi,j (f )(xi − xi−1 )(yj − yj−1 ).
i=1 j=1
Double Integral
n X
X k
i=1 j=1
n X
X k
i=1 j=1
I Note that
n X
X k n
X k
X
(xi −xi−1 )(yj −yj−1 ) = (xi −xi−1 ) (yj −yj−1 ) = (b−a)(d −c).
i=1 j=1 i=1 j=1
Double Integral
n X
X k
i=1 j=1
n X
X k
i=1 j=1
I Note that
n X
X k n
X k
X
(xi −xi−1 )(yj −yj−1 ) = (xi −xi−1 ) (yj −yj−1 ) = (b−a)(d −c).
i=1 j=1 i=1 j=1
I We may conclude that

m(f )(b − a)(d − c) ≤ L(P, f ) ≤ U(P, f ) ≤ M(f )(b − a)(d − c).
Double Integral
We now define the lower double integral of a bounded function f by
L(f ) = sup{L(P, f ) : P is a partition of [a, b] × [c, d]}
and the upper double integral of f by
U(f ) = inf{U(P, f ) : P is a partition of [a, b] × [c, d]}

Double Integral
Definition. let f : [a, b] × [c, d] −→ R be a bounded function. Then f is said

to be integrable on [a, b] × [c, d] if
Double Integral

L(f ) = U(f ).
Double Integral

L(f ) = U(f ).
Moreover the common value L(f ) = U(f ) is called the double integral of f ,
and it is denoted by ZZ
f (x , y ) d(x , y )
R
Double Integral
Theorem. Given any f : [a, b] × [c, d] −→ R we have the following.
I If f is continuous, then it is integrable.

Double Integral
I If for every fixed x ∈ [a, b], the function ψx : [c, d] −→ R given by

ψx (y ) = f (x , y ) is monotonic, and for every fixed y ∈ [c, d], the function
φy : [a, b] −→ R given by φy = f (x , y ) is monotonic, then f is
integrable.
I In particular, if f is monotonic, then f is integrable.

Double Integral

integrable.

Proof. (Technical, we will not prove here.)
Double Integral

integrable.

Proof. (Technical, we will not prove here.)
Examples of integrable function. f (x , y ) = sin(x + y ), f (x , y ) = x m y n etc.

(why are these continuous?)
Double Integral
Set R = [a, b] × [c, d].

Double Integral
Set R = [a, b] × [c, d].
Theorem. Let f , g : R −→ R be integrable functions. Then

Double Integral
Set R = [a, b] × [c, d].
I f + g is integrable,
I c · f is integrable for any c ∈ R,
I fg is integrable,
Double Integral
Set R = [a, b] × [c, d].
I fg is integrable,
1
I if there is δ > 0 such that |f (x , y )| ≥ δ for all (x , y ) ∈ R, then is
f
integrable,
Double Integral
Set R = [a, b] × [c, d].
I fg is integrable,
1
f
integrable,
1
I if f (x , y ) ≥ 0 for all (x , y ) ∈ R, then for any k ∈ N, the function f k is
integrable.
Double Integral
Set R = [a, b] × [c, d].
I fg is integrable,
1
f
integrable,
1
I if f (x , y ) ≥ 0 for all (x , y ) ∈ R, then for any k ∈ N, the function f k is
integrable.
Proof. (We will not prove here.)
Double Integral
Exercise Let
g1 : [a, b] −→ R and g2 : [c, d] −→ R
be Riemann integrable functions of one variable. Consider
f : [a, b] × [c, d] −→ R
defined by f (x , y ) = g1 + g2 for (x , y ) ∈ [a, b] × [c, d].

Double Integral
Exercise Let
g1 : [a, b] −→ R and g2 : [c, d] −→ R
be Riemann integrable functions of one variable. Consider
f : [a, b] × [c, d] −→ R
defined by f (x , y ) = g1 + g2 for (x , y ) ∈ [a, b] × [c, d].

Prove that f is integrable on [a, b] × [c, d].
Double Integral
Set R = [a, b] × [c, d].

Double Integral
Set R = [a, b] × [c, d].
I If f ≤ g on R, then
ZZ ZZ
f (x , y ) d(x , y ) ≤ g(x , y ) d(x , y ).
R R
I The function |f | is integrable and

ZZ ZZ
f (x , y ) d(x , y ) ≤ |f (x , y )| d(x , y ).
R R
Double Integral
Set R = [a, b] × [c, d].
I If f ≤ g on R, then
ZZ ZZ
f (x , y ) d(x , y ) ≤ g(x , y ) d(x , y ).
R R
I The function |f | is integrable and

ZZ ZZ
f (x , y ) d(x , y ) ≤ |f (x , y )| d(x , y ).
R R
Exercise Give an example where function |f | is integrable, but f is not

integrable.
Fubini’s Theorem on Rectangles
RR
Set R = [a, b] × [c, d] and I = f (x , y ) d(x , y ).
R
RR
R
Theorem.(Fubini’s Theorem on Rectangles) Let f : R −→ R be an integrable

function and let I denote the double integral of f on R. Then
RR
R
Theorem.(Fubini’s Theorem on Rectangles) Let f : R −→ R be an integrable

function and let I denote the double integral of f on R. Then
Rd
(i) If for each fixed x ∈ [a, b],
h the Riemann
i integral c f (x , y )dy exists then
Rb Rd
the iterated integral a c f (x , y ) dy dx exists and is equal to I.
Rb
(ii) If for each fixed y ∈ [c, d], the Riemann integral a
f (x , y )dy exists then
R d hR b i
the iterated integral c a f (x , y ) dx dy exists and is equal to I.
(iii) If the hypotheses in both (i) and (ii) above hold, and in particular, if f is
continuous on [a, b] × [c, d], then
Z b "Z d # ZZ Z d "Z b #
f (x , y ) dy dx = f (x , y ) d(x , y ) = f (x , y ) dx dy
a c c a
R
Double Integrals over Bounded Sets
I Let D be a bounded subset of R2 and let f : D −→ R be a bounded

function.
I Consider a rectangle R = [a, b] × [c, d] such that D ⊆ R.

function.
I Define a function
(
∗ f (x , y ), if (x , y ) ∈ D;
f (x , y ) =
0, otherwise

function.
I Define a function
(
∗ f (x , y ), if (x , y ) ∈ D;
f (x , y ) =
0, otherwise
Definition We say that f is integrable over D if f ∗ is integrable on R, and in

this case, the double integral of f (over D) is defined to be the double integral
of f ∗ (on R), that is,
ZZ ZZ
f (x , y ) d(x , y ) = f ∗ (x , y ) d(x , y )
D R

function.
I Define a function
(
∗ f (x , y ), if (x , y ) ∈ D;
f (x , y ) =
0, otherwise
Definition We say that f is integrable over D if f ∗ is integrable on R, and in

this case, the double integral of f (over D) is defined to be the double integral
of f ∗ (on R), that is,
ZZ ZZ
f (x , y ) d(x , y ) = f ∗ (x , y ) d(x , y )
D R
We can rewrite the previous theorems over D, e.g. f + g, cf , f + g etc.

Elementary Regions - Type I
Let D be a bounded subset of R2 . If there are g1 , g2 : [a, b] −→ R such that

g1 and g2 are integrable, with g1 ≤ g2 , and
D = {(x , y ) ∈ R2 : a ≤ x ≤ b, g1 (y ) ≤ y ≤ g2 (y )}
then D is called an elementary region (say, type I)
y
y = g2 (x )
y = g1 (x )
x
0 a b
Elementary Regions - Type II
Let D be a bounded subset of R2 . If there are h1 , h2 : [c, d] −→ R such that

h1 and h2 are integrable, with h1 ≤ h2 , and
D = {(x , y ) ∈ R2 : c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}
then D is called an elementary region (say, type II)
y
x = h1 (y )
x = h2 (y )
c
R
x
0
Fubini’s Theorem over Elementary Regions
Theorem.(Fubini’s Theorem on Elementary Regions) Let D be an elementary

regions in R2 abd let f : D −→ R be an integrable function.

(i) If D = {(x , y ) ∈ R2 : a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}, where

g1 , g2 : [a, b] −→ R are Riemann integrable and if for each fixed
R g (y )
x ∈ [a, b], the Riemann integral g12(y ) f (x , y )dy exists, then
"Z #
ZZ Z b g2 (x )
f (x , y ) d(x , y ) = f (x , y )dy dx .
a g1 (x )
R

(i) If D = {(x , y ) ∈ R2 : a ≤ x ≤ b, g1 (x ) ≤ y ≤ g2 (x )}, where

g1 , g2 : [a, b] −→ R are Riemann integrable and if for each fixed
R g (y )
x ∈ [a, b], the Riemann integral g12(y ) f (x , y )dy exists, then
"Z #
ZZ Z b g2 (x )
f (x , y ) d(x , y ) = f (x , y )dy dx .
a g1 (x )
R
(ii) If D = {(x , y ) ∈ R2 : c ≤ y ≤ d, h1 (y ) ≤ x ≤ g2 (y )}, where

h1 , h2 : [a, b] −→ R are Riemann integrable and if for each fixed
R h (y )
y ∈ [a, b], the Riemann integral h12(y ) f (x , y )dx exists, then
"Z #
ZZ Z d h2 (y )
f (x , y ) d(x , y ) = f (x , y )dx dy .
c h1 (y )
R
Triple Integrals
Generalization of double integrals, almost similar constructions.

Triple Integrals
Definition. A cuboid is a subset of R3 of the form
[a, b] × [c, d] × [p, q] = {(x , y , z) ∈ R3 : a ≤ x ≤ b, c ≤ y ≤ d, p ≤ z ≤ q}
where a, b, c, d, p, q ∈ R with a < b, c < d,and p < q.

Triple Integrals
I Set K = [a, b] × [c, d] × [p, q].

Triple Integrals
I Set K = [a, b] × [c, d] × [p, q].

I Let f : K −→ R be a bounded function.
I To define triple integrals, we need to define partitions of the cuboid.
Triple Integrals
I Let us consider a partition of a cuboid K:
P = {(xi , yj , z` ) : i = 0, 1, . . . , n; j = 0, 1, . . . , k, and ` = 0, 1, . . . , r }
where
a = x0 < x1 < · · · < xn = b
c = y0 < y1 < · · · < yk = d
p = z0 < z1 < · · · < z` = q
where n, k and ` are positive integers.

Triple Integrals
P = {(xi , yj , z` ) : i = 0, 1, . . . , n; j = 0, 1, . . . , k, and ` = 0, 1, . . . , r }
where
a = x0 < x1 < · · · < xn = b
c = y0 < y1 < · · · < yk = d
p = z0 < z1 < · · · < z` = q

I For each i = 1, . . . , n, j = 1, . . . , k, and ` = 1, . . . , r , the cuboid
[xi−1 , xi ] × [yj−1 , yj ] × [z`−1 , z` ]
is called the (i, j, `)-th subcuboid induced by the partition P.

Triple Integrals
P = {(xi , yj , z` ) : i = 0, 1, . . . , n; j = 0, 1, . . . , k, and ` = 0, 1, . . . , r }
where
a = x0 < x1 < · · · < xn = b
c = y0 < y1 < · · · < yk = d
p = z0 < z1 < · · · < z` = q

I For each i = 1, . . . , n, j = 1, . . . , k, and ` = 1, . . . , r , the cuboid
[xi−1 , xi ] × [yj−1 , yj ] × [z`−1 , z` ]
is called the (i, j, `)-th subcuboid induced by the partition P.

I let mi,j,` (f ) and Mi,j,` (f ) denote respectively the infimum and the
supremum of the values of f on this subcuboid.
Triple Integrals
We define
I lower triple sum L(P, f )
I the upper triple sum U(P, f )
I lower triple integral L(f ),
I upper triple integral U(f ), exactly as we did in double integrals.
Triple Integrals
We define
Definition. Let f : K ⊂ R3 −→ R be a bounded function. Then f is said to be

integrable on K if
Triple Integrals
We define

integrable on K if
L(f ) = U(f ).
Triple Integrals
We define

integrable on K if
L(f ) = U(f ).
Moreover the common value L(f ) = U(f ) is called the triple integral of f , and
it is denoted by ZZZ
f (x , y , z) d(x , y , z)
K
Triple Integrals
We define

integrable on K if
L(f ) = U(f ).
Moreover the common value L(f ) = U(f ) is called the triple integral of f , and
it is denoted by ZZZ
f (x , y , z) d(x , y , z)
K
Example L(f ) 6= U(f )?

Fubini’s Theorem on Cuboids
RRR
Set K = [a, b] × [c, d] × [p, q] and let I = f (x , y , z) d(x , y , z).
K
RRR
K
Theorem.(Fubini’s Theorem on Cuboids) Let f : K −→ R be an integrable

function and let I denote the triple integral of f on K. Then
RRR
K

RR
(i) If for each fixed x ∈ [a, b], the double integral f (x , y , z) d(y , z)
[c,d]×[p,q]
" #
Rb RR
exists then the iterated integral a f (x , y , z) d(y , z) dx exists
[c,d]×[p,q]
and is equal to I.
RRR
K

RR
[c,d]×[p,q]
" #
Rb RR
[c,d]×[p,q]
and is equal to I.
(ii) RIf for each fixed (x , y ) ∈ [a, b] × [c, d], the Riemann integral
q
p
f (x , y , z)dz exists then the iterated integral
RR hR q i
p
f (x , y , z)dz d(x , y ) exists and is equal to I.
[c,d]×[p,q]
RRR
K

RR
[c,d]×[p,q]
" #
Rb RR
[c,d]×[p,q]
and is equal to I.
q
p
f (x , y , z)dz exists then the iterated integral
RR hR q i
p
[c,d]×[p,q]
Fubini’s Theorem on Cuboids (continue...)

RR
[c,d]×[p,q]
" #
Rb RR
exists, then the iterated integral a f (x , y , z) d(y , z) dx exists
[c,d]×[p,q]
and is equal to I.
q
p
f (x , y , z)dz exists, then the iterated integral
RR hR q i
p
[c,d]×[p,q]
Fubini’s Theorem on Cuboids (continue...)

RR
[c,d]×[p,q]
" #
Rb RR
exists, then the iterated integral a f (x , y , z) d(y , z) dx exists
[c,d]×[p,q]
and is equal to I.
q
p
f (x , y , z)dz exists, then the iterated integral
RR hR q i
p
[c,d]×[p,q]
(iii) If the hypotheses in both (i) and (ii) above hold, then
Z b "Z d Z q #
f (x , y , z)dz dy dx
a c p
exists and is equal to I.

Random attendance
Roll no. Name

CS19BTECH11027 JAI GOYAL Present
EE19BTECH11002 Akshay Raju Magre Present
EE19BTECH11008 GAUTHAM YADAGIRI Present
EE19BTECH11012 RANADE SANKET SARANG Present
EE19BTECH11036 MANSI ARPIT NANAVATI Present
ES19BTECH11001 BAJA AKHIL Present
ES19BTECH11010 YAMJALA MANISHA Present
ES19BTECH11028 KARTHIK S Present
MA19BTECH11005 JILUGU SRIKAR REDDY Present
ME19BTECH11013 ADARSH DHAMANGE Present
ME19BTECH11016 MADDILA RAHUL Present
MS19BTECH11015 KATHI PRIYANKA Present
Random attendance
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AI19BTECH11004 Tarun Ram Menta Present
AI19BTECH11006 SUNKE SRUTHI Present
AI19BTECH11018 MEGAVATH PRAVEEN Present
CE19BTECH11005 DEEPAK KUMAR MEENA Present
CE19BTECH11008 SHASHANK GARG Present
CE19BTECH11020 SANYOG THAKUR Present
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CS19BTECH11001 G KARTHIK BALAJI Present
CS19BTECH11012 NISHA M Present
Changing variables
For calculating double integrals, it may be convenient to describe the area

elements in the given region D by other coordinate systems, such as
coordinates, and the integrals themselves might become simpler to evaluate.
Some important and useful coordinate systems are
I cartesian coordinate system
I polar coordinate system
I spherical coordinate system
I cylindrical coordinate system
Polar Coordinates
I Let f be a function, f : D ⊂ R2 −→ R, in the xy coordinates,

I Set x = r cos θ and y = r sin θ.
I Spherical coordinate system
I Cylindrical coordinate system
Rectanglar Co-ordinates
Figure: x =constant, y =constant

Rectanglar Co-ordinates
Figure: x =constant, y =constant

Polar Coordinates
Figure: r =constant, θ =constant

Polar Coordinates

Polar Coordinates

Polar Coordinates

Polar Coordinates

Polar Coordinates

Polar Coordinates

Polar Coordinates

Polar Coordinates

Polar Coordinates
Figure: r =constant,
Polar Coordinates

Some picture
Some picture
Cardioid r = 5 − 5 sin θ
Some picture
Spiral r = θ
Some picture
Spiral r = θ
Rose r = cos(3θ)
Some picture
Spiral r = θ
Rose r = cos(3θ) Rose r = cos(4θ)

RR
1. Method of calculating f on Polar Co-ordinates
2. x = r cos(θ) y = r sin(θ)
ZZ Z b Z h2 (θ)
f (x , y )dA = f (r , θ)rdrdθ
R a h1 (θ)
Cartesian co-ordinates
Y
X
−∞ < x < ∞
Z Z
Y Y
X X
−∞ < x < ∞ −∞ < y < ∞

Z Z Z
Y Y Y
X X X
−∞ < x < ∞ −∞ < y < ∞ −∞ < z < ∞

Cylindrical
X
Cylindrical
X
Cylindrical
X
Cylindrical
Z Z
Y Y
X
X
0≤r <∞
Cylindrical
Z Z
Y Y
X
X
0≤r <∞
Cylindrical
Z Z
Y Y
X
X
0≤r <∞
Cylindrical
Z Z
Y Y
X
X
0≤r <∞
Cylindrical
Z Z Z
Y Y Y
X X
X
0≤r <∞ 0 ≤ θ ≤ 2π
Cylindrical
Z Z Z
Y Y Y
X X
X
0≤r <∞ 0 ≤ θ ≤ 2π
Cylindrical
Z Z Z
Y Y Y
X X
X
0≤r <∞ 0 ≤ θ ≤ 2π
Cylindrical
Z Z Z
Y Y Y
X X
X
0≤r <∞ 0 ≤ θ ≤ 2π
Cylindrical
Z Z Z
Y Y Y
X X
X
0≤r <∞ 0 ≤ θ ≤ 2π −∞ < z < ∞

Spherical
X
Spherical
X
Spherical
X
Spherical
Z
Z
Y Y
X
X
0≤ρ<∞
Spherical
Z
Z
Y Y
X
X
0≤ρ<∞
Spherical
Z
Z
Y Y
X
X
0≤ρ<∞
Spherical
Z
Z
Y Y
X
X
0≤ρ<∞
Spherical
Z
Z Z
Y Y
Y
X X
X
0≤ρ<∞ 0 ≤ θ ≤ 2π
Spherical
Z
Z Z
Y Y
Y
X X
X
0≤ρ<∞ 0 ≤ θ ≤ 2π
Spherical
Z
Z Z
Y Y
Y
X X
X
0≤ρ<∞ 0 ≤ θ ≤ 2π
Spherical
Z
Z Z
Y Y
Y
X X
X
0≤ρ<∞ 0 ≤ θ ≤ 2π
Spherical
Z
Z Z
Y Y
Y
X X
X
0≤ρ<∞ 0 ≤ θ ≤ 2π 0≤φ≤π
Cylindrical to Rectangular
X
P(r , θ, z)
Y
X
P(r , θ, z)
Y
X
P(r , θ, z)
Y
X A(r , θ, 0)
Z
B
P(r , θ, z)
Y
O
r sin θ
r cos θ θ r
X A(r , θ, 0)
Cylindrical
ZZZ
V = dzr drdθ
Cylindrical
ZZZ
V = dzr drdθ
x = r cos θ
y = r sin θ
z =z
Cylindrical
ZZZ
V = dzr drdθ
x = r cos θ
y = r sin θ
z =z
Spherical to Rectangular
O Y
X
P(ρ, φ, θ)
O Y
X
B Z
ρ sin φ
P(ρ, φ, θ)
φ
O Y
X
B Z
ρ sin φ
P(ρ, φ, θ)
φ
O Y
ρ cos φ
X
B Z
ρ sin φ
P(ρ, φ, θ)
φ
O Y
ρ cos φ
θ
A
X
B Z
ρ sin φ
P(ρ, φ, θ)
φ
C
O Y
ρ cos φ
θ
ρ sin φ cos θ
D A
X ρ sin φ sin θ
Spherical
ZZZ
V = ρ2 sin φdρdφdθ
x = ρ sin φ cos θ
y = ρ sin φ sin θ
z = ρ cos φ
Spherical
ZZZ
V = ρ2 sin φdρdφdθ
x = ρ sin φ cos θ
y = ρ sin φ sin θ
z = ρ cos φ
Change of Variables in Multiple Integrals
Aim To simplify multiple using a suitable substitution for the variables.
Take one example:

Z b
f (x ) dx
a
I Set x = g(u), a one-to-one, differentiable function from an interval [c, d]

(which we may think of as being on the “u-axis”) onto an interval [a, b]
(on the x -axis).
I Note that g 0 (u) 6= 0 on the interval (c, d).
I We get a = g(c) and b = g(d), then c = g −1 (a) and d = g −1 (b), and
Z b Z g −1 (b)
f (x ) dx = f (g(u)) g 0 (u) du . (1)
a g −1 (a)
This is the change of variable formula for integrals of single-variable functions.

Theorem Let x = x (u, v ) and y = y (u, v ) define a one-to-one mapping of a

region R 0 in the uv -plane onto a region R in the xy -plane such that the
determinant
∂x ∂x

∂u ∂v
J(u, v ) = (2)
∂y ∂y

∂u ∂v

is never 0 in R 0 . Then
ZZ ZZ

f (x , y ) d(x , y ) = f (x (u, v ), y (u, v )) J(u, v ) d(u, v ) . (3)
R R0
The determinant J(u, v )

∂x ∂x

∂u ∂v
J(u, v ) =
∂y ∂y
∂u ∂v

is called the Jacobian of x and y with respect to u and v , and is sometimes

written as
∂(x , y )
J(u, v ) = .
∂(u, v )
Theorem Let x = x (u, v , w ), y = y (u, v , w ) and z = z(u, v , w ) define a

one-to-one mapping of a solid S 0 in uvw -space onto a solid S in xyz-space
such that the determinant
∂x ∂x ∂x

∂u ∂v ∂w

∂y ∂y ∂y
J(u, v , w ) =
∂u ∂v ∂w

∂z ∂z ∂z

∂u ∂v ∂w

is never 0 in S 0 , then
RRR
f (x , y , z) dV (x , y , z) is equal to
S
ZZZ

f (x (u, v , w ), y (u, v , w ), z(u, v , w )) J(u, v , w ) dV (u, v , w ) .
S0
The Jacobian J(u, v , w ) of three variables
∂x ∂x ∂x

∂u ∂v ∂w

∂y ∂y ∂y
J(u, v , w ) =
∂u ∂v ∂w
∂z ∂z ∂z

∂u ∂v ∂w

is sometimes written as
∂(x , y , z)
J(u, v , w ) = .
∂(u, v , w )
Example
ZZ
x −y
Evaluate e x +y dA, where R = {(x , y ) : x ≥ 0, y ≥ 0, x + y ≤ 1}.
R
Example
ZZ
x −y
R
I Set u = x − y and v = x + y .
Example
ZZ
x −y
R
I Set u = x − y and v = x + y .
I Then x = 21 (u + v ) and y = 12 (v − u).
y v
1
x= 2 (u + v) 1
1 1
y= 2 (v − u)
x +y =1 R0
u = −v u=v
R x u
0 1 −1 0 1
Figure: The regions R and R 0
Example
Now we see that

∂x ∂x 1 1

= 2 2 = 1 ⇒ J(u, v ) = 1 = 1 ,
∂u ∂v
J(u, v ) =
∂y ∂y
−1 1 2 2 2
2 2
∂u ∂v

so using horizontal slices in R 0 , we have
ZZ ZZ
x −y
e x +y dA = f (x (u, v ), y (u, v )) J(u, v ) dA
R R0
Z 1 Z v
u
1
= ev 2 du dv
0 −v
Z 1 u=v
v vu
= 2e dv

0 u=−v
Z 1
= v
2 (e − e −1 ) dv
0
2
e2 − 1
1
v 1 1
= (e − e −1 ) = e− =

4 0 4 e 4e
Thank you!

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Vector Calculus (MA 1130)

January 07, 2020

denote the rectangle in the plane R2 and let f : R −→ R be a bounded

I By a partition of a rectangle [a, b] × [c, d] , we mean a finite set

P = {(xi , yj ) : i = 0, 1, ..., n and j = 0, 1, ..., k}

of points in [a, b] × [c, d] such that

a = x0 < x1 < · · · < xn = b; c = y0 < y1 < · · · < yk = d

where n and k are positive integers.

I For 1 ≤ i ≤ n and 1 ≤ j ≤ k, the rectangle [xi−1 , xi ] × [yj−1 , yj ] is called

I For 1 ≤ i ≤ n and 1 ≤ j ≤ k, the rectangle [xi−1 , xi ] × [yj−1 , yj ] is called

µ(P) = max{x1 − x0 , . . . , xn − xn−1 , y1 − y0 , . . . , yk − yk−1 }.

I For 1 ≤ i ≤ n and 1 ≤ j ≤ k, the rectangle [xi−1 , xi ] × [yj−1 , yj ] is called

µ(P) = max{x1 − x0 , . . . , xn − xn−1 , y1 − y0 , . . . , yk − yk−1 }.

I The mesh of P can be thought of as a measure of how finely the partition

I For 1 ≤ i ≤ n and 1 ≤ j ≤ k, the rectangle [xi−1 , xi ] × [yj−1 , yj ] is called

µ(P) = max{x1 − x0 , . . . , xn − xn−1 , y1 − y0 , . . . , yk − yk−1 }.

I The mesh of P can be thought of as a measure of how finely the partition

Question: Why µ(P) = max{− − −−} works ?

I For 1 ≤ i ≤ n and 1 ≤ j ≤ k, the rectangle [xi−1 , xi ] × [yj−1 , yj ] is called

µ(P) = max{x1 − x0 , . . . , xn − xn−1 , y1 − y0 , . . . , yk − yk−1 }.

I The mesh of P can be thought of as a measure of how finely the partition

P1,1 = {(a, c), (a, d), (b, c), (b, d)}.

More generally, for any n, k ∈ N, the partition

Pn,k = {(xi , yj ) : i = 0, 1, . . . , n and j = 0, 1, . . . , k},

More generally, for any n, k ∈ N, the partition

Pn,k = {(xi , yj ) : i = 0, 1, . . . , n and j = 0, 1, . . . , k},

More generally, for any n, k ∈ N, the partition

Pn,k = {(xi , yj ) : i = 0, 1, . . . , n and j = 0, 1, . . . , k},

I Let R = [a, b] × [c, d] be a rectangle in R2 and let f : R −→ R be a

m(f ) = inf{f (x , y ) : (x , y ) ∈ R}, and M(f ) = sup{f (x , y ) : (x , y ) ∈ R}

I Let R = [a, b] × [c, d] be a rectangle in R2 and let f : R −→ R be a

m(f ) = inf{f (x , y ) : (x , y ) ∈ R}, and M(f ) = sup{f (x , y ) : (x , y ) ∈ R}

P = {(xi , yj ) : i = 0, 1, ..., n and j = 0, 1, ..., k}

of points in [a, b] × [c, d], for i = 1, . . . , n and j = 1, . . . , k, let

mi,j (f ) = inf{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}

Mi,j (f ) = sup{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}

I Let R = [a, b] × [c, d] be a rectangle in R2 and let f : R −→ R be a

m(f ) = inf{f (x , y ) : (x , y ) ∈ R}, and M(f ) = sup{f (x , y ) : (x , y ) ∈ R}

P = {(xi , yj ) : i = 0, 1, ..., n and j = 0, 1, ..., k}

of points in [a, b] × [c, d], for i = 1, . . . , n and j = 1, . . . , k, let

mi,j (f ) = inf{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}

Mi,j (f ) = sup{f (x , y ) : (x , y ) ∈ [xi−1 , xi ] × [yj−1 , yj ]}

I We may conclude that

We now define the lower double integral of a bounded function f by

L(f ) = sup{L(P, f ) : P is a partition of [a, b] × [c, d]}

and the upper double integral of f by

U(f ) = inf{U(P, f ) : P is a partition of [a, b] × [c, d]}

We now define the lower double integral of a bounded function f by

L(f ) = sup{L(P, f ) : P is a partition of [a, b] × [c, d]}

and the upper double integral of f by

U(f ) = inf{U(P, f ) : P is a partition of [a, b] × [c, d]}

Definition. let f : [a, b] × [c, d] −→ R be a bounded function. Then f is said

We now define the lower double integral of a bounded function f by

L(f ) = sup{L(P, f ) : P is a partition of [a, b] × [c, d]}

and the upper double integral of f by

U(f ) = inf{U(P, f ) : P is a partition of [a, b] × [c, d]}

Definition. let f : [a, b] × [c, d] −→ R be a bounded function. Then f is said

We now define the lower double integral of a bounded function f by

L(f ) = sup{L(P, f ) : P is a partition of [a, b] × [c, d]}

and the upper double integral of f by

U(f ) = inf{U(P, f ) : P is a partition of [a, b] × [c, d]}

Definition. let f : [a, b] × [c, d] −→ R be a bounded function. Then f is said