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• 1 Introduction
• 2 Examples
• 3 Mathematical definition
o 3.1 Properties
o 3.2 Particular cases
• 4 Methods of integration
o 4.1 Direct examination
4.1.1 Constants
4.1.2 Use of the possible symmetries
o 4.2 Formulae of reduction
2
4.2.1 Normal domains on R
4.2.1.1 x-axis
4.2.1.2 y-axis
4.2.1.3 Example
3
4.2.2 Normal domains on R
o 4.3 Change of variables
4.3.1 Polar coordinates
4.3.2 Cylindrical coordinates
4.3.3 Spherical coordinates
• 5 Example of mathematical applications - Computing a volume
• 6 Multiple improper integral
• 7 Multiple integrals and iterated integrals
• 8 Some practical applications
• 9 See also
• 10 References
• 11 External links
Introduction
Just as the definite integral of a positive function of one variable
represents the area of the region between the graph of the function
and the x-axis, the double integral of a positive function of two
variables represents the volume of the region between the surface
defined by the function (on the three dimensional Cartesian plane
where z = f(x,y)) and the plane which contains its domain. (Note
that the same volume can be obtained via the triple integral — the
integral of a function in three variables — of the constant function
f(x, y, z) = 1 over the above-mentioned region between the surface
and the plane.) If there are more variables, a multiple integral will
yield hypervolumes of multi-dimensional functions.
Examples
For example, the volume of the parallelepiped of sides 4 × 6 × 5
may be obtained in two ways:
• By the double integral
Mathematical definition
Let n be an integer greater than 1. Consider a so-called half-open n-
dimensional rectangle (from here on simply called rectangle). For a plane, n
= 2, and the multiple integral is just a double integral.
where for each k the point Pk is in Ck and m(Ck) is the product of the lengths
of the intervals whose Cartesian product is Ck.
exists, where the limit is taken over all possible partitions of T of diameter at
most δ. If f is Riemann integrable, S is called the Riemann integral of f over
T and is denoted
Properties
Multiple integrals have many of the same properties of integrals of
functions of one variable (linearity, additivity, monotonicity, etc.).
Moreover, just as in one variable, one can use the multiple integral
to find the average of a function over a given set. More
specifically, given a set D ⊆ Rn and an integrable function f over
D, the average value of f over its domain is given by
Particular cases
Methods of integration
The resolution of problems with multiple integrals consists in most of cases
in finding the way to reduce the multiple integral to a series of integrals of
one variable, each being directly solvable.
Direct examination
Constants
• For example:
and
Let us integrate f over D:
In the case of a domain where there are symmetries respecting at least one of
the axes and where the function has at least one parity in respect to a
variable, the integral becomes null (the sum of opposite and equal values is
null).
• Example (1):
• Example (2):
Formulae of reduction
Formulae of reduction use the concept of simple domain to make possible
the decomposition of the multiple integral as a product of other one-variable
integrals. These have to be solved from the right to the left considering the
other variables as constants (which is the same procedure as the calculus of
partial derivatives).
Normal domains on R2
x -axis
y-axis
Normal domains on R3
The extension of these formulae to triple integrals should be apparent:
(this definition is the same for the other five normality cases on R3).
Change of variables
The limits of integration are often not easily interchangeable
(without normality or with complex formulae to integrate), one
makes a change of variables to rewrite the integral in a more
"comfortable" region, which can be described in simpler formulae.
To do so, the function must be adapted to the new coordinates.
Example (1-a):
The function is ;
if one adopts this substitution therefore
Polar coordinates
Transformation from Cartesian to polar coordinates.
In R2 if the domain has a circular "symmetry" and the function has some
"particular" characteristics you can apply the transformation to polar
coordinates (see the example in the picture) which means that the generic
points P(x,y) in cartesian coordinates switch to their respective points in
polar coordinates. That allows one to change the "shape" of the domain and
simplify the operations.
Example (2-a):
The function is
and applying the transformation one obtains
Example (2-b):
The function is
In this case one has:
Example (2-c):
Example (2-d):
Please note that φ is valid in the [0, 2π] interval while ρ, which is a measure
of a length, can only have positive values.
Example (2-e):
Cylindrical coordinates
Cylindrical coordinates.
Example (3-a):
Example (3-b):
Spherical coordinates
Spherical coordinates.
The better integration domain for this passage is obviously the sphere.
Example (4-a):
It's better to use this method in case of spherical domains and in case
of functions that can be easily simplified, by the first fundamental
relation of trigonometry, extended in R3 (please see example 4-b); in
other cases it can be better to use cylindrical coordinates (please see
example 4-c).
Note that the extra ρ2 and sinφ come from the Jacobian.
Note that in the following examples the roles of φ and θ have been reversed.
Example (4-b):
Example (4-c):
The domain D is the ball with center in the origin and radius 3a (
) and is the function
to integrate.
Looking at the domain, it seems convenient to adopt the passage in
spherical coordinates, in fact, the intervals of the variables that delimit
the new T region are obviously:
.
Applying the formula for integration we would obtain:
which is very hard to solve. This problem will be solved by using the
passage in cylindrical coordinates. The new T intervals are
.
Then we get
Now let's apply the transformation
because , we get
See also the differential volume entry in nabla in cylindrical and spherical
coordinates.
Example of mathematical
applications - Computing a
volume
Thanks to the methods previously described it is possible to demonstrate the
value of the volume of some solid volumes.
that is, the integral is absolutely convergent, then the multiple integral will
give the same result as the iterated integral,
In particular this will occur if | f(x,y) | is a bounded function and A and B are
bounded sets.
If the integral is not absolutely convergent, care is needed not to confuse the
concepts of multiple integral and iterated integral, especially since the same
notation is often used for either concept. The notation
means, in some cases, an iterated integral rather than a true double integral.
In an iterated integral, the outer integral
The notation