Module 3: Double and Iterated Integrals PDF

Summary

This document presents the foundational concepts of double and iterated integrals, along with applications. It includes Fubini's theorem and examples demonstrating various volume calculations.

Full Transcript

# Module 3: Double and Iterated Integrals over Rectangles ## Definition and Formula - **The Volume of a Solid:** The volume of a solid under the surface *z = f(x, y)* and above a rectangular region *R* can be found using a double integral. - **Double integral formula:** ``` Volume = lim Sn...

# Module 3: Double and Iterated Integrals over Rectangles ## Definition and Formula - **The Volume of a Solid:** The volume of a solid under the surface *z = f(x, y)* and above a rectangular region *R* can be found using a double integral. - **Double integral formula:** ``` Volume = lim Sn = ∫∫_R f(x, y) dA, where n approaches infinity. ``` ## Fubini's Theorem - **Fubini's Theorem (First form):** - **If f(x, y) is continuous throughout the rectangular region R: a ≤ x ≤ b, c ≤ y ≤ d**, then: ``` ∫∫_R F(x, y) dA = ∫_c^d ∫_a^b f(x, y) dx dy = ∫_a^b ∫_c^d f(x, y) dy dx. ``` - **Fubini's Theorem (Stronger form)**: - **If R is defined by a ≤ x ≤ b, g₁(x) ≤ y ≤ g2(x), with g₁ and g2 continuous on [a, b]**: ``` ∫∫_R f(x, y) dA = ∫_a^b ∫_g₁(x)^g₂(x) f(x, y) dy dx. ``` - **If R is defined by c ≤ y ≤ d, h₁(y) ≤ x ≤ h₂(y), with h₁ and h₂ continuous on [c, d]**: ``` ∫∫_R f(x, y) dA = ∫_c^d ∫_h₁(y)^h₂(y) f(x, y) dx dy. ``` ## Examples 1. **Finding the Volume of a Prism:** - **Problem:** Find the volume of the prism whose base is the triangle in the xy-plane bounded by the x-axis and the lines y = x and x = 1 and whose top lies in the plane z = f(x, y) = 3 - x - y. - **Solution:** The volume of the prism is: ``` ∫∫_R (3 - x - y) dA = ∫_0^1 ∫_0^x (3 - x - y) dy dx = 1 ``` 2. **Finding the Volume of a Wedge-like Solid:** - **Problem:** Find the volume of the wedgelike solid that lies beneath the surface z = 16 - x² - y² and above the region R bounded by the curve y = 2√x, the line y = 4x - 2, and the x-axis. - **Solution:** The volume of the wedgelike solid is: ``` ∫∫_R (16 - x² - y²) dA = ∫_0^1 ∫_2√x^(4x - 2) (16 - x² - y²) dy dx = 36/5 ``` 3. **Finding the Volume of a Solid Bounded by a Paraboloid and a Triangle:** - **Problem:** Find the volume of the solid that is bounded above by the paraboloid z = x² + y² and below by the triangle enclosed by the lines y = x, x = 0, and x + y = 2 in the xy-plane. - **Solution:** The volume of the solid is: ``` ∫∫_R (x² + y²) dA = ∫_0^1 ∫_x^(2 - x) (x² + y²) dy dx = 1/2 ``` 4. **Finding the Volume of a Solid Bounded by a Cylinder and a Parabola:** - **Problem:** Find the volume of the solid that is bounded above by the cylinder z = x² and below by the region enclosed by the parabola y = 2 x² and the line y = x in the xy-plane. - **Solution:** The volume of the solid is: ``` ∫∫_R x² dA = ∫_0^1 ∫_2x²^x x² dy dx = 1/15 ``` 5. **Finding the Volume of a Solid Bounded by a Plane and a Parabola:** - **Problem:** Find the volume of the solid whose base is the region in the xy-plane that is bounded by the parabola y = 4 x² and the line y = 3x, while the top of the solid is bounded by the plane z = x + 4. - **Solution:** The volume of the solid is: ``` ∫∫_R (x + 4) dA = ∫_0^(4/3) ∫_4x²^(3x) (x + 4) dy dx = 32/9 ``` 6. **Finding the Volume of a Solid Bounded by a Cylinder and a Plane:** - **Problem:** Find the volume of the solid in the first octant bounded by the coordinate planes, the cylinder x² + y² = 4, and the plane z + y = 3. - **Solution:** The volume of the solid is: ``` ∫∫_R (3 - y) dA = ∫_0^2 ∫_0^√(4 - y²) (3 - y) dx dy = 8π/3 ``` ## Applications 1. **Area of a Region:** The area of a closed, bounded plane region *R* is given by: ``` A = ∫∫_R dA ``` 2. **Average Value of a Function:** The average value of *f(x, y)* over region *R* is: ``` Average value of f over R = (1/area of R) ∫∫_R f dA. ``` 3. **Population Density:** The total population of a region with a given population density *f(x, y)* can be found by integrating the function over the region. - For example, if the population density of a region is given by *f(x, y) = 20,000e^(-x²-y²)*, the total population in the region bounded by *x² + y² = 1* can be calculated using a double integral. 4. **Electric Charge:** The total electric charge *Q* distributed over a region *D* with charge density *σ(x, y)* is given by: ``` Q = ∫∫_D σ(x, y) dA. ``` ## Change of Variables - **Substitution for Double Integrals:** If a transformation *x = g(u, v)*, *y = h(u, v)* is one-to-one on the interior of G, then: ``` ∫∫_R f(x, y) dx dy = ∫∫_G |J(u, v)| f(g(u, v), h(u, v)) du dv, ``` - **Where J(u, v)| is the Jacobian of the transformation:** ``` J(u, v) = |(∂x/∂u)(∂y/∂v) - (∂x/∂v)(∂y/∂u)| ``` ## Polar Coordinates - **Change of Variables in Polar Coordinates:** ``` ∫∫_R f(x, y) dx dy = ∫∫_G f(r cos θ, r sin θ) r dr dθ, ``` ## Examples in Polar Coordinates 1. **Finding the Area Inside a Cardioid and Outside a Circle:** - **Problem:** Find the limits of integration for integrating f(r, θ) over the region R that lies inside the cardioid r = 1 + cos θ and outside the circle r = 1. - **Solution:** ``` ∫∫_R f(r, θ) dA = ∫_0^(2π) ∫_1^(1 + cos θ) f(r, θ) r dr dθ ``` 2. **Evaluating a Double Integral in Polar Coordinates:** - **Problem:** Evaluate ∫∫ r³ dr dθ over the area bounded between the circles r = 2 cos θ and r = 4 cos θ. - **Solution:** ``` ∫∫_R r³ dr dθ = ∫_0^(π/2) ∫_2 cos θ^(4 cos θ ) r³ dr dθ = 63π/16 ``` 3. **Finding the Area of a Region in Polar Coordinates:** - **Problem:** Find the area enclosed by the lemniscate r² = 4 cos 2θ. - **Solution:** ``` A = ∫∫_R r dr dθ = ∫_0^(π/4) ∫_0^√(4 cos 2θ) r dr dθ = 4 ``` 4. **Finding the Area Inside a Circle and Outside a Cardioid:** - **Problem:** Find the area of the region that lies inside the circle r = 3 sin θ and outside the cardioid r = 1 + sin θ. - **Solution:** ``` ∫∫_R dA = ∫_0^(π) ∫_1+sinθ^(3 sin θ) r dr dθ = π - 1/4 ``` ## Moments and Centroids - **Mass:** The mass *M* of a thin plate covering a region *R* with density *δ(x, y)* is given by: ``` M = ∫∫_R δ(x, y) dA. ``` - **First Moments:** - About the *x*-axis: ``` Mx = ∫∫_R y δ(x, y) dA. ``` - About the *y*-axis: ``` My = ∫∫_R x δ(x, y) dA. ``` - **Center of Mass:** ``` x = My/M, y = Mx/M. ``` - **Moments of Inertia (Second Moments):** - About the *x*-axis: ``` Ix = ∫∫_R y² δ(x, y) dA. ``` - About the *y*-axis: ``` Iy = ∫∫_R x² δ(x, y) dA. ``` - About an axis *L:* ``` IL = ∫∫_R r²(x, y) δ(x, y) dA, where r(x, y) = distance from (x, y) to L. ``` - About the origin (polar moment): ``` Io = ∫∫_R (x² + y²) δ(x, y) dA. ``` - **Radii of Gyration:** - About the *x*-axis: ``` Rx = √(Ix/M). ``` - About the *y*-axis: ``` Ry = √(Iy/M). ``` - About the origin: ``` Ro = √(Io/M). ``` ## Centroid - **Centroid of a Figure with Constant Density:** If the density of a geometric figure is constant, the centroid is the same as its center of mass. We can set the density to 1 and calculate the center of mass using the formulas above. - **Finding the Centroid of Geometric Figures:** - **Find the mass:** Calculate the mass *M* of the figure using the double integral. - **Find the first moments:** Calculate the first moments *Mx* and *My* of the figure. - **Calculate the centroid:** Calculate the coordinates of the centroid (x, y) using the formulas: *x = My/M* and *y = Mx/M*. ## Examples of Moments and Centroids 1. **Finding the Mass, Moments, and Center of Mass of a Triangular Lamina:** - **Problem:** Find the mass and center of mass of a triangular lamina with vertices (0, 0), (1, 0), and (0, 2) if the density function is p(x, y) = 1 + 3x + y. - **Solution:** - **Mass:** ``` M = ∫∫_R p(x, y)dA = ∫_0^1 ∫_0^(2-2x) (1 + 3x + y) dy dx = 5/3 ``` - **First Moments:** ``` Mx = ∫∫_R y p(x, y)dA = ∫_0^1 ∫_0^(2-2x) y(1 + 3x + y) dy dx = 1/3 My = ∫∫_R x p(x, y)dA = ∫_0^1 ∫_0^(2-2x) x(1 + 3x + y) dy dx = 1/2 ``` - **Center of Mass:** ``` x = My/M = (1/2) / (5/3) = 3/10 y = Mx/M = (1/3) / (5/3) = 1/5 ``` Therefore, the center of mass is at (3/10, 1/5). 2. **Finding the Mass and Moment of Inertia of a Thin Plate:** - **Problem:** Find the mass and moment of inertia about the *x*-axis of a thin plate bounded by the parabola *x = y - y²* and the line *x + y = 0* if *δ(x, y) = x + y*. - **Solution:** - **Mass:** ``` M = ∫∫_R (x + y)dA = ∫_0^1 ∫_(y-y²)^(-y) (x + y)dx dy = 1/3 ``` - **Moment of Inertia about the *x*-axis:** ``` Ix = ∫∫_R y² (x + y)dA = ∫_0^1 ∫_(y-y²)^(-y) y² (x + y) dx dy = 1/10 ``` - **Radius of Gyration about the *x*-axis:** ``` Rx = √(Ix/M) = √(1/10 / 1/3) = √(3/10) ``` 3. **Finding the Center of Mass and Moment of Inertia of a Thin Plate:** - **Problem:** Find the center of mass and moment of inertia about the *x*-axis of a thin plate bounded by the curves *x = y²* and *x = 2y - y²* if the density at the point *(x, y)* is *δ(x, y) = y + 1*. - **Solution:** - **Mass:** ``` M = ∫∫_R (y + 1) dA = ∫_0^1 ∫_y²^(2y-y²) (y + 1) dx dy = 1/3 ``` - **Moment of Inertia about *x*-axis:** ``` Ix = ∫∫_R y² (y + 1) dA = ∫_0^1 ∫_y²^(2y-y²) y² (y + 1) dx dy = 11/60 ``` - **Radius of Gyration about the *x*-axis:** ``` Rx = √(11/60 / 1/3) = √11/20 ``` ## Change of Variables with Multiple Integrals 1. **Type 1 and Type 2 Regions:** Areas and volumes can be calculated using multiple integrals. - **Type 1 regions:** The region is bounded by the curves *y* = *g₁*(x) and *y* = *g₂*(x)* between the limits of *a* ≤ *x* ≤ *b*. - **Type 2 regions:** The region is bounded by the curves *x* = *h₁*(y) and *x* = *h₂*(y)* between the limits of *c* ≤ *y* ≤ *d*. 2. **Changing the Order of Integration:** The order of integration can sometimes be switched to make the problem easier to solve. * **Example:** Let's say we want to evaluate the double integral: ``` ∫_0^1 ∫_0^√(1 - x²) (x² + y²) dy dx ``` - Firstly, identify the limits of integration for the inner and outer integrals: - The inner integral has limits from *y = 0* to *y = √(1 - x²)* - The outer integral has limits from *x = 0* to *x = 1*. - Next, identify the type of region that these limits represent: This is a Type 1 region where *y* = *g₁*(x)* and *y* = *g₂*(x)* - Finally, swap the order of integration by changing the limits: ``` ∫_0^1 ∫_0^√(1 - y²) (x² + y²) dx dy ``` - Now, the limits for the inner integral are *x = 0* to *x = √(1 - y²)*, and the limits for the outer integral are *y = 0* to *y = 1*. We have switched to a Type 2 region. ## Change of Variables with Polar Coordinates - **Polar coordinates:** A point in the *xy*-plane can be represented using polar coordinates *r* and *θ*. - **Conversion Formulas:** - *x = r cos θ* - *y = r sin θ* - ** Jacobian Formula:** ``` |J(r, θ)| = |(∂x/∂r)(∂y/∂θ) - (∂x/∂θ)(∂y/∂r)| = r ``` - **Evaluating Double Integrals in Polar Coordinates:** Replacing *x* and *y* with their corresponding polar coordinates, and the *dA* term with *r dr dθ*, allows you to evaluate double integrals using polar coordinates. ## Examples of Change of Variables with Polar Coordinates 2. **Evaluating an Integral in Polar Coordinates:** - **Problem:** Evaluate ∫∫_R (x² + y²) dA, where *R* is the semicircular region bounded by the *x*-axis and the curve *y = √(1 - x²)*. - **Solution:** - **Convert the limits:** - *x = -√(1 - y²)* to *x = √(1 - y²)* becomes *r = 0* to *r = 1*. - From *y = 0* to *y = 1* becomes *θ = 0* to *θ = π*. ``` ∫∫_R (x² + y²) dA = ∫_0^π ∫_0^1 (r² cos^2 θ + r² sin^2 θ) r dr dθ = ∫_0^π ∫_0^1 r³ dr dθ = ∫_0^π (1/4) dθ = π/4. ``` 4. **Finding the Area Enclosed by a Cardioid:** - **Problem:** Find the area enclosed by one loop of the four-leaved rose *r = cos 2θ*. - **Solution:** - Since one loop is generated over the interval 0 ≤ θ ≤ π/4, the area is represented by: ``` ∫_0^(π/4) ∫_0^(cos 2θ) r dr dθ = ∫_0^(π/4) (1/2) cos² 2θ dθ = π/8 ``` 5. **Finding the Area Inside a Circle and Outside a Cardioid:** - **Problem:** Find the area of the region that lies inside the circle *r = 3 sin θ* and outside the cardioid *r = 1 + sin θ*. - **Solution:** - **Find the intersection points:** - We can equate the equations to find the intersection points: ``` 1 + sin θ = 3 sin θ 2 sin θ = 1 sin θ = 1/2 θ = π/6, 5π/6 ``` - **Set up the limits:** - *r = 1 + sin θ* from *θ = π/6* to *θ = 5π/6* (for the cardioid). - *r = 3 sin *θ* from *θ = 0* to *θ = π* ( for the circle). ``` ∫∫_R dA = ∫_π/6^(5π/6) ∫_1+sin θ^(3 sin θ) r dr dθ + ∫_0^(π/6) ∫_0^(3 sin θ) r dr dθ + ∫_(5π/6)^π ∫_0^(3 sin θ) r dr dθ ``` - Simplifying by using the symmetry of the region, we obtain: ``` ∫∫_R dA = 2 ∫_π/6^(π/2) ∫_1+sin θ^(3 sin θ) r dr dθ + 2 ∫_0^(π/6) ∫_0^(3 sin θ) r dr dθ = π - 1/4 ```

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