Undergraduate → Calculus → Multivariable Calculus ↓
Multiple Integrals
In multivariable calculus, as in single-variable calculus, we are often interested in finding the “whole” of something from its “parts”. When dealing with functions with more than one variable, this concept extends to multiple integrals. A single integral, or a one-dimensional integral, allows us to calculate areas under curves. Similarly, multiple integrals allow us to calculate areas, volumes, or even quantities on higher-dimensional analogs.
Multiple integrals extend the concept of integration to functions of two, three or more variables. They are important in a variety of fields such as physics, engineering and probability.
Double integrals
Double integrals are one of the most widely used types of multiple integrals. They are applied to functions with two variables, primarily to find volumes under surfaces or to calculate areas over regions in the plane.
The concept of double integral
Consider a continuous function f(x, y)
over a region D
in xy
plane. The double integral of f
over D
is represented as:
∬_D f(x, y) dA
where dA
represents a small area element in the region D
The process of finding the double integral involves summing up the infinitesimal contributions of the function f(x, y)
over the whole region.
Calculating double integrals
To calculate the double integral, we first divide the region D
into subregions of smaller regions, find the value of the function in these subregions, and then sum them. When the size of the subregions approaches zero, the integral becomes the limit of these sums.
Visual example: double integral
The above graph shows a region D
over which we want to calculate a double integral. The task is to add up the contributions of f(x, y)
over this region.
If D
can be described as a ≤ x ≤ b
and c ≤ y ≤ d
, then the binary integral becomes:
∬_D f(x, y) dA = ∫_c^d ∫_a^bf(x, y) dx dy
Iterated integration
Integers calculated using double integrals can be evaluated by converting them into iterated integrals, which means that the integral is calculated in two successive steps. This process involves selecting an innermost and an outer integral.
The iterative process is as follows:
- Integrate
f(x, y)
with respect tox
(holdingy
fixed), giving the inner integral. - Integrate the result with respect to
y
, resulting in the outer integral.
The process can be reversed – first integrate with respect to y
, then with respect to x
– depending on the details of the region D
Example:
Evaluate the double integral:
∬_D (x + y) dA
where D
is defined by the limits 0 ≤ x ≤ 1
and 0 ≤ y ≤ 1
.
Solution:
∬_D (x + y) dA = ∫_0^1 ∫_0^1 (x + y) dx dy
- Integrate the inner integral:
∫_0^1 (x + y) dx = [0.5x^2 + xy]_0^1 = 0.5 + y
- Now integrate the result with respect to
y
:∫_0^1 (0.5 + y) dy = [0.5y + 0.5y^2]_0^1 = 0.5 + 0.5 = 1
Thus, the double integral is equal to 1
.
Triple integrals
Triple integrals extend this idea to functions of three variables and are often used to calculate volume or other properties of three-dimensional regions.
The concept of triple integral
Consider a continuous function f(x, y, z)
over a region E
in three-dimensional space. The triple integral of f
over E
is represented as:
∭_E f(x, y, z) dV
Here, dV
denotes a small volume element within E
The process of computing the triple integral follows the same divide-and-sum approach as the double integral.
Calculating the triple integral
For simpler calculations, the triple integral is often converted into an iterated integral, so it can be evaluated as three successive single integrals.
For example, if E
is defined by the limits a ≤ x ≤ b
, c ≤ y ≤ d
, and p ≤ z ≤ q
, then the triple integral becomes:
∭_E f(x, y, z) dV = ∫_p^q ∫_c^d ∫_a^bf(x, y, z) dx dy dz
Example:
Evaluate the triple integral:
∭_E (xyz) dV
where E
is defined by the limits 0 ≤ x ≤ 1
, 0 ≤ y ≤ 1
, and 0 ≤ z ≤ 1
.
Solution:
∭_E (xyz) dV = ∫_0^1 ∫_0^1 ∫_0^1 (xyz) dx dy dz
- Integrate the innermost integral with respect to
x
:∫_0^1 (xyz) dx = [0.5x^2yz]_0^1 = 0.5yz
- Integrate with respect to
y
:∫_0^1 (0.5yz) dy = [0.25y^2z]_0^1 = 0.25z
- Finally, integrate with respect to
z
:∫_0^1 (0.25z) dz = [0.125z^2]_0^1 = 0.125
Thus, the value of the triple integral is 0.125
.
Changing order of integration
Double and triple integrals can often be evaluated more easily by changing the order of integration depending on the boundaries of the regions involved. Changing the order of integration can be beneficial when one order is simpler to express or calculate.
Example:
Consider a function f(x, y)
and a triangular region D
bounded by y = 0
, y = x
, and x = 1
The integral for f(x, y)
can be set up as:
∫_0^1 ∫_0^xf(x, y) dy dx
To change the order of integration to perform the calculation with respect to x
first:
∫_0^1 ∫_y^1 f(x, y) dx dy
This change in the regime uses territorial barriers to effectively establish new boundaries.
Application
Multiple integrals have practical applications in calculating physical properties such as mass, center of mass and moment of inertia of various objects. They are also helpful in calculating probabilities on multivariate distributions, fluid dynamics and electrostatics.
Center of mass
To find the center of mass of a solid of constant density in a region E
in three-dimensional space, the following is used:
x̄ = (1/V) ∭_E x dV ȳ = (1/V) ∭_E y dV z̄ = (1/V) ∭_E z dV
where V
is the volume of the sphere.
Conclusion
Mastering multiple integrals enables one to solve complex calculus problems involving area, volume, and other measurements in two, three, and higher dimensions. These integrals enhance the ability to analyze and understand multidimensional phenomena observed in mathematics, physics, and engineering contexts.