Iterated Integrals

Learning Objectives

Evaluate a double integral over a rectangular region by writing it as an iterated integral.

So far, we have seen how to set up a double integral and how to obtain an approximate value for it. We can also imagine that evaluating double integrals by using the definition can be a very lengthy process if we choose larger values for [latex]m[/latex] and [latex]n[/latex]. Therefore, we need a practical and convenient technique for computing double integrals. In other words, we need to learn how to compute double integrals without employing the definition that uses limits and double sums.

The basic idea is that the evaluation becomes easier if we can break a double integral into single integrals by integrating first with respect to one variable and then with respect to the other. The key tool we need is called an iterated integral.

Definition

Assume [latex]a[/latex], [latex]b[/latex], [latex]c[/latex], and [latex]d[/latex] are real numbers. We define an iterated integral for a function [latex](f(x, y)[/latex] over the rectangular region [latex]R = [a,b] \times [c,d][/latex] as

[latex]\large{\displaystyle\int_a^b\int_c^d{f(x,y)dydx} = \displaystyle\int_a^b\left[\displaystyle\int_c^d{f(x,y)dy}\right] dx}[/latex]
[latex]\large{\displaystyle\int_c^d\int_a^b{f(x,y)dxdy} = \displaystyle\int_c^d\left[\displaystyle\int_a^b{f(x,y)dx}\right] dy}[/latex]

The notation [latex]\displaystyle\int_a^b\left[\displaystyle\int_c^d{f(x,y)dy}\right] dx[/latex] means that we integrate [latex]f(x,y)[/latex] with respect to [latex]y[/latex] while holding [latex]x[/latex] constant. Similarly, the notation [latex]\displaystyle\int_c^d\left[\displaystyle\int_a^b{f(x,y)dx}\right] dy[/latex] means that we integrate [latex]f(x,y)[/latex] with respect to [latex]x[/latex] while holding [latex]y[/latex] constant. The fact that double integrals can be split into iterated integrals is expressed in Fubini’s theorem. Think of this theorem as an essential tool for evaluating double integrals.

Theorem: fubini’s Theorem

Suppose that [latex]f(x,y)[/latex] is a function of two variables that is continuous over a rectangular region [latex]{R} = {\left \{ (x,y)\in \mathbb{R}^2 \mid a \leq x \leq b,c \leq y \leq d \right \}}[/latex]. Then we see from Figure 1 that the double integral of [latex]f[/latex] over the region equals an iterated integral,

[latex]\large{\underset{R}{\displaystyle\iint}{f(x,y)dA}=\underset{R}{\displaystyle\iint}{f(x,y)dxdy}=\displaystyle\int_a^b\displaystyle\int_c^d{f(x,y)dydx}=\displaystyle\int_c^d\displaystyle\int_a^b{f(x,y)dxdy}}[/latex].

More generally, Fubini’s theorem is true if [latex]f[/latex] is bounded on [latex]R[/latex] and [latex]f[/latex] is discontinuous only on a finite number of continuous curves. In other words, [latex]f[/latex] has to be integrable over [latex]R[/latex].

This figure consists of two figures marked a and b. In figure a, in xyz space, a surface is shown that is given by the function f(x, y). A point x is chosen on the x axis, and at this point, it it written fix x. From this point, a plane is projected perpendicular to the xy plane along the line with value x. This plane is marked Area A(x), and the entire space under the surface is marked V. Similarly, in figure b, in xyz space, a surface is shown that is given by the function f(x, y). A point y is chosen on the y axis, and at this point, it it written fix y. From this point, a plane is projected perpendicular to the xy plane along the line with value y. This plane is marked Area A(y), and the entire space under the surface is marked V.

Figure 1. (a) Integrating first with respect to [latex]y[/latex] and then with respect to [latex]x[/latex] to find the area [latex]A(x)[/latex] and then the volume [latex]V[/latex]; (b) integrating first with respect to [latex]x[/latex] and then with respect to [latex]y[/latex] to find the area [latex]A(y)[/latex] and then the volume [latex]V[/latex].

Example: using fubini’s theorem

Use Fubini’s theorem to compute the double integral [latex]\underset{R}{\displaystyle\iint}{f(x,y)dA}[/latex] where [latex]f(x,y) = x[/latex] and [latex]R = [0,2] \times [0,1][/latex].

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The double integration in this example is simple enough to use Fubini’s theorem directly, allowing us to convert a double integral into an iterated integral. Consequently, we are now ready to convert all double integrals to iterated integrals and demonstrate how the properties listed earlier can help us evaluate double integrals when the function [latex]f(x, y)[/latex] is more complex. Note that the order of integration can be changed (see Example “Switching the Order of Integration”).

Example: illustrating properties of i and ii

Evaluate the double integral [latex]\underset{R}{\displaystyle\iint}{(xy-3xy^2)dA}[/latex] where [latex]{R} = {\left \{ (x,y) \mid 0 \leq x \leq 2,1 \leq y \leq 2 \right \}}[/latex].

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Example: Illustrating property v

Over the region [latex]{R} = {\left \{ (x,y) \mid 1 \leq x \leq 3,1 \leq y \leq 2 \right \}}[/latex], we have [latex]2 \leq x^2 \leq y^2 \leq 13[/latex]. Find a lower and upper bound for the integral [latex]\underset{R}{\displaystyle\iint}{(x^2+y^2)dA}[/latex].

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Example: Illustrating property vi

Evaluate the integral [latex]\underset{R}{\displaystyle\iint}{e^y\cos xdA}[/latex] over the region [latex]{R} = {\left \{ (x,y) \mid 0 \leq x \leq {\dfrac{\pi}{2},0} \leq y \leq 1 \right \}}[/latex].

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Try it

a. Use the properties of the double integral and Fubini’s theorem to evaluate the integral

[latex]\large{\displaystyle\int_0^1\int_{-1}^3(3-x+4y) dy\ dx}[/latex].

b. Show that [latex]0 \leq \underset{R}{\displaystyle\iint}\sin \pi x\cos\pi y\ dA \leq \frac{1}{32}[/latex] where [latex]R = \left (0,\frac{1}{4} \right ) \left (\frac{1}{4}, \frac{1}{2} \right )[/latex].

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Watch the following video to see the worked solution to the above Try It

You can view the transcript for “CP 5.2” here (opens in new window).

As we mentioned before, when we are using rectangular coordinates, the double integral over a region [latex]R[/latex] denoted by [latex]\underset{R}{\displaystyle\iint}{f(x,y)dA}[/latex] can be written as [latex]\underset{R}{\displaystyle\iint}{f(x,y)\ dx\ dy}[/latex] or [latex]\underset{R}{\displaystyle\iint}{f(x,y)\ dy\ dx}[/latex]. The next example shows that the results are the same regardless of which order of integration we choose.

Example: evaluating an iterated integral in two ways

Let’s return to the function [latex]f(x,y) = 3x^2 - y[/latex] from Example “Setting up a Double Integral and Approximating It by Double Sums” this time over the rectangular region [latex]R = [0,2] \times [0,3][/latex]. Use Fubini’s theorem to evaluate [latex]\underset{R}{\displaystyle\iint}{f(x,y)dA}[/latex] 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.

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try it

Evaluate [latex]\displaystyle\int_{y=-3}^{y=2}\displaystyle\int_{x=3}^{x=5}(2-3x^2+y^2)dx\ dy[/latex].

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In the next example we see that it can actually be beneficial to switch the order of integration to make the computation easier. We will come back to this idea several times in this chapter.

Example: switching the order of integration

Consider the double integral [latex]\underset{R}{\displaystyle\iint}x\sin(xy)dA[/latex] over the region [latex]{R} = {\left \{ (x,y) \mid 0 \leq x \leq 3,0 \leq y \leq 2 \right \}}[/latex] (Figure 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.

The function z = f(x, y) = x sin(xy) is shown, which starts with z = 0 along the x axis. Then, the function increases roughly as a normal sin function would, but then skews a bit and decreases as x increases after pi/2.

Figure 2. The function [latex]\small{z=f(x,y)=x\sin(xy)}[/latex] over the rectangular region [latex]\small{R=[0,\pi ]\times[1,2]}[/latex].

Show Solution

a. We can express [latex]\underset{R}{\displaystyle\iint}x\sin(xy)dA[/latex] in the following two ways: first by integrating with respect to [latex]y[/latex] and then with respect to [latex]x[/latex]; second by integrating with respect to [latex]x[/latex] and then with respect to [latex]y[/latex].

[latex]\hspace{3cm}\begin{align} &\,\,\,\,\,\,\underset{R}{\displaystyle\iint}x\sin(xy)dA \\ &=\displaystyle\int_{x=0}^{x=\pi}\displaystyle\int_{y=1}^{y=2}x\sin(xy)dy \ dx &\quad &\text{Integrate first with respect to }y. \\ &=\displaystyle\int_{y=1}^{y=2}\displaystyle\int_{x=0}^{x=\pi}x\sin(xy)dx \ dy &\quad &\text{Integrate first with respect to }x. \end{align}[/latex]

b. If we want to integrate with respect to [latex]y[/latex] first and then integrate with respect to [latex]x[/latex], we see that we can use the substitution [latex]u = xy[/latex], which gives [latex]du = x\ dy[/latex]. Hence the inner integral is simply [latex]\displaystyle\int\sin u\ du[/latex] and we can change the limits to be functions of [latex]x,[/latex]

[latex]\underset{R}{\displaystyle\iint}x\sin(xy)dA=\displaystyle\int_{x=0}^{x=\pi}\displaystyle\int_{y=1}^{y=2}x\sin(xy)dy \ dx=\displaystyle\int_{x=0}^{x=\pi}\left[\displaystyle\int_{u=x}^{u=2x}\sin(u)du\right]dx.[/latex]

However, integrating with respect to [latex]x[/latex] first and then integrating with respect to [latex]y[/latex] requires integration by parts for the inner integral, with [latex]u = x[/latex] and [latex]dv = \sin(xy)dx[/latex].Then [latex]du = dx[/latex] and [latex]v =-\frac{\cos(xy)}{y}[/latex], so

[latex]\underset{R}{\displaystyle\iint}x\sin(xy)dA=\displaystyle\int_{y=1}^{y=2}\displaystyle\int_{x=0}^{x=\pi}x\sin(xy)dx \ dy=\displaystyle\int_{y=1}^{y=2}\left[-\frac{x\cos(xy)}{y}\Bigg|+{x=0}^{x=\pi}+\frac1y\displaystyle\int_{x=0}^{x=\pi}\cos(xy)dx\right]dy.[/latex]

Since the evaluation is getting complicated, we will only do the computation that is easier to do, which is clearly the first method.

c. Evaluate the double integral using the easier way.

[latex]\hspace{2cm}\begin{align} \underset{R}{\displaystyle\iint}x\sin(xy)dA&=\displaystyle\int_{x=0}^{x=\pi}\displaystyle\int_{y=1}^{y=2}x\sin(xy)dy \ dx \\ &=\displaystyle\int_{x=0}^{x=\pi}\left[\displaystyle\int_{u=x}^{u=2x}\sin(u)du\right]dx=\displaystyle\int_{x=0}^{x=\pi}\left[-\cos u\bigg|_{u=x}^{u=2x}\right]dx=\displaystyle\int_{x0}^{x=\pi}(-\cos2x+\cos x) \ dx \\ &=-\frac12\sin2x+\sin x\bigg|_{x=0}^{x=\pi} = 0. \end{align}[/latex]

try it

Evaluate the integral [latex]\underset{R}{\displaystyle\iint}xe^{xy}dA[/latex] where [latex]R = {[0,1]}{\times}{[0,\ln5]}[/latex].

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Module 5: Multiple Integration

Learning Objectives

Definition

Theorem: fubini’s Theorem

Example: using fubini’s theorem

Example: illustrating properties of i and ii

Example: Illustrating property v

Example: Illustrating property vi

Try it

Example: evaluating an iterated integral in two ways

Solution

Analysis

try it

Example: switching the order of integration

try it

Try It

Candela Citations