2016febintegral Calculus. Problems
2016febintegral Calculus. Problems
2016febintegral Calculus. Problems
PROBLEMS
CLAUDIA TIMOFTE
INTEGRAL CALCULUS
PROBLEMS
To my students
Preface
Claudia Timofte
7
Contents
2 Line Integrals 37
3 Multiple Integrals 49
3.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.2 Applications of double integrals to problems of mechanics . . . . . . 55
3.3 Triple and n-fold multiple integrals . . . . . . . . . . . . . . . . . . . 58
4 Surface Integrals 67
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
9
Chapter 1
Remark 1.2 If F is a primitive of the function f , then there exists a real constant
C such that the indenite integral of f can be written as
f (x) dx = F (x) + C. (1.1)
Remark 1.4 If F1 and F2 are antiderivatives of the function f , then there exists
C R such that:
F1 (x) = F2 (x) + C, x I. (1.2)
11
12 INTEGRAL CALCULUS
is
x5
I = x2 + + C, C R.
5
IMPROPER INTEGRALS 13
We have
2 3/2 x4
I = x3 + x + C, C R.
3 4
Solution. We have:
(
1 )
I=2 ex
dx = 2 e x
x dx = e x + C, C R.
2 x
Definition 1.13 Let f : [a, b] R and let us divide the interval [a, b] into n parts
with the aid of the division points a = x0 < x1 < < xn = b. Then, =
14 INTEGRAL CALCULUS
(x0 , . . . , xn ) is called a partition of the interval [a, b]. Also, let us choose an arbitrary
point i in each subinterval [xi1 , xi ], i = 1, n and let
n
(f, ) = f (i )(xi xi1 )
i=1
| (f, ) I |< .
The number I is called the denite integral of the function f on [a, b].
We shall use the following notation:
b
I= f (x) dx.
a
b a
f (x) dx = f (x) dx
a b
and a
f (x) dx = 0.
a
Proposition 1.18 If f : [a, b] R is integrable and f (x) 0 for any x [a, b],
b
then f (x) dx 0.
a
b b
f (x) dx |f (x)| dx.
a a
b c b
Proposition 1.22 f (x) dx = f (x) dx + f (x) dx.
a a c
Proposition 1.23 If the function x f : [a, b] R is continuous on [a, b], then the
function F : [a, b] R, F (x) = f (t) dt is a primitive function for f .
a
Proposition 1.24 If the function f : [a, b] R is continuous on [a, b], then there
exists at least one point [a, b] such that
b
f (x) dx = f ()(b a).
a
b b
Proposition 1.32 If f (x) g(x) on [a, b], then f (x) dx g(x) dx.
a a
Proposition 1.33 Let f, g : [a, b] R be Riemann integrable functions over [a, b].
Then, the product f g : [a, b] R is Riemann integrable over [a, b].
Proposition 1.34 Let f, g : [a, b] R be Riemann integrable functions over [a, b].
Then, min{f, g} and max{f, g} are Riemann integrable over [a, b].
where a, b R and , , Q.
Let
m n p
= , = , = , m, n, p N . (1.5)
m n p
We have the following three cases.
ax + b = tp
ax + b = tp x
2
x
3) I = dx.
4
1 3 x+1
4
4) I = 1+ x dx.
1
5) I = x1/2 (1 x4/3 )5/8 dx.
b a = , f is bounded.
b
I= f (x) dx
or
I= f (x) dx,
with a, b R.
II. Improper integrals of the second kind. In this case,
Let us recall here some results about improper integrals of the rst kind.
Definition 1.41 Let f : [a, ) R such that f is integrable on any closed interval
[a, b], a < b. If there exists the limit
b
lim f (x) dx < ,
b a
20 INTEGRAL CALCULUS
then the integral I = f (x) dx is called convergent and
a
b
f (x) dx = lim f (x) dx.
a b a
In the opposite case, we shall say that I = f (x) dx is divergent.
a
f (x) dx < , , , > > M .
Definition 1.43 The improper integral I = f (x) dx is called absolutely conver-
a
Remark
1.46 If f, g are continuous,
0 f (x) g(x), x a and the integral
f (x) dx is divergent, then g(x) dx is divergent, too.
a a
Remark 1.47 If f, g > 0 are integrable on [a, x], x [a, ) and there exists
f (x)
L = lim (0, ),
x g(x)
then the integrals f (x) dx and g(x) dx have the same nature.
a a
IMPROPER INTEGRALS 21
Proposition 1.48 If lim | f (t) |1/t < , then if L < 1, the integral f (x) dx
t
a
x
f (t)dt M, x [a, ),
a
then the integral f (x)(x) dx is convergent.
a
f (x) dx = lim F (b) F (a).
a b
Let us recall now some useful results about improper integrals of the second
kind. If b a R, but f is unbounded in the neighbourhood of the points a < x1 <
22 INTEGRAL CALCULUS
b
x2 < < xq < b, then the integral f (x) dx is called an improper integral of the
a
second kind. Such an integral will be convergent if
x1 1 x2 2 b
lim ( f (x) dx +
f (x) dx + + f (x) dx).
j ,j a x1 +1 xq +q
b
It suces then to consider only improper integrals of the form f (x) dx, where
a
the function f is unbounded in the neighbourhood of the point b.
b
then the improper integral I = f (x) dx is called convergent and
a
b c
f (x) dx = lim f (x) dx.
a cb a
b
In the opposite case, we shall say that I = f (x) dx is divergent.
a
f (x) dx < , , such that b < < < b.
b
Definition 1.56 The improper integral I = f (x) dx is called absolutely conver-
b a
b
Theorem 1.57 If the improper integral I = f (x) dx is absolutely convergent,
a
then I is convergent.
Remark 1.59 If f, g are continuous, 0 f (x) g(x), x a and f (x) dx is
a
b
dx
Lemma 1.60 If b > 0, then the integral is convergent for < 1 and diver-
0 x
gent for 1.
Remark 1.61 Improper integrals of the third kind, i.e. integrals for which ba =
and f is not bounded on the entire interval of integration, can be studied by reducing
them to the previous cases. Indeed, if we consider the integral
I= f (x) dx,
a
b
I= f (x) dx = f (x) dx + f (x) dx, with c < b <
a a b
and we can use our previous results for deciding upon the nature of the integral I.
Solution. We have
a ( )
1 1 1
I = lim dx = lim + = 1.
a 1 x2 a a 1
Solution. Since
1 1
2
x2 (1 + ex ) x
and the integral
1
dx
1 x2
is convergent, it follows that the given integral is convergent, as well.
is convergent.
1
(x) =
x
and
f (x) = sin x.
IMPROPER INTEGRALS 25
is semi-convergent.
is convergent.
Solution. We get
1
1
I = lim dx = lim (2 2 b) = 2.
b0+ b x b0+
Solution. We get
a ( ) a
I = lim xex dx = lim xex ex = aea ea + 1 = 1.
a 0 a 0
So, the improper integral 0 xex dx is convergent to 1.
26 INTEGRAL CALCULUS
Solution.
0
1 1
I= dx + dx.
1 + x2 0 1 + x2
Since the integrand is an even function, we have
a a
1 1
I=2 dx = lim 2 dx = lim arctan x = .
0 1 + x2 a 0 1+x 2 a 0
ex ex .
2
Since the integral ex dx is convergent, using the comparison test, it follows
1
that the given integral is convergent.
Solution. We have
1
dx = ln(ln(x)) + C.
x ln(x)
Then, a
1
dx = lim ln(ln(x)) = ,
e x ln(x) a e
is convergent.
which is convergent.
is convergent.
28 INTEGRAL CALCULUS
is convergent or divergent.
Let us briey discuss now the notion of principal value for divergent improper
integrals. We consider the improper integral of the rst kind
I= f (x) dx, (1.6)
where f is continuous on R.
Definition 1.81 The improper integral I = f (x) dx is called convergent in the
sense of the principal value (Cauchy) if
a
lim f (x) dx = v.p. f (x) dx.
a a
Remark 1.82 If the integral I is convergent in the classical sense, then I is con-
vergent in the sense of the principal value. The converse implication is false.
Example 1.83 The integral I = x dx is divergent in the classical sense of
convergence, but it is convergent in the sense of principal value and we have
v.p. x dx = 0.
IMPROPER INTEGRALS 29
b
Definition 1.84 The improper integral I = f (x) dx, where f is continuous on
a
[a, c) (c, b), a < c < b is called convergent in the sense of the principal value
(Cauchy) if
( c b ) b
lim f (x) dx + f (x) dx = v.p. f (x) dx.
0 a c+ a
b
1
Example 1.85 The integral I = dx, a < 0 < b is divergent in the classical
a x
sense of convergence, but it is convergent in the sense of principal value and we have
b b
1
v.p. dx = ln .
a x a
b
g2 (y) = f (x, y) dx
a
g1 and g2 are called functions dened by integrals which depend on a parameter.
Remark 1.87 If f C([a, b] [c, d]), then g1 C([a, b]), g2 C([c, d]) and
d d ( )
lim f (x, y) dy = lim f (x, y) dy x0 [a, b]
xx0 xx0
c c
b b ( )
lim f (x, y) dx = lim f (x, y) dx, y0 [c, d].
yy0 yy0
a a
These equalities are no longer true if the above integrals are improper.
30 INTEGRAL CALCULUS
is derivable and d
f
g (x) = (x, y) dy.
c x
( d ) d
d f
f (x, y) dy = (x, y) dy.
dx c c x
x (a, b).
is derivable and
( )
d f
f (x, y) dy = (x, y) dy.
dx c c x
Remark 1.95 A similar result holds true for the case of improper integrals of the
second kind.
32 INTEGRAL CALCULUS
for a > 0.
for a > 1.
for a 0.
IMPROPER INTEGRALS 33
Eulers Functions
(p) = et tp1 dt, pR (Gamma function)
0
1
B(p, q) = tp1 (1 t)q1 dt, p, q R (Beta function)
0
(p)(q)
B(p, q) =
(p + q)
4) (1) = 1.
5) (p + 1) = p(p), p > 0.
6) (n + 1) = n!, n N.
7) (p)(1 p) = , 0 < p < 1.
sin(p)
1
8) ( ) = .
2
Remark 1.103 We can extend the notion of a factorial if we put
x! = (x + 1), x > 1.
(x + n + 1)
(x) = , n N.
x(x + 1) (x + n)
34 INTEGRAL CALCULUS
Proposition 1.104 The following properties for Eulers Beta function hold true:
q1
2) B(p, q) = B(p, q 1), p > 0, q > 1.
p+q1
(p 1)(q 1)
3) B(p, q) = B(p 1, q 1), p, q > 1.
(p + q 1)(p + q 2)
xp1
4) B(p, q) = dx, p, q > 0.
(1 + x)p+q
0
x
(Hint: use the change of variables t = in B(p, q)).
x+1
b
1
5) B(p, q) = (x a)p1 (b x)q1 dx, a < b.
(b a)p+q1 a
(Hint: use the change of variables x = a + (b a)t in B(p, q)).
/2
6) B(p, q) = 2 cos2p1 x sin2q1 x dx.
0
(Hint: use the change of variables t = cos2 x in B(p, q)).
sin x
2) I = dx;
x5
1
cos x
3) I = dx.
1 x
1) I = sin x dx;
0 1
2
2) I = dx.
0 1 x2
ex dx.
2
3) I =
0
Line Integrals
y = (x), x , continuous.
i.e.
x = (t),
t [a, b] R.
y = (t),
(a) is called the initial point (the beginning point) of the path
(b) is called the terminal point (the end point) of the path
37
38 INTEGRAL CALCULUS
1 (t) = (a + b t),
1 (t) = (1 t).
Definition 2.7 Let 1 , 2 : [0, 1] Rn be two contours such that 1 (1) = 2 (0). We
shall dene their compound path (the sum or the composition of our two contours)
: [0, 1] Rn as being:
1
0t
1 (2t), 2
(t) = (1 2 )(t) =
(2t 1), 1
t 1.
2
2
In a similar manner: : [a, b + (d c)] Rn ,
1 (t), t [a, b]
(t) = (1 2 )(t) =
2 (t b + c), t [b, b + (d c)].
e((t)),
(t) = t [a, b].
LINE INTEGRALS 39
Remark 2.10 The above relation is an equivalence relation on the set of all the
contours of class C 1 . Each corresponding equivalence class is called a curve.
Definition 2.11 Let : [a, b] R2 be a smooth path, (t) = ((t), (t)). The
length of the path is:
b
l() = ( (t))2 + ( (t))2 dt.
a
Example 2.12 The line segment joining the points A(a1 , a2 ) and B(b1 , b2 ) is de-
ned as being: : [0, 1] R2 ,
(t) = (1 t)a + tb
or
(t) = a + t(b a).
Obviously, is smooth.
Example 2.13 The circle of radius a, centered at the origin, is dened as being:
: [0, 2] R2 ,
(t) = aeit
or
x = a cos t,
y = a sin t, t [0, 2].
Obviously, is smooth.
Example 2.14 The ellipse with semi-axes a and b is dened as being: : [0, 2]
R2 ,
(t) = (a cos t, b sin t)
or
x = a cos t,
y = b sin t, t [0, 2].
Obviously, is smooth.
40 INTEGRAL CALCULUS
Definition 2.15 Let : [a, b] R2 be a smooth path, (t) = ((t), (t)), and let
f : ([a, b]) R be a continuous function. The line integral of the rst kind of the
function f along the path is dened as follows:
b
f (x, y) dl = f ((t), (t)) ( (t))2 + ( (t))2 dt.
a
Remark 2.16 1) The line integral I, sometimes called the line integral with respect
to the arc length, is independent of the sense in which the curve is travelled.
3) Physical interpretation: the line integral of the rst kind gives the mass of a
material curve (line) having the linear density f (x, y).
Proposition 2.17 The following properties for the line integral of the rst kind
hold true:
1) (f + g) dl = f dl + g dl.
2) f dl = f dl + f dl.
1 2 1 2
3) | f dl | | f | dl.
LINE INTEGRALS 41
4) f dl = f dl, 1 2 .
1 2
For a material thread of linear density , we can dene the coordinates of its
center of gravity by:
x(x, y) dl y(x, y) dl
xG = yG =
, .
(x, y) dl (x, y) dl
Definition 2.18 Let : [a, b] R2 be a smooth path, (t) = ((t), (t)), and let
F : ([a, b]) R2 , f (x, y) = (P (x, y), Q(x, y)) be a continuous function. The line
integral of the second kind of the function F along the path is dened as follows:
b
I= P (x, y) dx + Q(x, y) dy = [P ((t), (t)) (t) + Q((t), (t)) (t)] dt.
a
Similar notation: I = F d
r.
Remark 2.19 1) The line integral I depends on the sense in which the curve is
travelled and reverses the sign:
= .
1
42 INTEGRAL CALCULUS
3) Physical interpretation: the line integral of the second kind gives the work
done by a force with components P and Q on a particle to move it along the path
from A to B:
I= P dx + Q dy.
AB
n
= i pi , i C k (U, R).
i=1
For n = 2, we get
= P dx + Q dy.
i j
Definition 2.22 A form is called closed if = , i = j.
xj xi
Remark 2.24 If k 1, then any exact form is closed. The converse implication is
false.
So, given P and Q we can determine the potential function F associated to the
dierential form = P dx + Q dy (up to an additive constant). In practical calcula-
tions, the arbitrary initial point (x0 , y0 ) should be chosen such that the element of
integration becomes as simple as possible.
(x,y) (x,y)
I= = dF = F (x, y) F (x0 , y0 ).
(x0 ,y0 ) (x0 ,y0 )
The work in a potential eld of force is equal to the potential dierence between the
initial and terminal points.
Example 2.30 For the gravitational eld, we have P = 0 and Q = mg. Then,
F (x, y) = mgy + C.
We shall give now Greens theorem which provides a formula connecting a line
integral over a closed contour with a double integral over the domain bounded by
the contour.
LINE INTEGRALS 45
Greens formula holds true for any counter-clockwise oriented parametrization of the
path D.
Greens formula provides a convenient way for evaluating some dicult to com-
pute line integrals by transforming them into double integrals which may be easier
to compute.
Remark 2.32 A similar formula can be obtained for domains in R2 which are
unions of nite numbers of simple domains (without common interior points) or
even for general domains, for which their bounding contour is a piecewise smooth
simple closed curve. But in this last case, the proof involves more sophisticated
considerations.
Also, Greens formula is valid even for the case in which P, Q are continuous and
P Q
, continuous on D.
y x
Greens theorem has many profound implications. One of them is related to the
notion of conservative vector elds. A vector eld is conservative (i.e. is given by a
gradient) if and only if its curl is identically zero. Thus, from Greens formula, we
see that the line integral along a closed curve of a conservative vector eld is equal
to zero.
Remark 2.33 We can compute the area of a compact domain by evaluating a line
integral of the second kind along its boundary:
1
(D) = y dx + x dy.
2 D
Exercise 2.34 Compute the integral
I = x2 y dx + xy 2 dy,
46 INTEGRAL CALCULUS
D = {(x, y) R2 | x2 + y 2 4, x, y 0}.
x2
D = {(x, y) R2 | + y 2 1, y 0}.
4
where is the segment connecting the points (1, 1) and (3, 4).
where is the segment joining the points (1, 0) and (2, 3).
1
F = (y, x2 ),
2
LINE INTEGRALS 47
along the square path, traveled in the counter clockwise direction, composed of the
four line segments joining the points (0, 0) and (2, 0), (2, 0) and (2, 2), (2, 2) and
(0, 2), and, respectively, (2, 2) and (0, 0).
Exercise 2.40 Compute the line integral (x + y z) dl, where is the line seg-
ment from (0, 0, 0) to (1, 1, 1).
Exercise 2.41 Determine whether the following elds are conservative and, if so,
nd the corresponding scalar potentials:
1) F = (y, x + z, y);
2) F = (z + y, z, x + y).
where is the line segment joining the points (0, 1, 1) and (1, 1, 0).
Exercise 2.43 Prove that the following integral is path-independent and calculate
its value: ( )
1 1
I= 2 cos y dx + 2x sin y dy + dz.
y z
where is a smooth path joining the points (0, 2, 1) and (1, /2, 2).
Multiple Integrals
m1
n1
S(f, P, (jk , jk )) = f (jk , jk )(xj+1 xj )(yk+1 yk )
j=0 k=0
is called the integral sum or the Riemann sum associated with f, P and the given
choice of the intermediate points (jk , jk ).
49
50 INTEGRAL CALCULUS
| S(f, P, (jk , jk )) S(f, P , (jk , jk )) |< .
f (x, y) dx dy | f (x, y) | dx dy.
A A
Remark 3.12 If the domain of integration is split into two domains D1 and D2
having no interior points in common, then
f (x, y) dx dy = f (x, y) dx dy + f (x, y) dx dy.
D D1 D2
Then, by denition
f= fbD .
D A
Theorem 3.20 Let D R2 be a compact set. If its boundary consists of the union
of the images of a nite number of paths of class C 1 and f : D R is a continuous
function, then f is integrable on D.
with
Int(Di ) Int(Dj ) = , i = j.
Let us suppose that Dj R2 consists of the union of the images of a nite number
of paths of class C 1 . If f : D R is bounded and continuous on each Int(Dj ), then
f is integrable on D and
p
f= f.
D j=1 Dj
Remark 3.26 If D = D1 D2 Dp , with Dj simple, then
p
f= f.
D j=1 Dj
Definition 3.27 Let D R2 be a bounded domain such that its boundary consists
of the union of the images of a nite number of paths of class C 1 . We shall dene
the area or the measure of D as being:
area(D) = |D| = 1 dx dy.
D
If D is simple, we get
b
area(D) = 1 dx dy = ((x) (x)) dx
D a
or d
area(D) = 1 dx dy = (h(y) g(y)) dy.
D c
2) The coordinates of the center of gravity of the plate D are dened by:
x(x, y) dx dy
xG = D
(x, y) dx dy
D
and
y(x, y) dx dy
yG = D .
(x, y) dx dy
D
3) The moments of inertia of the plate D with respect to the coordinate axes and
to the origin are dened by:
MOx = y 2 (x, y) dx dy,
D
MOy = x2 (x, y) dx dy
D
and
MO = (x2 + y 2 )(x, y) dx dy.
D
Remark 3.29 1) If T is linear, then T = T .
2) The above theorem holds true for f continuous on T (D).
Example 3.30 (Polar coordinates) Let us apply the general formula (3.1) to the
change of variables from Cartesian coordinates x and y to polar coordinates and
, respectively:
x = cos ,
(3.2)
y = sin ,
where 0 and [0, 2].
It is not dicult to see that the map T : (0, ) (0, 2) R2 \ {[0, ) {0}} is a
C 1 -dieomorphism. In this case,
cos sin
det T =
= .
sin cos
|J| = = 0
and
f (x, y) dx dy = f ( cos , sin ) d d.
Example 3.31 (Elliptic coordinates) We apply the general formula (3.1) to the
change of variables from Cartesian coordinates x and y to elliptic coordinates and
, respectively:
x = a cos ,
(3.3)
y = b sin ,
where a, b > 0 are the semi-axes of our ellipse.
In this case, it is easy to see that
J = a b .
58 INTEGRAL CALCULUS
Example 3.32 (Generalized polar coordinates) Let us apply the general formula
(3.1) to the change of variables from Cartesian coordinates x and y to generalized
polar coordinates and , respectively:
x = a cos ,
(3.4)
y = b sin .
J = a b cos1 sin1 .
All the above considerations can be easily extended for triple and n-fold multiple
integrals. We can start by considering a n-dimensional rectangular parallelepiped,
a simple domain, and, then, a general one.
I= f (x, y, z) dx dy dz.
D
V ol(D) = (D) = 1 dx dy dz.
D
Definition 3.33 A domain D R3 is called simple with respect to the Oxy plane
(or to the Oz axis) if g, h : R2 R, continuous on and of class C 1 on
Int(), such that
( h(x,y)
)
I= f (x, y, z) dx dy dz = f (x, y, z) dz dx dy.
D g(x,y)
f= (f T ) det T . (3.5)
T (D) D
Example 3.34 (Spherical coordinates) Let us apply the general formula (3.5) to
the change of variables from Cartesian coordinates x, y, z to spherical coordinates
, , :
x = sin cos ,
y = sin sin , (3.6)
z = cos ,
where 0, [0, ] and [0, 2].
We shall work on the open set (0, ) (0, ) (0, 2). In this case,
| J |= 2 sin = 0.
Example 3.35 (Ellipsoidal coordinates) We apply now the general formula (3.5)
to the change of variables from Cartesian coordinates x, y, z to elliptic coordinates
, , :
x = a sin cos ,
y = b sin sin , (3.7)
z = c cos ,
where a, b, c > 0 are the semi-axes of our ellipsoid. In this case, it is easy to see that
J = a b c 2 sin .
60 INTEGRAL CALCULUS
J = .
2) The coordinates of the center of gravity of the body D are dened by:
x(x, y, z) dx dy dz
xG = D ,
(x, y, z) dx dy dz
D
y(x, y, z) dx dy dz
yG = D ,
(x, y, z) dx dy dz
D
and
z(x, y, z) dx dy dz
zG = D ,
(x, y, z) dx dy dz
D
MULTIPLE INTEGRALS 61
3) The moments of inertia of the body D with respect to the coordinate axes,
planes and to the origin are dened by:
IOx = (y 2 + z 2 )(x, y, z) dx dy dz,
D
IOy = (x2 + z 2 )(x, y, z) dx dy dz,
D
IOz = (x2 + y 2 )(x, y, z) dx dy dz,
D
IOxy = z 2 (x, y, z) dx dy dz,
D
IOxz = y 2 (x, y, z) dx dy dz,
D
IOyz = x2 (x, y, z) dx dy dz,
D
IO = (x2 + y 2 + z 2 )(x, y, z) dx dy dz.
D
Remark 3.37 Similar results hold true for n-fold multiple integrals.
Exercise 3.39 Draw the domain of integration and, then, change the order of in-
tegration in the integral 1 x
I= (x + y) dy dx.
0 x2
Exercise 3.40 Sketch the region of integration and change the order of integration
in the integral
2 8x2
I= (2 x + y) dy dx.
2 x2
62 INTEGRAL CALCULUS
D = {(x, y) R2 | 1 x2 + y 2 4, y x, x 0}.
Exercise 3.42 Compute the volume of the solid D lying inside the sphere x2 + y 2 +
z 2 = 64 and outside the sphere x2 + y 2 + z 2 = 1.
Exercise 3.44 Evaluate the following iterated integral, by changing the order of
integration (also, sketch the region D):
(
3
)
8 y
x4
I= e dx dy.
0 0
Hint. We have
( )
2 x3
x4
2
4 1 ( 16 )
I= e dy dx = x3 ex dx = e 1 .
0 0 0 4
Exercise 3.45 Using polar coordinates, evaluate the area of the nite domain
bounded by the Oy-axis, the line y = 3, and a quarter of the circle of radius 3
with center at the point (3, 0). Sketch the domain of integration.
Exercise 3.48 Find the volume of a solid hemisphere of radius 3 and center at
(0, 0, 0) lying in the upper half space z 0.
D = {(x, y) R2 | x2 + y 2 2, x y 2 , x y 2 , y 0}.
2
y = 2px,
4) I= xy 2 dx dy, (D) :
D
x = p, p > 0
2
3) (D) = dx dy,
D
D = {(x, y) R2 | x + y a, x + y b, y x, y x,
x2 y 2
2) I= 1 2 dx dy,
D a2 b
x2 y 2
D = {(x, y) R2 | + 2 1, x, y 0, a, b > 0};
a2 b
MULTIPLE INTEGRALS 65
2
x + y 2 = a2
3) I= (x2 + y 2 ) dx dy, (D) : ;
D
y = x 3, y 3 = x
4) I= sin x2 + y 2 dx dy,
D
D = {(x, y) R2 | 2 x2 + y 2 4 2 }.
Exercise 3.55 Compute the area of the following domain (Bernoullis lemniscate):
D = {(x, y) R2 | (x2 + y 2 )2 x2 y 2 }.
x2 y 2 2 x2 y 2
D = {(x, y) R2 | ( + ) 2 , x 0, a, b > 0}.
a2 b2 a2 b
Exercise 3.57 Find the volume of the following domain:
where
D = {(x, y) R2 | x2 + y 2 4, x 0}.
66 INTEGRAL CALCULUS
where
D = {(x, y) R2 | 1 x2 + y 2 4, y 0}.
Chapter 4
Surface Integrals
f = f (u, v),
g = g(u, v), (u, v) D R2 .
h = h(u, v),
Remark 4.2 A curve was a class of equivalence of smooth paths. A surface will be
a class of equivalence of smooth sheets.
Definition 4.3 Two smooth sheets are equivalent (p pe) if there exists a bijection
e D, = (, ) such that
of class C 1 , : D
(, ) eu e
v
= = 0
u, ve)
(e
e
u e
v
and pe = p , i.e.
(fe(e u, ve), e
u, ve), ge(e u, ve)) =
h(e
u, ve), (e
= (f ((e u, ve)), g((e
u, ve), (e
u, ve)), h((e
u, ve), (e
u, ve))).
67
68 INTEGRAL CALCULUS
Remark 4.4 The above relationship is an equivalence relation on the set of all the
smooth sheets. Each corresponding equivalence class will be called a surface.
t 7 f ((t), (t)),
t 7 g((t), (t)),
t 7 h((t), (t))
f
u (u0 , v0 ) = ( (u0 , v0 ),
g
(u0 , v0 ),
h
(u0 , v0 ))
u u u
f
v (u0 , v0 ) = ( (u0 , v0 ),
g
(u0 , v0 ),
h
(u0 , v0 ))
v v v
SURFACE INTEGRALS 69
The plane determined by these two vectors is called the tangent plane of S at the
point P = (f (u , v ), g(u , v ), h(u , v )). The tangent plane is dened only if
0 0 0 0 0 0 0
u
v = 0, i.e. |
u
v |> 0.
The normal vector at S is collinear with the vector product:
i j k
f g h
u
v= u =
u u
f g h
v v v
(g, h)
(h, f ) (f, g)
= (u0 , v0 ) i + (u0 , v0 ) j + (u0 , v0 ) k .
(u, v) (u, v) (u, v)
A2 + B 2 + C 2 = 0
A2 + B 2 + C 2 = EG F 2 (Lagrange).
Hint. Use | a b |2 + | a b |2 =| a |2 | b |2 .
Remark 4.9 A surface can be also given by the equation z = h(x, y), , (x, y) .
Then, the natural parametric representation of S will be:
x=u
y=v (u, v) . (4.2)
z = h(u, v).
Definition 4.10 The area of the surface S given by the functions f, g, h is dened
as being:
A(S) = A2 (u, v) + B 2 (u, v) + C 2 (u, v) du dv, (4.3)
D
or, equivalently, by:
A(S) = EG F 2 du dv. (4.4)
D
Area(S) = 4R2 .
Remark 4.12 If the surface S is dened by z = h(x, y), (x, y) and if we denote
h h
p= and q = , then
x y
A(S) = 1 + p2 + q 2 dx dy.
SURFACE INTEGRALS 71
Remark 4.16 If S is a material surface having the density F (x, y, z), then the
surface integral of the rst kind gives the mass of this material surface.
Remark 4.17 Two sheets are equivalent (p pe) with the same orientation if
(, )
>0
u, ve)
(e
(, )
< 0.
u, ve)
(e
Definition 4.18 Let S be a smooth surface and let F : S R3 , F = (P, Q, R) be
a continuous function. The surface integral of the second kind is dened as being:
F
d = P dy dz + Q dz dx + R dx dy =
S S
= [P (f (u, v), g(u, v), h(u, v))A(u, v) + Q(f (u, v), g(u, v), h(u, v))B(u, v)+
D
Remark 4.19 F
d represents the ux of the vector eld F through the
S
surface S.
In fact, the aim of a surface integral of the second kind is to determine the ux of
a given vector eld through a surface.
If we consider dierent orientation for our surface, then the above integral diers
as sign.
F = (P, Q, R), F C 1 (D3 ), F C 0 (D3 ). If S = D3 , then:
( )
P Q R
P dy dz + Q dz dx + R dx dy = + + dx dy dz.
S D3 x y z
F
d = div F dx dy dz (f lux divergencef ormula)
S D3
1 1 1
Remark 4.22 If we take P = x, Q = y, R = z, then
3 3 3
1
V ol(D3 ) = x dy dz + y dz dx + z dx dy.
3 S
Remark 4.23 If we take F = grad U , then
grad U
d = U dx dy dz.
S D3
Remark 4.24
F d = rot F dx dy dz.
S D3
SURFACE INTEGRALS 73
Theorem 4.25 (Stokes) Let S be a (piecewise) smooth oriented surface whose bound-
ary is a (piecewise) smooth path and let F : R3 , F = (P, Q, R) be a function
of class C 1 dened on a domain containing S. Then,
P dx + Q dy + R dz =
( ) ( ) ( )
R Q P R Q P
dy dz + dz dx + dx dy.
S y z z x x y
In fact, we heve
F d
r = curl F
d
S S
Remark 4.26 This formula is independent of the surface S having the boundary .
Exercise 4.27 Think about the particular consequences of this theorem for the
case in which F is dened on a simply connected domain.
Exercise 4.28 Find the area of the surface obtained by cutting the hemisphere
x2 + y 2 + z 2 = 4, for z 0, with the cylinder x2 + y 2 = 1.
Exercise 4.29 Find the exterior ux of the vector eld F = (xz, y, 1) across the
surface of the upper cap cut from the sphere x2 + y 2 + z 2 36 with the plane z = 3.
S = {(x, y, z) R3 | x2 + y 2 = 9, 0 z 4}.
74 INTEGRAL CALCULUS
Exercise 4.34 Compute the area of the surface S obtained by cutting the cylinder
x2 + y 2 = 9 with z = 0 and z = 5.
F (x, y, z) = (3x2 z, z 2 , x3 + 2yz), (x, y, z) R3 ,
is conservative or not.
Hint. The vector eld F is conservative, since it is the gradient of the scalar function
U (x, y, z) = x3 z + yz 2 .
76 INTEGRAL CALCULUS
Bibliography
[9] K. Ciesielski Set Theory for the Working Mathematician, Cambridge Uni-
versity Press, 1997.
77
78 INTEGRAL CALCULUS
[12] R. Courant, Dierential and Integral Calculus, Wiley, New York, 1992.
[14] L. Elsgolts, Dierential Equations and the Calculus of Variations, Mir Pub-
lishers, Moscow, 1980.
[18] P. Halmos, Naive set theory, Princeton, NJ: D. Van Nostrand Company,
1960; reprinted by Springer-Verlag, New York, 1974.
[28] Gh. Siretchi, Series. Set Theory. Elementary Functions, Tipograa Univer-
sitatii Bucuresti, 1984 (in Romanian).
[29] Gh. Siretchi, General Topology, Tipograa Universitatii Bucuresti, 1983 (in
Romanian).