Chapter 01 Math
Chapter 01 Math
Chapter 01 Math
1
I. The integral and Riemann integral
Function 𝑓 Anti-derivatives 𝐹 + 𝐶
𝑥 𝑛 (𝑛 ∈ ℝ − {−1}) 1
𝑥 𝑛+1 + 𝐶
𝑛+1
𝑥 −1 ln|𝑥| + 𝐶
1
1+𝑥 2 𝐴𝑟𝑐𝑡𝑎𝑛(𝑥) + 𝐶
𝑒𝑥 𝑒𝑥 + 𝐶
−1
sin(𝑎𝑥 + 𝑏) cos(𝑎𝑥 + 𝑏) + 𝐶
𝑎
cos(𝑎𝑥 + 𝑏)
sin(𝑎𝑥 + 𝑏) + 𝐶
1
√1−𝑥 2 𝐴𝑟𝑐𝑠𝑖𝑛(𝑥) + 𝐶
sinh(𝑥) cosh(𝑥 ) + 𝐶
cosh(𝑥) sinh(𝑥 ) + 𝐶
1 tan(𝑥 ) + 𝐶
cos2 (x)
2
Definition 02: The set of all anti-derivatives of a function 𝑓 on 𝐼, is called the indefinite integral of 𝑓.
Written ∫ 𝑓(𝑥 )𝑑𝑥 = 𝐹(𝑥 ) + 𝐶 with 𝐹′ = 𝑓 , and 𝐶 is an arbitrary constant .
2. Definite Integrals
Definition 03 : We say a definite integral of a function 𝑓 on [𝑎 𝑏] the real number denoted by
𝑏
∫ 𝑓 (𝑥 )𝑑𝑥 = [𝐹(𝑥)]𝑏𝑎 = 𝐹 (𝑏) − 𝐹(𝑎)
𝑎
𝑎 0 if 𝑓 is an odd function
𝑎
3) ∫ 𝑓 (𝑥 )𝑑𝑥 = {
−𝑎 2 ∫ 𝑓 (𝑥 )𝑑𝑥 if 𝑓 is an even function
0
𝑏 𝑐 𝑏
4) ∫ 𝑓 (𝑥)𝑑𝑥 = ∫ 𝑓 (𝑥)𝑑𝑥 + ∫ 𝑓 (𝑥 )𝑑𝑥 , 𝑎<𝑐<𝑏
𝑎 𝑎 𝑐
𝑏
5) If 𝑓 ≥ 0 on [𝑎 𝑏] Then: ∫ 𝑓 (𝑥 )𝑑𝑥 ≥ 0
𝑎
𝑏 𝑏
6) If 𝑓 ≤ 𝑔 on [𝑎 𝑏] Then : ∫ 𝑓 (𝑥 )𝑑𝑥 ≤ ∫ 𝑔(𝑥 )𝑑𝑥
𝑎 𝑎
𝑏 𝑏
7) |∫ 𝑓 (𝑥 )𝑑𝑥| ≤ ∫ |𝑓(𝑥 )|𝑑𝑥
𝑎 𝑎
𝑏
1
8) The average value of 𝑓 on [𝑎 𝑏] is : 𝜇 = ∫ 𝑓(𝑥 )𝑑𝑥
𝑏−𝑎 𝑎
.
3. Methods of intégration :
Integration by parts: Let the functions 𝑢 and 𝑣 have continuous derivatives on[𝑎 𝑏] .
𝑏 𝑏
Then : ∫ 𝑢 𝑣 ′ = [𝑢 𝑣]𝑏𝑎 − ∫ 𝑢′ 𝑣
𝑎 𝑎
3
Examples :
𝜋
𝑢 = 1 − 2𝑥 𝑢′ = −2
1) ∫(1 − 2𝑥) sin(𝑥 ) 𝑑𝑥 =? Put : { ⟹{
𝑣′ = sin(𝑥) 𝑣 = −cos(𝑥)
0
𝜋 𝜋
1
1
𝑢 = arcsin(𝑥)
2) ∫ arcsin(𝑥)𝑑𝑥 = ? Put : { ⟹ {𝑢′ = √1 − 𝑥 2
𝑣′ = 1
0 𝑣=𝑥
1 1
𝑥 𝜋 1 𝜋
∫ arcsin(𝑥 ) 𝑑𝑥 = [𝑥𝑎𝑟𝑐𝑠𝑖𝑛(𝑥)]10 − ∫ 𝑑𝑥 = + [√1 − 𝑥 2 ] = − 1.
√1 − 𝑥 2 2 0 2
0 0
𝑏 𝑢 −1 (𝑏)
Examples :
1
𝑢′ (𝑡) = cos(𝑡)
1) ∫ √1 − 𝑥 2 𝑑𝑥 =? Put : 𝑥 = 𝑢(𝑡) = sin(𝑡) ⇒ { 𝜋
𝑥 = 0 → 𝑡 = 0, 𝑥 = 1 → 𝑡 =
0 2
𝜋 𝜋
1 2 2
1
cos(2𝑡) = cos 2 (t) − sin2 (𝑡) = 2 cos 2 (t) − 1 ⟹ cos 2 (t) = (1 + cos(2t))
2
𝜋 𝜋
2 2 𝜋
1 1 1 2 𝜋
∫ cos 2 (t) 𝑑𝑡 = ∫(1 + cos(2t))𝑑𝑡 = [𝑡 + sin(2𝑡)] =
2 2 2 0 4
0 0
4
1
2) ∫ 𝑑𝑥 =? put: 𝑡 = √2 + 𝑥 ⇒ 𝑥 = 𝑡 2 − 2 ⇒ 𝑑𝑥 = 2𝑡𝑑𝑡
(𝑥 + 3)√2 + 𝑥
1 2
∫ 𝑑𝑥 = ∫ 𝑑𝑡 = 2 arctan(𝑡) + 𝐶 = 2 arctan(√2 + 𝑥) + 𝐶.
(𝑥 + 3)√2 + 𝑥 𝑡2 +1
𝑒
𝑙𝑛(𝑥) 𝑙𝑛(𝑥)
3) ∫ 𝑑𝑥 = ? Put ∶ 𝑡 = 𝑙𝑛2 (𝑥) ⇒ { 𝑑𝑡 = 2 𝑑𝑥
𝑥(4 + 𝑙𝑛2 (𝑥)) 𝑥
1 𝑥 = 1 → 𝑡 = 0 ,𝑥 = 𝑒 → 𝑡 = 1
𝑒 1
𝑙𝑛(𝑥) 𝑑𝑡
∫ 2
𝑑𝑥 = 2 ∫ = [2𝑙𝑛(4 + 𝑡)]10 = 2(ln(5) − ln(4))
𝑥(4 + 𝑙𝑛 (𝑥)) 4+𝑡
1 0
4. Intégrale de Riemann :
Let 𝑓 a continuous function on the interval [𝑎 𝑏] .
Definition 02 : We say the lenght of the subinterval [𝑥𝑖 𝑥𝑖+1 ], ∆𝑘 = max (𝑥𝑘 − 𝑥𝑘−1 )
1≤𝑘≤𝑛
.
Remark 01 : In this part we consider a unioforme (regular) partition.
5
𝑏−𝑎 𝑏−𝑎
∆𝑘 = (𝑥𝑘 − 𝑥𝑘−1 ) = and 𝑥𝑘 = 𝑎 + 𝑘
𝑛 𝑛
.
Definition 03 :
𝑛 𝑛
𝑏−𝑎 𝑏−𝑎
The sums Sn = ∑ 𝑓( 𝑥𝑘 ) ∆𝑘 = ∑𝑓(𝑎+ 𝑘)
𝑛 𝑛
𝑘=1 𝑘=1
𝑛−1 𝑛−1
𝑏−𝑎 𝑏−𝑎
and 𝑠𝑛 = ∑ 𝑓( 𝑥𝑘 ) ∆𝑘 = ∑𝑓(𝑎+ 𝑘)
𝑛 𝑛
𝑘=0 𝑘=0
𝑏
lim 𝑆𝑛 = lim s𝑛 Exists and finite. denoted by ∫ 𝑓(𝑥 )𝑑𝑥 = lim 𝑆𝑛 = lim 𝑠𝑛
𝑛→∞ 𝑛→∞ 𝑎 𝑛→∞ 𝑛→∞
Examples :
4 𝑛
𝑏−𝑎 𝑏−𝑎
1) 𝐽 = ∫(𝑥 2 − 3𝑥 + 1)𝑑𝑥 = lim 𝑆𝑛 = lim ∑𝑓(𝑎+ 𝑘)
𝑛→+∞ 𝑛→+∞ 𝑛 𝑛
1 𝑘=1
𝑏−𝑎 3 𝑏−𝑎 3
= , 𝑎+ 𝑘 =1+ 𝑘
𝑛 𝑛 𝑛 𝑛
𝑛 𝑛
3 3 2 3 3 3 9
𝐽 = lim ∑ ( 1 + 𝑘) − 3 ( 1 + 𝑘) + 1 = lim ∑ (−1 − 𝑘 + 2 𝑘 2 )
𝑛→+∞ 𝑛 𝑛 𝑛 𝑛→+∞ 𝑛 𝑛 𝑛
𝑘=1 𝑘=1
𝑛 𝑛 𝑛
3 9 27 9 𝑛(𝑛 + 1) 27 𝑛(𝑛 + 1)(2𝑛 + 1)
𝐽 = lim [ ∑(−1) − 2 ∑ 𝑘 + 3 ∑ 𝑘 2 ] = lim (−3 − 2 + 3 )
𝑛→+∞ 𝑛 𝑛 𝑛 𝑛→+∞ 𝑛 2 𝑛 6
𝑘=1 𝑘=1 𝑘=1
9 3
𝐽 = −3 − + 9 = .
2 2
6
2) Determine the following les sums:
𝑘=+∞ 𝑘=+∞
𝑘 1 𝑘
𝑆1 = ∑ 2 , 𝑆2 = ∑
𝑛 + 𝑘2 𝑛 √3𝑛2 + 𝑘 2
𝑘=1 𝑘=0
𝑛=+∞ 𝑘=𝑛
𝑘 𝑘
𝑆1 = ∑ 2 = lim 𝑆𝑛 Avec 𝑆𝑛 = ∑
𝑛 + 𝑘2 𝑛→+∞ 𝑛2 + 𝑘 2
𝑘=1 𝑘=1
𝑏−𝑎=1
𝑘 𝑘/𝑛 [ 𝑎 𝑏 ] = [ 0 1]
{𝑓 (𝑎 + ) = On prend { 𝑥
𝑛 𝑘 2 𝑓 (𝑥 ) =
1 + 𝑥2
1 + (𝑛 )
𝑓 is continuous on the interval [0 1], then the sum (𝑆𝑛 ) converge, and
1 1
𝑥 1 1 ln(2)
𝑆1 = ∫ 𝑓 (𝑥 )𝑑𝑥 = ∫ 2
𝑑𝑥 = (𝑙𝑛(1 + 𝑥 2 ))0 = .
1+𝑥 2 2
0 0
𝑛=+∞ 𝑘=𝑛−1
1 𝑘 1 𝑘
𝑆2 = ∑ = lim 𝑆𝑛 Avec 𝑆𝑛 = ∑
𝑛 √3𝑛 2 + 𝑘2 𝑛→+∞ 𝑛 √3𝑛2 + 𝑘 2
𝑘=0 𝑘=0
𝑏−𝑎 = 1
𝑘 𝑘/𝑛 [𝑎 𝑏] = [0 1]
{𝑓 (𝑎 + ) = On prend {𝑓 (𝑥 ) = 𝑥
𝑛 𝑘 2
√3 + ( ) √3 + 𝑥 2
𝑛
𝑓 is continuous on the interval [0 1], then the sum (𝑆𝑛 ) converge, and
1 1
𝑥 1
𝑆2 = ∫ 𝑓 (𝑥 )𝑑𝑥 = ∫ 𝑑𝑥 = (√3 + 𝑥 2 ) = 2 − √3 .
√3 + 𝑥 2 0
0 0
7
Integrating rational functions :
𝑃(𝑥)
A rational function can be represented in the form of a sum of a polynomial and a proper rational
𝑄(𝑥)
function which can be splitted into partial fractions.
1 𝑎𝑥 + 𝑏
𝑛
(first type) , et (second type ) 𝑎, 𝑏 , 𝛼, 𝛽 ∈ ℝ et 𝑛 ∈ ℕ∗
(𝑥 − 𝛼 ) [(𝑥 − 𝛼 )2 + 𝛽 2 ]𝑛
Examples :
𝑥3 4𝑥 𝑎 𝑏
1) = 𝑥 + = 𝑥 + +
𝑥2 − 4 𝑥2 − 4 𝑥−2 𝑥+2
𝑥3 2 2
2
=𝑥+ + (The denominator has real simple roots).
𝑥 −4 𝑥−2 𝑥+2
1 1
2) = 2 (The denominator has no real roots).
𝑥2 +𝑥+1 1 2 √3
(𝑥 + 2) + ( 2 )
1
∎ Integration of , 𝑛 ∈ ℕ∗
(𝑥 − 𝛼 )𝑛
𝑙𝑛|𝑥 − 𝑎| + 𝑐 𝑛=1
1
Put ∶ 𝐼𝑛 = ∫ 𝑑𝑥 = { −1 1
(𝑥 − 𝛼 )𝑛 +𝑐 𝑛>1
𝑛 − 1 (𝑥 − 𝑎)𝑛−1
𝑎𝑥 + 𝑏
∎Integration of , 𝑛 ∈ ℕ∗
[(𝑥 − 𝛼 )2 + 𝛽 2 ]𝑛
𝑎𝑥 + 𝑏
Put ∶ 𝐼𝑛 = ∫ 𝑑𝑥 Let's put the change of variable 𝑥 = 𝛽𝑡 + 𝛼
[(𝑥 − 𝛼 )2 + 𝛽 2 ]𝑛
𝑎(𝛽𝑡 + 𝛼 ) + 𝑏 1 𝑎𝛽𝑡 + 𝑎𝛼 + 𝑏 𝑎 𝑡 𝑎𝛼 + 𝑏 𝑑𝑡
𝐼𝑛 = ∫ 𝛽 𝑑𝑡 = ∫ 𝑑𝑡 = ∫ 𝑑𝑡 + ∫
( 𝛽 2 𝑡 2 + 𝛽 2 )𝑛 𝛽 2𝑛−1 (1 + 𝑡 2 )𝑛 𝛽 2𝑛−2 (1 + 𝑡 2 )𝑛 𝛽 2𝑛−1 (1 + 𝑡 2 )𝑛
𝑑𝑡 𝑡
Put ∶ 𝐽𝑛 = ∫ 2 𝑛
and 𝐿𝑛 = ∫ 𝑑𝑡
(1 + 𝑡 ) (1 + 𝑡 2 )𝑛
∎ Integration of 𝐿𝑛
8
𝑡 1 1
𝐿𝑛 = ∫ 𝑑𝑡 Posons 𝑢 = 1 + 𝑡 2 𝐿𝑛 = ∫ 𝑑𝑢
(1 + 𝑡 2 )𝑛 2 𝑢𝑛
1 1
𝑙𝑛|𝑢| + 𝑐 = 𝑙𝑛|1 + 𝑡 2 | + 𝑐 𝑛=1
2 2
𝐿𝑛 = −1 1 −1 1
𝑛−1
+𝑐= +𝑐 𝑛 > 1
{2(𝑛 − 1) 𝑢 2(𝑛 − 1) (1 + 𝑡 2 )𝑛−1
∎ Integration of 𝐽𝑛
1 −2𝑛𝑡
𝑑𝑡 𝑢= 𝑢 ′
=
𝐽𝑛 = ∫ By parts put: { (1 + 𝑡 2 )𝑛 ⇒ { (1 + 𝑡 2 )𝑛+1
(1 + 𝑡 2 )𝑛
𝑣′ = 1 𝑣=𝑡
𝑡 𝑡2 𝑡 𝑡2 + 1 1
𝐽𝑛 = + 2𝑛 ∫ 𝑑𝑡 = + 2𝑛 ∫ 𝑑𝑡 − 2𝑛 ∫ 𝑑𝑡
( 1 + 𝑡 2 )𝑛 (1 + 𝑡 2 )𝑛+1 (1 + 𝑡 2 )𝑛 (1 + 𝑡 2 )𝑛+1 (1 + 𝑡 2 )𝑛+1
𝑡 1 1 𝑡
𝐽𝑛 = + 2𝑛 ∫ 𝑑𝑡 − 2𝑛 ∫ 𝑑𝑡 = + 2𝑛 𝐽𝑛 − 2𝑛 𝐽𝑛+1
(1 + 𝑡 2 )𝑛 (1 + 𝑡 2 )𝑛 (1 + 𝑡 2 )𝑛+1 (1 + 𝑡 2 ) 𝑛
2𝑛 − 1 1 𝑡
𝐽𝑛+1 = 𝐽𝑛 + 𝑛≥1
we have arrived at the recurrence relation ∶ { 2𝑛 2𝑛 (1 + 𝑡 2 )𝑛
𝐽1 = arctan(𝑡) + 𝑐
Examples :
𝑥³ − 𝑥 + 2 𝑥³ − 𝑥 + 2 2 𝑎 𝑏 1 1
1) ∫ 𝑑𝑥 =? =𝑥+ =𝑥+ + =𝑥+ −
𝑥² − 1 𝑥² − 1 𝑥² − 1 𝑥−1 𝑥+1 𝑥−1 𝑥+1
𝑥³ − 𝑥 + 2 1 1 𝑥2 𝑥2 𝑥−1
∫ 𝑑𝑥 = ∫ (𝑥 + − ) 𝑑𝑥 = + 𝑙𝑛|𝑥 − 1| − 𝑙𝑛|1 + 𝑥 | + 𝐶 = + 𝑙𝑛 | |+𝐶
𝑥² − 1 𝑥−1 𝑥+1 2 2 𝑥+1
𝑥+1
2) 𝐼 = ∫ 𝑑𝑥 =? The denominator has no real roots.
𝑥² − 3𝑥 + 3
2 3 2
3 3 3 (𝑥 − 2) 3 2𝑥 − 3 2
We have : 𝑥² − 3𝑥 + 3 = (𝑥 − ) + = [1 + ] = [1 + ( ) ]
2 4 4 3 4 √3
4
√3
2𝑥 − 3 √3 𝑡 + 3 𝑑𝑡 𝑑𝑥 =
√3 √3 𝑡 + 5
Put : =𝑡 , (𝑥 = )⇒ 2 ⇒𝐼= ∫ 𝑑𝑡
√3 2 √3 𝑡 + 5 3 1 + 𝑡2
𝑥+1 =
{ 2
9
𝑡 5 𝑑𝑡 1 2)
5
𝐼=∫ 𝑑𝑡 + ∫ = 𝑙𝑛 ( 1 + 𝑡 + arctan(𝑡) + 𝐶
1 + 𝑡2 √3 1 + 𝑡 2 2 √3
1 2𝑥 − 3 2 5 2𝑥 − 3
𝐼 = 𝑙𝑛 (1 + ( ) )+ arctan ( )+𝐶
2 √3 √3 √3
𝑥 𝑥
𝑥 𝑥 𝑥 2 cos (2) 𝑠𝑖𝑛 (2) 2𝑡
sin(𝑥 ) = sin (2 ) = 2 cos ( ) 𝑠𝑖𝑛 ( ) = 𝑥 𝑥 = 2
2 2 2 cos 2 (2) + sin2 (2) 1 + 𝑡
1 − 𝑡2
( )
cos 𝑥 =
1 + 𝑡2
2𝑡
{ tan(𝑥 ) =
1 − 𝑡2
Examples :
1 𝑑𝑡 𝑥
1) ∫ 𝑑𝑥 = ∫ = 𝑙𝑛|𝑡| + 𝑐 = 𝑙𝑛 |𝑡𝑎𝑛 ( )| + 𝑐
sin(𝑥) 𝑡 2
𝜋
3 tan(𝑥) 𝑥 2𝑡 2𝑡 1 − 𝑡2
2) ∫ 𝑑𝑥 ? Posons 𝑡 = 𝑡𝑎𝑛 ( ) , 𝑑𝑥 = 𝑑𝑡 , tan(𝑥 ) = , cos(𝑥 ) = .
0 1 + cos(𝑥) 2 1 + 𝑡2 1 − 𝑡2 1 + 𝑡2
1
𝜋 √3 1
3 tan(𝑥) 2𝑡 2 |]√3
1 3
∫ 𝑑𝑥 = ∫ = [ −𝑙𝑛 | 1 − 𝑡 0 = −𝑙𝑛 |1 − | = 𝑙𝑛 ( )
0 1 + cos(𝑥) 1 − 𝑡2 3 2
0
𝑑𝑥 1 + 𝑡² 2 2 𝑑𝑡 2 𝑡
3) ∫ =∫ 𝑑𝑡 = ∫ 2 = 𝑎𝑟𝑐𝑡𝑎𝑛 ( )+𝐶
2 + 𝑐𝑜𝑠(𝑥) 3 + 𝑡² 1 + 𝑡² 3 𝑡 √3 √3
1+( )
√3
𝑥
𝑑𝑥 2 𝑡𝑎𝑛 (2)
∫ = 𝑎𝑟𝑐𝑡𝑎𝑛 ( )+𝐶
2 + 𝑐𝑜𝑠(𝑥) √3 √3
10
∎ Integrals of the form ∫ sin𝑝 (𝑥) cos 𝑞 (𝑥)𝑑𝑥
Example :
𝑡3 𝑡5
∫ sin2 (𝑥) cos 3 (𝑥 )𝑑𝑥 = ∫ sin2 (𝑥) (1 − sin2 (𝑥)) cos(𝑥 ) 𝑑𝑥 = ∫ 𝑡 2 (1 − 𝑡 2 ) 𝑑𝑡 = − +𝑐
3 5
1 1
= sin3 (𝑥) − sin5 (𝑥 ) + 𝑐
3 5
Example :
1 1
∫ sin3 (𝑥) cos 2 (𝑥)𝑑𝑥 = ∫ sin(𝑥)(1 − cos 2 (𝑥)) cos 2 (𝑥 )𝑑𝑥 = ∫(𝑡 2 − 1)𝑡 2 𝑑𝑡 = 𝑡 5 − 𝑡 3 + 𝑐
5 3
1 1
= cos 5 (𝑥) − cos 3 (𝑥) + 𝑐
5 3
Example
∫ sin2 (𝑥) cos 2 (𝑥 )𝑑𝑥 ?
2( )
1
2( cos
2( 𝑥 = (1 + cos(2𝑥))
cos(2𝑥 ) = cos 𝑥 ) − sin 𝑥 ) 2
We have { ⟹{
1 = cos 2 (𝑥 ) + sin2 (𝑥 ) 1
sin2 (𝑥 ) = (1 − cos(2𝑥))
2
1 1 1 1
sin2 (𝑥) cos 2 (𝑥 ) = (1 − cos 2 (2𝑥 )) = [1 − (1 + cos(4𝑥))] = (1 − cos(4𝑥))
4 4 2 8
1 1 1
∫ sin2 (𝑥) cos 2 (𝑥 )𝑑𝑥 = ∫(1 − cos(4𝑥))𝑑𝑥 = 𝑥 − sin(4𝑥) + 𝑐.
8 8 32
𝑒 2𝑥 𝑡 1
∫ 𝑥
𝑑𝑥 = ∫ 𝑑𝑡 = ∫ (1 − ) 𝑑𝑡 = 𝑡 − 𝑙𝑛|1 + 𝑡| + 𝑐 = 𝑒 𝑥 − 𝑙𝑛 |1 + 𝑒 𝑥 | + 𝑐
1+𝑒 1+𝑡 1+𝑡
.
11
II. Double Integrals :
1) Double integrals over a rectangle
Definition 01 : Let 𝑓 be a continuous function of two variables on the domain [𝑎 𝑏] × [𝑐 𝑑 ]
𝑏−𝑎 𝑑−𝑐
With : 𝑥𝑖 = 𝑎 + 𝑖 , 𝑦𝑗 = 𝑐 + 𝑗
𝑛 𝑛
The function 𝑓 is said to be integrable on [𝑎 𝑏] × [𝑐 𝑑 ] if the following limit exists and finite .
𝑛 𝑛 𝑛 𝑛
(𝑏 − 𝑎)(𝑑 − 𝑐 ) 𝑏−𝑎 𝑑−𝑐
lim ∑ ∑(∆𝑥 ∆𝑦 𝑓(𝑥𝑖 , 𝑦𝑗 )) = lim ( 2
∑ ∑ 𝑓(𝑎 + 𝑖, 𝑐 + 𝑗))
𝑛→∞ 𝑛→∞ 𝑛 𝑛 𝑛
𝑖=1 𝑗=1 𝑖=1 𝑗=1
𝑏 𝑛 𝑛
𝑑 (𝑏 − 𝑎)(𝑑 − 𝑐 ) 𝑏−𝑎 𝑑−𝑐
We writing ∶ ∫ ∫ 𝑓 (𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = lim ( ∑ ∑ 𝑓(𝑎 + 𝑖, 𝑐 + 𝑗))
𝑐 𝑛→∞ 𝑛2 𝑛 𝑛
𝑎 𝑖=1 𝑗=1
1
1
Example : 𝐼 = ∫ ∫ 𝑥𝑒 𝑦 𝑑𝑥 𝑑𝑦 =?
0
0
𝑛 𝑛 𝑛 𝑛
(𝑏 − 𝑎)(𝑑 − 𝑐 ) 𝑏−𝑎 𝑑−𝑐 1 𝑖 𝑗
𝐼 = lim ( ∑ ∑ 𝑓(𝑎 + 𝑖, 𝑐 + 𝑗) ) = lim ( ∑ ∑ 𝑓( , ))
𝑛→∞ 𝑛2 𝑛 𝑛 𝑛→∞ 𝑛2 𝑛 𝑛
𝑖=1 𝑗=1 𝑖=1 𝑗=1
𝑛 𝑛 𝑛 𝑛
1 𝑖 𝑗 1 1 𝑗
𝐼 = lim ( 2 ∑ ∑ 𝑒 𝑛 ) = lim ( 3 ∑(𝑖 ) ∑ (𝑒 𝑛 ) )
𝑛→∞ 𝑛 𝑛 𝑛→∞ 𝑛
𝑖=1 𝑗=1 𝑖=1 𝑗=1
𝑛
𝑛(𝑛 + 1)
∑(𝑖 ) =
2
𝑖=1
𝑛
1 𝑗 1 𝑒−1
∑ (𝑒 )
𝑛 = 𝑒 (𝑛) 1
{ 𝑗=1 𝑒𝑛 − 1
12
1 1
𝑒 (1+𝑛) − 1 𝑛(𝑛 + 1) 𝑛 𝑒−1
𝐼 = lim ( 1 )= .
𝑛→∞ 2 𝑛2 2
𝑒𝑛 − 1
𝑑 𝑏 𝑏 𝑑
We have ∶ ∬ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ (∫ 𝑓 (𝑥, 𝑦)𝑑𝑥) 𝑑𝑦 = ∫ (∫ 𝑓 (𝑥, 𝑦)𝑑𝑦) 𝑑𝑥
𝑐 𝑎 𝑎 𝑐
𝐷
.
1 1
Example ∶ 𝐼 = ∫ ∫ (2𝑥 + 𝑦)𝑑𝑥𝑑𝑦 =?
0 0
1 1 1
3
𝐼 = ∫ (∫ (2𝑥 + 𝑦)𝑑𝑥 ) 𝑑𝑦 = ∫ (1 + 𝑦)𝑑𝑦 =
0 0 0 2
1 1 1
1 3
𝐼 = ∫ (∫ (2𝑥 + 𝑦)𝑑𝑦) 𝑑𝑥 = ∫ (2𝑥 + ) 𝑑𝑥 =
{ 0 0 0 2 2
𝑏 𝜓(𝑥)
∬ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ (∫ 𝑓 (𝑥, 𝑦)𝑑𝑦) 𝑑𝑥
𝐷 𝑎 𝜑(𝑥)
𝑑 𝜓(𝑦)
∬ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ (∫ 𝑓(𝑥, 𝑦)𝑑𝑥 ) 𝑑𝑦
𝐷 𝑐 𝜑(𝑦)
13
Examples :
1) 𝐼 = ∬ 𝑦 𝑑𝑥𝑑𝑦 = ? 𝐷 = {(𝑥, 𝑦) ∈ ℝ2 , 𝑥 ≥ 0 , 𝑦 ≥ 0 et 𝑥 + 𝑦 ≤ 1 }
𝐷
1 1−𝑥
1 1 1
𝐼 = ∫ (∫ 𝑦𝑑𝑦) 𝑑𝑥 = ∫ (𝑥 2 − 2𝑥 + 1)𝑑𝑥 =
0 0 2 0 6
ou
1 1−𝑦 1
1
𝐼 = ∫ 𝑦 (∫ 𝑑𝑥 ) 𝑑𝑦 = ∫ (𝑦 − 𝑦 2 )𝑑𝑦 =
{ 0 0 0 6
3) Propreties :
Let 𝑓, 𝑔 be continuous functions over a domain𝐷 ⊆ ℝ2 , and 𝛼, 𝛽 a real numbers.
14
1 1
2𝑥 + 𝑦
Example : 𝐼=∫ ∫ 𝑑𝑥𝑑𝑦 =?
0 0 1 + 𝑥2
1 1 1 1 1 1 1
2𝑥 + 𝑦 2𝑥 𝑦 𝑥 𝑑𝑥
𝐼=∫ ∫ 2
𝑑𝑥𝑑𝑦 = ∫ ∫ ( + ) 𝑑𝑥𝑑𝑦 = 2 ∫ 𝑑𝑥 + (∫ ) (∫ 𝑦𝑑𝑦)
0 0 1+𝑥 0 0 1 + 𝑥2 1 + 𝑥2 0 1+𝑥
2
0 1+𝑥
2
0
1 1 2 1 𝜋
𝐼 = (𝑙𝑛(1 + 𝑥 2 ))0 + (arctan(𝑥))10 ( 𝑦 ) = ln(2) +
2 0 8
.
𝜕𝑥 𝜕𝑥
∬ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∬ 𝑓(𝜑(𝑢, 𝑣), 𝜑(𝑢, 𝑣))|𝐽|𝑑𝑢𝑑𝑣 ; Δ = 𝜑 −1 (𝐷 ) , and 𝐽 = |𝜕𝑢 𝜕𝑣 |
𝜕𝑦 𝜕𝑦
𝐷 Δ
𝜕𝑢 𝜕𝑣
1
𝑢 =𝑥−𝑦 𝑥 = (3𝑢 + 𝑣) 1
Put : {𝑣 = 𝑥 + 3𝑦 ⇒{ 4 , { 𝐽=
1 4
𝑦 = (−𝑢 + 𝑣) Δ ∶ 1 ≤ 𝑢 ≤ 2 , −1 ≤ 𝑣 ≤ 1
4
2 1 2 1
1 1 1 1 1
)
𝐼 = ∬(𝑢 + 𝑣 𝑑𝑢𝑑𝑣 = ∬ 𝑢𝑑𝑢𝑑𝑣 + ∬ 𝑣𝑑𝑢𝑑𝑣 = (∫ 𝑢𝑑𝑢) (∫ 𝑑𝑣 ) + (∫ 𝑑𝑢) (∫ 𝑣𝑑𝑣 )
8 8 8 8 1 −1 8 1 −1
∆ ∆ ∆
2 1 2 1
1 1 3
𝐼 = (∫ 𝑢𝑑𝑢) (∫ 𝑑𝑣) + (∫ 𝑑𝑢) (∫ 𝑣𝑑𝑣 ) = .
8 1 −1 8 1 −1 8
15
Polar coordinates
𝑥 = 𝑟𝑐𝑜𝑠(𝜃)
{ , 𝐽 = 𝑟 , ∆= 𝜑−1 (𝐷) ∬ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∬ 𝑓(𝑟𝑐𝑜𝑠(𝜃), 𝑟𝑠𝑖𝑛(𝜃))𝑟𝑑𝑟𝑑𝜃
𝑦 = 𝑟𝑠𝑖𝑛(𝜃)
𝐷 Δ
𝑥 = 𝑟𝑐𝑜𝑠(𝜃) 𝜋
{ , 𝐽 =𝑟 , ∆ ∶ 0≤𝑟 ≤1, 0≤𝜃≤
𝑦 = 𝑟𝑠𝑖𝑛(𝜃) 2
.
𝜋 𝜋
1 1
2
3
1 2 1 3
𝐼 = ∫ ∫ (𝑟 sin(𝜃) cos(𝜃))𝑑𝑟𝑑𝜃 = (∫ 𝑟 𝑑𝑟) ( ∫ sin(2𝜃) 𝑑𝜃 ) =
0 0 0 2 0 8
.
5) Area :
1 𝑒𝑦 1
𝐴(𝐷) = ∬ 𝑑𝑥𝑑𝑦 = ∫ ∫ 𝑑𝑥𝑑𝑦 = ∫ 𝑒 𝑦 𝑑𝑦 = 𝑒 − 1
0 0 0
𝐷
𝐼 = ∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧
𝐷
.
𝑏 𝑑 𝑞
∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧 = ∫ (∫ (∫ 𝑓 (𝑥, 𝑦, 𝑧)𝑑𝑧) 𝑑𝑦) 𝑑𝑥
𝑎 𝑐 𝑝
𝐷
16
𝑑 𝑞 𝑏
= ∫ (∫ (∫ 𝑓 (𝑥, 𝑦, 𝑧)𝑑𝑥 ) 𝑑𝑧) 𝑑𝑦
𝑐 𝑝 𝑎
𝑞 𝑏 𝑑
= ∫ (∫ (∫ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑦) 𝑑𝑥 ) 𝑑𝑧
𝑝 𝑎 𝑐
𝐷 = {(𝑥, 𝑦, 𝑧) ∈ ℝ3 , 0 ≤ 𝑧 ≤ 1 et 𝑥 2 + 𝑦 2 ≤ 𝑧 2 }
𝑥 = 𝑟𝑐𝑜𝑠(𝜃)
0≤𝑟≤𝑧≤1
Let’s change to cylindrical coordinates : { 𝑦 = 𝑟𝑠𝑖𝑛(𝜃) , 𝐽 = 𝑟, {
−𝜋 ≤ 𝜃 ≤ 𝜋
𝑧=𝑧
1 𝑧 𝜋 1 𝑧 𝜋 1
2𝜋
𝐼 = ∫ ∫ ∫ 𝑧𝑑𝜃𝑑𝑟𝑑𝑧 = (∫ 𝑧 (∫ 𝑑𝑟)) (∫ 𝑑𝜃 ) = 2𝜋 ∫ (𝑧 2 )𝑑𝑧 =
0 0 −𝜋 0 0 −𝜋 0 3
.
sphérical Coordinates :
𝑥 = 𝑟𝑐𝑜𝑠(𝜃)cos(𝑡)
𝜋 𝜋
𝜑 ∶ {𝑦 = 𝑟𝑠𝑖𝑛(𝜃)cos(𝑡) |𝐽| = 𝑟 2 cos(𝑡) , 0 ≤ 𝜃 ≤ 2𝜋, − ≤ 𝑡 ≤
2 2
𝑧 = 𝑟𝑠𝑖𝑛(𝑡)
17
Exemple : ∭ 𝑧𝑑𝑥𝑑𝑦𝑑𝑧 𝐷 = {(𝑥, 𝑦, 𝑧) ∈ ℝ3 , 𝑥 2 + 𝑦 2 + 𝑧 2 ≤ 1}
𝐷
𝜋
1 2𝜋
2 1
𝐼 = ∭ 𝑧𝑑𝑥𝑑𝑦𝑑𝑧 = ∭ 𝑟𝑠𝑖𝑛(𝑡)𝑟 2 cos(𝑡) 𝑑𝑟𝑑𝜃𝑑𝑡 = (∫ 𝑟 3 𝑑𝑟) (∫ 𝑑𝜃 ) (∫ sin(2𝑡)) 𝑑𝑡
−𝜋 2
0 0
𝐷 ∆ 2
1 1 𝜋
= 2𝜋 =
4 2 4
3) volume :
𝑥 = 𝑟𝑐𝑜𝑠(𝜃)cos(𝑡) 𝜋 𝜋
{ 𝑦 = 𝑟𝑠𝑖𝑛(𝜃)cos(𝑡) 0<𝑟 ≤1, 0 ≤ 𝜃 ≤ 2𝜋, − ≤𝑡≤
2 2
𝑧 = 𝑟𝑠𝑖𝑛(𝑡)
𝜋
1 2𝜋
2 4𝜋
𝑉 (𝐷) = ∭ 𝑟 2 cos(𝑡) 𝑑𝑟𝑑𝜃𝑑𝑡 = (∫ 𝑟 2 𝑑𝑟) (∫ 𝑑𝜃 ) (∫ cos(𝑡) 𝑑𝑡) =
0 0 −
𝜋 3
∆ 2
.
18