Home page for accesible maths 4 Double integrals: general regions and change of variable

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4.1 Review of double integrals

Let R be a region in the (x,y)-plane, f a function of x and y. The double integral I=Rf(x,y)𝑑x𝑑y is the volume between the region R and the surface z=f(x,y), with any volume below the (x,y)-plane counted negatively.

This is a definite integral, with the region R taking the place of the interval [a,b] occurring in the one-dimensional case.

Double integrals can be calculated by two repetitions of ordinary integration, as follows.

First consider the case where R is a rectangle, given by: axbcyd. For a fixed value of y, the cross-section of our volume is the “wall” shown in the picture; this is the area under the curve z=f(x,y) in this plane, so it equals abf(x,y)𝑑x

(in which the integration is with respect to x, with y treated as constant). The contribution to our volume of the slice between y and y+δy is roughly δy times this integral. Hence

I=cd(abf(x,y)𝑑x)𝑑y. (7)

By considering cross-sections for fixed x instead, we see that also

I=ab(cdf(x,y)𝑑y)𝑑x. (8)

(7) and (8) are called repeated integrals. They are commonly written without the brackets: the meaning is the same as if the brackets were there, so (8) becomes

abcdf(x,y)𝑑y𝑑x.

Note. The double integral R1𝑑x𝑑y is simply the area of R.