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Calculus

Double integrals

A double integral integrates a function over a region DD in the plane. Compute it as an iterated integral, one variable at a time.

Basic, Standard, Advanced: University Year 1 · 2nd semester

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Iterated integrals

If the region can be written D={(x, y)∣a≤x≤b, g1(x)≤y≤g2(x)}D = \{(x,\ y) \mid a \le x \le b,\ g_1(x) \le y \le g_2(x)\}, then

∬Df(x, y) dx dy=∫ab(∫g1(x)g2(x)f(x, y) dy)dx\iint_D f(x,\ y)\,dx\,dy = \int_a^b \left(\int_{g_1(x)}^{g_2(x)} f(x,\ y)\,dy\right)dx

In the inner integral, treat xx as a constant and integrate in yy; then integrate the result in xx. On a rectangle with f(x, y)=g(x)h(y)f(x,\ y) = g(x)h(y), the integral is the product of an xx-integral and a yy-integral.

Describing the region

To set up an iterated integral, describe DD with inequalities. For example, the region bounded by y=x2y = x^2 and y=xy = x is 0≤x≤10 \le x \le 1, x2≤y≤xx^2 \le y \le x. Always draw a picture.

Changing the order of integration

∫01(∫x1ey2 dy)dx\displaystyle\int_0^1\left(\int_x^1 e^{y^2}\,dy\right)dx cannot be computed as it stands, because ey2e^{y^2} has no elementary antiderivative. Rewrite the region {0≤x≤1, x≤y≤1}\{0 \le x \le 1,\ x \le y \le 1\} as {0≤y≤1, 0≤x≤y}\{0 \le y \le 1,\ 0 \le x \le y\} and swap the order:

∫01(∫0yey2 dx)dy=∫01yey2 dy=e−12\int_0^1\left(\int_0^y e^{y^2}\,dx\right)dy = \int_0^1 ye^{y^2}\,dy = \frac{e-1}{2}

Polar coordinates

Polar coordinates

With x=rcos⁡θx = r\cos\theta and y=rsin⁡θy = r\sin\theta,

dx dy=r dr dθdx\,dy = r\,dr\,d\theta

Disks and sectors become rectangles in rr and θ\theta. Don't forget the Jacobian rr.

∬x2+y2≤1(x2+y2) dx dy=∫02π(∫01r2⋅r dr)dθ=2π⋅14=π2\iint_{x^2+y^2 \le 1} (x^2 + y^2)\,dx\,dy = \int_0^{2\pi}\left(\int_0^1 r^2 \cdot r\,dr\right)d\theta = 2\pi\cdot\frac{1}{4} = \frac{\pi}{2}