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HomeCalculus III: Multivariable CalculusDouble Integrals over Rectangular Regions: Comprehensive Study Guide
Study Guide945 words

Double Integrals over Rectangular Regions: Comprehensive Study Guide

Double Integrals over Rectangular Regions

Double Integrals over Rectangular Regions

Learning Objectives

After studying this chapter, you should be able to:

  • Recognize when a function of two variables f(x,y)f(x,y)f(x,y) is integrable over a rectangular region RRR.
  • Apply the properties of double integrals (linearity, additivity, and monotonicity) to simplify calculations.
  • Evaluate double integrals by converting them into iterated integrals using Fubini's Theorem.
  • Calculate the volume of a solid bounded by a surface, the area of a plane region, and the average value of a function over a rectangle.

Key Terms & Glossary

  • Rectangular Region (RRR): The Cartesian product of two closed intervals [a,b]×[c,d][a, b] \times [c, d][a,b]×[c,d]. It represents the set of all points (x,y)(x, y)(x,y) such that a≤x≤ba \leq x \leq ba≤x≤b and c≤y≤dc \leq y \leq dc≤y≤d.
  • Riemann Sum: The sum of the volumes of thin rectangular boxes used to approximate the total volume under a surface: Sm,n=∑i=1m∑j=1nf(xij∗,yij∗)ΔAS_{m,n} = \sum_{i=1}^m \sum_{j=1}^n f(x_{ij}^*, y_{ij}^*) \Delta ASm,n​=∑i=1m​∑j=1n​f(xij∗​,yij∗​)ΔA.
  • Iterated Integral: An integral performed sequentially with respect to one variable at a time (e.g., first xxx, then yyy), treating the other variable as a constant during each step.
  • Double Integral: The limit of the Riemann sum as the dimensions of the sub-rectangles approach zero, representing the signed volume between the surface z=f(x,y)z = f(x, y)z=f(x,y) and the xyxyxy-plane.

The "Big Idea"

In single-variable calculus, the definite integral ∫abf(x)dx\int_a^b f(x)dx∫ab​f(x)dx represents the area under a curve. In multivariable calculus, the double integral extends this logic into the third dimension. Instead of integrating over an interval, we integrate over a region RRR in the xyxyxy-plane. The result is the volume of the solid that sits above the rectangle RRR and below the surface z=f(x,y)z = f(x, y)z=f(x,y). This transition from "Length → Area" to "Area → Volume" is the cornerstone of multiple integration.

Formula / Concept Box

ConceptMathematical Formula
Double Integral Definition∬Rf(x,y) dA=lim⁡m,n→∞∑i=1m∑j=1nf(xij∗,yij∗)ΔA\iint_R f(x,y) \, dA = \lim_{m,n \to \infty} \sum_{i=1}^m \sum_{j=1}^n f(x_{ij}^*, y_{ij}^*) \Delta A∬R​f(x,y)dA=limm,n→∞​∑i=1m​∑j=1n​f(xij∗​,yij∗​)ΔA
Iterated Integral (Fubini)∬Rf(x,y) dA=∫cd∫abf(x,y) dx dy=∫ab∫cdf(x,y) dy dx\iint_R f(x,y) \, dA = \int_c^d \int_a^b f(x,y) \, dx \, dy = \int_a^b \int_c^d f(x,y) \, dy \, dx∬R​f(x,y)dA=∫cd​∫ab​f(x,y)dxdy=∫ab​∫cd​f(x,y)dydx
Area of Rectangle RRRA(R)=(b−a)(d−c)=∬R1 dAA(R) = (b-a)(d-c) = \iint_R 1 \, dAA(R)=(b−a)(d−c)=∬R​1dA
Average Value (favef_{ave}fave​)fave=1A(R)∬Rf(x,y) dAf_{ave} = \frac{1}{A(R)} \iint_R f(x,y) \, dAfave​=A(R)1​∬R​f(x,y)dA

[!IMPORTANT] When evaluating an iterated integral, always integrate from the inside out. The inner limits correspond to the inner differential (e.g., dxdxdx), and the outer limits correspond to the outer differential (dydydy).

Hierarchical Outline

  • I. Geometry of the Rectangular Region
    • Definition of R=[a,b]×[c,d]R = [a, b] \times [c, d]R=[a,b]×[c,d].
    • Partitioning RRR into sub-rectangles ΔA=ΔxΔy\Delta A = \Delta x \Delta yΔA=ΔxΔy.
  • II. The Double Integral as a Limit
    • Choosing sample points (xij∗,yij∗)(x_{ij}^*, y_{ij}^*)(xij∗​,yij∗​).
    • Conditions for integrability (continuity of fff on RRR).
  • III. Properties of Double Integrals
    • Linearity: ∬(cf+g)dA=c∬fdA+∬gdA\iint (cf + g) dA = c \iint f dA + \iint g dA∬(cf+g)dA=c∬fdA+∬gdA.
    • Additivity: Splitting RRR into R1R_1R1​ and R2R_2R2​.
  • IV. Evaluation via Iterated Integrals
    • Fixing yyy to integrate with respect to xxx (and vice versa).
    • Changing the order of integration.
  • V. Applications
    • Volume calculation (z=f(x,y)z = f(x,y)z=f(x,y) must be ≥0\geq 0≥0).
    • Finding average values in physical contexts (e.g., average temperature).

Visual Anchors

Conceptual Flow of Integration

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Figure 1 — Mermaid diagram

Geometric Partitioning

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Figure 2 — TikZ diagram

Definition-Example Pairs

Term: Average Value of a Function over a Region

  • Definition: The single constant value that, if spread uniformly over the entire area RRR, would result in the same volume as the original function f(x,y)f(x,y)f(x,y).
  • Example: If f(x,y)f(x,y)f(x,y) represents the temperature on a metal plate RRR, the average value 1Area∬Rf dA\frac{1}{Area} \iint_R f \, dAArea1​∬R​fdA gives the single temperature reading that represents the overall thermal state of the plate.

Term: Iterated Integral

  • Definition: A method of calculating a double integral by performing two successive single-variable integrations.
  • Example: To find ∬R(x+y) dA\iint_R (x+y) \, dA∬R​(x+y)dA where R=[0,1]×[0,2]R=[0,1]\times[0,2]R=[0,1]×[0,2], you first find ∫01(x+y) dx=[12x2+xy]01=12+y\int_0^1 (x+y) \, dx = [\frac{1}{2}x^2 + xy]_0^1 = \frac{1}{2} + y∫01​(x+y)dx=[21​x2+xy]01​=21​+y, then integrate that result: ∫02(12+y) dy\int_0^2 (\frac{1}{2} + y) \, dy∫02​(21​+y)dy.

Worked Examples

Example 1: Calculating Volume under a Plane

Problem: Find the volume of the solid bounded by the surface f(x,y)=4−x−yf(x,y) = 4 - x - yf(x,y)=4−x−y over the rectangular region R=[0,1]×[0,1]R = [0,1] \times [0,1]R=[0,1]×[0,1].

Step 1: Set up the iterated integral. V=∫01∫01(4−x−y) dx dyV = \int_0^1 \int_0^1 (4 - x - y) \, dx \, dyV=∫01​∫01​(4−x−y)dxdy

Step 2: Evaluate the inner integral (with respect to xxx). ∫01(4−x−y) dx=[4x−12x2−xy]01=(4−12−y)−0=3.5−y\int_0^1 (4 - x - y) \, dx = \left[ 4x - \frac{1}{2}x^2 - xy \right]_0^1 = (4 - \frac{1}{2} - y) - 0 = 3.5 - y∫01​(4−x−y)dx=[4x−21​x2−xy]01​=(4−21​−y)−0=3.5−y

Step 3: Evaluate the outer integral (with respect to yyy). ∫01(3.5−y) dy=[3.5y−12y2]01=(3.5−0.5)=3\int_0^1 (3.5 - y) \, dy = \left[ 3.5y - \frac{1}{2}y^2 \right]_0^1 = (3.5 - 0.5) = 3∫01​(3.5−y)dy=[3.5y−21​y2]01​=(3.5−0.5)=3

Final Answer: The volume is 3 cubic units.

Checkpoint Questions

  1. If ∬Rf(x,y) dA=12\iint_R f(x,y) \, dA = 12∬R​f(x,y)dA=12 and the area of RRR is 4, what is the average value of fff over RRR?
  2. Does the order of integration (dx dydx \, dydxdy vs dy dxdy \, dxdydx) change the final result of a double integral over a rectangular region for a continuous function?
  3. ▶Check Answer for Q1

    The average value is 12/4=312 / 4 = 312/4=3.

  4. ▶Check Answer for Q2

    No. According to Fubini's Theorem, if the function is continuous, the order does not matter.

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Loading Diagram...
Flowchart, top to bottom. Surface z = f(x,y) connects to Rectangular Region R. B connects to Partition R. C connects to Small Rectangles delta A. D connects to Riemann Sum S_mn. E connects to Limit as delta A -> 0. F connects to Double Integral. G connects to Volume / Area / Avg Value.