Double Integrals

For a single variable x, if ݂ሺ‫ݔ‬ሻ is defined on ሾܽǡ ܾሿ and ݂ሺ‫ݔ‬ሻ ൒ Ͳ

௕
on ሾܽǡ ܾሿ, then ‫׬‬௔ ݂ሺ‫ݔ‬ሻ݀‫ ݔ‬is the area under the curve ‫ ݕ‬ൌ ݂ሺ‫ݔ‬ሻ.

For example, for ݂ሺ‫ݔ‬ሻ ൌ ‫ ݔ‬ଷ െ ͻ‫ ݔ‬ଶ ൅ ʹ͵‫ ݔ‬െ ͳͳ on ሾͳǡͷሿ

#$%&"%'Ͳ(%)*)'%Ͳ++
)
(
'
&
!"#$%&

%
$
#
"
!
! " # $ % & '

ହ
where ‫׬‬ଵ ‫ ݔ‬ଷ െ ͻ‫ ݔ‬ଶ ൅ ʹ͵‫ ݔ‬െ ͳͳ݀‫ ݔ‬is the area under the curve.

1
Whereas when integrating a function of a single variable can yield
the area under a curve, integrating a function of two variables can
yield the volume of the area under the surface.

In particular, for two variables x and y, consider a function ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ

which is defined on a closed rectangle R where
ܴ ൌ ሾܽǡ ܾሿ‫ ݔ‬ሾܿǡ ݀ ሿ ൌ ሼሺ‫ݔ‬ǡ ‫ݕ‬ሻ ‫ א‬Թଶ ȁܽ ൑ ‫ ݔ‬൑ ܾǡ ܿ ൑ ‫ ݕ‬൑ ݀ሽ

If ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൒ Ͳ on R, then the volume V of the solid that lies above
the rectangle R and below the surface ‫ ݖ‬ൌ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ is

ܸ ൌ ඵ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ܣ‬

ோ

where integrating over the area dA with a double integral is

analogous to integrating over dx with a single integral.

2
For ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ͳ͸ െ ‫ ݔ‬ଶ െ ʹ‫ ݕ‬ଶ on ܴ ൌ ሾͲǡʹሿ‫ ݔ‬ሾͲǡʹሿ, we can plot

#$%-!&"+.Ͳ %) Ͳ )!)

#!

,"#$%-!&
"&
"!
& #
! " !
!
" !
#

Since ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൒ Ͳ on R, the solid that lies above R but below the
surface ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ forms the volume ܸ ൌ ‫׭‬ோ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ܣ‬.

3
In order to integrate the function݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ on R, we must use what is
known as partial integration.

When integrating the two variable function ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ using a single
integral, we hold fixed the variable that is not being integrated.

For example, when integrating with respect to y

ௗ
න ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ݕ‬
௖

we treat x as a constant.

Similarly, when integrating with respect to x

௕
න ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ݔ‬
௔

we treat y as a constant.

4
Notice that the function ‫ܣ‬ሺ‫ݔ‬ሻ which is defined as
ௗ
‫ܣ‬ሺ‫ݔ‬ሻ ൌ ‫׬‬௖ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ݕ‬

only depends on x since we have integrated with respect to y.

We can now choose to integrate with respect to x which yields

௕ ௕ ௗ
‫׬‬௔ ‫ܣ‬ሺ‫ݔ‬ሻ ݀‫ ݔ‬ൌ ‫׬‬௔ ቂ‫׬‬௖ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ݕ‬ቃ ݀‫ݔ‬

The right-hand side of this last equation is known as an iterated

integral although we typically drop the brackets.

Also, if ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ is continuous on R, then the order of integration

does not matter.
௕ ௗ ௗ ௕
ඵ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ ܣ‬ൌ න න ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ ݔ݀ ݕ‬ൌ න න ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ݀‫ݕ݀ ݔ‬
ோ ௔ ௖ ௖ ௔

5
Example
For ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ሺ͵Τͳ͸ሻ‫ ݕݔ‬ଶ ǡ where Ͳ ൑ ‫ ݔ‬൑ ʹǡ Ͳ ൑ ‫ ݕ‬൑ ʹ, show
ஶ ஶ
that ‫ି׬‬ஶ ‫ି׬‬ஶ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ݀‫ ݕ݀ݔ‬ൌ ͳ.

Notice that
ஶ ஶ ௬ୀଶ ௫ୀଶ
න න ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ݀‫ ݕ݀ݔ‬ൌ න න ሺ͵Τͳ͸ሻ‫ ݕݔ‬ଶ ݀‫ݕ݀ݔ‬
ିஶ ିஶ ௬ୀ଴ ௫ୀ଴
ଶ ଶ
ൌ න ሺ͵Τͳ͸ሻ‫ ݕ‬ଶ ቈන ‫ ݔ݀ݔ‬቉ ݀‫ݕ‬
଴ ଴

We solve the term in brackets by integrating with respect to x

ଶ ଶ
‫ݔ‬ଶ ʹଶ Ͳଶ Ͷ
න ‫ ݔ݀ݔ‬ൌ ቉ ൌ െ ൌ ൌʹ
଴ ʹ ଴ ʹ ʹ ʹ

Inserting this result into the above integral yields

ଶ ଶ
͵ ଶ ͸ ଶ ଶ ͸ ‫ݕ‬ଷ ͸ ȉ ʹଷ ͸ ȉ Ͳଷ
න ‫ ݕ‬ሾʹሿ݀‫ ݕ‬ൌ න ‫ ݕ݀ ݕ‬ൌ ȉ ቉ ൌ െ ൌͳ
଴ ͳ͸ ͳ͸ ଴ ͳ͸ ͵ ଴ Ͷͺ Ͷͺ
6
Also, reversing the order of integration gives the same answer
ஶ ஶ ௫ୀଶ ௬ୀଶ
න න ݂௑ǡ௒ ሺ‫ݔ‬ǡ ‫ݕ‬ሻ݀‫ ݔ݀ݕ‬ൌ න න ሺ͵Τͳ͸ሻ‫ ݕݔ‬ଶ ݀‫ ݔ݀ݕ‬
ିஶ ିஶ ௫ୀ଴ ௬ୀ଴
ଶ ଶ
ൌ න ሺ͵Τͳ͸ሻ‫ ݔ‬ቈන ‫ ݕ‬ଶ ݀‫ݕ‬቉ ݀‫ݔ‬
଴ ଴

We solve the term in brackets by integrating with respect to y

ଶ ଷ ଷଶ ଷ
ଶ
‫ݕ‬ ʹ Ͳ ͺ
න ‫ ݕ݀ ݕ‬ൌ ቉ ൌ െ ൌ
଴ ͵ ଴
͵ ͵ ͵

Inserting this result into the above integral yields

ଶ ଶ
͵ ͺ ͺ ଶ ͳ ‫ݔ‬ଶ ʹଶ Ͳଶ Ͷ
න ‫ ݔ‬൤ ൨ ݀‫ ݔ‬ൌ න ‫ ݔ݀ݔ‬ൌ ȉ ቉ ൌ െ ൌ ൌͳ
଴ ͳ͸ ͵ ͳ͸ ଴ ʹ ʹ ଴
Ͷ Ͷ Ͷ

7
 ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ሺ͵Τͳ͸ሻ‫ ݕݔ‬ଶ 

Integrating the same function over ͳ ൑ ‫ ݔ‬൑ ʹǡ Ͳ ൑ ‫ ݕ‬൑ ͳ yields

ଵ ଶ ଵ ଶ
න න ሺ͵Τͳ͸ሻ‫ ݕݔ‬ଶ ݀‫ ݕ݀ݔ‬ൌ න ሺ͵Τͳ͸ሻ‫ ݕ‬ଶ ቈන ‫ݔ݀ݔ‬቉ ݀‫ݕ‬
଴ ଵ ଴ ଵ
ଵ ଶ ଶ
‫ݔ‬
ൌ න ሺ͵Τͳ͸ሻ‫ ݕ‬ଶ ൥ ቉ ൩ ݀‫ݕ‬
଴ ʹ ଵ
ଵ
ൌ න ሺ͵Τͳ͸ሻ‫ ݕ‬ଶ ሾ͵Τʹሿ݀‫ݕ‬
଴
ൌ ሺͻΤ͵ʹሻሾ‫ ݕ‬ଷ Τ͵ሿଵ଴ ሿ
ൌ ሺͻΤ͵ʹሻሾሺͳΤ͵ሻ െ ሺͲΤ͵ሻሿ
ൌ ͵Τ͵ʹ

8
Example
Let ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ʹ where Ͳ ൑ ‫ ݔ‬൑ ‫ ݕ‬൑ ͳ.

Here, notice that the value of ‫ ݔ‬cannot exceed the value of ‫ ݕ‬such
that we are interested in the shaded area shown below.

When integrating it is important that we account for, in the limits

of the integrals, the restriction that ‫ ݔ‬൑ ‫ݕ‬.

9
One approach is that we can first integrate with respect to x but
must be certain that ‫ ݔ‬൑ ‫ݕ‬.
ஶ ஶ
Integrating over all values to show that ‫ି׬‬ஶ ‫ି׬‬ஶ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ݀‫ ݕ݀ݔ‬ൌ ͳ
௬ୀଵ ௫ୀ௬ ଵ ௬
න න ʹ݀‫ ݕ݀ݔ‬ൌ න ʹ ቈන ݀‫ݔ‬቉ ݀‫ݕ‬
௬ୀ଴ ௫ୀ଴ ଴ ଴

௬ ௬
Since ‫׬‬଴ ݀‫ ݔ‬ൌ ‫ݔ‬ሿ଴ ൌ ‫ ݕ‬െ Ͳ ൌ ‫ݕ‬,
ଵ ଵ ଶ ଵ
‫ݕ‬
න ʹሾ‫ݕ‬ሿ݀‫ ݕ‬ൌ ʹ න ‫ ݕ݀ݕ‬ൌ ʹ ȉ ൗʹ൨ ൌ ‫ ݕ‬ଶ ሿଵ଴ ൌ ͳଶ െ Ͳଶ ൌ ͳ
଴ ଴ ଴

10
 An alternative approach is that we can first integrate with respect
to y but again we must be certain that ‫ ݔ‬൑ ‫ݕ‬.
ஶ ஶ
Integrating over all values to show that ‫ି׬‬ஶ ‫ି׬‬ஶ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ݀‫ ݔ݀ݕ‬ൌ ͳ
௫ୀଵ ௬ୀଵ ଵ ଵ
න න ʹ݀‫ ݔ݀ݕ‬ൌ න ʹ ቈන ݀‫ݕ‬቉ ݀‫ݔ‬
௫ୀ଴ ௬ୀ௫ ଴ ௫

ଵ
Since ‫׬‬௫ ݀‫ ݕ‬ൌ ‫ݕ‬ሿଵ௫ ൌ ͳ െ ‫ݔ‬,
ଵ ଵ
න ʹሾͳ െ ‫ݔ‬ሿ݀‫ ݔ‬ൌ න ʹ െ ʹ‫ ݔ݀ݔ‬ൌ ʹ‫ ݔ‬െ ‫ ݔ‬ଶ ሿଵ଴ ൌ ሺʹ െ ͳሻ െ ሺͲ െ Ͳሻ ൌ ͳ
଴ ଴

11
 ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ʹ

We can also determine the integral of the function over the range
Ͳ ൑ ‫ ݔ‬൑ ‫ ݕ‬൑ ͳൗʹ.

Since ‫ ݔ‬൑ ‫ݕ‬, the following probability can be simplified

ଵΤଶ ௬ ଵΤଶ ௬
න න ʹ݀‫ ݕ݀ݔ‬ൌ න ʹ ቈන ݀‫ݔ‬቉ ݀‫ݕ‬
଴ ଴ ଴ ଴
ଵΤଶ
ൌ ʹන ‫ݕ݀ݕ‬
଴
Τ
ൌ ‫ ݕ‬ଶ ሿଵ଴ ଶ 
ൌ ͳΤͶ

12
Partial Derivatives
Suppose that ݂ is a function of a single variable, x, and we are
interested in how changes in x affect ݂ሺ‫ݔ‬ሻ.

The first derivative of the function, which is the slope (rate of

change) of f and is calculated by differentiating ݂ሺ‫ݔ‬ሻ, is written as
݀ ݂݀
݂ሺ‫ݔ‬ሻ‘”
݀‫ݔ‬ ݀‫ݔ‬

The second derivative of the function, which is the curvature of f

and is calculated by differentiating the first derivative, is written as


݀ ݀ ݀ଶ ݀ଶ݂
൤ ݂ሺ‫ݔ‬ሻ൨ ൌ ଶ ݂ሺ‫ݔ‬ሻ‘” ଶ
݀‫ݔ݀ ݔ‬ ݀‫ݔ‬ ݀‫ݔ‬

Since ݂ሺ‫ݔ‬ሻ is only a function of x, we typically only consider cases

in which we differentiate the function with respect to x.

13
When ݂ is a function of two variables, x and y, we are interested in
how changes in x or y (or perhaps both) affect ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ.

Suppose we are interested in how a change in x alone affects

݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ which means that we keep y constant while changing x.
డ
The partial derivative of ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ with respect to x, or ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ,
డ௫
answers precisely this question, that is, we differentiate the
function by changing x while treating y as a constant.

For example, if ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ Ͷ‫ ݕݔ‬ଶ , then

߲݂ ߲ ߲
ൌ ሺ ሻ
݂ ‫ݔ‬ǡ ‫ ݕ‬ൌ ሾͶ‫ ݕݔ‬ଶ ሿ ൌ Ͷ‫ ݕ‬ଶ ȉ ͳ ൌ Ͷ‫ ݕ‬ଶ
߲‫ݔ߲ ݔ‬ ߲‫ݔ‬
డ
When taking partial derivatives, we use the notation as opposed
డ௫
ௗ
to to indicate that we are changing one of multiple variables.
ௗ௫

14
We may also be interested in how a change in y alone affects
݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ which means that we keep x constant while changing y.
డ
The partial derivative of ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ with respect to y, or ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ,
డ௬
answers precisely this question, that is, we differentiate the
function by changing y while treating x as a constant.

For example, if ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ Ͷ‫ ݕݔ‬ଶ , then

߲݂ ߲ ߲
ൌ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ሾͶ‫ ݕݔ‬ଶ ሿ ൌ Ͷ‫ ݔ‬ȉ ʹ‫ ݕ‬ൌ ͺ‫ݕݔ‬
߲‫ݕ߲ ݕ‬ ߲‫ݕ‬

Calculating the partial derivatives at a point is essentially the same

as in the case of single variable.

For example, at the point (1,3)

߲ ଶ
߲
݂ሺͳǡ͵ሻ ൌ Ͷሺ͵ ሻ ൌ ͵͸ܽ݊݀ ݂ሺͳǡ͵ሻ ൌ ͺሺͳሻሺ͵ሻ ൌ ʹͶ
߲‫ݔ‬ ߲‫ݕ‬

15
We also will be interested in second partial derivatives.

The first type of second partial derivatives arises when we

differentiate with respect to the same variable twice.

Let ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ Ͷ‫ ݕݔ‬ଶ to illustrate these concepts.

The second partial derivative twice with respect to x is

߲ଶ݂ ߲ଶ ߲ ߲݂ ߲
ଶ
ൌ ଶ
݂ ሺ‫ݔ‬ǡ ‫ݕ‬ ሻ ൌ ൬ ൰ ൌ ሺͶ‫ ݕ‬ଶ ሻ ൌ Ͳ
߲‫ݔ‬ ߲‫ݔ‬ ߲‫ݔ߲ ݔ‬ ߲‫ݔ‬

The second partial derivative twice with respect to y is

߲ଶ݂ ߲ଶ ߲ ߲݂ ߲
ଶ
ൌ ଶ
݂ ሺ‫ݔ‬ǡ ‫ݕ‬ ሻ ൌ ൬ ൰ ൌ ሺͺ‫ݕݔ‬ሻ ൌ ͺ‫ݔ‬
߲‫ݕ‬ ߲‫ݕ‬ ߲‫ݕ߲ ݕ‬ ߲‫ݕ‬

16
There are additional second derivatives of interest which occur
when we first differentiate with respect to one variable and then
differentiate a second time with respect to the other variable.

Again using ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ Ͷ‫ ݕݔ‬ଶ , the second partial derivative

differentiating first with respect to x and then with respect to y is
߲ଶ݂ ߲ଶ ߲ ߲݂ ߲
ൌ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ൬ ൰ൌ ሺͶ‫ ݕ‬ଶ ሻ ൌ ͺ‫ݕ‬
߲‫ݔ߲ݕ߲ ݔ߲ݕ‬ ߲‫ݔ߲ ݕ‬ ߲‫ݕ‬

When first differentiating with respect to y and then to x we get

߲ଶ݂ ߲ଶ ߲ ߲݂ ߲
ൌ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ൬ ൰ൌ ሺͺ‫ݕݔ‬ሻ ൌ ͺ‫ݕ‬
߲‫ݕ߲ݔ߲ ݕ߲ݔ‬ ߲‫ݕ߲ ݔ‬ ߲‫ݔ‬

The equality of these results is not a coincidence but a Theorem:

డమ ௙ డమ ௙ డమ ௙ డమ ௙
if both and are continuous then ൌ .
డ௬డ௫ డ௫డ௬ డ௬డ௫ డ௫డ௬

17
Example
డమ ௙
Find for the function ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ‫ ݔ‬ଶ ‫ ݕ‬ଷ Τ͵ʹ.
డ௫డ௬

߲ଶ݂ ߲ ߲ ߲ ߲ ͳ
ൌ ൤ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ൨ ൌ ൥ ൤ ȉ ‫ ݔ‬ଶ ȉ ‫ ݕ‬ଷ ൨൩
߲‫ݕ߲ ݔ߲ ݕ߲ݔ‬ ߲‫ʹ͵ ݕ߲ ݔ‬
߲ ͳ
ൌ ൤ ȉ ‫ ݔ‬ଶ ȉ ͵‫ ݕ‬ଶ ൨
߲‫ʹ͵ ݔ‬
ൌ ሺͳΤ͵ʹሻ ȉ ʹ‫ ݔ‬ȉ ͵‫ ݕ‬ଶ 
ൌ ሺ͵Τͳ͸ሻ‫ ݕݔ‬ଶ

Alternatively, we could have computed

߲ ߲ ߲ ߲ ‫ݔ‬ଶ‫ݕ‬ଷ ߲ ʹ‫ ݔ‬ȉ ‫ ݕ‬ଷ ʹ‫ ݔ‬ȉ ͵‫ ݕ‬ଶ ͵‫ ݕݔ‬ଶ

൤ ݂ሺ‫ݔ‬ǡ ‫ݕ‬ሻ൨ ൌ ൥ ቈ ቉൩ ൌ ቈ ቉ൌ ൌ
߲‫ݔ߲ ݕ‬ ߲‫ʹ͵ ݔ߲ ݕ‬ ߲‫ʹ͵ ݕ‬ ͵ʹ ͳ͸

18