Double Integrals

Study Sheet

Double Integrals

Volume by slicing twice

Iterated Integration

Tip
Integrate one variable at a time
xyy = xx
The triangle below y=xy = x; the strip at xx runs from y=0y = 0 to y=xy = x, which gives ∫01 ⁣∫0x⋯ dy dx\int_0^1\!\int_0^x \cdots\,dy\,dx.

∬Rf dA\iint_R f\,dA over a rectangle is two ordinary integrals nested: inner in yy (holding xx), then outer in xx — and Fubini says the order does not matter for continuous ff. Over non-rectangles, the INNER limits depend on the outer variable: ∫01∫0x⋯ dy dx\int_0^1\int_0^x \cdots\,dy\,dx covers the triangle under y=xy = x.

Why nesting works: with xx fixed, the inner integral ∫f(x,y) dy\int f(x, y)\,dy is the area of the slice of the solid under z=fz = f standing above the line at xx — a cross-sectional area A(x)A(x). The outer integral ∫A(x) dx\int A(x)\,dx then adds up the slices, the way a loaf's volume is the sum of its slices. Fubini's theorem says slicing the other way gives the same volume. For the triangle under y=xy = x on [0,1][0, 1], the slice at xx runs from y=0y = 0 up to y=xy = x, and those are the inner limits.

Concept
Polar coordinates carry an extra r
xyr ΔθΔr
A polar cell between r=2r = 2 and r=2.5r = 2.5: its arc is r Δθr\,\Delta\theta long, so cells grow in proportion to rr.

On disks and rings, switch to x=rcos⁡θx = r\cos\theta, y=rsin⁡θy = r\sin\theta — but the area element becomes dA=r dr dθdA = r\,dr\,d\theta. That extra rr (a small polar rectangle is r Δθr\,\Delta\theta wide, not Δθ\Delta\theta) is the single most-forgotten factor in the course. It is also the magic that evaluates ∫−∞∞e−x2dx=π\int_{-\infty}^{\infty}e^{-x^2}dx = \sqrt{\pi}.

Why the rr: the circles r=r = const and the rays θ=\theta = const cut the plane into cells whose size depends on how far out they are. A cell at radius rr spanning an angle Δθ\Delta\theta is r Δθr\,\Delta\theta wide along the arc and Δr\Delta r deep, so its area is about r Δr Δθr\,\Delta r\,\Delta\theta: cells far from the origin are bigger, and the factor rr records it. For the disk of radius 33, ∫02π ⁣∫03r dr dθ=2π⋅92=9π\int_0^{2\pi}\!\int_0^3 r\,dr\,d\theta = 2\pi\cdot\tfrac92 = 9\pi, the correct area; dropping the rr gives 2π⋅3=6π2\pi\cdot3 = 6\pi.

Example
A separable rectangle

∬[0,2]×[0,3]xy dA=(∫02x dx)(∫03y dy)=2⋅92=9\iint_{[0,2]\times[0,3]} xy\,dA = \left(\int_0^2 x\,dx\right)\left(\int_0^3 y\,dy\right) = 2 \cdot \tfrac92 = 9 — when the integrand factors and the region is a rectangle, the double integral is a product of singles.

Why it factors: in the inner integral ∫03xy dy\int_0^3 xy\,dy, xx is a constant and comes out, leaving x⋅92x\cdot\tfrac92. The outer integral is then 92∫02x dx=92⋅2=9\tfrac92\int_0^2 x\,dx = \tfrac92\cdot2 = 9. This shortcut needs both conditions: an integrand of the form g(x)h(y)g(x)h(y) and constant limits. Over the triangle below y=xy = x, the same xyxy does not split, because the inner limit xx ties the two integrals together.

Side note
Significance: averages, mass, and probability

A double integral is how you total anything spread over a region: mass from density, rainfall from intensity maps, probability from joint densities. The average value of ff over a region is ∬f dA\iint f\,dA divided by the area — centroids and centers of mass are just coordinate-weighted versions of that same computation.

Try it
Try it: an average the fast way

Find the average value of f(x,y)=xf(x, y) = x over the rectangle [0,4]×[0,2][0, 4]\times[0, 2].

Show the answer

The average is the integral divided by the area. The integrand does not involve yy, so the double integral factors: ∬x dA=(∫04x dx)(∫02dy)=8⋅2=16\iint x\,dA = \left(\int_0^4 x\,dx\right)\left(\int_0^2 dy\right) = 8\cdot2 = 16. The area is 88, so the average is 168=2\tfrac{16}{8} = 2. Sanity check: xx is spread evenly from 00 to 44, so its average must be the midpoint 22.

Regions Between Curves, and Reversing the Order

Tip
Columns or rows

A region between two graphs, g1(x)≤y≤g2(x)g_1(x) \le y \le g_2(x) for a≤x≤ba \le x \le b, is integrated in columns: ∫ab ⁣∫g1(x)g2(x)f dy dx\displaystyle\int_a^b\!\int_{g_1(x)}^{g_2(x)} f\,dy\,dx. A region between h1(y)≤x≤h2(y)h_1(y) \le x \le h_2(y) for c≤y≤dc \le y \le d is integrated in rows: ∫cd ⁣∫h1(y)h2(y)f dx dy\displaystyle\int_c^d\!\int_{h_1(y)}^{h_2(y)} f\,dx\,dy. To reverse the order, redraw the region and read the new limits off lines in the other direction.

Why redraw: the limits encode the shape, and describing a shape column by column uses different formulas from describing it row by row. The inner limits are the curves a line crosses as it passes through the region, so they change when the lines change direction; the outer limits are the extreme positions of those lines. Swapping the symbols without looking at the region almost never produces the same region.

Example
Example: between a parabola and a line
xy12123y = x²y = 2x
The region between y=x2y = x^2 and y=2xy = 2x: a column from x2x^2 up to 2x2x, and a row from x=y2x = \tfrac y2 across to x=yx = \sqrt y.

Compute ∬Ry dA\iint_R y\,dA, where RR lies between y=x2y = x^2 and y=2xy = 2x. The curves meet where x2=2xx^2 = 2x, at x=0x = 0 and x=2x = 2. In columns, for 0≤x≤20 \le x \le 2 a vertical line enters at the parabola and leaves at the line: ∫02 ⁣∫x22xy dy dx=∫0212(4x2−x4)dx\displaystyle\int_0^2\!\int_{x^2}^{2x} y\,dy\,dx = \int_0^2 \tfrac12\left(4x^2 - x^4\right)dx.

That is 12(323−325)=12⋅6415=3215\tfrac12\left(\tfrac{32}{3} - \tfrac{32}{5}\right) = \tfrac12\cdot\tfrac{64}{15} = \tfrac{32}{15}. In rows: for 0≤y≤40 \le y \le 4, a horizontal line enters at the line x=y2x = \tfrac y2 and leaves at the parabola x=yx = \sqrt y, so the integral is ∫04y(y−y2)dy=∫04(y3/2−y22)dy=645−323=3215\displaystyle\int_0^4 y\left(\sqrt y - \tfrac y2\right)dy = \int_0^4\left(y^{3/2} - \tfrac{y^2}{2}\right)dy = \tfrac{64}{5} - \tfrac{32}{3} = \tfrac{32}{15}. Note that the curve that was the lower limit in columns is the right-hand limit in rows.

Example
Example: an integral that must be reversed
xyy = x²
The region under y=x2y = x^2: the given order uses rows from x=yx = \sqrt y to 11; the reversed order uses columns from 00 to x2x^2.

Evaluate ∫01 ⁣∫y1x3+1 dx dy\displaystyle\int_0^1\!\int_{\sqrt y}^{1}\sqrt{x^3 + 1}\,dx\,dy. The inner integral has no elementary antiderivative, so the order as given is stuck. Read the region instead: 0≤y≤10 \le y \le 1 and y≤x≤1\sqrt y \le x \le 1, which is the set to the right of the parabola x=yx = \sqrt y — the region under y=x2y = x^2 for 0≤x≤10 \le x \le 1.

In columns, the line at xx runs from y=0y = 0 to y=x2y = x^2, so the integral is ∫01 ⁣∫0x2x3+1 dy dx=∫01x2x3+1 dx\displaystyle\int_0^1\!\int_0^{x^2}\sqrt{x^3 + 1}\,dy\,dx = \int_0^1 x^2\sqrt{x^3 + 1}\,dx. The inner integration produced the factor x2x^2, which is exactly what the substitution u=x3+1u = x^3 + 1 needs: the integral is 13∫12u du=29(23/2−1)=29(22−1)≈0.406\tfrac13\int_1^2\sqrt u\,du = \tfrac29\left(2^{3/2} - 1\right) = \tfrac29\left(2\sqrt2 - 1\right) \approx 0.406.

Side note
Where it goes wrong

Swapping the limits as symbols. ∫01 ⁣∫0x2dy dx\int_0^1\!\int_0^{x^2} dy\,dx is the area under y=x2y = x^2, which is 13\tfrac13. Rewriting it as ∫01 ⁣∫0ydx dy\int_0^1\!\int_0^{\sqrt y} dx\,dy describes 0≤x≤y0 \le x \le \sqrt y — the part of the unit square to the left of the parabola — and gives ∫01y dy=23\int_0^1\sqrt y\,dy = \tfrac23, the complementary piece (13+23=1\tfrac13 + \tfrac23 = 1). The correct reversal is ∫01 ⁣∫y1dx dy=∫01(1−y)dy=13\int_0^1\!\int_{\sqrt y}^{1} dx\,dy = \int_0^1\left(1 - \sqrt y\right)dy = \tfrac13.

Try it
Try it: reverse and evaluate

Evaluate ∫04 ⁣∫x2ey3 dy dx\displaystyle\int_0^4\!\int_{\sqrt x}^{2} e^{y^3}\,dy\,dx by reversing the order of integration.

Show the answer

The region is 0≤x≤40 \le x \le 4, x≤y≤2\sqrt x \le y \le 2: above the curve y=xy = \sqrt x (that is, x=y2x = y^2) and below y=2y = 2. In rows, yy runs from 00 to 22 and, at height yy, xx runs from 00 to y2y^2. So the integral is ∫02 ⁣∫0y2ey3 dx dy=∫02y2ey3 dy=13[ey3]02=13(e8−1)\displaystyle\int_0^2\!\int_0^{y^2} e^{y^3}\,dx\,dy = \int_0^2 y^2e^{y^3}\,dy = \tfrac13\left[e^{y^3}\right]_0^2 = \tfrac13\left(e^8 - 1\right). The inner integration supplied the y2y^2 that the substitution u=y3u = y^3 needs.

Polar Regions

Tip
Rays instead of vertical lines

A region described by α≤θ≤β\alpha \le \theta \le \beta and r1(θ)≤r≤r2(θ)r_1(\theta) \le r \le r_2(\theta) has

∬Df dA=∫αβ ⁣∫r1(θ)r2(θ)f(rcos⁡θ,rsin⁡θ) r dr dθ.\iint_D f\,dA = \int_\alpha^\beta\!\int_{r_1(\theta)}^{r_2(\theta)} f(r\cos\theta, r\sin\theta)\,r\,dr\,d\theta.

The θ\theta-limits are the directions of the rays that meet the region; the rr-limits are where each ray enters and leaves it.

Why this handles off-centre shapes: a boundary given as r=r(θ)r = r(\theta) is crossed once by each ray, so rays play the part vertical lines played before. The circle x2+y2=2xx^2 + y^2 = 2x, for instance, becomes r2=2rcos⁡θr^2 = 2r\cos\theta, that is r=2cos⁡θr = 2\cos\theta: a circle through the origin, traced once as θ\theta runs from −π2-\tfrac\pi2 to π2\tfrac\pi2.

Example
Example: an off-centre disk
xy1−1θr = 2 cos θ
The disk r≤2cos⁡θr \le 2\cos\theta: each ray from the origin at angle θ\theta leaves the disk at r=2cos⁡θr = 2\cos\theta.

Compute ∬Dx dA\iint_D x\,dA over the disk (x−1)2+y2≤1(x - 1)^2 + y^2 \le 1, which is r≤2cos⁡θr \le 2\cos\theta. The rays with −π2≤θ≤π2-\tfrac\pi2 \le \theta \le \tfrac\pi2 enter at the origin and leave at r=2cos⁡θr = 2\cos\theta, and x=rcos⁡θx = r\cos\theta, so the integral is ∫−π/2π/2 ⁣∫02cos⁡θrcos⁡θ⋅r dr dθ=∫−π/2π/2cos⁡θ⋅8cos⁡3θ3 dθ\displaystyle\int_{-\pi/2}^{\pi/2}\!\int_0^{2\cos\theta} r\cos\theta\cdot r\,dr\,d\theta = \int_{-\pi/2}^{\pi/2}\cos\theta\cdot\frac{8\cos^3\theta}{3}\,d\theta.

So the integral is 83∫−π/2π/2cos⁡4θ dθ=83⋅3π8=π\tfrac83\int_{-\pi/2}^{\pi/2}\cos^4\theta\,d\theta = \tfrac83\cdot\tfrac{3\pi}{8} = \pi. Check: the disk has area π\pi and centre (1,0)(1, 0), so the average value of xx over it is 11, and ∬Dx dA=π⋅1=π\iint_D x\,dA = \pi\cdot1 = \pi. The area itself comes out the same way: ∫−π/2π/2 ⁣∫02cos⁡θr dr dθ=∫−π/2π/22cos⁡2θ dθ=π\int_{-\pi/2}^{\pi/2}\!\int_0^{2\cos\theta} r\,dr\,d\theta = \int_{-\pi/2}^{\pi/2} 2\cos^2\theta\,d\theta = \pi.

Example
Example: a quarter ring

Compute ∬xy dA\iint xy\,dA over the quarter ring 1≤r≤21 \le r \le 2, 0≤θ≤π20 \le \theta \le \tfrac\pi2. In polar form xy=r2cos⁡θsin⁡θxy = r^2\cos\theta\sin\theta, and with the area element the integrand is r3cos⁡θsin⁡θr^3\cos\theta\sin\theta.

All four limits are constants, so the integral splits: (∫0π/2cos⁡θsin⁡θ dθ)(∫12r3 dr)=12⋅16−14=158\left(\int_0^{\pi/2}\cos\theta\sin\theta\,d\theta\right)\left(\int_1^2 r^3\,dr\right) = \tfrac12\cdot\tfrac{16 - 1}{4} = \tfrac{15}{8}. Rings and sectors are the rectangles of polar coordinates.

Side note
Where it goes wrong

Letting θ\theta run over a full turn for r=2cos⁡θr = 2\cos\theta. For π2<θ<3π2\tfrac\pi2 < \theta < \tfrac{3\pi}{2}, cos⁡θ<0\cos\theta < 0, and the curve r=2cos⁡θr = 2\cos\theta retraces the same circle with negative rr. So ∫02π ⁣∫02cos⁡θr dr dθ=∫02π2cos⁡2θ dθ=2π\int_0^{2\pi}\!\int_0^{2\cos\theta} r\,dr\,d\theta = \int_0^{2\pi} 2\cos^2\theta\,d\theta = 2\pi counts the disk twice. The rays that actually meet the disk are those with −π2≤θ≤π2-\tfrac\pi2 \le \theta \le \tfrac\pi2.

Try it
Try it: distance to the origin

Evaluate ∬x2+y2 dA\iint\sqrt{x^2 + y^2}\,dA over the quarter disk x≥0x \ge 0, y≥0y \ge 0, x2+y2≤9x^2 + y^2 \le 9.

Show the answer

In polar coordinates the region is 0≤r≤30 \le r \le 3, 0≤θ≤π20 \le \theta \le \tfrac\pi2, and the integrand is rr. With the area element it becomes r⋅r=r2r\cdot r = r^2: ∫0π/2 ⁣∫03r2 dr dθ=π2⋅9=9π2\int_0^{\pi/2}\!\int_0^3 r^2\,dr\,d\theta = \tfrac\pi2\cdot9 = \tfrac{9\pi}{2}. Forgetting the area element would give π2⋅92=9π4\tfrac\pi2\cdot\tfrac92 = \tfrac{9\pi}{4}, half the true value.

Proofs & Why It Matters

Tip
Proof: dA = r dr dθ in polar coordinates

A small polar cell between radii rr and r+Δrr + \Delta r and angles θ\theta and θ+Δθ\theta + \Delta\theta is nearly a rectangle: its radial side has length Δr\Delta r, and its circular side is an arc of radius rr subtending Δθ\Delta\theta, of length r Δθr\,\Delta\theta.

So its area is ≈r Δr Δθ\approx r\,\Delta r\,\Delta\theta (exactly 12[(r+Δr)2−r2]Δθ=r Δr Δθ+12Δr2Δθ\tfrac12\left[(r+\Delta r)^2 - r^2\right]\Delta\theta = r\,\Delta r\,\Delta\theta + \tfrac12\Delta r^2\Delta\theta, and the second term vanishes in the limit). Summing cells gives dA=r dr dθdA = r\,dr\,d\theta. ■\blacksquare

Tip
Proof: the Gaussian integral equals √π

Let I=∫−∞∞e−x2dxI = \int_{-\infty}^\infty e^{-x^2}dx. Then I2=∬e−(x2+y2) dAI^2 = \iint e^{-(x^2+y^2)}\,dA over the plane — switch to polar: ∫02π ⁣ ⁣∫0∞e−r2 r dr dθ\int_0^{2\pi}\!\!\int_0^\infty e^{-r^2}\,r\,dr\,d\theta. The extra rr makes the inner integral elementary (u=r2u = r^2): it equals 12\tfrac12, so I2=2π⋅12=πI^2 = 2\pi\cdot\tfrac12 = \pi and I=πI = \sqrt\pi. No one-variable method ever evaluates this integral — the plane does. ■\blacksquare

Going Deeper: Explanations & Worked Problems

Concept
Setting up limits: the one skill that decides everything

A double integral over a non-rectangle succeeds or fails at the limits. The procedure: (1) sketch the region; (2) choose an order, say inner yy, outer xx; (3) for the OUTER variable record the full interval of xx values the region occupies; (4) for the INNER variable, freeze xx, draw the vertical line through the region, and record where it enters and exits — those (usually xx-dependent) heights are the inner limits. For the triangle with vertices (0,0),(1,0),(1,1)(0,0), (1,0), (1,1) (below the line y=xy = x): xx runs 00 to 11; the vertical line at xx enters at y=0y = 0 and exits at y=xy = x, so ∫01 ⁣∫0x⋯dy dx\int_0^1\!\int_0^x \cdots dy\,dx. Reversing the order re-derives, never guesses: a horizontal line at height yy enters at x=yx = y and exits at x=1x = 1, so the same integral is ∫01 ⁣∫y1⋯dx dy\int_0^1\!\int_y^1 \cdots dx\,dy. Fubini guarantees the two agree — and when one order is hard (or impossible, as with ∫ey2\int e^{y^2}), swapping is the standard rescue.

Example
Worked: a triangle integral both ways
xyy = xy
The same triangle cut the other way: the strip at height yy runs from x=yx = y to x=1x = 1, giving ∫01 ⁣∫y1⋯ dx dy\int_0^1\!\int_y^1 \cdots\,dx\,dy.

Compute ∬T2y dA\iint_T 2y\,dA over the triangle below y=xy = x on [0,1][0,1].

Order 1 (inner yy):

Step 1 — inner: ∫0x2y dy=[y2]0x=x2\int_0^x 2y\,dy = \left[y^2\right]_0^x = x^2.

Step 2 — outer: ∫01x2dx=13\int_0^1 x^2dx = \tfrac13.

Order 2 (inner xx):

Step 1 — inner: ∫y12y dx=2y(1−y)\int_y^1 2y\,dx = 2y(1 - y) (the integrand is constant in xx, so multiply by the interval length).

Step 2 — outer: ∫01(2y−2y2)dy=1−23=13\int_0^1 (2y - 2y^2)dy = 1 - \tfrac23 = \tfrac13. Both orders give 13\tfrac13 — Fubini in action, and a complete template: inner antiderivative, evaluate at the xx-dependent limits, then an ordinary outer integral.

Example
Worked: a polar integral with the extra r, start to finish

Compute ∬D(x2+y2) dA\iint_D (x^2 + y^2)\,dA over the disk of radius 22.

Step 1 — translate to polar: x2+y2=r2x^2 + y^2 = r^2 and dA=r dr dθdA = r\,dr\,d\theta, so the integrand becomes r2⋅r=r3r^2\cdot r = r^3.

Step 2 — limits: the full disk is 0≤r≤20 \le r \le 2, 0≤θ≤2π0 \le \theta \le 2\pi.

Step 3 — inner integral: ∫02r3dr=[r44]02=4\int_0^2 r^3dr = \left[\tfrac{r^4}{4}\right]_0^2 = 4.

Step 4 — outer: ∫02π4 dθ=8π\int_0^{2\pi}4\,d\theta = 8\pi.

Step 5 — the cautionary rerun: forgetting the extra rr gives ∫02π ⁣∫02r2dr dθ=16π3≈16.8\int_0^{2\pi}\!\int_0^2 r^2dr\,d\theta = \tfrac{16\pi}{3} \approx 16.8 instead of 8π≈25.18\pi \approx 25.1 — a wrong answer with no warning sign attached. Writing "dA=r dr dθdA = r\,dr\,d\theta" before computing anything is the habit that prevents it.