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MATH
[1251]

Examples from Fubini and iterated integrals

All examples from Fubini and iterated integrals.

Computing in both orders

Let

R=[0,1]×[0,2],f(x,y)=xy2.R=[0,1]\times[0,2], \qquad f(x,y)=xy^2.

Integrating with respect to xx first gives

∬Rxy2 dA=∫02∫01xy2 dx dy=∫02[x2y22]01dy=∫02y22 dy=43.\begin{aligned} \iint_R xy^2\,dA &=\int_0^2\int_0^1xy^2\,dx\,dy\\ &=\int_0^2\left[\frac{x^2y^2}{2}\right]_{0}^{1}dy\\ &=\int_0^2\frac{y^2}{2}\,dy =\frac43. \end{aligned}

Integrating with respect to yy first gives

∬Rxy2 dA=∫01∫02xy2 dy dx=∫01[xy33]02dx=∫018x3 dx=43.\begin{aligned} \iint_R xy^2\,dA &=\int_0^1\int_0^2xy^2\,dy\,dx\\ &=\int_0^1\left[\frac{xy^3}{3}\right]_{0}^{2}dx\\ &=\int_0^1\frac{8x}{3}\,dx =\frac43. \end{aligned}

Choosing the useful order

Consider

∬Rxexy dA,R=[2,4]×[1,3].\iint_R xe^{xy}\,dA, \qquad R=[2,4]\times[1,3].

Integrating in yy first uses the factor xx already present:

∬Rxexy dA=∫24∫13xexy dy dx=∫24[exy]13dx=∫24(e3x−ex) dx=[e3x3−ex]24=e123−e4−e63+e2.\begin{aligned} \iint_R xe^{xy}\,dA &=\int_2^4\int_1^3xe^{xy}\,dy\,dx\\ &=\int_2^4\left[e^{xy}\right]_{1}^{3}dx\\ &=\int_2^4(e^{3x}-e^x)\,dx\\ &=\left[\frac{e^{3x}}3-e^x\right]_2^4\\ &=\frac{e^{12}}3-e^4-\frac{e^6}{3}+e^2. \end{aligned}

The reverse order leaves xexyxe^{xy} as the inner integrand in xx, which needs integration by parts.

A separated product

For R=[−1,1]×[0,π/4]R=[-1,1]\times[0,\pi/4],

∬Rx2sin⁡y dA=(∫−11x2 dx)(∫0π/4sin⁡y dy)=23(1−12).\begin{aligned} \iint_R x^2\sin y\,dA &=\left(\int_{-1}^{1}x^2\,dx\right) \left(\int_0^{\pi/4}\sin y\,dy\right)\\ &=\frac23\left(1-\frac1{\sqrt2}\right). \end{aligned}

[routine]

  1. [1]:Product separation

Different improper iterated integrals

Define on [0,1]2[0,1]^2

f(x,y)={1x2,0<y≤x≤1,−1y2,0<x<y≤1,0,x=0 or y=0.f(x,y)= \begin{cases} \dfrac1{x^2},&0<y\le x\le1,\\[6pt] -\dfrac1{y^2},&0<x<y\le1,\\[6pt] 0,&x=0\text{ or }y=0. \end{cases}

The values on the axes remove the undefined endpoint without changing any integral. For fixed x>0x>0, split the improper yy-integral at y=xy=x:

∫01f(x,y) dy=∫0x1x2 dy  +∫x1−1y2 dy=1x+(1−1x)=1.\begin{aligned} \int_0^1 f(x,y)\,dy &=\int_0^x\frac1{x^2}\,dy \;+\int_x^1-\frac1{y^2}\,dy\\ &=\frac1x+\left(1-\frac1x\right) =1. \end{aligned}

Thus one iterated integral gives

∫01∫01f(x,y) dy dx=1.\int_0^1\int_0^1f(x,y)\,dy\,dx=1.

For fixed y>0y>0, split the improper xx-integral at x=yx=y:

∫01f(x,y) dx=∫0y−1y2 dx  +∫y11x2 dx=−1y+(1y−1)=−1.\begin{aligned} \int_0^1f(x,y)\,dx &=\int_0^y-\frac1{y^2}\,dx \;+\int_y^1\frac1{x^2}\,dx\\ &=-\frac1y+\left(\frac1y-1\right) =-1. \end{aligned}

The other order gives

∫01∫01f(x,y) dx dy=−1.\int_0^1\int_0^1f(x,y)\,dx\,dy=-1.

There is no contradiction. The positive and negative parts each have infinite integral near the origin, so ff is not integrable over the square in the sense Fubini requires. The two calculations are different improper cancellations, not two values of one double integral.

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