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MATH
[1251]

Regions and order of integration

Describe non-rectangular regions by slices and set up double integrals with the correct bounds.

This page extends double integrals from rectangles to regions bounded by curves and shows how to read the limits of integration from a sketch.

The idea is to place a bounded region inside a rectangle and extend the function by zero outside the region. When that zero extension is bounded and piecewise continuous, with discontinuities only along boundary curves, Fubini's theorem applies to the enclosing rectangle because those curves have area zero.

Finding the limits is a separate geometric task: each slice must start and stop on the boundary of the original region. When neither vertical nor horizontal slices give workable bounds, reshape the region with a change of variables.

Extending the integrand by zero

[DEFINITION]

Zero extension to a rectangle

Let Ω\Omega be a bounded region contained in a rectangle RR. Define

fΩ(x,y)={f(x,y),(x,y)∈Ω,0,(x,y)∈R∖Ω.f_\Omega(x,y)= \begin{cases} f(x,y),&(x,y)\in\Omega,\\ 0,&(x,y)\in R\setminus\Omega. \end{cases}

If fΩf_\Omega is integrable on RR (for example, if it is bounded and piecewise continuous with discontinuities only along finitely many piecewise-smooth boundary curves), define the double integral over Ω\Omega by

∬Ωf(x,y) dA:=∬RfΩ(x,y) dA.\iint_\Omega f(x,y)\,dA :=\iint_R f_\Omega(x,y)\,dA.

The zero extension contributes nothing outside Ω\Omega, so the inner limits describe only the part of each slice that lies inside Ω\Omega.

Vertical and horizontal slices

[THEOREM]

Vertical-slice regions

If c(x)≤d(x)c(x)\le d(x) on [a,b][a,b] and the boundary functions are sufficiently regular for the integral to exist and if

Ω={(x,y):a≤x≤b, c(x)≤y≤d(x)},\Omega=\{(x,y):a\le x\le b,\ c(x)\le y\le d(x)\},

then

∬Ωf(x,y) dA=∫ab∫c(x)d(x)f(x,y) dy dx.\iint_\Omega f(x,y)\,dA =\int_a^b\int_{c(x)}^{d(x)} f(x,y)\,dy\,dx.

For each fixed xx, the inner variable yy runs from the lower boundary c(x)c(x) to the upper boundary d(x)d(x).

[THEOREM]

Horizontal-slice regions

If a(y)≤b(y)a(y)\le b(y) on [c,d][c,d] and the boundary functions are sufficiently regular for the integral to exist and if

Ω={(x,y):c≤y≤d, a(y)≤x≤b(y)},\Omega=\{(x,y):c\le y\le d,\ a(y)\le x\le b(y)\},

then

∬Ωf(x,y) dA=∫cd∫a(y)b(y)f(x,y) dx dy.\iint_\Omega f(x,y)\,dA =\int_c^d\int_{a(y)}^{b(y)} f(x,y)\,dx\,dy.

For each fixed yy, the inner variable xx runs from the left boundary a(y)a(y) to the right boundary b(y)b(y).

[METHOD]

Set up an integral over a planar region

To set up a double integral over Ω\Omega:

  1. sketch the region and every boundary curve;
  2. decide whether vertical or horizontal slices give simpler bounds;
  3. find the range of the outside variable;
  4. fix that variable and find the two inner bounds;
  5. write the inner integral first, then integrate from the inside outward;
  6. split the region if one pair of inner bounds does not describe every slice.

Changing the order describes the same region by different slices, so the new limits must be read from the boundary, not by swapping the old ones.

[EXAMPLE]

A triangular region

Let

f(x,y)=xy2f(x,y)=xy^2

and let Ω\Omega be the triangle with vertices

(0,0),(1,1),(1,−1).(0,0),\qquad(1,1),\qquad(1,-1).

Vertical slices give

0≤x≤1,−x≤y≤x.0\le x\le1,\qquad -x\le y\le x.

Therefore

∬Ωxy2 dA=∫01∫−xxxy2 dy dx=∫01x[y33]−xxdx=∫012x43 dx=215.\begin{aligned} \iint_\Omega xy^2\,dA &=\int_0^1\int_{-x}^{x}xy^2\,dy\,dx\\ &=\int_0^1x\left[\frac{y^3}{3}\right]_{-x}^{x}dx\\ &=\int_0^1\frac{2x^4}{3}\,dx =\frac{2}{15}. \end{aligned}

The same triangle can be described horizontally by

−1≤y≤1,∣y∣≤x≤1.-1\le y\le1,\qquad |y|\le x\le1.

The reversed-order calculation is

∬Ωxy2 dA=∫−11∫∣y∣1xy2 dx dy=∫−11y22(1−y2) dy=215.\begin{aligned} \iint_\Omega xy^2\,dA &=\int_{-1}^1\int_{|y|}^{1}xy^2\,dx\,dy\\ &=\int_{-1}^1\frac{y^2}{2}(1-y^2)\,dy =\frac{2}{15}. \end{aligned}
[EXAMPLE]

Reverse the order to find an antiderivative

Consider

∫01∫2x2sin⁡(y2) dy dx.\int_0^1\int_{2x}^{2}\sin(y^2)\,dy\,dx.

The inner integral has no elementary antiderivative. The region is

0≤x≤1,2x≤y≤2.0\le x\le1,\qquad 2x\le y\le2.

Its yy-values range from 00 to 22. For fixed yy, the inequality 2x≤y2x\le y gives 0≤x≤y/20\le x\le y/2. Hence

∫01∫2x2sin⁡(y2) dy dx=∫02∫0y/2sin⁡(y2) dx dy=∫02y2sin⁡(y2) dy=14∫04sin⁡u du(u=y2)=1−cos⁡44.\begin{aligned} \int_0^1\int_{2x}^{2}\sin(y^2)\,dy\,dx &=\int_0^2\int_0^{y/2}\sin(y^2)\,dx\,dy\\ &=\int_0^2\frac y2\sin(y^2)\,dy\\ &=\frac14\int_0^4\sin u\,du \qquad(u=y^2)\\ &=\frac{1-\cos4}{4}. \end{aligned}

Reversing the order turns the difficult inner integral into a direct substitution.

[EXAMPLE]

A region that must be split

Consider

∫−11∫x22−x2f(x,y) dy dx.\int_{-1}^{1}\int_{x^2}^{2-x^2}f(x,y)\,dy\,dx.

The region lies between

y=x2,y=2−x2.y=x^2,\qquad y=2-x^2.

Its yy-range is 0≤y≤20\le y\le2. For 0≤y≤10\le y\le1, the binding condition is x2≤yx^2\le y:

−y≤x≤y.-\sqrt y\le x\le\sqrt y.

For 1≤y≤21\le y\le2, the binding condition is y≤2−x2y\le2-x^2:

−2−y≤x≤2−y.-\sqrt{2-y}\le x\le\sqrt{2-y}.

The reversed order is therefore

∫−11∫x22−x2f(x,y) dy dx=∫01∫−yyf(x,y) dx dy+∫12∫−2−y2−yf(x,y) dx dy.\begin{aligned} \int_{-1}^{1}\int_{x^2}^{2-x^2}f(x,y)\,dy\,dx &=\int_0^1\int_{-\sqrt y}^{\sqrt y}f(x,y)\,dx\,dy\\ &\quad+\int_1^2\int_{-\sqrt{2-y}}^{\sqrt{2-y}} f(x,y)\,dx\,dy. \end{aligned}

A single pair of horizontal bounds would either omit part of the region or include points outside it.

Linearity, additivity and area

[PROPOSITION]

Properties of double integrals

For integrable ff and gg over Ω\Omega and a constant kk,

∬Ω(f+g) dA=∬Ωf dA+∬Ωg dA,\iint_\Omega(f+g)\,dA =\iint_\Omega f\,dA+\iint_\Omega g\,dA,∬Ωkf dA=k∬Ωf dA.\iint_\Omega kf\,dA =k\iint_\Omega f\,dA.

If Ω=Ω1∪Ω2\Omega=\Omega_1\cup\Omega_2 and the two regions are disjoint, then

∬Ωf dA=∬Ω1f dA+∬Ω2f dA.\iint_\Omega f\,dA =\iint_{\Omega_1}f\,dA+\iint_{\Omega_2}f\,dA.

Splitting the parabolic region above is an instance of additivity.

[COROLLARY]

Area as a double integral

The area of a planar region Ω\Omega is

Area⁡(Ω)=∬Ω1 dA.\operatorname{Area}(\Omega)=\iint_\Omega 1\,dA.

The integrand 11 gives every point of the region unit weight. Replacing 11 by a density gives mass instead of area.

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