double integral meaning
given f(x,y) and a region D in the x-y plane the double integral is the signed volume of the region between z = f(x,y) and D in the z = 0 plane
definition of the double integral (rectangular region)
for now let D be rectangular = [a0, a1] x [b0, b1]
and the subdivision S is constructed by specifying the points of a 2D lattice (corners of rectangles) with
a0 = x0 <x1..<xn = a1
b0 = y0 <y1..<yn = b1
the edge lengths of these are dxi = xi - xi-1 dyj = yj - yj-1
the norm |S| is the max length of the dxi and dyj
we take sample points (pi, qj) within [xi-1,xi] x [yj-1,yj] inside each rectangle
the area of the rectangle is dxidyj and we associate this to a cuboid of height f(pi,qj)
the volume is the Riemann sum
R = ∑ ∑ f(pi,qj) dxi dyj from j= 1 to n and i = 1 to n
and the double integral is the limit of R as |S| -> 0
if f(x,y) is constant
f(x,y) = c
∫∫ f(x,y) dx dy = C * area(D)
iterated integral
can be used to compute a double integral
valid if f is continuous
D = [a0,a1] x [b0,b1]
∫∫ f(x,y) dx dy = ∫( ∫ f(x,y) dy from b0 to b1) dx from a0 to a1
or can switch order of x and y
(fubinis theorem)
y simple
if every line parallel to the y axis which intersects D does so in a single line segment or point
double integral if y-simple
can be calculated as an iterated integral integrating over y first
x simple
if every line parallel to the x axis which intersects D does so in a single line segment or point
double integral if x-simple
can be calculated by an iterated integral integrating over x first
double integral if y-simple and x-simple
the double integral can be calculated as an iterated integral in either order
might only be able to actually do the integral in one of the 2 orders
double integral if neither y-simple or x-simple
if D is neither we may be able to split into a sum of regions which are x-simple or y-simple
integration using polar coordinates
x = rcosθ
y = rsinθ
dA = dxdy = r dr dθ
if the region is r-simple or θ-simple we can do iterated integral as before
jacobian
the determinant of the matrix of partial derivatives
J = d(x,y)/d(u,v) =
|dx/du dx/dv |
|dy/du dy/dv |
area element in terms of jacobian
dA = dxdy = |J|dv du
where |J| is the absolute value of the jacobian
gaussian integral
∫ e^(ax^2) from ∞ to -∞ for a >0
we derive this using a double integral
= √pi/√a