MULTIPLE INTEGRALS

Learning Outcomes
At the end of the lesson, the students
should be able to:

• Interpret partial derivatives and

Multiple integrals;
• Determine partial derivatives of
functions of several variables; and
• Evaluate Multiple/iterated integrals
Contents:

Functions of Two or More Variables;

Continuity
Partial Derivatives; Geometric
Interpretation of Partial Derivatives
Partial Derivatives of Higher Order
Double Integrals ; Iterated Integrals
 FUNCTIONS OF TWO OR MORE VARIABLES

• If three variables 𝑥, 𝑦 𝑎𝑛𝑑 𝑧 are related so that, for

each number pair 𝑥, 𝑦 in a domain of real
numbers, we obtain one or more real values for 𝑧,
then 𝑧 is said to be a function of two variables
defined in the domain 𝐷.
 FUNCTIONS OF TWO OR MORE VARIABLES

• If the number pair (𝑥, 𝑦) is considered as the

rectangular coordinates of a point in a plane, the
domain of definition may be considered as a region in
the coordinate plane.
 FUNCTIONS OF TWO OR MORE VARIABLES

• For the function 𝑧 = 9 − 𝑥 2 − 𝑦 2 , the

domain consists of all coordinate number
pairs corresponding to the points on or
interior to the circle 𝑥 2 + 𝑦 2 = 9.

• The corresponding range of the function is

0 ≤ 𝑧 ≤ 3.
A correspondence in which a real number 𝑦 is a determined by 𝑛 numbers 𝑥1 , 𝑥2 , … , 𝑥𝑛 is
called a function of 𝑛 variables, and is written as

𝑦 = 𝑓 𝑥1 , 𝑥2 , … , 𝑥𝑛 .

A function 𝑓(𝑥, 𝑦) of two independent variables is said to be continuous at 𝑥 = 𝑎 𝑎𝑛𝑑 𝑦 = 𝑏, if it

is defined for these and for neighboring values, and if

lim 𝑓 𝑥, 𝑦 = 𝑓(𝑎, 𝑏)
𝑥→𝑎
𝑦→𝑏

no matter how 𝑥 𝑎𝑛𝑑 𝑦 approach their respective limits 𝑎 𝑎𝑛𝑑 𝑏.

Example: 𝑓 𝑥, 𝑦 = 𝑥𝑦 is continuous at any point 𝑎, 𝑏 , since

𝑓 𝑥, 𝑦 − 𝑓(𝑎, 𝑏) = 𝑥𝑦 − 𝑎𝑏 = 𝑥𝑦 − 𝑥𝑏 + 𝑥𝑏 − 𝑎𝑏 ≤ 𝑥 𝑦 − 𝑏 + 𝑏(𝑥 − 𝑎)

can be made arbitrarily small by making both 𝑥 − 𝑎 𝑎𝑛𝑑 𝑦 − 𝑏 small.

 𝑥 2 −𝑦2
Illustration: The function 𝑓 𝑥, 𝑦 = is not continuous at
𝑥 2 +𝑦2

(0,0), since 𝑓(0,0) is undefined, and furthermore

lim lim 𝑓(𝑥, 𝑦) = 1 𝑎𝑛𝑑 lim lim 𝑓(𝑥, 𝑦) = −1 .

𝑥→0 𝑦→0 𝑦→0 𝑥→0
PARTIAL DERIVATIVES

Let 𝑧 be a function of two variables

𝑧 = 𝑓 𝑥, 𝑦 (1)

If 𝑦 is held constant in (1), 𝑧 becomes a function of 𝑥 alone.

We can compute the derivative of 𝑧 with respect to 𝑥.

The derivative found in this manner is called the partial derivative

𝜕𝑧
of 𝑧 with respect to 𝑥, and is denoted by the symbol .
𝜕𝑥
PARTIAL DERIVATIVES

When 𝑥 is held constant, we can compute the derivative of 𝑧

with respect to 𝑦 called the partial derivative of 𝑧 with respect
𝜕𝑧
to 𝑦, and is denoted by the symbol .
𝜕𝑦

Illustration: If 𝑧 = 𝑥 2 + 3𝑥𝑦 − 4𝑦 2 , we obtain

𝜕𝑧 𝜕𝑧
= 2𝑥 + 3𝑦 , = 3𝑥 − 8𝑦
𝜕𝑥 𝜕𝑦
PARTIAL DERIVATIVES

Other symbols used to represent the partial derivatives of a

function of two variables are

𝜕𝑧 𝜕𝑓 𝜕
, , 𝑓 𝑥, 𝑦 , 𝑓𝑥 𝑥, 𝑦 , 𝑓𝑥 , 𝑧𝑥
𝜕𝑥 𝜕𝑥 𝜕𝑥

𝜕𝑧 𝜕𝑓 𝜕
, , 𝑓 𝑥, 𝑦 , 𝑓𝑦 𝑥, 𝑦 , 𝑓𝑦 , 𝑧𝑦
𝜕𝑦 𝜕𝑦 𝜕𝑦
PARTIAL DERIVATIVES OF HIGHER ORDER
Since the partial derivatives of a function 𝑧 = 𝑓(𝑥, 𝑦) at\re themselves functions of 𝑥 𝑎𝑛𝑑 𝑦, they may
in turn be differentiated. Their partial derivatives, if they exist, are called the second partial
derivatives of 𝑧, and each is denoted by one of the following symbols

𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕2
= 2
= 𝑧𝑥𝑥 2 𝑓 𝑥, 𝑦 , 𝑓𝑥𝑥 𝑥, 𝑦 , 𝑓𝑥𝑥 ,
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥

𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕2
= = 𝑧𝑦𝑥 = 𝑓 𝑥, 𝑦 , 𝑓𝑦𝑥 𝑥, 𝑦 , 𝑓𝑦𝑥 ,
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑥𝜕𝑦

𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕2
= = 𝑧𝑥𝑦 = 𝑓 𝑥, 𝑦 , 𝑓𝑥𝑦 𝑥, 𝑦 , 𝑓𝑥𝑦 ,
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑦𝜕𝑥

𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕2
= 2 = 𝑧𝑦𝑦 = 2 𝑓 𝑥, 𝑦 , 𝑓𝑦𝑦 𝑥, 𝑦 , 𝑓𝑦𝑦 ,
𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝑧𝑦𝑥 𝑎𝑛𝑑 𝑧𝑥𝑦 𝑎𝑟𝑒 𝑖𝑑𝑒𝑛𝑡𝑖𝑐𝑎𝑙 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑥 𝑎𝑛𝑑 𝑦 𝑓𝑜𝑟 𝑤ℎ𝑖𝑐ℎ 𝑡ℎ𝑒 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒𝑠 𝑎𝑟𝑒 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠
PARTIAL DERIVATIVES OF HIGHER ORDER
Illustration 1: If 𝑧 = 𝑥 3 𝑦 + 4𝑥𝑦 2 , we have
𝑧𝑥 = 3𝑥 2 𝑦 + 4𝑥 2 ; ℎ𝑒𝑛𝑐𝑒 𝑧𝑥𝑦 = 3𝑥 2 + 8𝑦
and
𝑧𝑦 = 𝑥 3 + 8𝑥𝑦; ℎ𝑒𝑛𝑐𝑒 𝑧𝑦𝑥 = 3𝑥 2 + 8𝑦
A mixed partial derivative of higher order may be obtained by differentiating with respect to
the variables in any order whatsoever.

𝜕3𝑧 𝜕 𝜕2𝑧 𝜕 𝜕2𝑧 𝜕3𝑧

2
= = =
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦𝜕𝑥
and
𝜕3𝑧 𝜕 2 𝜕𝑧 𝜕 2 𝜕𝑧 𝜕3𝑧
= = =
𝜕𝑥𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥 𝜕𝑦𝜕𝑥 2
PARTIAL DERIVATIVES OF HIGHER ORDER
Illustration 1: If 𝑧 = 𝑥 3 𝑦 + 4𝑥𝑦 2 , we have
𝑧𝑥 = 3𝑥 2 𝑦 + 4𝑥 2 ; ℎ𝑒𝑛𝑐𝑒 𝑧𝑥𝑦 = 3𝑥 2 + 8𝑦
and
𝑧𝑦 = 𝑥 3 + 8𝑥𝑦; ℎ𝑒𝑛𝑐𝑒 𝑧𝑦𝑥 = 3𝑥 2 + 8𝑦
A mixed partial derivative of higher order may be obtained by differentiating with respect to the variables in any
order whatsoever.

𝜕3𝑧 𝜕 𝜕2𝑧 𝜕 𝜕2𝑧 𝜕3𝑧

= = =
𝜕𝑥 2 𝜕𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦𝜕𝑥
and

𝜕3𝑧 𝜕 2 𝜕𝑧 𝜕 2 𝜕𝑧 𝜕3𝑧
= = =
𝜕𝑥𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥 𝜕𝑦𝜕𝑥 2
Conclusion: A function of two variables has only four distinct partial derivatives of the third order, namely

𝜕3𝑧 𝜕3𝑧 𝜕3𝑧 𝜕3𝑧

, , ,
𝜕𝑥 3 𝜕𝑥 2 𝜕𝑦 𝜕𝑥𝜕𝑦 2 𝜕𝑦 3
PARTIAL DERIVATIVES OF HIGHER ORDER
Illustration 1: If V = 𝑥 2 + 𝑦 2 + 𝑧 2 , then
𝑉𝑥 = 2𝑥; 𝑉𝑦 = 2𝑦; 𝑉𝑧 = 2𝑧
and
𝑉𝑥𝑥 = 𝑉𝑥𝑥 = 𝑉𝑧𝑧 = 2, 𝑉𝑥𝑦 = 𝑉𝑥𝑧 = 𝑉𝑦𝑧 = 0
Exercises:
Find the first partial derivative of the following functions
Function Answer
1. 𝑥−𝑦 𝜕𝑢 2𝑦 𝜕𝑢 −2𝑥
𝑢= =
𝑥+𝑦 𝜕𝑥 𝑥+𝑦 2, 𝜕𝑦
=
𝑥+𝑦 2

2. 𝑧 = 𝑥 sin 𝑦 − 𝑥 𝑧𝑥 = sin 𝑦 − 𝑥 − 𝑥 cos 𝑦 − 𝑥 , 𝑧𝑦 = 𝑥 cos 𝑦 − 𝑥

3. 𝑢 = 𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 𝑢𝑥 = 𝑦 + 𝑧, 𝑢𝑦 = 𝑥 + 𝑧, 𝑢𝑧 = 𝑥 + 𝑦
4. 𝑦 𝑦 −𝑥
𝑣 = 𝐶𝑜𝑡 −1 𝑣𝑥 = 2 , 𝑣 𝑥 =
𝑥 𝑥 + 𝑦2 𝑥 2 + 𝑦2

𝑥
If 𝑓 𝑥, 𝑦 = , 𝑓𝑖𝑛𝑑 𝑓𝑥 2,3 𝑎𝑛𝑑 𝑓𝑦 2,3 Ans. 5, -2
𝑥−𝑦
MULTIPLE INTEGRALS: Iterated Integrals
A function of two independent variables may be integrated with respect to
one variable while holding the other variable constant.
For example, if 𝑥 is regarded as a constant, we have
4𝑥
1 2 4𝑥
න 𝑥𝑦𝑑𝑦 = 2
𝑥𝑦 = 8𝑥 3 .
0 0
This process is called partial integration with respect to 𝑦. When the limits
are functions of 𝑥 as in the above example, the integral is a function of 𝑥;
hence the result may be integrated with respect to 𝑥.
For example,
2 4𝑥 2
2 3 4
න න 𝑥𝑦𝑑𝑦 𝑑𝑥 = න 8𝑥 𝑑𝑥 = 2𝑥 = 30
1 0 1 1
MULTIPLE INTEGRALS: Iterated Integrals
In general, an expression of the form
𝑏 𝑦2(𝑥) 𝑏 𝑦2 (𝑥)
න න 𝑓 𝑥, 𝑦 𝑑𝑦𝑑𝑥 or න න 𝑓(𝑥, 𝑦)𝑑𝑦 𝑑𝑥 , (1)
𝑎 𝑦1 (𝑥) 𝑎 𝑦1 (𝑥)

where 𝑎 and 𝑏 are constants, is called iterated integral.

To find the value of (1) we first integrate 𝑓(𝑥, 𝑦) partially with respect to
𝑦 and insert the limits of 𝑦. This gives a function of 𝑥, say 𝐹(𝑥). We then
𝑏
evaluate the definite integral ‫𝐹 𝑎׬‬ 𝑥 𝑑𝑥.
MULTIPLE INTEGRALS: Iterated Integrals
The double integral
𝑑 𝑥2(𝑦) 𝑑 𝑥2 (𝑦)
න න 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦 or න න 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦
𝑐 𝑥1 (𝑦) 𝑐 𝑥1 (𝑦)

has a value which is found by integrating partially with respect to 𝑥 between the limits
𝑥1 𝑦 and 𝑥2 𝑦 , and then integrating the result with respect to 𝑦 between the limits 𝑐 and 𝑑.
Illustration: Integrating first with respect to 𝑥, we have
𝑦2
𝑎
𝑎 𝑥 𝑎 𝑥 𝑦 2 Τ𝑎
න න 𝑒 𝑦 𝑑𝑥𝑑𝑦 =න 𝑦𝑒 𝑦
0 0 0
0
𝑎
𝑦Τ𝑎 𝑦Τ𝑎 2 𝑦Τ𝑎 1 2 𝑎 1 2
= න 𝑦𝑒 − 𝑦 𝑑𝑦 = 𝑎𝑦𝑒 −𝑎 𝑒 − 𝑦 = 𝑎
0
2 0 2
𝑏 𝑦 (𝑥)
Note: The integral (1) is often written in the form ‫ 𝑦׬ 𝑥𝑑 𝑎׬‬2(𝑥) 𝑓(𝑥, 𝑦)𝑑𝑦.
1
Exercises: Evaluate the following iterated integrals

Integral Answer Integral Answer

1 4 1 𝑒𝑦
1. 5. 𝑑𝑦 𝑑𝑥
3 න න
න න 𝑥 𝑑𝑦 𝑑𝑥 1 2
0 0 −1 𝑦 1 𝑥
2 2𝑦 1 𝑥 𝟏
2. 3 6. 𝑥+𝑦 𝒆−𝟏 𝟐
න න 𝑥 𝑦𝑑𝑥 𝑑𝑦 42 න න 𝑒 𝑑𝑦 𝑑𝑥
0 0
𝟐
1 0
3 𝑥 𝑎 𝑎 2 −𝑦 2 𝟏 𝟑
3. 7. 𝒂
න න 𝑥𝑦 𝑑𝑦 𝑑𝑥 0 න 𝑑𝑦 න 𝑥 𝑑𝑥 𝟑
0 −𝑥 0 0
𝜋Τ2 sin 𝑦 𝟏 1 3𝑣
4. 𝑥 𝑑𝑥 𝑑𝑦 𝝅−𝟏 8.
න න 𝑢 + 𝑣 𝑑𝑢 𝑑𝑣
න න 𝟐 28/15
0 0
0 0 1 − 𝑥2
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