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M1 Module 2

The document covers the topic of Gamma and Beta functions in mathematics, detailing their definitions, properties, transformations, and important results. It includes solved examples and practice questions to aid understanding. The reference for the lecture is R.K Jain and S.R.K. Iyenger's 'Advanced Engineering Mathematics'.

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0% found this document useful (0 votes)
8 views62 pages

M1 Module 2

The document covers the topic of Gamma and Beta functions in mathematics, detailing their definitions, properties, transformations, and important results. It includes solved examples and practice questions to aid understanding. The reference for the lecture is R.K Jain and S.R.K. Iyenger's 'Advanced Engineering Mathematics'.

Uploaded by

blueoasis201987
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture-12

Mathematics 1 (15B11MA111)

CO [C105.3]

Module: Double Integrals

Topic: Gamma and Beta Functions

Reference for the lecture


R.K Jain and S.R.K. Iyenger, “Advanced Engineering
Mathematics” fifth edition, Narosa publishing house, 2016.

1
Topics to be covered
Gamma Function
Properties of Gamma Function
Transformations of Gamma Function
Beta Function
Transformations of Beta Function
Some Important Results
Solved Examples
Practice Questions

2
Gamma Function

Definition: The definite integral 0
𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥, for n > 0 where
n is real and positive is known as the gamma function and is denoted
by ⎾ 𝑛 (read as ‘Gamma n’).

i.e. ⎾ 𝑛 = 0
𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥, for n > 0 ….. (1)
Gamma Function is also called the Eulerian Integral of second kind.

3
Properties of Gamma Function:
1. ⎾ 1 = 1.
∞ −𝑥
Proof: We know that ⎾ 𝑛 = 0
𝑒 𝑥 𝑛−1 𝑑𝑥, for n > 0
Using n =1 in equation of gamma function, we get
∞ −𝑥 ∞ −𝑥
⎾ 1 = 0
𝑒 𝑥 1−1 𝑑𝑥 = 0
𝑒 𝑑𝑥 =1
Thus, ⎾ 1 = 1.

4
Properties of Gamma Function (Continued):
2. ⎾ 𝑛 + 1 = 𝑛⎾ 𝑛 .

Proof: We know that, ⎾ 𝑛 = 0
𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥, for n > 0….(2)
Replacing n by n+1 in (2), we have

⎾ 𝑛+1 = 0
𝑒 −𝑥 𝑥 𝑛 𝑑𝑥, for n > 0
On integrating by parts, we have

⎾ 𝑛 + 1 = 𝑥 𝑛 . −𝑒 −𝑥 ]∞
0 − 0
(𝑛𝑥 𝑛−1
(−𝑒 −𝑥
𝑑𝑥

= - lim 𝑥 𝑛 . −𝑒 −𝑥 +0+n 0 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥 (𝑎𝑠 lim 𝑥 𝑛 𝑒 −𝑥 = 0, n > 0)
𝑥→∞ 𝑥→0

= 0+0+ n 0
𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥 (𝑎𝑠 lim 𝑥 𝑛 𝑒 −𝑥 = 0)
𝑥→∞

= 𝑛⎾ 𝑛 (using definition of gamma function)


3. If n is a positive integer, then ⎾ 𝑛 + 1 = 𝑛!
4. ⎾ 𝑛 = 0 if n is 0 or a negative integer.
5. ⎾ 1/2 = √𝜋.
5
Transformations of Gamma Function

1. ⎾ 𝒏 = 𝒌𝒏 𝟎
𝒆−𝐤𝒙 𝒙𝒏−𝟏 𝒅𝒙, for n > 0

Proof: We know that, ⎾ 𝑛 = 0
𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥, for n > 0
Put 𝑥 = 𝑘𝑦 𝑎𝑛𝑑 𝑑𝑥 = 𝑘𝑑𝑦, we have

⎾ 𝑛 = 0
𝑒 −k𝑦 (𝑘𝑦)𝑛 −1 (k dy)

= 𝑘𝑛 0
𝑒 −k𝑦 𝑦 𝑛−1 dy
⎾ 𝒏 ∞
Or, = 𝑒 −k𝑦 𝑦 𝑛−1 dy
𝑘𝑛 0
𝒏−𝟏
𝟏 𝟏
2. ⎾ 𝒏 = 𝟎
𝒍𝒐𝒈 𝒅𝒙, for n > 0
𝒙

Proof: We know that, ⎾ 𝑛 = 0
𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥, for n > 0
𝑑𝑦
Put 𝑒 −𝑥 = 𝑦 ⇒ −𝑥 = log 𝑦 ⇒ 𝑥 = log(1/y) and 𝑑𝑥 = − . We get,
𝑦
0 1 𝑛−1 1 1 𝑛−1
⎾ 𝑛 =− 1
(𝑙𝑜𝑔 𝑦
) 𝑑𝑦 = 0
(𝑙𝑜𝑔 𝑦
) 𝑑𝑦
1 1 𝑛−1
= 0
(𝑙𝑜𝑔 ) 𝑑𝑥
𝑥
6
Beta Function
1
Definition: The definite integral 0 𝑥 𝑚 −1 (1 − 𝑥)𝑛−1 𝑑𝑥, m > 0, n > 0 is
known as the Beta function and is denoted by 𝐵 𝑚, 𝑛 (read as ‘Beta m,
n’).
1 𝑚 −1
i.e. 𝐵 𝑚, 𝑛 = 0
𝑥 (1 − 𝑥)𝑛−1 𝑑𝑥, m > 0, n > 0 (3)
Beta Function is also called the Eulerian Integral of first kind.
Symmetry of Beta function i.e. B (m, n) = B (n, m)
1 𝑚 −1
Proof: We know that 𝐵 𝑚, 𝑛 = 0
𝑥 (1 − 𝑥)𝑛−1 𝑑𝑥
𝑎 𝑎
Using 0
𝑓 𝑥 𝑑𝑥 = 0
𝑓 𝑎 − 𝑥 𝑑𝑥 in above equation, we get
1
𝐵 𝑚, 𝑛 = 0
(1 − 𝑥)𝑚 −1 (1 − 1 + 𝑥)𝑛−1 𝑑𝑥
1 𝑛−1
= 0
(𝑥) (1 − 𝑥)𝑚 −1 𝑑𝑥 = 𝐵 𝑛, 𝑚

7
Plot of Beta Function

8
Transformations of Beta Function
𝝅/𝟐 𝟐𝒎−𝟏
1. 𝐁 𝐦, 𝐧 = 𝟐 𝟎
𝒔𝒊𝒏 𝜽 𝒄𝒐𝒔𝟐𝒏−𝟏 𝜽 𝒅𝜽
1 𝑚 −1
Proof: We know that 𝐵 𝑚, 𝑛 = 0
𝑥 (1 − 𝑥)𝑛−1 𝑑𝑥
Put 𝑥 = 𝑠𝑖𝑛2 𝜃 𝑎𝑛𝑑 𝑑𝑥 = 2 𝑠𝑖𝑛𝜃 𝑐𝑜𝑠𝜃 𝑑𝜃, and
𝜋
when 𝑥 = 0, 𝜃 = 0 𝑎𝑛𝑑 𝜃 = 𝑤ℎ𝑒𝑛 𝑥 = 1.
2
𝜋/2 2𝑚 −2
𝐵 𝑚, 𝑛 = 2 0
𝑠𝑖𝑛 𝜃 (1 − 𝑠𝑖𝑛2 𝜃)𝑛−1 2 𝑠𝑖𝑛𝜃 𝑐𝑜𝑠𝜃 𝑑𝜃
𝜋/2 2𝑚 −2
=2 0
𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 2𝑛−2 𝜃 2 𝑠𝑖𝑛𝜃 𝑐𝑜𝑠𝜃 𝑑𝜃
𝜋/2 2𝑚 −1
=2 0
𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃

9
∞ 𝒙𝒏−𝟏
2. 𝐁 𝐦, 𝐧 = 𝟎 (𝟏+𝒙)𝒎+𝒏
𝒅𝒙
1 𝑚 −1
Proof: We know that 𝐵 𝑚, 𝑛 = 0
𝑥 (1 − 𝑥)𝑛−1 𝑑𝑥
1 𝑑𝑦
Put x = , 𝑑𝑥 = −
(1+𝑦) (1+𝑦)2

0 1 𝑚 −1 1 𝑛−1 𝑑𝑦
𝐵 𝑚, 𝑛 = 1− −
∞ (1+𝑦) (1+𝑦) (1+𝑦)2

0 1 𝑚 −1 1 𝑛−1 𝑑𝑦
𝐵 𝑚, 𝑛 = 1− −
∞ (1+𝑦 ) (1+𝑦 ) (1+𝑦 )2
𝑛−1
∞ 𝑦 𝑛 −1 1
= 0 (1+𝑦)𝑚 +1 (1+𝑦)
𝑑𝑦
∞ 𝑦 𝑛 −1
= 0 (1+𝑦 )𝑚 +𝑛
𝑑𝑦
∞ 𝑥 𝑛 −1
𝑜𝑟, 𝐵 𝑚, 𝑛 = 0 (1+𝑥)𝑚 +𝑛
𝑑𝑥

10
Some Important Results:
1. Relation between Beta and Gamma Functions
⎾𝑚⎾𝑛
𝐵 𝑚, 𝑛 = (4)
⎾(𝑚 +𝑛)

2. Relation between trigonometric integrals and Gamma function


𝑚 +1 𝑛 +1
𝜋/2 ⎾ ⎾
𝑚
0
𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝑛 𝜃 𝑑𝜃 = 2
𝑚 +𝑛 +2
2
(5)
2⎾
2

Remark: For m = 0 and n = 0 in (5), we have


0+1 0+1
𝜋/2 ⎾ ⎾
𝑠𝑖𝑛 0𝜃 𝑐𝑜𝑠 0 𝜃 𝑑𝜃 = 2 2
0 0+0+2
2⎾
2
1 1
𝜋/2 𝜋/2 ⎾ ⎾
2 2
0
𝑑𝜃 = 𝜃 0 =
2⎾ 1
1 1
= 𝜋 = (⎾ )2 ⇒ ⎾ =√𝜋
2 2

11
Example: Using Beta and Gamma functions, evaluate:
1/2
∞ 1/4 1 𝑥3
(i) 0
𝑥 𝑒 −√𝑥 𝑑𝑥 (ii) 0 1−𝑥 3
𝑑𝑥
1 5 3 10 ∞ 𝑥8 (1−𝑥6 )
(iii) 0
𝑥 (1 −𝑥 ) 𝑑𝑥 (iv) 0 (1+𝑥)24
𝑑𝑥

Solution: (i) Put √𝑥 = 𝑡, 𝑑𝑥 = 2𝑡 𝑑𝑡 , we have


∞ 1/4 −√𝑥 ∞ 2 1/4 −𝑡
0
𝑥 𝑒 𝑑𝑥 = 0 𝑡 𝑒 2𝑡 𝑑𝑡

= 2 0 𝑡3/2 𝑒−𝑡 𝑑𝑡
3
= 2⎾(5/2) = √𝜋.
2
1/2
1 𝑥3 1 3/2
(ii) 0 1−𝑥 3
𝑑𝑥 = 𝑥 (1
0
− 𝑥 3 )−1/2 𝑑𝑥
1
Put 𝑥 3 = 𝑦, 𝑥 = 𝑦1/3 , 𝑑𝑥 = 𝑦 −2/3 𝑑𝑦
3

12
We get,
1 1/2 1
= 0
𝑦 (1 − 𝑦)−1/2 𝑦 −2/3 𝑑𝑦
3
1 1 −1/6
= 𝑦 (1 − 𝑦)−1/2 𝑑𝑦
3 0
5 1
11 −1 −1 1 5 1
= 0 𝑦 6 (1 − 𝑦) 2 𝑑𝑦 = 𝐵 ,
3 3 6 2
3 1/3 1
(iii) Put 𝑥 = 𝑦, 𝑥 = 𝑦 , 𝑑𝑥 = 𝑦 −2/3 𝑑𝑦
3
We get,
1 5/3 1
= 0
𝑦 (1 − 𝑦)10 𝑦 −2/3 𝑑𝑦
3
1 1 10
= 𝑦(1 − 𝑦) 𝑑𝑦
3 0
1 1 2−1 11−1 1
= 𝑦 (1 − 𝑦) 𝑑𝑦 = 𝐵 2, 11
3 0 3

13
∞ 𝑥8 (1−𝑥6 ) ∞ 𝑥8 ∞ 𝑥14
(iv) 0 (1+𝑥)24
𝑑𝑥 = 0 (1+𝑥)24
𝑑𝑥 − 0 (1+𝑥)24
𝑑𝑥

∞ 𝑥 𝑛 −1
Using 𝐵 𝑚, 𝑛 = 0 (1+𝑥)𝑚 +𝑛
𝑑𝑥, we get

∞ 𝑥9−1 ∞ 𝑥15−1
= 0 (1+𝑥)9+15
𝑑𝑥 − 0 (1+𝑥)15+9
𝑑𝑥

= 𝐵 9,15 − 𝐵 15,9
= 0 (using symmetry of beta function)

𝝅
Example: Show that ⎾ 𝒏 ⎾ 𝟏 − 𝒏 =
𝐬𝐢𝐧 𝒏𝝅
⎾𝑚⎾𝑛
Solution: We know that, 𝐵 𝑚, 𝑛 = , and
⎾(𝑚 +𝑛)
∞ 𝑥 𝑛 −1
𝐵(𝑚, 𝑛) = 0 (1+𝑥)𝑚 +𝑛
𝑑𝑥
∞ 𝑥 𝑛 −1 ⎾𝑚⎾𝑛
Therefore, 0 (1+𝑥)𝑚 +𝑛
𝑑𝑥 =
⎾(𝑚 +𝑛)

14
Taking m+n =1 and m=1-n, we get
∞ 𝑥 𝑛 −1 ⎾(𝑛)⎾(1−𝑛)
Therefore, 0 (1+𝑥)1
𝑑𝑥 = ,0 < 𝑛 < 1
⎾(1)
∞ 𝑥 𝑛 −1 𝜋
We know that, 0 (1+𝑥)1
𝑑𝑥 = and ⎾ 1 = 1.
sin 𝑛𝜋

Therefore, we get
𝜋
⎾ 𝑛 ⎾ 1−𝑛 =
sin 𝑛𝜋
∞ 𝒅𝒙
Example: Evaluate the integral 𝟎 𝟏+𝒙𝟒
.
1
Proof: Put 𝑥 4 = 𝑦, 𝑥 = 𝑦1/4 , 𝑑𝑥 = 𝑦 −3/4 𝑑𝑦
4
∞ 𝒅𝒙 𝟏 ∞ 𝒚−𝟑/𝟒 𝒅𝒚
Therefore, 𝟎 𝟏+𝒙𝟒
=
𝟒 𝟎 𝟏+𝒚
1
( −1)
1 ∞ 𝑦 4 𝑑𝑦
=
4 0 (1+𝑦 )
∞ 𝑥 𝑛 −1 𝜋
We know that, 0 (1+𝑥)1
𝑑𝑥 = . Therefore, we get
sin 𝑛𝜋
1 𝜋 𝜋
= 𝜋 =
4 sin 2 √2
4
15
𝝅/𝟐 𝟏 𝟏 𝟑 𝝅√𝟐
Example: Prove that 𝟎
√𝐭𝐚𝐧 𝜽 𝒅𝜽 =
𝟐

𝟒

𝟒
=
𝟐
.
𝜋/2 𝜋/2 sin 𝜃 1/2
Proof: 0
√tan 𝜃 𝑑𝜃 = 0 cos 𝜃
𝑑𝜃
𝜋/2 1/2
= 0
sin 𝜃 cos −1/2 𝜃 𝑑𝜃
We know that,
𝑚 +1 𝑛 +1
𝜋/2 ⎾ ⎾
𝑚
0
𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝑛 𝜃 𝑑𝜃 = 2
𝑚 +𝑛 +2
2
.
2⎾
2
(𝟏/𝟐)+𝟏 (−𝟏/𝟐)+𝟏
𝜋/2 ⎾ ⎾
1/2 𝟐 𝟐
Therefore, we get 0
sin 𝜃 cos−1/2 𝜃 𝑑𝜃 = (𝟏/𝟐)+(−𝟏/𝟐)+𝟐
𝟐⎾
𝟐
𝟑 𝟏
⎾ ⎾ 𝟏 𝟏 𝟑 1 1 1 1 𝝅 𝝅
𝟒 𝟒
= = ⎾ ⎾ = 2⎾ ⎾ 1− = =
𝟐⎾ 𝟏 𝟐 𝟒 𝟒 4 4 2 𝒔𝒊𝒏 (𝜋/4) √𝟐

16
Practice Questions:
1 𝑑𝑥
1. Evaluate 0
. Ans. √𝜋
(− log 𝑥)

1 𝑥 2 𝑑𝑥
2. Evaluate the integral 0
by expressing them in terms of
(1−𝑥 5 )
1 3 1
Beta function. Ans. 𝐵( , )
5 5 2
𝜋/2 𝑛 𝜋 𝑛𝜋
3. Prove that 0
tan 𝑥 𝑑𝑥 = 2
sec 2
, −1 < 𝑛 < 1.

1 1+𝑥 1/2
4. Evaluate −1 1−𝑥
dx. Ans. π

17
18
Lecture-13
Mathematics 1 (15B11MA111)

CO [C105.3]

Module: Double Integrals


Topic: Introduction to Double Integrals

Reference for the lecture


R.K Jain and S.R.K. Iyenger, “Advanced Engineering Mathematics” fifth
edition, Narosa publishing house, 2016.
B. S.Grewal,“Higher Engineering Mathematics”, 40th Edition, Khanna
Publishers, 2007.

1
Topics to be covered
Double Integrals as limit
Evaluation by successive integrations
Some specific cases
Examples
Practice Questions

2
Double integrals
Introduction: Let 𝑓(𝑥, 𝑦) be a continuous function in a simply connected and
bounded region R in a two dimensional space 𝑹𝟐 , bounded by a simple closed
curve C (Figure 1).

Figure 1: Region R for double Integrals


3
Concept of Double Integral as Limit (Consider figure 1):
• Subdivide the region R by drawing lines 𝑥 = 𝑥𝑘 , 𝑦 = 𝑦𝑘 , 𝑘 = 1,2, … , 𝑚,
parallel to the coordinate axes.
• Number the rectangles from 1 to n which are inside R.
• Now, consider an arbitrary point say 𝑎𝑘 , 𝑏𝑘 in the kth rectangle and
form the sum 𝑺𝒏𝒌 = 𝒏𝒌=𝟏 𝒇 𝒂𝒌 , 𝒃𝒌 ∆𝑨𝒌
where, ∆𝑨𝒌 =∆𝒙𝒌 ∆𝒚𝒌 and denotes the area of the rectangle, and
𝒅𝒌 = ∆𝒙𝒌 𝟐 + ∆𝒚𝒌 𝟐 is the length of the diagonal of the rectangle.
• Corresponding to different values of n, say 𝑛1 , 𝑛2 , 𝑛3 , … , 𝑛𝑘 , . ., we can
obtain different sums 𝑺𝒏𝟏 , 𝑺𝒏𝟐 , … ., 𝑺𝒏𝒌 , ….
• Let 𝑛 → ∞, such that the length of the largest diagonal 𝒅𝒌 → ∞.
• If lim 𝑆𝑛 exists, independent of the choice of the subdivision and the
𝑛→∞
point 𝑎𝑘 , 𝑏𝑘 , then 𝒇(𝒙, 𝒚) is integrable over R.
• This limit is called the Double integral of 𝒇(𝒙, 𝒚) over R, given as
𝑺= 𝑹
𝒇 𝒙, 𝒚 𝒅𝒙 𝒅𝒚

4
Evaluation of Double Integrals by successive Integrations
Let 𝑓(𝑥, 𝑦) be a continuous function defined in a region R.
• Double Integral can be evaluated by two successive integrations.
• Evaluate it w.r.t. one variable (treating the other variable as constant) and
reducing it to an integral of one variable.
• There are two possible ways to evaluate a double integral, they are:

5
Case 1: Let the region R (Figure 2) be expressed in the form
𝑹= 𝒙, 𝒚 : 𝒈 𝒙 ≤ 𝒚 ≤ 𝒉 𝒙 , 𝒂 ≤ 𝒙 ≤ 𝒃 ….. (1)
where 𝒈 𝒙 and 𝒉 𝒙 are integrable functions, such that 𝒈 𝒙 ≤ 𝒉 𝒙 for all x in [a,b].

Then, we have integration as:


𝑥=𝑏 𝑦=ℎ 𝑥
𝐼=න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
𝑥=𝑎 𝑦=𝑔 𝑥

The variable x is treated as


constant while evaluating the
inner integral.

Figure 2: Region of Integration

6
Case 2: Let the region R (Figure 3) be expressed in the form
𝑹= 𝒙, 𝒚 : 𝒇𝟏 𝒚 ≤ 𝒙 ≤ 𝒇𝟐 𝒚 , 𝒄 ≤ 𝒚 ≤ 𝒅 ….. (2)
where 𝒇𝟏 𝒚 and 𝒇𝟐 𝒚 are integrable functions, such that 𝒇𝟏 𝒚 ≤ 𝒇𝟐 𝒚 for all y in
[c, d].

Then, we have integration as:


𝑦=𝑑 𝑥=𝒇𝟐 𝒚
𝐼=න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦
𝑦=𝑐 𝑥=𝒇𝟏 𝒚

The variable y is treated as


constant while evaluating the inner
integral.

Figure 3: Region R of integration


7
Case 3: Consider the situation when it is not possible to represent the region R either by
case 1 or by case 2, then region R can be subdivided such that each of the subdivisions
obtained can be expressed in either of the previous two cases.
Let us consider the region R given by figure 4. Region R can be subdivided into
subdivisions say R1 and R2 such that R=R1 ∪ R2.

Figure 4: Region of Integration 8


Then, we have

𝑅
𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥 = 𝑅1
𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥 + 𝑅2
𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
𝑝 𝜓(𝑥) 𝑏 𝜓(𝑥)
= 𝑎 𝜙 1 (𝑥)
𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥 + 𝑝 𝜙 2 (𝑥)
𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦
In general, the region R may be subdivided into a number of parts as required
and then each subdivision can be expressed either as case 1 or case 2.
Remark:
If the limits of integration are constants, for example when region R is
a rectangle bounded by the lines say 𝑥 = 𝑎, 𝑥 = 𝑏 & 𝑦 = 𝑐, 𝑦 = 𝑑, then
the order of integration is not important.
If the limits of integration are functions (or variables), then integration
can be evaluated by expressing it as any of the above cases depending
on the region of integration.

9
Examples
Example 1: Evaluate the double integral 𝑅
𝑥𝑦 𝑑𝑥 𝑑𝑦, where R is the region
𝑥2
bounded by the x-axis, the line 𝑦 = 2𝑥 and the parabola 𝑦 = .
4𝑎
𝑥2
Solution: Given, 𝑦 = 2𝑥 and 𝑦 = . The points of intersection of these two
4𝑎
curves are (0, 0) and (8a, 16a). The region is given by:
𝑥2
𝑅= 𝑥, 𝑦 : ≤ 𝑦 ≤ 2𝑥, 0 ≤ 𝑥 ≤ 8𝑎 (figure 5)
4𝑎

Figure 5: Region of Integration 10


So, the double integral is evaluated as (considering figure 5(a)):

8𝑎 2𝑥
𝐼= 𝑅
𝑥𝑦 𝑑𝑥 𝑑𝑦 = 0 𝑥2 𝑥𝑦 𝑑𝑦 𝑑𝑥
4𝑎
2𝑥
8𝑎 𝑥𝑦 2 8𝑎 𝑥 2 𝑥4
= 2 𝑑𝑥 = 4𝑥 − 𝑑𝑥
0 2 𝑥 0 2 16𝑎 2
4𝑎
8𝑎
𝑥4 𝑥6 𝟐𝟎𝟒𝟖𝒂𝟒
= − =
2 192𝑎 2 0 𝟑

Alternative (considering figure 5(b)):


16𝑎 4𝑎𝑦
𝐼= 𝑅
𝑥𝑦 𝑑𝑥 𝑑𝑦 = 0
𝑦 𝑥𝑦 𝑑𝑥 𝑑𝑦
2

4𝑎𝑦
16𝑎 𝑦𝑥 2 16𝑎 𝑦 𝑦2
= 𝑑𝑦 = 4𝑎𝑦 − 𝑑𝑦
0 2 𝑦 0 2 4
2
16𝑎
1 4𝑎𝑦 3 𝑦4 𝟐𝟎𝟒𝟖𝒂𝟒
= − =
2 3 16 0 𝟑

11
Example 2: Find by double integration the area of the region lying between
the circle 𝑥 2 + 𝑦 2 = 𝑎2 and the line 𝑥 + 𝑦 = 𝑎 (in first quadrant).
Solution: The two curves cut at the point 𝑥 = 0 and 𝑥 = 𝑎 when
0 < 𝑥 < 𝑎 𝑎𝑛𝑑 𝑎2 − 𝑥 2 > 𝑦 > 𝑎 − 𝑥.
The required area is
𝑎 𝑎 2 −𝑥 2
𝐼= 0 𝑎−𝑥
𝑑𝑥 𝑑𝑦
𝑎 𝑎 2 −𝑥 2
= 0
𝑦 𝑎−𝑥 𝑑𝑥
𝑎 2 − 𝑥2 −
= 0
[ 𝑎 𝑎 − 𝑥 ]𝑑𝑥
𝑎
𝑥 𝑎2 𝑥 𝑥2
= 𝑎2 − 𝑥 2 + 𝑠𝑖𝑛−1 − 𝑎𝑥 +
2 2 𝑎 2 0
𝜋
= (𝜋 − 2)𝑎2
4

12
Example 3: Evaluate 𝑅 𝑥 2 𝑑𝑥𝑑𝑦 where R is the region in the first quadrant
bounded by the lines 𝑥 = 𝑦, 𝑦 = 0, 𝑥 = 8 𝑎𝑛𝑑 𝑥𝑦 = 16.
Solution: Consider the figure 7 for the region of integration. The line AL (𝑥 = 8)
intersects the hyper parabola 𝑥𝑦 = 16 at A (8, 2) and the line 𝑥 = 𝑦 intersects this
hyperbola at B (4,4). The region of integration is the area OLAB.

Figure 7: Region of Integration OLAB 13


To evaluate the given integral, divide this area OLAB into two parts OMB and
MLAB. We get,
2 𝑥 𝑎𝑡 𝑀 𝑦 𝑎𝑡 𝑄 2 𝑥 𝑎𝑡 𝐿 𝑦 𝑎𝑡 𝑄` 2
𝑅
𝑥 𝑑𝑥𝑑𝑦 = 𝑥 𝑎𝑡 𝑂 𝑦 𝑎𝑡 𝑃
𝑥 𝑑𝑥𝑑𝑦 + 𝑥 𝑎𝑡 𝑀 𝑦 𝑎𝑡 𝑃`
𝑥 𝑑𝑥𝑑𝑦
4 𝑥 8 16/𝑥
= 0 0
𝑥 2 𝑑𝑥𝑑𝑦 + 4 0
𝑥 2 𝑑𝑥𝑑𝑦
4 2 𝑥 8 2 16/𝑥
= 0
𝑥 𝑦 0 𝑑𝑥 + 4
𝑥 𝑦 0 𝑑𝑥
4 3 8
= 0
𝑥 𝑑𝑥 + 4
16𝑥 𝑑𝑥
= 448

14
Practice Questions:
5 𝑥2
1. Evaluate 0 0
𝑥 𝑥 2 + 𝑦 2 𝑑𝑥𝑑𝑦 Ans. 18880.2 (nearly)
1 1+𝑥 2 𝑑𝑥𝑑𝑦 1
2. Evaluate Ans. 𝜋 log⁡
(1 + 2)
0 0 1+𝑥 2 +𝑦 2 4

3. Evaluate 𝑥𝑦 𝑥 + 𝑦 𝑑𝑥𝑑𝑦 over the region bounded by 𝑦 = 𝑥 and𝑦 = 𝑥 2 .


Ans. 3/56

15
16
Lecture-14
Mathematics 1 (15B11MA111)

CO [C105.3]

Module: Double Integrals


Topic: Change of order

Reference for the lecture


R.K Jain and S.R.K. Iyenger, “Advanced Engineering Mathematics” fifth
edition, Narosa publishing house, 2016.
Bali, Goyal ,“A Textbook of Engineering Mathematics”, Laxmi Publications.

1
CHANGE OF ORDER OF INTEGRATION
If the limits of the integration are variables, a change in the
order of integration necessitates change in the limits of
integration. A rough sketch of the region of integration helps
in fixing the new limits of integration.

Working rule. When it is required to change the order of


integration in an integral for which limits are given, we first
find out the region of integration from the limits. When
region R of integration is known, we next assign limits of
integration in the reverse order from geometric
2
considerations.
1 ey
Change the order of integration
  f ( x, y )dx dy.
0 1

e 

1 

1 log xf ( x, y )dy dx
 
3
Example 1. Evaluate by changing the order of integration
1 𝑒 𝑑𝑦𝑑𝑥
‫׬‬0 ‫ 𝑥 𝑒׬‬log 𝑦 .

Sol. The given limits show that the region of integration is


bounded by the curves
𝑦 = 𝑒 𝑥 , 𝑦 = 𝑒, 𝑥 = 0, 𝑥 = 1

It is the area shaded in the diagram.

It can also be considered as bounded by


𝑥 = 0, 𝑥 = log 𝑦 , 𝑦 = 1, 𝑦 = 𝑒

4
Hence,

1 𝑒 𝑒 log 𝑦
𝑑𝑦𝑑𝑥 1
න න =න න 𝑑𝑥𝑑𝑦
0 𝑒 𝑥 log 𝑦 1 0 log 𝑦

𝑒
𝑥 log 𝑦
=න 𝑑𝑦
1 log 𝑦 0
𝑒
𝑒
= න 1. 𝑑𝑦 = 𝑦 = 𝑒 − 1.
1
1

5
1 2−𝑥
Example 2. Change the order of integration in ‫׬‬0 ‫ 𝑥׬‬2 𝑥𝑦 𝑑𝑦 𝑑𝑥
and hence evaluate.
Sol. From the limits of integration, it is
clear that we have to integrate first
with respect to 𝑦 which varies from 𝑦 =
𝑥 2 to 𝑦 = 2 − 𝑥 and then with respect
to 𝑥 which varies from 𝑥 = 0 to 𝑥 = 1.
the region of integration is divided into
vertical strips. For changing the order
of integration, we divide the region of
integration into horizontal strips. So,
now region will consists of two parts. 6
1 𝑦 2 2−𝑦
𝐼 = න න 𝑥𝑦 𝑑𝑥 𝑑𝑦 + න න 𝑥𝑦 𝑑𝑥 𝑑𝑦
0 0 1 0

1
𝑥2 𝑦 2
𝑥2 2 − 𝑦
= න 𝑦. 𝑑𝑦 + න 𝑦 . 𝑑𝑦
0 2 1 2 0
0

1 1 2 1 2
= න 𝑦 𝑑𝑦 + න 𝑦(2 − 𝑦)2 𝑑𝑦
2 0 2 1

1 𝑦3 1 1 4𝑦 3 𝑦 4 2
= + 2𝑦 2 − +
2 3 0 2 3 4 1

1 1 5 3
= + = .
6 2 12 8 7
𝑥2
Example 3. evaluate the double integral ‫ 𝑦𝑑 𝑥𝑑 𝑒 𝑅׭‬, where
the region 𝑅 is given by 𝑅: 2𝑦 ≤ 𝑥 ≤ 2 and 0 ≤ 𝑦 ≤ 1.

Sol. The integral cannot be evaluated

by integrating first with respect to 𝑥.

We try to evaluate it by integrating it

first with respect to 𝑦. The region of

integration is given in figure. We have

2 𝑥/2
𝑥2
1 2 𝑥2 1 4
𝐼=න න 𝑒 𝑑𝑦 𝑑𝑥 = න 𝑥𝑒 𝑑𝑥 = (𝑒 − 1)
0 0 2 0 4

8
Application of double integration to find area

‫ 𝑦𝑑 𝑥𝑑 𝑅׭‬gives the area A of the region 𝑅.

For example, if 𝑅 is the rectangle bounded by the lines

𝑥 = 𝑎, 𝑥 = 𝑏, 𝑦 = 𝑐 and 𝑦 = 𝑑, then

𝑑 𝑏 𝑑 𝑏 𝑑

𝐴 = න න 𝑑𝑥 𝑑𝑦 = න න 𝑑𝑥 𝑑𝑦 = 𝑏 − 𝑎 න 𝑑𝑦 = (𝑏 − 𝑎)(𝑑 − 𝑐)
𝑐 𝑎 𝑐 𝑎 𝑐

gives the area of the rectangle.

9
Example 4. Find the area of the region bounded by the curves
𝑦 = 𝑥 2 and 𝑦 = 𝑥 + 2.

Sol. The area of the region is given


by 𝐴 = ‫𝑦𝑑 𝑥𝑑 𝑅׭‬

The region is given in Figure. The


line 𝑦 = 𝑥 + 2 intersects the
parabola 𝑦 = 𝑥 2 at the points (-1,
1) and (2, 4). The limits of the
integration can be written as
− 1 ≤ 𝑥 ≤ 2, 𝑥 2 ≤ 𝑦 ≤ 𝑥 + 2.
10
2 𝑥+2 2

𝐴 = න න 𝑑𝑦 𝑑𝑥 = න(𝑥 + 2 − 𝑥 2 ) 𝑑𝑥
−1 𝑥 2 −1

𝑥3 𝑥2 2
= − + + 2𝑥
3 2 −1
9 3
= − + +6
3 2

9
= .
2

11
Practice Questions
2 3− x

1. Change the order of integration in 


0 x2
xydxdy
and evaluate the integral. 4

4 x

2. Change the order of integration in  ( x + y )2


dxdy
1 1
and evaluate it. Ans 241/30
3. Determine the area of region bounded by
xy = 2, 4 y = x 2 and y = 4.
7 
Ans: 4  − log 2 
3  12
13
Lecture-15
Mathematics 1 (15B11MA111)
Module: Triple Integrals
CO [C105.3]
Topics to be covered
➢ Triple Integrals
❖ Definition

❖ Examples

❖ Application of Triple Integral to Find Volume

❖ Examples

❖ Dirichlet’s Integral

❖ Examples

➢Reference for the lecture

R.K Jain and S.R.K. Iyenger, “Advanced Engineering Mathematics” fifth


edition, Narosa publishing house, 2016.
Triple integrals
Let f(x,y,z) be a continuous function defined over a closed and bounded
region T in R3. Then the triple integral of f(x,y,z) over T is given by

𝑓 𝑥, 𝑦, 𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑇

Remark 1: Triple integral satisfies properties similar to double integral.

Remark 2: If f(x,y,z) =1, then the triple integral

𝑉= 𝑓 𝑥, 𝑦, 𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑇

gives the volume of the region T.


Evaluation of Triple Integrals:

We evaluate the triple integral by three successive


integrations. If the region T can be described by

𝑥1 ≤ 𝑥 ≤ 𝑥2 , 𝑦1 𝑥 ≤ 𝑦 ≤ 𝑦2 𝑥 , 𝑧1 (𝑥, 𝑦) ≤ 𝑧 ≤ 𝑧2 (𝑥, 𝑦)

Then we evaluate the triple integral as

𝑥2 𝑦2 (𝑥) 𝑧2 𝑥,𝑦
𝑓 𝑥, 𝑦, 𝑧 𝑑𝑧 𝑑𝑦 𝑑𝑥
𝑥1 𝑦1 (𝑥) 𝑧1 𝑥,𝑦
𝑥2 𝑦2 (𝑥) 𝑧2 (𝑥,𝑦
= 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑧 𝑑𝑦 𝑑𝑥
𝑥1 𝑦1 (𝑥) 𝑧1 (𝑥,𝑦)
Example
Example 1: Evaluate the triple integral

𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑇

Where T is the region bounded by the surfaces


𝑥 = 𝑦 2 , 𝑥 = 𝑦 + 2, 4𝑧 = 𝑥 2 + 𝑦 2 𝑎𝑛𝑑 𝑧 = 𝑦 + 3
Solution:
1
Limits of z : (𝑥 2 + 𝑦 2 ) 𝑡𝑜 𝑦 + 3
4

Limits of x, y: we determine by the projection of T

in x-y plane i.e. the region bounded by the curves

𝑥 = 𝑦 2 𝑎𝑛𝑑 𝑥 = 𝑦 + 2.
These curves intersect at the points (1,-1) and (4, 2). Also

𝑦 2 ≤ 𝑦 + 2 𝑓𝑜𝑟 − 1 ≤ 𝑦 ≤ 2. Therefore,

1
1 ≤ 𝑦 ≤ 2, 𝑦 2 ≤ 𝑥 ≤ 𝑦 + 2 𝑎𝑛𝑑 (𝑥 2 + 𝑦 2 ) ≤ 𝑧 ≤ 𝑦 + 3
4

Now we have,

2 𝑦 +2 𝑦 +3 2 𝑦+2
1 2
𝑦𝑑𝑧 𝑑𝑥 = 𝑦 𝑦 + 3 − (𝑥 + 𝑦 2 ) 𝑑𝑥 𝑑𝑦
−1 𝑦2
1 2
(𝑥 +𝑦 2 ) −1 𝑦2 4
4

2 3 𝑦+2
𝑦
= 𝑦 2 + 3𝑦 − 𝑥 − 𝑥 3 𝑦/12 𝑑𝑦
−1 4 𝑦2

2 3
𝑦 1
= 𝑦 2 + 3𝑦 − 𝑦+2−𝑦 2
− 𝑦{𝑦 + 2)3 − 𝑦 6 } 𝑑𝑦
−1 4 12
2 𝑦7 𝑦5 4𝑦 4 16𝑦
= −1 12
+ − − 3𝑦 3 + 4𝑦 2 + 𝑑𝑦
4 3 3

2
y8 y6 4y 5 3y 4 4y 3 8y 2
= + - - + +
96 24 15 4 3 3 -1

837
=
160
Application of Triple Integral to Find
Volume
Example 1: Find the volume of the solid in the first octant
bounded by the paraboloid

𝑧 = 36 − 4𝑥 2 − 9𝑦 2
Solution: We have

𝑉= 𝑑𝑧 𝑑𝑦 𝑑𝑥
𝑇

The projection of the paraboloid (in the first octant) in the x-y
plane is the region in the first quadrant of the ellipse

4𝑥 2 + 9𝑦 2 = 36 .
Therefore the region T is given by

2
1 2
0 ≤ 𝑧 ≤ 36 − 4𝑥 − 9𝑦 , 0 ≤ 𝑦 ≤ 36 − 4𝑥 2 , 0 ≤ 𝑥 ≤ 3.
3

Hence,
2
3 9−𝑥 2
3
𝑉= (36 − 4𝑥 2 − 9𝑦 2 ) 𝑑𝑦 𝑑𝑥
0 0

3 2
( 9−𝑥 2 )
= 4 9 − 𝑥 2 𝑦 − 3𝑦 3 3
0 𝑑𝑥
0

16 3
= 0
9 − 𝑥2 3/2
𝑑𝑥
9
Let us substitute 𝑥 = 3𝑠𝑖𝑛𝜃

𝜋/2
16
𝑉 = 27 𝑐𝑜𝑠 3 𝜃 (3𝑐𝑜𝑠𝜃)𝑑𝜃
9 0

= 27𝜋 𝑐𝑢𝑏𝑖𝑐 𝑢𝑛𝑖𝑡𝑠


Example 2: Find the Volume of the solid enclosed between the
surfaces
𝑥 2 + 𝑦 2 = 𝑎2 𝑎𝑛𝑑 𝑥 2 + 𝑧 2 = 𝑎2 .
Solution: The limits of x, y, z are as:

− 𝑎2 − 𝑥 2 ≤ 𝑧 ≤ 𝑎2 − 𝑥 2 , − 𝑎2 − 𝑥 2 ≤ 𝑦 ≤ 𝑎2 − 𝑥 2 , −𝑎 ≤ 𝑥 ≤ 𝑎.
Therefore,
𝑎 𝑎 2 −𝑥 2 𝑎 2 −𝑥 2
𝑉= 𝑑𝑧 𝑑𝑦 𝑑𝑥
−𝑎 − 𝑎 2 −𝑥 2 − 𝑎 2 −𝑥 2

𝑎 𝑎 2 −𝑥 2 𝑎 2 −𝑥 2
𝑉 = 𝑑𝑧 𝑑𝑦 𝑑𝑥
−𝑎 − 𝑎 2 −𝑥 2 − 𝑎 2 −𝑥 2

𝑎 𝑎 2 −𝑥 2
𝑉=8 𝑎2 − 𝑥 2 𝑑𝑦 𝑑𝑥
0 0

𝑎 2 16
𝑉=8 0
(𝑎 − 𝑥 2 ) 𝑑𝑥 = 𝑎3 𝑐𝑢𝑏𝑖𝑐 𝑢𝑛𝑖𝑡𝑠
3
Dirichlet’s Integral
Let T be a closed region in the first octant in R3, bounded by the
surface

(𝑥/𝑎)𝑝 + (𝑦/𝑏)𝑞 + (𝑧/𝑐)𝑟 = 1 and the corrdinates planes.


Then, an integral of the form

𝐼= 𝑇
𝑥 𝛼−1 𝑦 𝛽 −1 𝑧 𝛾−1 𝑑𝑥 𝑑𝑦 𝑑𝑧

is called a dirichlet integral, where all the constants


𝛼, 𝛽, 𝛾, 𝑎, 𝑏, 𝑐, 𝑝, 𝑞, 𝑟 are assumed to be positive.

a   
b c  / p  /q  /r

 −1  −1  −1
x y z dx dy dz =
T
pqr  / p +  / q +  / r + 1
Examples
Example 1: Evaluate the Dirichlet integral

𝐼= 𝑥 3 𝑦 3 𝑧 3 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑇

WhereT is the region in the first octant bounded by the sphere

𝑥 2 + 𝑦 2 + 𝑧 2 = 1 and the coordinate planes.

Solution: Here 𝛼 = 𝛽 = 𝛾 = 4, 𝑎 = 𝑏 = 𝑐 = 1, 𝑝 = 𝑞 = 𝑟 = 2

1 2 2 2 1
I= =
8 7 5760

1
𝐼= 𝑥 3 𝑦 3 𝑧 3 𝑑𝑥 𝑑𝑦 𝑑𝑧 =
8
𝑇
Example 2: I = T
x1/2 y1/2 z1/2 dx dy dz

Where T is the region in the first octant bounded by the plane


x+y+z=1 and the coordinate planes.

3
Solution: Here α = β = γ = , a = b = c = 1, p = q = r = 1
2

𝐼= 𝑥 1/2 𝑦1/2 𝑧1/2 𝑑𝑥 𝑑𝑦 𝑑𝑧


𝑇

3/ 2 3/ 2 3/ 2 4
I= =
11 / 2 945
Practice Problems
1. Find the volume of the solid which is bounded by the cylinder 𝑥 2 + 𝑦 2 = 1
and the planes y+z=1 and z=0.

Ans: π

2. Evaluate 𝐼 = 𝑑𝑥𝑑𝑦𝑑𝑧 where (𝑥/𝑎)2 + (𝑦/𝑏)2 + (𝑧/𝑐)2 = 1

1
Ans: 𝜋𝑎𝑏𝑐
8

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