1574 multiple integral

72
Multiple Integral

Transcript of 1574 multiple integral

Page 1: 1574 multiple integral

Multiple Integral

Page 2: 1574 multiple integral

Double Integrals over Rectangles

Remark:

)( point. sample a called is x 1,2,...n,i ],x,[xx Choose 4.

P of norm }Thex,,x,xmax{ |P| 3.n,1,2,i ,x-xx Define 2.b] , [a ofpartition a called is PThen

bxxxa and }x,,x,{xPLet 1.

ii1-ii

n21

1-iii

n10n10

取樣點

Page 3: 1574 multiple integral

n

1iii

b

a 0P||S of area Thex)xf(limf(x)dx

b] , [aon f of integral definite The 5.

f(x)}y0 b,xa|y){(x,S

Page 4: 1574 multiple integral

[2,3][1,2] 2.4}y2 1,x0|Ry){(x,[2,4][0,1] 1.

Rectangle :Exampled}yc b,xa|Ry) {(x,d] [c,b] [a,R

R rectangle closedA 6.

2

2

Page 5: 1574 multiple integral

Double Integrals and Volumes

V(S) - S of volume thefind Toy)}f(x,zR,0y)(x,|Rz)y,{(x,S d],[c,b][a,RLet 3

lssubinterva into R rectangle theDivide

f(x)dx define toSimilarly b

a

Page 6: 1574 multiple integral

n

1j

m

1iij

*ij

*ij

n

1j

m

1iij

*ij

*ij

ij*ij

*ij

jiijij

j1-ji1-iij

1-jjjj1-j

1-iii

i1-i

A)y,f(x V(S) i.e

A)y,f(x eapproximatcan S of volumeThe

Reach in )y,(xpoint sample a choose

yxA is R of area The

n1,j ; m1,i ]y,[y]x,[xR Define

n1,2,j ,y-yy ],y,[y lsubintervan intodivided is d][c, and ,x-xx m,1,2,i

]x,[x lsubinterva m into divided is b][a,

Page 7: 1574 multiple integral

n1,2j ; m1,2i ,Rdiagonallongest theoflength thedenote |P|Let

ij

Page 8: 1574 multiple integral

m

1i

n

1jij

*ij

*ij0P||

R

R

A)y,f(xlimy)dAf(x,

y)dAf(x, is R rectangle over the f of integral double The

:Definition

Page 9: 1574 multiple integral

R R

R R R

R R

y)dAg(x,y)dAf(x,

thenR,y)(x, y)g(x,y)f(x, If 3.

y)dAg(x,y)dAf(x,y))dAg(x,y)(f(x, 2.

y)dAf(x,cy)dAcf(x, 1.

:propertiesexistslimit thisif

Page 10: 1574 multiple integral

Ron integrable is f then curves,smooth ofnumber finite aon except Ron continuous is f If (ii)

Ron integrable is f then R,on continuous is f If (i)R rectabgle closed on the bounded be fLet

1 Theorem

Rover f of integral double thecalled isy)dA f(x, 2.

exist A)y,f(xlim if R,on integrable is f 1.

:Definition

R

m

1i

n

1jij

*ij

*ij0P||

Page 11: 1574 multiple integral

ww),(o,on continuousnot is f (0,1)on continuousnot is f

0 x0,

0 x,xy

y)f(x, 3.

Ron continuous is f )[0,)[0,R x,y xy)f(x, 2.

Ron continuous is f ][0,2][0,Ry)(x, sinxy,y)f(x, 1.

:ExampleRon continuous is f then R,b)(a, allat continuous is f If 2.

b)(a,at continuous is f then b),f(a,y)f(x,lim If 1.:Definition

2

b)(a,y)(x,

Page 12: 1574 multiple integral

Iterated Integrals

integral iteratedan called is )dxy)dyf(x,(A(x)dx

y)dxf(x,B(y) y)dy,f(x,A(x)Let 1.

d][c,b][a,R y),f(x,function For :Remark

)dyydxx(A(y)dyConsider

y326

13

3xyydxxA(y)Let y, Fixed

b

a

d

c

b

a

d

c

b

a

2

0

3

1

22

0

33

1

2

Page 13: 1574 multiple integral

3

0

2

1

8

0

4

0

2

4

0

8

0

2

3

0

4

1

23

0

4

1

2

d

c

b

a

d

c

b

a

b

a

d

c

b

a

d

c

2y)dxdy(3x (v)

)dxdyy8x-(6441 (iv)

)dydxy8x-(6441 (iii)

ydydxx (ii) ydxdyx (i)

evaluate :Example

)dxy)dyf(x,(y)dydxf(x, 3.

)dxy)dyf(x,(y)dydxf(x, 2.

Page 14: 1574 multiple integral

1}y0 2,x-1|y){(x,R where,dAx1y1 Find 4.

][0,][0,R where,xcosxydA Find 3.

0-)0

sin2y21(-

cos2y)dy-(1dy02

(-cosxy)ysinxydxdyBut

?ysinxydydxysinxydA :Ans

][0,[0,2]R where,ysinxydA Find 2.

[1,3][0,2]R wheredA,)3y-(x Find 1.

:Ex

y)dydxf(x,y)dxdyf(x,y)dAf(x,

thed],[c,b][a,Ron continuous is f IfTheorem) s(Fubini' 2 Theorem

R

R

000

2

0

2

0 0R

R

R

2

b

a

d

c

d

c

b

aR

Page 15: 1574 multiple integral

1y)dAsin(xD

thatshow [0,1],[0,1]R If 2.

2y1 4,x3 4,2y1 3,x1 1,1y0 4,x1 2,

y)f(x, 2.

2y0 4,x3 3,2y0 3,x1 2,

y)f(x, 1.

functiongiven theis f wherey)dA,f(x,

Evaluate ,2y0 3,x1|y)(x,RLet 1.Exercises

R

R

Page 16: 1574 multiple integral

R

R

R

R

R R R

2

1

y))dA4g(x,y)(3f(x, 4.

4)dAy)(2f(x, 3.

y)dA3g(x, 2.

y))dAg(x,-y)(4f(x, 1.

Evaluate

2y)dAg(x, 6,y)dAg(x, 4,y)dAf(x, that Suppose

2}y1 2,x0|y){(x,R [0,2][0,2]R 1},y0 2,x0|y){(x,RLet 3.

1

2

Page 17: 1574 multiple integral

2

2-

1

1-

2

2-

31

1-

2

2

2-

1

1-

32

2

0

2

0 2

0

1

0

1

0

1

0

xy

2

0

3

1

2

dydx|y|[x] (vii)

dydxy][x (vi)

dydx|yx| (v)

dydxx1

y (iv)

xsinydxdy (iii)

dxdyxe (ii)

yxy)f(x, wherey)dydx,f(x, (i)

integrals interated theofeach Evaluate 4.

Page 18: 1574 multiple integral

2}y,13x0 |y){(x,R ,dAx1xy (v)

[0,1][0,1]R ,dAxye (iv)

1}y0 2,x-1|y){(x,R dA,y2x1 (iii)

]3

[0,]6

[0,R y)dA,xcos(x (ii)

3y0 2,x1y)(x,R )dA,3xy-(2y (i)

integral double theCalculate 5.

R

2

R

yx

R

R

R

32

22

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1

0

4

0

3

2x

yy

0

x

1

0

1

y

31

0

3

3y

x

1

0

1

0

x2

x-1

2x

0

2

dydxe (vi) dxdy 2ye (v)

dxdyx1 (iv) dxdye (iii)

)dydxy-(3x (ii) dydxcosx (i)

integral interated theEvaluate 7.

4)y1 0,x(-1 |y){(x, rectangle theabove and 15y2x Z

plane under the lying solid theof volume theFind 6.

22

2

Page 20: 1574 multiple integral

1zy xand 0z 0,y 0, xplanes by the Bounded (ii)

2zy

and 2y xcylinders by the Bounded (i)

solidgiven theof volume theFind 9.

1}yx|y){(x,D wheredA,y-x-1 Evaluate 8.

222

222

22

D

22

Page 21: 1574 multiple integral

Din not but Rin is y)(x, if 0Dy)(x, if y)f(x,

y)F(x,

Double Integral over General Regions

function new a Define D.on definedfunction a is f R,D andregion bounded a be DLet

Page 22: 1574 multiple integral

function. continuous twoare h,h whered},yc (y),hx(y)h|y){(x,D

if II typeof be tosaid is Dregion planeA 3.function. continuous twoare g ,g where

(x)},gy(x)g b,xa|y){(x,D if I typeof be tosaid is Dregion planeA 2.

y)dAF(x,y)dAf(x,

is Dover f of integral double The 1.:Definition

21

21

21

21

D R

Page 23: 1574 multiple integral

d}yc (y),hx(y)h |y){(x,D where

y)dxdyf(x,y)dAf(x,

thenDregion II typeaon continuous is f If 2.

y)dydxf(x,y)dAf(x, then

(x)},gy(x)g b,xa|y){(x,D such that Dregion I typeaon continuous is f If 1.

:PropertiesII Type },y1x2y 1,y-1|y){(x,D 2.

I Type 1},ysinx ,x0|y){(x,D 1.:Example

21

D

d

c

(y)h

h

D

b

a

(x)g

g

21

222

1

2

1(y)

2

1(x)

Page 24: 1574 multiple integral

221-1

23

1-1

)x21-xx

23x

41-x

21(

dx4x-x233x

232x-xx

)dx)(2x-)x((123)2x-xx(1

3y)dydx(x3y)dA(x

:Ans}x1y2x 1,x-1|y){(x,D Where

3y)dA(x Evaluate 1.

:Example

5342

1

1-

44233

1

1-

222222

D

1

1-

x1

2x

22

D

2

2

Page 25: 1574 multiple integral

62xy parabola theand 1-xy line the

by boundedregion theis D xydA where Evaluate 2.

2

D

36xydxdyxydA

4}y2- 1,yx2

6-y|y){(x,

}62xy? 5,x-3|y){(x,D

:Sol

D

4

2-

1y

26-y

2

2

Page 26: 1574 multiple integral

:Sol2z2y xand 0z 0, x2y, x

planes by the boundedon tetrahedr theof volume theFind 3.

31

2y)dydx-x-(22ydA-x-2V

}2

x-2y2x 1,x0|y){(x,D

D

1

02x-2

2x

所求

Page 27: 1574 multiple integral

y}x0 1,y0|y){(x, 1}y x1,x0|y){(x,D

:Sol

)dydxcos(y Evaluate 5.

cos1)-(121 ;)dydxsin(y Evaluate 4.

1

0

1

x

2

1

0

1

x

2

Page 28: 1574 multiple integral

Double Integrals in Polar Coordinates b,ra|){(r,RConsider

Polar rectangle

Page 29: 1574 multiple integral

Example:

32

)3

-2

()1-(321

23

-2)1-3(A(R) is R of area The

}23

3,r1|){(r,R 3.

}0 3,r1|){(r,R 2.}20 1,r0|){(r,R 1.

22

22

Page 30: 1574 multiple integral

n1,j m;1,i- ,r-rr Where

rr

)r-)(rr(r21r

21-r

21A

is A - R of area The

} ,rrr|){(r,R 4.

1,-jjj1-iii

ji*i

j1-ii1-iij21-ij

2iij

ijij

j1-ji1-iij

b

a

m

1i

n

1jji

*i

*j

*i

*j

*i

m

1i

n

1jij

*j

*i

*j

*i

)rdrdrsin ,f(rcos

r)rsinr ,cosf(r

A)sinr,cosf(r

is Ron f of sumRiemanu The

Page 31: 1574 multiple integral

D

)(h

)(h

21

R

b

a

2

1

)rdrdrsin ,f(rcosy)dAf(x,

thenDon continuous is f If region. polor a be )}(hr)(h ,|){(r,DLet 2.

)rdrdrsin ,f(rcosy)dAf(x,

thenR,on continuous is f If 2-0 and rectangle polar a be } b,ra|){(r,RLet 1.

Properties

Page 32: 1574 multiple integral

215

)d7cos(15sin

)rdrd3rcos)(4(rsin3x)dA(4y

}0 2,r1|){(r, 4}yx1 0,y|y){(x,R

:Sol 4}yx1 0,y|y){(x,R ere wh

3x)dA(4y Evaluate 1.

:Example

0

2

R0

2

1

22

22

22

R

2

Page 33: 1574 multiple integral

2

)rdrdr-(1

)dAy-x-(1V

}20 1,r0|){(r,D :Sol

y-x-1z paraboloid theand

0z plane by the bounded solid theof volume theFind 2.

2

0

1

0

2

D

22

22

Page 34: 1574 multiple integral

)de21-

21(limdrdrelim

dAelimdAe

}20 n,r0|){(r,DConsider :Sol

}y- ,x-|y){(x,R e wher

dAe Evaluate

:Example

2

0

2

0

n-

n

n

0

r-

n

D

)y(x-

nR

)y(x-

n

2

R

)y(x-

22

n

22

2

22

2

22

Page 35: 1574 multiple integral

The Cross Product

n ofdirection in the points your thumb then ,b toa from angle the throughcurl handright your of fingers theIf :rule hand-right by the

given isdirection whoseand b and aboth lar toperpendicutor vecunit a is n and ,0 ,b and abetween angle theis re whe

n)sin|b||a(|ba vector theis b and a ofproduct cross The 2. cos|b||a| ba is b and a ofproduct inner The 1.

vectorsldimensiona threenonzero twobe ba,Let

Definition

Page 36: 1574 multiple integral

Example:a

bn

.1 .2

a

bn

ab-ba 3. -jki j,ik (iii) -ijk i,kj (ii) -kij k,ji (i)

(0,0,1)k (0,1,0),j (1,0,0),i 2. 0ba ifonly and if parallel are b and a 1.

Properties

Page 37: 1574 multiple integral

kbbaa

jbbaa

-ibbaa

bbbaaakji

)ba-ba,ba-ba,ba-b(aba then),b,b,(bb ),a,a,(aa If 5.

DbDaD)ba( (iii) Daba)Db(a (ii)

)b(ca)bac(b)a(c (i) scalar a bea cLet 4.

21

21

31

31

32

32

321

321

122131132332

321321

3

.6

a

b R b |ba|A(R)

is R of area The

Page 38: 1574 multiple integral

kj-i and jiboth toorthogonal rsunit vecto twoFind 4.ba Find k,-jib k,jia 3.

k13j-43iba (2,7,-5)b (1,3,4),a 2.

5k3j-6i02131-2kji

ab

5k-3j-6i31-2021kji

ba

(2,-1,3)b (1,2,0),a 1. Example

Page 39: 1574 multiple integral

S surface parametric a called is

RDv)(u,,v)z(u,zv)y(u,yv)x(u,x

such that

Rz)y,(x, points all ofset The 2.

t,y(t)yx(t)x

:curve parametric 1.

:Definition

2

3

Surface Area

Page 40: 1574 multiple integral

R vv,y 4,z xhave weS,z)y,(x,any For

surface parametric a is S 2sinu}z v,y 2cosu,x|z)y,{(x,S 1.

:Example

22

x

z

y

)2,0,0(

Page 41: 1574 multiple integral

0)r-(rn plane theofequation A vector plane theof vector normal a isn

z)y,(x,r where0)r-(rnby denoted is plane The 4. vectornormal a called is n vector orthogonal This

plane. the toorthogonal is n vector a and plane thein )z,y,(xPrpoint aby determined is spacein planeA 3.

:Definition

0

0

00000

x

z

y

r0r

),,( zyx

n

),,( 00000 zyxpr

Page 42: 1574 multiple integral

02)-14(z3)-20(y1)-12(x :SolR(5,2,0) Q(3,-1,6), P(1,3,2),

points he through tpasses that plane theofequation an Find :Example

(1,2,3)n 6},3z2yx|z)y,{(x,S 3. (2,-4,1)n 0},z4y-2x|z)y,{(x,S 2.

0}4)-z1,y3,-(x(1,2,4)|z)y,{(x,S 1. :Example

Page 43: 1574 multiple integral

72)422(cos ,

422

nnnncos

planes ebetween th angle thebe Let (1,-2,3)n (1,1,1),n are planes theseof vectorsnormal The

:Sol23z2y- xand 1zy xplane ebetween th angle theFind

:Example angle thehave tors vec

normal their if is S and S planes ebetween th angle The 6. parallel are vectorsnormal their if parallel are plane Two 5.

:Definition

1-

21

21

21

21

Page 44: 1574 multiple integral

9y

y)f(3, 2x,x

f(x,1) y,xy)f(x,z

:Example

2

1L2L

)1,(:1 xfzC

),3(:2 yfzC

x

y

z

ii C of line tangent theis 1,2,i ,L

Page 45: 1574 multiple integral

0rr ifsmooth called is S surface The (v)

k u

)v,z(uju

)v,y(uiu

)v,x(ur

isector tangent vThe c oSimlarly t (iv)

kv

)v,z(ujv

)v,y(uiv

)v,x(ur

obtained is )v,z(uz ),v,y(uy )v,x(u x where)z,y,(x-Pat c ector to tangent vThe (iii)

Son lying c curve grid a defines andu parameter single theoffunction vector a is )vr(u, (ii)

Son lying c curve grid a defines and vparameter single theoffunction vector a is v),r(u i)(

)v,(u Fixedv)k z(u,v)jy(u,v)ix(u,v)r(u, v)}x(u, xv),y(u,y v),z(u,z|z)y,{(x,S by defined be and surface parametric a be SLet

:Definition

vu

000000u

2

000000v

000000

00000001

2

0

1

0

00

Page 46: 1574 multiple integral

Exercises 2

page ofout of page theinto directed isu whether vdetermine and |vu| Find 2.

(0,2,4)b (1,2,0),a (iii) (5,-2,-1)b (1,2,-3),a (ii) (3,0,1)b (-2,3,4),a (i)

ab ,baproduct cross theFind 1.

5|| u6|| u

6|| u

)2,0,1(u

5|| v

8|| v

)2,1,1(v8|| v

60 60

150

Page 47: 1574 multiple integral

y)f(x,lim Find (ii) (0,0)at continuousnot is y)f(x, that show (i)

(0,0)y)(x, if, 1

(0,0)y)(x, if ,yx

xyy)f(x,

function heConsider t 4.not?or why why (0,0)?at continuous f Is

(0,0)y)(x, if, 0

(0,0)y)(x, if ,yx

yxy)f(x,

function heConsider t 3.

o)(o,y)(x,

22

24

2

Page 48: 1574 multiple integral

following in theregion theis D where,xydA Evaluate 5.D

D

x

y2xy

21y

2yx

D

222 4}yx1|y){(x,D where)dA,sin(xy Evaluate 6.

Page 49: 1574 multiple integral

D

2

2222

D

2

dAxy Evaluate 8.

4y xcircle theand 42y x

ellipse ebetween thregion theis D wheredA,x Evaluate 7.

D2

4 (2,4)

0

Sin

0 0

Siny

0

22

0

Cos-1

0

2

0

Cos

0

2

dxdy x (iv) drdr (iii)

drdrSin (ii) drdSinr (i)

integrals iterated theEvaluate 9.

Page 50: 1574 multiple integral

34

43

5Sec-

0

23

222

D

22

D

22

2

1

x-2x

021-22

1

0

y-1

0

22

22

D

yx

drdSinr

evaluate then and scoordinater rectangula Switch to 12.4yx|y)(x,D

wheredA,|yxSin| ,yxSin (iii)

dydx)y(x (ii)

)dxdyySin(x (i)

Evaluate 11.4y x

by enclosedregion theis D where,dAe Evaluate 10.

2

2

22

Page 51: 1574 multiple integral

3

0

x-9

0

x

0

1

0

2x

x

yx

0

0

2

0

z-4

0

1

0

z

0

y

0

3

22

22

2

2

2xydzdydx (iv) yzdydzdx (iii)

y zsinydxdzd (ii) xyzdxdydz (i)

integral iterated theEvaluate 16.9x4 ,xy (ii)

2x0 ,xy (i)

axis- xabout the curvegiven therotatingby obtained surface theof area theFind 15.1vu v,-uz v,uy uv, xsurface theof area theFind 14.

9z plane thebelow yxz surface theof area theFind 13.

Page 52: 1574 multiple integral

),,( coordinate Spherical 1.:Example

kvzj

vyi

vxrk

uzj

uyi

uxr where

dA|rr|A(S) is S of area surface then theD,domain

parameter t the throughouranges v)(u, as oncejust covered is S and Dv)(u, v)k,z(u,v)jy(u,v)ix(u,v)r(u,

equation by thegiven is and surface parametricsmooth a be SLet 1.Definition

vu

Dvu

x

y

z

0

),,p(z)y,p(x,

cosz0 0, sinsiny

cossinxzyx|op| where 222

Page 53: 1574 multiple integral

4 ,cos

42sin1cossin x

4 ,2cos2cosz

2)2(11zyx (i)

:Sol,-2)3(0,2 (iii) ,0,1)3( (ii) )2(1,1, (i)

scoordinate spherical r torectangula from Change 3.21

3cos1z

46

4sin

3sin1y

46

4cos

3sin1x )

3,

4(1,

coordinate Spherical scoordinater rectangula theFind.2

222222

Page 54: 1574 multiple integral

ksin16cosjsin16sin-icos-16sin

4sin-sin4coscos4cos0cos4sinsin4sin-kji

rr

k)4(-sinjsin4cosicos4cos r k0jcos4sinisin-4sinr caculate

}0 ,20|),{(D),( and k4cosjsin4sinicos4sin ),r(

isequation parametric The :Sol S of area surface theFind (ii)

4 radius of spherical a of surface The -S

20 ,0 4cosz ,sin4siny ,cos4sinx|z)y,(x,

S (i)

S surface parametric .4

22

Page 55: 1574 multiple integral

Dvu

D0

2

0

22222

dA|rr|A(S) 1.

Remark

164dd16sindA|rr|A(S)

16sin

)sin(16cos)sin(-16sin)cos(-16sin|rr|

Thus

u

v

v

uijR

),( vur

x

y

z

urvr

ijS

Page 56: 1574 multiple integral

y)k)f(x,yjxiy)r(x, (

dA )yz()

xz(1A(S)

is S of area surface The D}y)(x, y),f(x,z|z)y,{(x,S 2.

dArr

vu)r(r)A(SA(S)

vu|rr||rvru|)A(S

S of area The

D

22

Dvu

vuij

vuvuij

ij

Page 57: 1574 multiple integral

Triple Integrals

z width equal of ]z,[[z lssubinterva

n into divided a is f][e, y, width equal of ]y,[[y lssubinterva m into divided a d]is[c, x, width equal of ]x,[x lssubinterva l

into divided is b][a, box.r rectangula a be f][e,d][c,b][a,BLet :Definition

[0,2][1,3][0,1]B 1.:Example

f][e,d][c,b][a, f}ze d,yc b,xa|z)y,{(x,B

:boxr Rectangula

k1-k

j1-j

i1-i

Page 58: 1574 multiple integral

existslimit thisif

v)z,y,f(xlimz)dvy,f(x,

is Bbox over the f of intergral tripleThe 4.

v)z,y,f(x sumRiemann tripleThe 3.

zyxv B of volumeThe 2.

]z,[z]y,[y]x,[xB 1.

*ijk

*ijk

l

1i

m

1j

n

1k

*ijk

B0nm,l,

*ijk

*ijk

l

1i

m

1j

n

1k

*ijk

ijk

k1-kj1-ji1-iijk

Page 59: 1574 multiple integral

?yzdvx define toHow

y}-x-1z x2,y0 1,x0|z)y,{(x,E 3.

[0,2][1,3][-1,1]B where,yz)dv(x Evaluate 2.

[1,2][1,2][0,1]B where,dvxyz Evaluate 1.

:Example

z)dxdydzy,f(x,z)dvy,f(x,then

f][e,d][c,b][a,Bon continuous is f If

Theorem) sbini'Theorem(Fu

E

2

B

B

2

B

f

e

d

c

b

a

Page 60: 1574 multiple integral

dydxz)dzy,f(x,z)dvy,f(x, then

y)}(x,zy)(x, (x),gy(x)gb,xa|z)y,{(x,E If 2.

dAz)dzy,f(x,z)dvy,f(x, then

y)}(x,zy)(x, D,y)(x,|z)y,{(x,E If 1.properties

z)dvy,F(x,z)dvy,f(x, Define

Ez)y,if(x, 0

Ez)y,if(x, z)y,f(x,z)y,F(x, define and E,B

boxr rectangula aConsider E.region bounded general aFor

E

b

a

g

g

2121

E D

21

E B

1(x)

1(x)

y)2(x,

y)1(x,

y)2(x,

y)1(x,

Page 61: 1574 multiple integral

}x-yzx-y- 4,y x2,x-2|z)y,{(x, E 2.

zdzdydxzdv

y}-x-1z0 x,-1y0 1,x0|z)y,{(x,E 1. :Examle

222

1

0

x-1

0

y-x-1

0E

x

z

y

22 zxy

15128dydzdxxzdvxz

4}yxz ,x-4zx-42,-x-2|z)y,{(x,E2

2-

x-4

x-4-

4

xz

22

E

22

2222

2

2 22

Page 62: 1574 multiple integral

Riemann-Stieltjes Integralintegral Stieltjes-Riemann namely the integral, general more aconsider We

)18661826( )18941856(

integralRiemann theof that similar to is b][a,on g(x) respect to with f(x) of integral Stieltjes-Riemann The

?f(x)dg(x) define toHow 2.

integralRiemann x)xf(limf(x)dx 1.

:Remark

b

a

i

n

1ii

0p||

b

a

Page 63: 1574 multiple integral

b

a

n

1iii

i1-i

i1-iii

n

1iii

n1-n210

n10

|f(x)dg(x)-g)f,S(p,|

such that 0 a exists there0any for if b][a,on g(x) respect to with integrable Stieltjes -Riemann is f(x) 2.

0p as Mg)f(tg)f,S(p, 1.

:Definition

n1,2,i ],x,[x interval in the

point a is tand )g(x-)g(xg where,g)f(tg)f,S(p,

g)f,S(p, sum theDefine bxxxxxa i.eb][a, ofpartition a be }x,x,{xPLet

Page 64: 1574 multiple integral

4

2-

x2

0.5

3

1

x2

0

2

b

a

b

ai1-ii

p

1)d(sinxe , cosxdlnx

1)de(x ,1)dcosx(x 1.

:Exampleb][a,on g(x) to

respect with f of integral Stieltjes-Riemann The-f(x)dg(x) 1.

:Notation

Mf(x)dg(x) n where1,2,i ],x,[xpoint t theof

choiceany for and , norm a with b][a, of Ppartition any for

2

Page 65: 1574 multiple integral

31)-(220)-(11])[x-]([xtlimxd[x] 3.

0cos0)-(cos241

0cos2x)

21(-

21-

dxsin2x21-x2cosxsinxd

21-)dxcosx(-sinxcosxdcosx 2.

5136

02

)xx53()dx3x(3xdx3x)1(x2))d(x1(x 1.

:Example

(x)dxf(x)g'f(x)dg(x)

then b],[a,on (x)g' derivative continuous a has g(x) whereb][a,on g(x) respect to with integrable Stieltjes-Riemann is f(x) that Suppose

Theorem9.2b][a,on g(x) respect to with integrable Stieltjes-Riemann is f(x) then b][a,

on continuous is f(x) If b].[a,on g)(decreasin increasing monotone be g(x)Let Theorem9.1

n

1i1-iii

2

0 0

0000

2

0

352422

0

232

0

2

b

a

b

a

p

Page 66: 1574 multiple integral

b

a i

n

1ii1-i

n21

n1n

n1-nn

212

11

n21n21

))f(c-(f(x)dg(x)Then

,c,c,cat x continuous is and b][a,on bounded is f(x) Ifx c ,

cxc ,

cxc ,cxa ,

g(x)

such that b,ccca where,c,c,cat x tiesdiscontinu jump with b][a,on definedfunction step a be g(x)Let

Theorem9.3

Page 67: 1574 multiple integral

4x3 if23x1 if41x0 if1

g(x) 1.

:Example

1 2 3 4

1

2

3

4

x

y

-152)-(22.54)-(231)-(41dg(x)x (iii)

34)-(421)-(41

))g(x-)(g(xtlimdg(x)x (ii)

-1518-34)-(231)-(41

))g(x-)(g(xtlimdg(x)x (i)

2223.5

0

2

22

2

0

n

1i1-ii

2i0

2

22

3

0

n

1i1-ii

2i0

2

p

p

Page 68: 1574 multiple integral

[0,1]on 1)R(3xe1 2.

][0,on )R(xcosx 1.

:Exampleb][a,on g(x) respect to

withintegrable Stieltjes-Riemann is fb][a,on R(g)f 1. :Notation

cos3cos2cos1 ])[-]([cos2)-(3cos31)-(2cos20)-(1cos1

cosxd[x]cosxd[x]cosxd[x]cosxd[x]cosxd[x]

:Example

f(x)dg(x)f(x)dg(x)f(x)dg(x)f(x)dg(x) 1.

:Remark

4x

2

3

3

2

2

10

1

0

c

c

c

c

b

a

c

a

2

n

1-n

2

1

1

Page 69: 1574 multiple integral

b

a

b

a

2

0 2 0

222

c

a

b

c

b

a

g(x)df(x)-f(a)g(a)-f(b)g(b)f(x)dg(x)

have weand b][a,on R(f)g then b],[a,on R(g)f If Theorem9.5

cosxdxcosxdxcosxdx 1.

:Example

f(x)dg(x)f(x)dg(x)f(x)dg(x)

have weand exists also third then theexist, (1)in integrals three theof twoIf b),(a,c that Assume

Theorem9.4

Page 70: 1574 multiple integral

incresing is g(x) ,(x)dg(x)fdg(x)(x)f(x)f(x)f 7.

incresing is g dg(x),f(x)f(x)dg(x) 6.

(x)f(x)dg(x)f(x)dg(x))g(x)f(x)d(g 5.

(x)dg(x)f(x)dg(x)f(x))dg(x)f(x)(f 4.

f(x)dg(x)kkf(x)dg(x) 3.

f(x)dg(x)k)f(x)d(g(x) 2.

g(a)-g(b)dg(x) 1.

:Properties

b

a 2

b

a 121

b

a

b

a

b

a 2

b

a 1

b

a 21

b

a 2

b

a 1

b

a 21

b

a

b

a

b

a

b

a

b

a

Page 71: 1574 multiple integral

43

41

1

1-

6

0

2

5

0

x

5

0

2

4

6

1

0

2x

b

a

?[x]d[2x] 8.

?x

1-e11|]dx[| 7.

?|x-3|[x])d(x 6.

?[x])d(xe 5.

?)d[x]1(x 4.

?xdtanx 3.

?xde 2.

hf(a)f(x)dg(x) that Show bxa ifhc

a xifcg(x) b],c[a,f(x)let 1.

:Exercise

Page 72: 1574 multiple integral

2

0

2

0

2

0

2

1

t

1x

1

1-

0

45

41

45

41

exist? xdf(x) Does (iii)

exist not can f(x)dx that Show (ii)

existnot can f(x)dx that Show (i)

irrational is x if1rational is x if0

f(x)Let 14.

[t])d(telim 13.

?|x|xd 12.

2 xif22 xif0

g(x) where?cosxdg(x) 11.

exist? [x]d[2x] Does 10.

exist? [2x]d[x] Does 9.

x