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Properties of Double Integrals


*****

Integrals are limits of sums and as such they inherit most of their properties. For example if you multiply each term of a sum of terms by a number (the number 2 say) then the result of the sum is the same as if we multiply the original sum by 2. This is true for sums of a finite number of terms but it is still true for limits of these sums (when the limit exists) since the limits also have the property that the limit of a product is the product of the limits. Using familiar properties of sums and limits it is not difficult to show that integrals satisfy:

Linearity


The integral of a linear combination of functions is the linear combination of the integrals of these functions.

> #

               /   /
              |   |
              |   |  a f(x, y) + b g(x, y) dx dy =
              |   |
             /   /
               D
                     /   /                     /   /
                    |   |                     |   |
                 a  |   |  f(x, y) dx dy + b  |   |  g(x, y) dx dy
                    |   |                     |   |
                   /   /                     /   /
                     D                         D


Example


> #

                          2   1
                          /   /
                         |   |             2
                         |   |  2 x y - 3 y  dx dy = -16
                         |   |
                        /   /
                        0   -1

and this is clearly equal to:

> #

                  2   1                 2   1
                /   /                 /   /
               |   |                 |   |   2
            2  |   |  x y dx dy - 3  |   |  y  dx dy = 2(0) - 3(16/3)
               |   |                 |   |
              /   /                 /   /
              0   -1                0   -1


Monotonicity


When, f(x,y) > g(x,y) for all the (x,y) in D then

> #

                         /   /             /   /
                        |   |             |   |
                        |   |  g dA   <   |   |  f dA 
                        |   |             |   |
                       /   /             /   /


Example


On the unit square R=[0,1]x[0,1] we have,
2 x y < (x+y+1)2
and therefore,

> Int(Int(2*x*y,x=0..1),y=0..1) < Int(Int((x+y+1)^2,x=0..1),y=0..1);

                  1   1                 1   1
                  /   /                 /   /
                 |   |                 |   |             2
                 |   |  2 x y dx dy <  |   |  (x + y + 1)  dx dy
                 |   |                 |   |
                /   /                 /   /
                0   0                 0   0
> #
                                   1/2 < 25/6


Area


Area of bounded regions D, denoted here by A(D) can be computed by just integrating the constant function 1 over D.

> #

                                      /   /
                                     |   |
                             A(D) =  |   |  1 dA 
                                     |   |
                                    /   /
                                      D


Example


The area of a circle of radius a is given by,

> Int(Int(1,y=-sqrt(a^2-x^2)..sqrt(a^2-x^2)),x=-a..a) =
> int(int(1,y=-sqrt(a^2-x^2)..sqrt(a^2-x^2)),x=-a..a);

                                2    2 1/2
                         a    (a  - x )
                         /         /
                        |         |                   2
                        |         |        1 dy dx = a  Pi
                        |         |
                       /         /
                      - a      2    2 1/2
                           - (a  - x )


Bounds


From the previous three properties it follows that, if
m < f(x,y) < M
then,

> #

                               /   /
                              |   |
                    m A(D) <  |   |  f dA  < M A(D)
                              |   |
                             /   /
                               D


Example


Over the rectangle R=[0,1]x[-1,2]

> #

                                   2    2
                           0 <    x  + y  < 4

hence,

> #

         2   1
         /   /
        |   |   2    2
0  <    |   |  x  + y  dx dy = 4  <  4 (1-0)(2+1) = 12
        |   |
       /   /
       -1  0


Additivity over D


If we split the domain of integration D into two pieces, D1 and D2 then,

> #

                /   /             /   /             /   /
               |   |             |   |             |   |
               |   |  f dA    =  |   |  f dA    +  |   |  g dA 
               |   |             |   |             |   |
              /   /             /   /             /   /
             D = D1 U D2          D1               D2      

Link to the commands in this file
Carlos Rodriguez <carlos@math.albany.edu>
Last modified: Fri Nov 8 16:53:24 EST 1996