Multiple Integrals

MA102: Multivariable Calculus

Rupam Barman and Shreemayee Bora

Department of Mathematics
IIT Guwahati

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Maxima/Minima

Let f : E ⊆ Rn → R.

If f is continuous on E and E is a closed & bounded, then

f attains its maximum and minimum value on E.

How to find the (extremum) points at which f attains the

maximum value or the minimum value on E?

Before finding answer to this question, we formally define

maximum and minimum of f .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Local minimum/maximum and Global

minimum/maximum
Let f : E ⊆ Rn → R.
A point X ∗ ∈ E is said to be a point of relative/local minimum of f if
there exists a r > 0 such that f (X ∗ ) ≤ f (X ) for all X ∈ E with
kX − X ∗ k < r . In such case, the value f (X ∗ ) is called the
relative/local minimum of f .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Local minimum/maximum and Global

minimum/maximum
Let f : E ⊆ Rn → R.
A point X ∗ ∈ E is said to be a point of relative/local minimum of f if
there exists a r > 0 such that f (X ∗ ) ≤ f (X ) for all X ∈ E with
kX − X ∗ k < r . In such case, the value f (X ∗ ) is called the
relative/local minimum of f .

A point X ∗ ∈ E is said to be a point of relative/local maximum of f if

there exists a r > 0 such that f (X ) ≤ f (X ∗ ) for all X ∈ E with
kX − X ∗ k < r . In such case, the value f (X ∗ ) is called the
relative/local maximum of f .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Local minimum/maximum and Global

minimum/maximum
Let f : E ⊆ Rn → R.
A point X ∗ ∈ E is said to be a point of relative/local minimum of f if
there exists a r > 0 such that f (X ∗ ) ≤ f (X ) for all X ∈ E with
kX − X ∗ k < r . In such case, the value f (X ∗ ) is called the
relative/local minimum of f .

A point X ∗ ∈ E is said to be a point of relative/local maximum of f if

there exists a r > 0 such that f (X ) ≤ f (X ∗ ) for all X ∈ E with
kX − X ∗ k < r . In such case, the value f (X ∗ ) is called the
relative/local maximum of f .

A point X ∗ ∈ E is said to be a point of absolute/ global minimum of f if

f (X ∗ ) ≤ f (X ) for all X ∈ E.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Local minimum/maximum and Global

minimum/maximum
Let f : E ⊆ Rn → R.
A point X ∗ ∈ E is said to be a point of relative/local minimum of f if
there exists a r > 0 such that f (X ∗ ) ≤ f (X ) for all X ∈ E with
kX − X ∗ k < r . In such case, the value f (X ∗ ) is called the
relative/local minimum of f .

A point X ∗ ∈ E is said to be a point of relative/local maximum of f if

there exists a r > 0 such that f (X ) ≤ f (X ∗ ) for all X ∈ E with
kX − X ∗ k < r . In such case, the value f (X ∗ ) is called the
relative/local maximum of f .

A point X ∗ ∈ E is said to be a point of absolute/ global minimum of f if

f (X ∗ ) ≤ f (X ) for all X ∈ E.

A point X ∗ ∈ E is said to be a point of absolute/ global maximum of f

if f (X ) ≤ f (X ∗ ) for all X ∈ E.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Extremum Points and Extremum Values

A point X ∗ ∈ E is said to be a point of extremum of f if it is either
(local/global) minimum point or maximum point of f . The function
value f (X ∗ ) at the extremum point X ∗ is called an extremum value of
f.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Absolute/Global Extremum

f (x, y ) = −x 2 − y 2 has an absolute maximum at (0, 0) in R2 .

f (x, y ) = x 2 + y 2 has an absolute minimum at (0, 0) in R2 .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Relative/Local Extremum and Saddle Point

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Critical Points

Let f : E ⊆ Rn → R. A point X ∗ ∈ E is said to be a critical

point of f if
• either

∂f ∂f ∂f
(X ∗ ) = (X ∗ ) = · · · = (X ∗ ) = 0 ,
∂x1 ∂x2 ∂xn
• or at least one of the first order partial derivatives of f
does not exist.
The function value f (X ∗ ) at the critical point X ∗ is called a
critical value of f .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Critical Points: Examples

The point (0, 0) is the critical point of the function

f (x, y) = x 2 + y 2 and the critical value is 0 corresponding
to this critical point.

The point (0,

 0) is a critical point of the function
x sin(1/x) + y if x 6= 0 ,
h(x, y) =
y if x = 0 .

Here, hx (0, 0) does not exist and hy (0, 0) = 1.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Saddle Points
Let X ∗ be a critical point of f . If every neighborhood N(X ∗ ) of the
point X ∗ contains points at which f is strictly greater than f (X ∗ ) and
also contains points at which f is strictly less than f (X ∗ ). That is, f
attains neither relative maximum nor relative minimum at the critical
point X ∗ .

Example: Let f (x, y ) = y 2 − x 2 for (x, y ) ∈ R2 . Then (0, 0) is a

saddle point of f .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

To find the extremum points of f , where to look for?

If f : E ⊆ Rn → R, then where to look in E for extremum values of f ?

The maxima and minima of f can occur only at
• boundary points of E,
• critical points of E
• interior point of E where all the first order partial derivatives of f are
zero,
• interior point of E where at least one of the first order partial
derivatives of f does not exist.
Example:
In the closed rectangle
R = {(x, y) ∈ R2 : −1 ≤ x ≤ 1 and − 1 ≤ y ≤ 1}, the function
f (x, y ) = x 2 + y 2 attains
• its minimum value at (0, 0),
• its maximum value at (±1, ±1).

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Necessary Condition for Extremum

Let f : E ⊆ Rn → R. If an interior point X ∗ of E is a point

of relative/absolute extremum of f , and if the first order
partial derivatives of f at X ∗ exists then
∂1 f (X ∗ ) = · · · = ∂n f (X ∗ ) = 0.

That is, the gradient vector at X ∗ is the zero vector.

Further, the directional derivative of f at X ∗ in all

directions is zero, if f is differentiable at X ∗ .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Quadratic Forms

Definition
Let H = [aij ] be an n × n symmetric matrix. A function of the form

Q(X ) = X T H X for X T = (x1 , x2 , · · · , xn ) ∈ Rn

from Rn into R is called a quadratic form (or bilinear form).

Examples of Quadratic Forms:
  
a b/2 x1
Q(x1 , x2 ) = (x1 , x2 ) = ax12 + bx1 x2 + cx22 .
b/2 c x2
  
a d/2 f /2 x1
Q(x1 , x2 , x3 ) = (x1 , x2 , x3 ) d/2 b e/2 x2 
f /2 e/2 c x3
= ax12 + bx22 + cx32 + dx1 x2 + ex2 x3 + fx3 x1 .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Classification of quadratic forms Q

• If Q(X ) > 0 for all X 6= 0, then Q is said to be positive definite.

• If Q(X ) < 0 for all X 6= 0, then Q is said to be negative definite.
• If Q(X ) > 0 for some X and Q(X ) < 0 for some other X , then Q
is said to be indefinite.
• If Q(X ) ≥ 0 for all X and Q(X ) = 0 for some X 6= 0, then Q is
said to be positive semidefinite.
• If Q(X ) ≤ 0 for all X and Q(X ) = 0 for some X 6= 0, then Q is
said to be negative semidefinite.
All the above terms used to describe quadratic forms Q can also be
applied to the corresponding symmetric matrices H.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Examples

• Positive Definite: Q(x1 , x2 ) = x12 + x22

• Negative Definite: Q(x1 , x2 ) = −x12 − x22
• Indefinite: Q(x1 , x2 ) = x12 − x22 ,
Reasons: Q(1, 0) = 1 > 0 and Q(0, 1) = −1 < 0
• Positive Semidefinite: Q(x1 , x2 ) = x22 ,
Reasons: Q(X ) ≥ 0 for all X and Q(1, 0) = 0.
• Negative Semidefinite: Q(x1 , x2 ) = −x22 ,
Reasons: Q(X ) ≤ 0 for all X and Q(1, 0) = 0.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Classifying Quadratic Forms from the nature of

Eigenvalues

Theorem
Let Q(X ) = X T H X for X T = (x1 , x2 , · · · , xn ) ∈ Rn where H is a
n × n symmetric matrix.
• If all the eigenvalues of H are positive, then Q (and H) is positive
definite.
• If all the eigenvalues of H are negative, then Q (and H) is
negative definite.
• If H has both positive and negative eigenvalues, then Q (and H)
is indefinite.
• If all eigenvalues of H are non-negative (≥ 0), then H is positive
semidefinite.
• If all eigenvalues of H are non-positive (≤ 0), then H is negative
semidefinite.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Examples

 
1 0 0
• Positive Definite: 0 2 0, Eigenvalues are 1, 2, 3.
0 0 3
 
−1 0 0
• Negative Definite:  0 −2 0 ,
0 0 −3

Eigenvalues are −1, −2, −3.

 
1 0 0
• Indefinite: 0 −2 0 , Eigenvalues are 1, −2, −3.
0 0 −3

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Examples (Continuation)

 
1 0 0
• Positive Semidefinite: 0 0 0, Eigenvalues are 1, 2, 0.
0 0 2
 
−1 0 0
• Negative Semidefinite:  0 0 0 ,
0 0 −2

Eigenvalues are −1, −2, 0.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Results for 2 × 2 Real Symmetric Matrices

 
a b
Let H = be a 2 × 2 symmetric matrix. Then H is
b c
• positive definite if det H = ac − b 2 > 0 and a > 0;
• negative definite if det H = ac − b 2 > 0 and a < 0;
• indefinite if det H = ac − b 2 < 0;
Example:
 
2 3
• Positive Definite: , det H = 7 > 0 and a = 2 > 0.
3 8
 
−2 3
• Negative Definite: , det H = 7 > 0 and a = −2 < 0.
3 8
 
2 −3
• Indefinite: , det H = −7 < 0.
−3 1

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Second Derivative Test

Motivation/Idea: When f : R2 → R, the Taylors Theorem (upto 2-nd
derivative term) takes the form
f (X0 + X ) − f (X0 ) = (xfx (X0 ) +

yfy (X0 ))
+ x 2 fxx (P) + 2xy fxy (P) + y 2 fyy (P) for X ∈ N(X0 ).
Here, blue color terms are: Q(X ) = X T HX
Nature of Hessian matrix =⇒ Nature of Critical Point

Theorem
Let f : E ⊆ Rn → R and let X0 be an interior point of E. Suppose that
all the second order partial derivatives of f exist and continuous at X0
and X0 is a critical point of f . Let H denote the Hessian matrix of f .
• If H is positive definite, then f has a local minimum at X0 .
• If H is negative definite, then f has a local maximum at X0 .
• If H is indefinite, then f has a saddle point at X0 .
• If H is semidefinite, then the test is inconclusive.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Case n = 2: f : E ⊆ R2 → R

Let f : E ⊆ R2 → R and let X0 be an interior point of E. Suppose that

all the second order partial derivatives of f exist and continuous at X0
and X0 is a critical point
 of f . Then, the Hessian matrix of f is given by
fxx (X0 ) fxy (X0 )
H= .
fxy (X0 ) fyy (X0 )
2
• If H is positive definite (that is, fxx > 0 and fxx fyy − fxy > 0 at X0 ),
then f has a local minimum at X0 .
2
• If H is negative definite (that is, fxx < 0 and fxx fyy − fxy > 0 at X0 ),
then f has a local maximum at X0 .
2
• If H is indefinite (that is, fxx fyy − fxy < 0 at X0 ), then f has a
saddle point at X0 .
2
• If H is semidefinite (that is, fxx fyy − fxy = 0 at X0 ), then the test is
inconclusive.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example 1
3
Let f (x, y ) = x 2 − 2xy + y3 − 3y. Determine at which points f have
relative extremum values and at which points f has saddle points.
Step 1: Finding Critical Points:
Observe that fx (x, y ) = 2x − 2y and fy (x, y ) = −2x + y 2 − 3. The
critical points of f are the solutions of fx (x, y ) = 0 and fy (x, y) = 0.

fx (x, y ) = 2x − 2y = 0 and fy (x, y ) = −2x + y 2 − 3 = 0

=⇒ (x, y ) = (3, 3) or (−1, −1) .

Thus, the points (3, 3) and (−1, −1) are critical points of f .
Step 2: Determining Nature of Each Critical Point:
2
At (3, 3), fxx fyy − fxy = 8 > 0 and fxx = 2 > 0. Therefore, f has a
relative minimum value at the critical point (3, 3).
2
At (−1, −1), fxx fyy − fxy = −8 < 0. Therefore, the function f has a
saddle point at the critical point (−1, −1).

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example 2

Let f (x, y , z) = 1 − x 2 − 2y 2 − 3z 2 for (x, y, z). Determine all critical

points of f in R3 and find its nature.
Step 1: Finding Critical Points of f
fx = −2x = 0, fy = −4y = 0 and fz = −6z = 0 implies that (0, 0, 0) is
the critical point of f .

Step 2: Determining the nature of each

 Critical Point
−2 0 0
At (0, 0, 0), the Hessian matrix H =  0 −4 0 . The
0 0 −6
eigenvalues of H are −2, −4 and −6. Since all eigenvalues of H are
negative, H is negative definite. Hence (0, 0, 0) is a local maximum
point of f .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example 3
Find the maxima, minima and saddle points of
2 2
f (x, y) := (x 2 − y 2 )e−(x +y )/2 .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example 3
Find the maxima, minima and saddle points of
2 2
f (x, y) := (x 2 − y 2 )e−(x +y )/2 . We have
2 +y 2 )/2
fx = [2x − x(x 2 − y 2 )]e−(x = 0,
2 2 −(x 2 +y 2 )/2
fy = [−2y − y(x − y )]e = 0,
√ √
so the critical points are (0, 0), (± 2, 0) and (0, ± 2).

Point fxx fxy fyy det(H) Type —

(0,
√ 0) 2 0 −2 −4 saddle
( √2, 0) −4/e 0 −4/e 16/e2 maximum
(− √ 2, 0) −4/e 0 −4/e 16/e2 maximum
(0, √2) 4/e 0 4/e 16/e2 minimum
(0, − 2) 4/e 0 4/e 16/e2 minimum

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Global extrema
Let f : E ⊆ Rn → R be continuous.
If E is a closed & bounded, then it is known that f attains
its maximum and minimum value on E.

Find global maximum and global minimum of the function

f : [−2, 2] × [−2, 2] → R given by f (x, y) := 4xy − 2x 2 − y 4 .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Global extrema
Let f : E ⊆ Rn → R be continuous.
If E is a closed & bounded, then it is known that f attains
its maximum and minimum value on E.

Find global maximum and global minimum of the function

f : [−2, 2] × [−2, 2] → R given by f (x, y) := 4xy − 2x 2 − y 4 .

To find global extrema, find extrema of f in the interior and

then on the boundary.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Global extrema
Let f : E ⊆ Rn → R be continuous.
If E is a closed & bounded, then it is known that f attains
its maximum and minimum value on E.

Find global maximum and global minimum of the function

f : [−2, 2] × [−2, 2] → R given by f (x, y) := 4xy − 2x 2 − y 4 .

To find global extrema, find extrema of f in the interior and

then on the boundary.

Solving fx = 4y − 4x = 0 and fy = 4x − 4y 3 = 0 we obtain

the critical points (0, 0), (1, 1) and (−1, −1). We have
f (1, 1) = f (−1, −1) = 1.

(0, 0) is a saddle point.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Global extrema
For the boundary, consider
f (x, 2), f (x, −2), f (2, y), f (−2, y) and find their extrema on
[−2, 2].

The global minimum is attained at (2, −2) and (−2, 2) with

f (2, −2) = −40.

The global maximum is attained at (1, −1) and (−1, 1).

Example: Find the absolute maxima and minima of

f (x, y) = 2 + 2x + 2y − x 2 − y 2 on the triangular region in
the first quadrant bounded by the lines
x = 0, y = 0, y = 9 − x.

We have fx = 2 − 2x = 0, fy = 2 − 2y = 0 which implies

that x = 1, y = 1 is the only critical point (local maxima).
R. Barman & S. Bora MA-102 (2017)
 Multiple Integrals

We next study the behaviour of f on the boundary which

is a triangle.
Case 1. On the segment y = 0, ϕ(x) := f (x, 0) = 2 + 2x − x 2
is defined on I = [0, 9]. We have
ϕ(0) = f (0, 0) = 2, ϕ(9) = f (9, 0) = −61. On (0, 9),
ϕ0 (x) = 2 − 2x = 0 gives x = 1. Thus, x = 1 is the
only critical point of ϕ(x) in (0, 9) and
ϕ(1) = f (1, 0) = 3.
Case 2. On the segment x = 0, ψ(y) = f (0, y) = 2 + 2y − y 2
and ψ 0 (y) = 2 − 2y = 0 implies y = 1 and
ψ(1) = f (0, 1) = 3.
Case 3. On the segment y = 9 − x, we have
f (x, 9 − x) = −61 + 18x − 2x 2
and the critical point is x = 9/2. At this point
f (9/2, 9/2) = −41/2.
Finally, f (0, 0) = 2, f (9, 0) = f (0, 9) = −61.
R. Barman & S. Bora MA-102 (2017)
 Multiple Integrals

Constrained extrema of f : Rn → R
In the earlier two examples, the boundary of the domains
are lines in R2 . We now discuss a method to deal with
more general boundary.

Let U ⊂ Rn be open and f , g : U ⊂ Rn → R be continuous.

Then
Maximize or Minimize f (X )
Subject to the constraint g(X ) = α.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Constrained extrema of f : Rn → R
In the earlier two examples, the boundary of the domains
are lines in R2 . We now discuss a method to deal with
more general boundary.

Let U ⊂ Rn be open and f , g : U ⊂ Rn → R be continuous.

Then
Maximize or Minimize f (X )
Subject to the constraint g(X ) = α.

Example: Find the extreme values of f (x, y) = x 2 − y 2 on

the circle x 2 + y 2 = 1.

It turns out that f attains minimum at (0, ±1) and

maximum at (±1, 0) although ∇f (0, ±1) 6= 0 and
∇f (±1, 0) 6= 0.
R. Barman & S. Bora MA-102 (2017)
 Multiple Integrals

Test for constrained extrema of f : R2 → R

Theorem: Let f , g : U ⊂ R2 → R be C 1 . Suppose that f
has an extremum at (a, b) ∈ U such that g(a, b) = α and
that ∇g(a, b) 6= (0, 0). Then there is a λ ∈ R, called
Lagrange multiplier, such that ∇f (a, b) = λ∇g(a, b).

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Test for constrained extrema of f : R2 → R

Theorem: Let f , g : U ⊂ R2 → R be C 1 . Suppose that f
has an extremum at (a, b) ∈ U such that g(a, b) = α and
that ∇g(a, b) 6= (0, 0). Then there is a λ ∈ R, called
Lagrange multiplier, such that ∇f (a, b) = λ∇g(a, b).

Proof: Let r (t) be a local parametrization of the curve

g(x, y) = α such that r (0) = (a, b). Then f (r (t)) has an
extremum at t = 0. Therefore
df (r (t))
|t=0 = ∇f (a, b) • r 0 (0) = 0.
dt

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Test for constrained extrema of f : R2 → R

Theorem: Let f , g : U ⊂ R2 → R be C 1 . Suppose that f
has an extremum at (a, b) ∈ U such that g(a, b) = α and
that ∇g(a, b) 6= (0, 0). Then there is a λ ∈ R, called
Lagrange multiplier, such that ∇f (a, b) = λ∇g(a, b).

Proof: Let r (t) be a local parametrization of the curve

g(x, y) = α such that r (0) = (a, b). Then f (r (t)) has an
extremum at t = 0. Therefore
df (r (t))
|t=0 = ∇f (a, b) • r 0 (0) = 0.
dt
Now g(r (t)) = α ⇒ ∇g(a, b) • r 0 (0) = 0. This shows that
r 0 (0) ⊥ ∇g(a, b) and r 0 (0) ⊥ ∇f (a, b). Hence
∇f (a, b) = λ∇g(a, b) for some λ ∈ R.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Method of Lagrange multipliers for f : R2 → R

To find extremum of f subject to the constraint
g(x, y) = α, define L(x, y, λ) := f (x, y) − λ(g(x, y) − α)
and solve the equations

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Method of Lagrange multipliers for f : R2 → R

To find extremum of f subject to the constraint
g(x, y) = α, define L(x, y, λ) := f (x, y) − λ(g(x, y) − α)
and solve the equations
∂L ∂f ∂g
= 0⇒ =λ ,
∂x ∂x ∂x
∂L ∂f ∂g
= 0⇒ =λ ,
∂y ∂y ∂y
∂L
= 0 ⇒ g(x, y) = α.
∂λ

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Method of Lagrange multipliers for f : R2 → R

To find extremum of f subject to the constraint
g(x, y) = α, define L(x, y, λ) := f (x, y) − λ(g(x, y) − α)
and solve the equations
∂L ∂f ∂g
= 0⇒ =λ ,
∂x ∂x ∂x
∂L ∂f ∂g
= 0⇒ =λ ,
∂y ∂y ∂y
∂L
= 0 ⇒ g(x, y) = α.
∂λ
• The auxiliary function L(x, y, λ) is called Lagrangian
which converts constrained extrema to unconstrained
extrema.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Method of Lagrange multipliers for f : R2 → R

To find extremum of f subject to the constraint
g(x, y) = α, define L(x, y, λ) := f (x, y) − λ(g(x, y) − α)
and solve the equations
∂L ∂f ∂g
= 0⇒ =λ ,
∂x ∂x ∂x
∂L ∂f ∂g
= 0⇒ =λ ,
∂y ∂y ∂y
∂L
= 0 ⇒ g(x, y) = α.
∂λ
• The auxiliary function L(x, y, λ) is called Lagrangian
which converts constrained extrema to unconstrained
extrema. • Critical points of L are eligible solutions for
constrained extrema.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example
Find the extreme values of f (x, y) = x 2 − y 2 on the circle
x 2 + y 2 = 1.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example
Find the extreme values of f (x, y) = x 2 − y 2 on the circle
x 2 + y 2 = 1.

The equations fx = λgx , fy = λgy and g(x, y) = 1 give

2x = λ2x, −2y = λ2y and x 2 + y 2 = 1. The first equation
shows either x = 0 or λ = 1.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example
Find the extreme values of f (x, y) = x 2 − y 2 on the circle
x 2 + y 2 = 1.

The equations fx = λgx , fy = λgy and g(x, y) = 1 give

2x = λ2x, −2y = λ2y and x 2 + y 2 = 1. The first equation
shows either x = 0 or λ = 1.

If x = 0 then y = ±1 ⇒ λ = −1. Thus

(x, y, λ) := (0, ±1, −1) are possible solutions.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example
Find the extreme values of f (x, y) = x 2 − y 2 on the circle
x 2 + y 2 = 1.

The equations fx = λgx , fy = λgy and g(x, y) = 1 give

2x = λ2x, −2y = λ2y and x 2 + y 2 = 1. The first equation
shows either x = 0 or λ = 1.

If x = 0 then y = ±1 ⇒ λ = −1. Thus

(x, y, λ) := (0, ±1, −1) are possible solutions.

If λ = 1 then y = 0 ⇒ x = ±1. Thus (x, y , λ) := (±1, 0, 1)

are also possible solutions.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example
Find the extreme values of f (x, y) = x 2 − y 2 on the circle
x 2 + y 2 = 1.

The equations fx = λgx , fy = λgy and g(x, y) = 1 give

2x = λ2x, −2y = λ2y and x 2 + y 2 = 1. The first equation
shows either x = 0 or λ = 1.

If x = 0 then y = ±1 ⇒ λ = −1. Thus

(x, y, λ) := (0, ±1, −1) are possible solutions.

If λ = 1 then y = 0 ⇒ x = ±1. Thus (x, y , λ) := (±1, 0, 1)

are also possible solutions.

Now f (0, 1) = f (0, −1) = −1 and f (1, 0) = f (−1, 0) = 1 so

that minimum and maximum values are −1 and 1.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Finding global extrema of f : R2 → R

Let f : R2 → R and U ⊂ R2 be a region with smooth

closed boundary curve C. To find global emtremum of f in
U:

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Finding global extrema of f : R2 → R

Let f : R2 → R and U ⊂ R2 be a region with smooth

closed boundary curve C. To find global emtremum of f in
U:

• Locate all critical points of f in U.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Finding global extrema of f : R2 → R

Let f : R2 → R and U ⊂ R2 be a region with smooth

closed boundary curve C. To find global emtremum of f in
U:

• Locate all critical points of f in U.

• Find eligible global extremum of f on the curve C by

using Lagrange multipliers or parametrization.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Finding global extrema of f : R2 → R

Let f : R2 → R and U ⊂ R2 be a region with smooth

closed boundary curve C. To find global emtremum of f in
U:

• Locate all critical points of f in U.

• Find eligible global extremum of f on the curve C by

using Lagrange multipliers or parametrization.

• Choose points among eligible solutions in C and the

critical points at which f attains extreme values.
These extreme values are global extremum.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example: global extrema

Find global maximum and global minimum of the function
f (x, y) := (x 2 + y 2 )/2 such that x 2 /2 + y 2 ≤ 1.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example: global extrema

Find global maximum and global minimum of the function
f (x, y) := (x 2 + y 2 )/2 such that x 2 /2 + y 2 ≤ 1.

Since fx = x and fy = y, (0, 0) is the only critical point.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example: global extrema

Find global maximum and global minimum of the function
f (x, y) := (x 2 + y 2 )/2 such that x 2 /2 + y 2 ≤ 1.

Since fx = x and fy = y, (0, 0) is the only critical point.

Next, consider L(x, y , λ) := (x 2 + y 2 )/2 − λ(x 2 /2 + y 2 − 1).

Then Lagrange multiplier equations are
x = λx, y = 2λy, x 2 /2 + y 2 = 1.
√
If x = 0 then y = ±1 and λ = 1/2. If y = 0 then x = ± 2
and λ = 1. If xy 6= 0 then λ = 1 and λ = 1/2 -which is not
possible.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example: global extrema

Find global maximum and global minimum of the function
f (x, y) := (x 2 + y 2 )/2 such that x 2 /2 + y 2 ≤ 1.

Since fx = x and fy = y, (0, 0) is the only critical point.

Next, consider L(x, y , λ) := (x 2 + y 2 )/2 − λ(x 2 /2 + y 2 − 1).

Then Lagrange multiplier equations are
x = λx, y = 2λy, x 2 /2 + y 2 = 1.
√
If x = 0 then y = ±1 and λ = 1/2. If y = 0 then x = ± 2
and λ = 1. If xy 6= 0 then λ = 1 and λ = 1/2 -which is not
possible.
√
Thus (0, ±1) and (± 2, 0) are eligible solutions
√ for the
boundary curve. We have f (0, ±1) = 1/2, f (± 2, 0) = 1
and f (0, 0) = 0.
R. Barman & S. Bora MA-102 (2017)
 Multiple Integrals

Test for constrained extrema of f : Rn → R

Theorem: Let f , g : U ⊂ Rn → R be C 1 . Suppose that f

has an extremum at X0 ∈ U such that g(X0 ) = α and
∇g(X0 ) 6= (0, . . . , 0). Then there is a λ ∈ R such that
∇f (X0 ) = λ∇g(X0 ).

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Test for constrained extrema of f : Rn → R

Theorem: Let f , g : U ⊂ Rn → R be C 1 . Suppose that f

has an extremum at X0 ∈ U such that g(X0 ) = α and
∇g(X0 ) 6= (0, . . . , 0). Then there is a λ ∈ R such that
∇f (X0 ) = λ∇g(X0 ).

If g(X ) = α is a closed surface then global extremum is

obtained by finding all points where ∇f (X ) = λ∇g(X ) and
choosing those where f is largest or smallest.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Test for constrained extrema of f : Rn → R

Theorem: Let f , g : U ⊂ Rn → R be C 1 . Suppose that f

has an extremum at X0 ∈ U such that g(X0 ) = α and
∇g(X0 ) 6= (0, . . . , 0). Then there is a λ ∈ R such that
∇f (X0 ) = λ∇g(X0 ).

If g(X ) = α is a closed surface then global extremum is

obtained by finding all points where ∇f (X ) = λ∇g(X ) and
choosing those where f is largest or smallest.

The Lagrangian is given by L(X , λ) := f (X ) − λ(g(X ) − α).

So, the multiplier equations are ∇L(X , λ) = (0, 0, . . . , 0).

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example

Maximize the function f (x, y , z) := x + z subject to the

constraint x 2 + y 2 + z 2 = 1.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example

Maximize the function f (x, y , z) := x + z subject to the

constraint x 2 + y 2 + z 2 = 1.

The multiplier equations are

1 = 2xλ, 0 = 2y λ, 1 = 2zλ, x 2 + y 2 + z 2 = 1.
From first and 3rd equation, λ 6= 0. Thus, by second
equation, y = 0. By first
√ and 3rd equations
x = z ⇒ x = z = ±1/ 2.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example

Maximize the function f (x, y , z) := x + z subject to the

constraint x 2 + y 2 + z 2 = 1.

The multiplier equations are

1 = 2xλ, 0 = 2y λ, 1 = 2zλ, x 2 + y 2 + z 2 = 1.
From first and 3rd equation, λ 6= 0. Thus, by second
equation, y = 0. By first
√ and 3rd equations
x = z ⇒ x = z = ±1/ 2.
√ √
Hence X0 := √ (1/ 2, 0,
√ 1/ 2) and
X1 := (−1/ 2, 0, −1/ √ 2) are eligible √
solutions. This
shows that f (X0 ) = 2 and f (X1 ) = − 2.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Riemann sum for double integral

Consider the rectangle R := [a, b] × [c, d] and a bounded

function f : R → R.

Let P be a partition of R into mn sub-rectangles Rij and

cij ∈ Rij for i = 1, 2, . . . , m, j = 1, 2, . . . , n. Also let
∆Aij = area(Rij ) = ∆xi ∆yj and µ(P) := max ∆Aij .
ij

Consider the Riemann sum

m X
X n m X
X n
S(P, f ) := f (cij )∆Aij = f (cij )∆xi ∆yj .
i=1 j=1 i=1 j=1

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Double integral

Definition: If limµ(P)→0 S(P, f ) exists then f is said to be

Riemann integrable and the (double) integral of f over R
is given by
ZZ ZZ
f (x, y)dA = f (x, y )dxdy = lim S(P, f ).
R R µ(P)→0

RR
• If f (x, y) ≥ 0 then R f (x, y)dA gives the volume of
the region bounded by R and the graph of f .

Theorem: If f : R → R is continuous then f is Riemann

integrable over R.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Theorem: Let f , g : R → R be Riemann integrable. Then

• f + αg is Riemann integrable for α ∈ R and
ZZ ZZ ZZ
(f + αg)dA = fdA + α gdA
R R R

• |f | is Riemann integrable and

ZZ ZZ
| f (x, y)dA| ≤ |f (x, y)|dA.
R R
RR
•
R
dA = Area(R).

• If R = R1 + R2 then
ZZ ZZ ZZ
f (x, y)dA = f (x, y)dA + f (x, y)dA.
R R1 R2

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Iterated integrals
Let f : R → R. Suppose that for each fixed x ∈ [a, b]
Z d
φ(x) := f (x, y)dy
c

exists. If φ is Riemann integrable on [a, b] then

Z b Z b Z d 
φ(x)dx = f (x, y)dy dx
a a c

is called an iterated integral of f over R.

R d R b 
Similarly c a
f (x, y )dx dy, when exists, is another
iterated integral of f over R.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Fubini’s Theorem
Theorem: Let f : R → R be continuous. Then both the
iterated limits exist and
ZZ Z b Z d 
f (x, y)dA = f (x, y)dy dx
R a c
Z d Z b 
= f (x, y)dx dy.
c a

RR
Example: Evaluate R xexy dA, where R = [0, 1] × [0, 1].
Since the function is continuous,
ZZ Z 1 Z 1 Z 1
xy xy
xe dA = ( xe dy)dx = (ex − 1)dx = e − 2.
R 0 0 0

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Double integrals over general domains

Definition: Let D ⊂ R2 be bounded and f : D → R be a
bounded function. Then f is said to be integrable over D
if for some rectangle R containing D the function

f (x, y) if (x, y) ∈ D
F (x, y) :=
0 otherwise

is Riemann integrable over R. The double integral of f

over D is then defined by
ZZ ZZ
f (x, y)dA := F (x, y )dA.
D R

Remark: Since F is zero outside D the choice of R is

unimportant in defining double integral of f over D.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Special Regions: Type-I Regions

• Type-I Region:
R = {(x, y) ∈ R2 : x ∈ [a, b] and g1 (x) ≤ y ≤ g2 (x)}

where g1 (x) and g2 (x) are continuous functions on

[a, b] and g1 (x) ≤ g2 (x) for all x ∈ [a, b].

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Type-II Regions

• Type-II Region:
R = {(x, y) ∈ R2 : y ∈ [c, d] and h1 (y) ≤ x ≤ h2 (y)}

where h1 (y) and h2 (y) are continuous functions on

[c, d] and h1 (y) ≤ h2 (y) for all y ∈ [c, d].

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Type-III Regions (Both Type-I and Type-II)

R is called Type-III region if R is simultaneously of Type-I

and Type-II.

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Double integral over special domains

Theorem: Let f : D ⊂ R2 → R be continuous. If D is
Type-I and D = {(x, y) : x ∈ [a, b] and φ1 (x) ≤ y ≤ φ2 (x)}
then f is integrable over D and
!
ZZ Z Z b φ2 (x)
f (x, y)dA = f (x, y)dy dx.
D a φ1 (x)

If D is Type-II and
D = {(x, y) : ψ1 (y ) ≤ x ≤ ψ2 (y ) and y ∈ [c, d]} then f is
integrable over D and
!
ZZ Z Z d ψ2 (y)
f (x, y)dA = f (x, y)dx dy.
D c ψ1 (y)

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Area and Volume

Let D ⊂ R2 be a special (Type-I or Type-II or Type-III)

domain and f : D → R be continuous. Then
ZZ
Area(D) = dA.
D

If f (x, y) ≥ 0 then the volume of the solid S bounded by D

and the graph of z = f (x, y) is given by
ZZ
Volume(S) = f (x, y)dA.
D

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example

Find the volume of the solid S bounded by elliptic

paraboloid x 2 + 2y 2 + z = 16, the planes x = 2, y = 2,
and the coordinate planes.

ZZ
Volume(S) = (16 − x 2 − 2y 2 )dA
R
Z 2Z 2
= (16 − x 2 − 2y 2 )dxdy = 48.
0 0

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example

RR
Evaluate D (x + 2y)dA, where D is the region bounded
by the parabolas y = 2x 2 and y = 1 + x 2 .

The region D is Type-I and

!
ZZ Z 1 Z 1+x 2
(x + 2y)dA = (x + 2y)dy dx
D −1 2x 2
Z 1
32
= (−3x 4 − x 3 + 2x 2 + x + 1)dx = .
−1 15

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Riemann sum for Triple integral

Consider the rectangular cube
V := [a1 , b1 ] × [a2 , b2 ] × [a3 , b3 ] and a bounded function
f : V → R.

Let P be a partition of V into sub-cubes Vijk and cijk ∈ Vijk

for i = 1, . . . , m; j = 1, . . . , n; k = 1, . . . , p. Also let
∆Vijk := Volume(Vijk ) = ∆xi ∆yj ∆zk and µ(P) := max ∆Vijk .
ijk

Consider the Riemann sum

m X p
n X
X
S(P, f ) := f (cijk )∆Vijk .
i=1 j=1 k=1

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Triple integral

If limµ(P)→0 S(P, f ) exists then f is said to be Riemann

integrable and the (triple) integral of f over V is given by
ZZZ ZZZ
f (x, y, z)dV = f (x, y, z)dxdydz = lim S(P, f ).
V V µ(P)→0

Theorem: Let f : V → R is continuous. Then

• f is Riemann integrable over V .

• Fubini’s theorem RRR

holds, i.e, the iterated integrals exist
and are equal to V
fdV .

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Example

RRR
Evaluate V
xyz 2 dV where V = [0, 1] × [−1, 2] × [0, 3].

By Fubini’s theorem,
ZZZ Z 3 Z 2 Z 1  
27
fdV = xdx ydy z 2 dz = .
V 0 −1 0 4

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Triple integrals over general domains

Let D ⊂ R3 be bounded and f : D → R be a bounded
function. Then f is said to be integrable over D if for
some rectangular cube V containing D the function

f (x, y, z) if (x, y, z) ∈ D
F (x, y, z) :=
0 otherwise

is Riemann integrable over V . Then

ZZZ ZZZ
f (x, y, z)dV := F (x, y , z)dV
D V

and
ZZZ
Volume(D) := dV .
D

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Type-I domain:
A domain V ⊂ R3 is Type-I if

V = {(x, y, z) : (x, y) ∈ D and u1 (x, y) ≤ z ≤ u2 (x, y)}

for some D ⊂ R2 and continuous functions ui : D → R.

If f : V → R be continuous and D is a special domain

(e.g.,Type-I, Type-II, Type-III) then

!
ZZZ ZZ Z u2 (x,y)
f (x, y, z)dV = f (x, y, z)dz dxdy .
V D u1 (x,y)

Similar results hold for Type-II and Type-III domains.

R. Barman & S. Bora MA-102 (2017)
 Multiple Integrals

Figure : Type-I domain

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Figure : Type-II domain

R. Barman & S. Bora MA-102 (2017)

 Multiple Integrals

Figure : Type-III domain

R. Barman & S. Bora MA-102 (2017)