Exercise 1

Compute the following integrals and see what happens when you change the order of integration
Z 1 Z 1
(a) (1 − x2 − y 2 ) dx dy;
0 0
Z Z √
1 x y
e
(b) dy dx.
0 x y

Z y=11 Z
Solution x=1
(a) (1 − x2 − y 2 ) dx dy.
y=0 x=0
Here, the region over which we want to integrate does not depend neither on x nor on y. In other words,
we want to integrate the function f (x, y) = 1 − x2 − y 2 over the square of area 1, given by 0 ≤ x ≤ 1 and
0 ≤ y ≤ 1. So, setting the bounds of integration is easy because, no matter what x I take, y still goes from
0 to 1.
Every double integral can be computed in two steps:

i) Compute the inner integral (in dx), treating y as a constant.

Z x=1  1  
x3 1 2
(1 − x2 − y 2 ) dx = x − − y2 x = 1 − − y2 = − y2 .
x=0 3 0 3 3

ii) Take the result obtained in the point i) and plug it into the outer integral
Z y=1  1
2 2 2 y3 2 1 1
− y 2 dy = y − = − =
y=0 3 3 3 0 3 3 3

Z Z √
1 x y
e
(b) dy dx.
0 x y
Here the problem is more complicated. Indeed the bounds of integration involve x. To understand and set
the region of integration it is better to view some pictures.

in the x − y plane. The region over which we integrate is the

i) First we draw the bounds of integration √
area between the two curves, y = x and y = x. See Figure 1.

ii) We fix the outer variable, x. See Figure 2.

1
 y=x
y

√
1 y= x

0 x
1

Figure 1: Set the bounds of integration

y=x
y

√
1 y= x

Z Z √
x=1 y= x y
e
dy dx
x=0 y=x y

1. Fix the outer

variable, x.

0 x
x0
1

Figure 2: Fix the outer variable, x

2
iii) We check where the slice of the inner variable y goes. See Figure 3.
y=x
y

√
1 y= x

√
...to y = x
2. Set the size of
the slice of the
inner variable, y.

from y = x...
Z Z √
x=1 y= x y
e
dy dx
x=0 y=x y

0 x
1

Figure 3: Check the size of the slice of the inner variable y

iv) We let the outer variable x vary from its first value, x = 0, to its last value, x = 1. In this way we
sum up all the slices built in points ii) and iii). See Figure 4.
y=x
This tells me which is the first y
slice, x = 0, and which is the
last slice, x = 1. √
1 y= x

Z Z √
x=1 y= x y
e
dy dx
x=0 y=x y

This tells me the size of

a slice in the y direction,
for a fixed x. This size
depends on x. Indeed Sum up all the slices in the direction
the blue slices change as x of the outer variable, x.
changes.
0 x
1

Figure 4: Sum up all the slices along the outer variable, x

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Once the bounds of integration are set, we integrate the function. We start with the inner integral.
Z √
y= x y
e
dy
y=x y

We notice that there is no closed form solution for this integral. Hence we must change the order of
integration. To do this, we do again the steps made before, but changing the role of x and y. See Figure
5,6 and 7.
y=x
y

√
1 y= x

Z y=1 Z x=y y
e
dx dy
y=0 x=y 2 y

y0

1. Fix the outer

variable, y.

0 x
1

Figure 5: Fix the outer variable, y

y=x
y
from x = y 2 ... ...to x = y
√
1 y= x

Z y=1 Z x=y y
e
dx dy
y=0 x=y 2 y

2. Set the size of

the slice of the
inner variable, x.

0 x
1
Note: you may ask why we are going from x = y 2 to x = y and not the other way
around. This is because, in the previous case, we were going
√ from the smaller value
of y (that is y = x) to the bigger value of y (that is y = x). Here, we must keep
the same order. So, we go from the smaller value of x (that is x = y 2 ) to the bigger
value of x (that is x = y).

Figure 6: Check the size of the slice of the inner variable, x

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 y=x
y
This tells me which is the
first slice, y = 0, and √
1 y= x
which is the last slice,
y = 1.

Z y=1 Z x=y y
e
dx dy
y=0 x=y 2 y

This tells me the size of a

slice in the x direction, for
a fixed y. This size de-
pends on y. Indeed the Sum up all the slices along the outer
green slices change as y variable, y.
changes. 0 x
1

Figure 7: Sum up all the slices along the outer variable, y

v) Once the bounds of integration are set, we integrate the function:

Z y=1 Z x=y y Z y=1  y Z y=1
e ey
dx dy = x dy = [ey − yey ] dy
y=0 x=y 2 y y=0 y y2 y=0
Z y=1 Z y=1  Z y=1 
y y 1 1
= e dy − ye dy = [ey ]0 − [yey ]0 − y
e dy
y=0 y=0 y=0

n o
1 1 1 1 1
= [ey ]0 − [yey ]0 − [ey ]0 = [ey − yey + ey ]0 = [2ey − yey ]0

= (2e − e) − (2 − 0) = e − 2.

Exercise 2
Evaluate the following integral by first converting to polar coordinates:
Z Z √ 2 1 1−y
cos(x2 + y 2 )dxdy.
0 0

Solution 2
First, notice that we cannot do this integral in Cartesian coordinates and so converting to polar coordinates
may be the only option we have for actually solving the integral. Notice that the function will convert to polar
coordinates nicely and so shouldn’t be a problem. Let’s first determine the region that we’re integrating over and
see if it’s a region that can be easily converted into polar coordinates. Here are the inequalities that define the
region in terms of Cartesian coordinates:
p
0 ≤ y ≤ 1, 0 ≤ x ≤ 1 − y 2 .
p
Now, the upper limit for the x is x = 1 − y 2 and this looks like the right side of the circle of radius 1 centered
at the origin. Since the lower limit for the x is x = 0 it looks like we are going to have a portion (or all) of the

5
right side of the disk of radius 1 centered at the origin. The range for the y’s however, tells us that we are only
going to have positive y. This means that we are only going to have the portion of the disk of radius 1 centered
at the origin that is in the first quadrant. So, we know that the inequalities that will define this region in terms
of polar coordinates are then:
π
, 0 ≤ r ≤ 1.
0≤θ≤
2
Finally, we need the substitution rule for multiple variables, i.e.
Z Z
f (u) dx = f (g(x)) |det(D g)(x)| dx.
g(U ) U

Using the change-of-variables for polar coordinates x = r cos(θ) and y = r sin(θ) and and the determinant of the
Jacobian, J = D g,
∂x ∂x
∂r ∂θ cos θ −r sin θ
|J| = ∂y ∂y =
∂r ∂θ
sin θ r cos θ
= r cos2 θ + r sin2 θ
= r,

the integral becomes:

Z 1 Z √1−y2 Z π Z 1 Z π 1 Z π
2 2
2
2
2 1 2 1 π
cos(x + y )dxdy = r cos(r )drdθ = sin(r2 ) dθ = sin(1)dθ = sin(1).
0 0 0 0 0 2 0 2 4
0