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(1)

Multiple Integrals

In this section, we will learn about:

Multiple integrals and their applications.

MULTIPLE INTEGRALS

(2)

Introduction

Multiple integrals arise in a number of areas of science and engineering, including computations of

a) Area of a 2D region b) Volume

c) Mass of 2D plates d) Force on a 2D plate e) Average of a function

f) Center of Mass and Moment of Inertia g) Surface Area

In this chapter, we shall concentrate on computations of area and volume of a given region.

2

(3)

Double integrals - Area

Consider a function of one variable y = f(x) and R is the region of integration on the xy-plane.

For f(x)>0 , the definite integral is equal to the area A under the line y = f(x) and above the x-axis in the region R as

shown.

  

 



b

a b

a

x b f

a

x f

R

dx x

f dx

y dx

dy dA

A ( ) 0 ( ) ( )

0

Double integral

•The double integral consists of an inner (first evaluated) and an outer integrals.

•It is also called iterated integral.

3

(4)

Double integrals

over a rectangular region

} ,

: ) ,

{(x y a x b c y d

R

 

 

) )(

(

) (

) (

a b

c d

x c d

dx c

d

dx y

dx dy dA

A

b a b

a b a

d c b

a d R c

 



4

(5)

Double integrals over a nonrectangular region

 







b a

b a b

a

x g y

x g R y

dx dx

x g x

g dx

dy dA

A

function lower

function upper

) ( )

) (

( )

( 2 1

2 1

Type 1 region: is a region bounded in the interval axb

between continuous curves y = g1(x) and y = g2(x), where g1(x) g2(x) for a xb.

5

(6)

Double integrals over a non rectangular region

Type 2 region: is a region bounded in the interval c yd between continuous curves x = h1(y) and x = h2(y), where h1(y)  h2(y) for c yd.

 







d c

d c d

c

y h x

y h R x

dy dy y h y

h dy

dx dA

A

function left

function right

) ( )

) (

( )

( 2 1

2 1

6

(7)

TRIPLE INTEGRALS

Just as we defined single integrals for

functions of one variable and double integrals for functions of two variables, so we can

define triple integrals for functions of three variables.

(8)

Let’s first deal with the simplest case where f is defined on a rectangular box:

 

, , , ,

Bx y z a x b c y d r z s      

Equation 1 TRIPLE INTEGRALS

(9)

The first step is to divide B into sub-boxes—by dividing:

The interval [a, b] into l subintervals [xi-1, xi] of equal width Δx.

[c, d] into m subintervals of width Δy.

[r, s] into n subintervals of width Δz.

TRIPLE INTEGRALS

(10)

The planes through

the endpoints of these subintervals parallel to the coordinate planes divide the box B into lmn sub-boxes

Each sub-box has volume ΔV = Δx Δy Δz TRIPLE INTEGRALS

1

, 

1

, 

1

, 

ijk i i j j k k

Bx

x    y

y    z

z

(11)

Then, we form the triple Riemann sum

where the sample point is in Bijk.

* * *

1 1 1

, ,

l m n

ijk ijk ijk

i j k

f x y z V

 

xijk* , yijk* , zijk*

TRIPLE INTEGRALS

(12)

The triple integral of f over the box B is:

if this limit exists.

Again, the triple integral always exists if f is continuous.

 

* * *

, , 1 1 1

, ,

lim , ,

B

l m n

ijk ijk ijk l m n

i j k

f x y z dV

f x y z V



 





Definition 3 TRIPLE INTEGRAL

(13)

We can choose the sample point to be any point in the sub-box.

However, if we choose it to be the point

(xi, yj, zk) we get a simpler-looking expression:

 

, ,

 

1 1 1

, , lim l m n i, ,j k

l m n

i j k

B

f x y z dV f x y z V







TRIPLE INTEGRALS

(14)

Just as for double integrals, the practical method for evaluating triple integrals is to express them as iterated integrals, as follows.

TRIPLE INTEGRALS

(15)

FUBINI’S TH. (TRIPLE INTEGRALS)

If f is continuous on the rectangular box B = [a, b] x [c, d] x [r, s], then

 

 

, ,

, ,

B

s d b r c a

f x y z dV

f x y z dx dy dz



  

Theorem 4

(16)

The iterated integral on the right side of

Fubini’s Theorem means that we integrate in the following order:

1. With respect to x (keeping y and z fixed) 2. With respect to y (keeping z fixed)

3. With respect to z

FUBINI’S TH. (TRIPLE INTEGRALS)

(17)

There are five other possible orders in which we can integrate, all of which give the same value.

For instance, if we integrate with respect to y, then z, and then x, we have:

 

 

, ,

, ,

B

b s d a r c

f x y z dV

f x y z dy dz dx



  

FUBINI’S TH. (TRIPLE INTEGRALS)

(18)

Evaluate the triple integral where B is the rectangular box

2 B

xyz dV



 

, , 0 1, 1 2, 0 3

Bx y z      x y   z

Example 1 FUBINI’S TH. (TRIPLE INTEGRALS)

(19)

We could use any of the six possible orders of integration.

If we choose to integrate with respect to x, then y, and then z, we obtain the following result.

Example 1 FUBINI’S TH. (TRIPLE INTEGRALS)

(20)

3 2 1

2 2

0 1 0

2 2 1 3 2

0 1

0 3 2 2

0 1

1 3

2 2 2 3

3 3

0 0

1 0

2

2

3 27

4 4 4 4

B

x

x

y

y

xyz dV xyz dx dy dz x yz dy dz

yz dy dz

y z z z

dz dz



   

 

 

 

Example 1 FUBINI’S TH. (TRIPLE INTEGRALS)

(21)

We restrict our attention to:

Continuous functions f

Certain simple types of regions

INTEGRAL OVER BOUNDED REGION

(22)

If, instead, D is a type II plane region, then

 

, , , ( )1 2( ), ( , )1 2( , )

E

x y z c y d h y x h y u x y z u x y

     

TYPE 1 REGIONS

(23)

Then, Equation 6 becomes:

 

 

2 2

1 1

( ) ( , ) ( ) ( , )

, ,

, ,

E

d h y u x y c h y u x y

f x y z dV

f x y z dz dx dy



  

Equation 8 TYPE 1 REGIONS

(24)

Evaluate

where E is the solid tetrahedron bounded by the four planes

x = 0, y = 0, z = 0, x + y + z = 1

E

 z dV

Example 2 TYPE 1 REGIONS

(25)

When we set up a triple integral, it’s wise to draw two diagrams:

The solid region E

Its projection D on the xy-plane

Example 2 TYPE 1 REGIONS

(26)

The lower boundary of the tetrahedron is the plane z = 0 and the upper boundary is the plane x + y + z = 1 (or z = 1 – xy).

So, we use u1(x, y) = 0 and u2(x, y) = 1 – xy in Formula 7.

Example 2 TYPE 1 REGIONS

(27)

Notice that the planes x + y + z = 1 and z = 0 intersect in the line x + y = 1 (or y = 1 – x)

in the xy-plane.

So, the projection of E is the triangular region

shown here, and we have the following equation.

Example 2 TYPE 1 REGIONS

(28)

This description of E as a type 1 region

enables us to evaluate the integral as follows.

 

, , 0 1,0 1 ,0 1

E

x y z x y x z x y

        

E. g. 2—Equation 9 TYPE 1 REGIONS

(29)

 

 

 

 

2 1

1 1 1 1 1

0 0 0 0 0

0 1 1 2

12 0 0

3 1 1 1

2 0

0

1 3

1 6 0

4 1

0

2 1 1

3 1

1 1 1

6 4 24

z x y

x x y x

E z

x

y x

y

z dV z dz dy dx z dy dx

x y dy dx

x y dx

x dx x

  

 

 

  

 

 

 

     

 

Example 2 TYPE 1 REGIONS

(30)

TYPE 2 REGION

A solid region E is of type 2 if it is of the form

where D is the projection of E onto the yz-plane.

   

, , , , ( , )

1 2

( , )

Ex y z y zD u y z   x u y z

(31)

The back surface is x = u1(y, z).

The front surface is x = u2(y, z).

TYPE 2 REGION

(32)

Thus, we have:

 

 

2 1

( , ) ( , )

, ,

, ,

E

u y z u y z D

f x y z dV

f x y z dx dA

 

    



 

Equation 10 TYPE 2 REGION

(33)

TYPE 3 REGION

Finally, a type 3 region is of the form

where:

D is the projection of E onto the xz-plane.

y = u1(x, z) is the left surface.

y = u2(x, z) is the right surface.

     

, , , , ( , )

1 2

,

Ex y z x zD u x z   y u x z

(34)

For this type of region, we have:

   

1

2( , ) ( , )

, , u x z , ,

u x z

E D

f x y z dV   f x y z dy dA

  

Equation 11 TYPE 3 REGION

(35)

Evaluate

where E is the region bounded by

the paraboloid y = x2 + z2 and the plane y = 4.

2 2

E

xz dV



BOUNDED REGIONS Example 3

(36)

The solid E is shown here.

If we regard it as a type 1 region,

then we need to consider its projection D1 onto the xy-plane.

Example 3 TYPE 1 REGIONS

(37)

That is the parabolic region shown here.

The trace of y = x2 + z2 in the plane z = 0 is the parabola y = x2

Example 3 TYPE 1 REGIONS

(38)

From y = x

2

+ z

2

, we obtain:

So, the lower boundary surface of E is:

The upper surface is:

z   y x

2

z   y x2

z y x 2

Example 3 TYPE 1 REGIONS

(39)

Therefore, the description of E as a type 1 region is:

 

E x y z, ,   2 x 2, x2   y 4, y x 2  z y x 2

Example 3 TYPE 1 REGIONS

(40)

Thus, we obtain:

Though this expression is correct, it is extremely difficult to evaluate.

2

2 2

2 2

2 4 2 2

2 E

y x

x y x

x y dV

x z dz dy dx

 



  

Example 3 TYPE 1 REGIONS

(41)

So, let’s instead consider E as a type 3 region.

As such, its projection D3

onto the xz-plane is the disk x2 + z2 ≤ 4.

Example 3 TYPE 3 REGIONS

(42)

Then, the left boundary of E is the paraboloid y = x2 + z2.

The right boundary is the plane y = 4.

Example 3 TYPE 3 REGIONS

(43)

So, taking u1(x, z) = x2 + z2 and u2(x, z) = 4 in Equation 11, we have:

 

2 2

3

3

2 2 4 2 2

2 2 2 2

4

x z

E D

D

x y dV x z dy dA

x z x z dA

 

    

   

  



Example 3 TYPE 3 REGIONS

(44)

This integral could be written as:

However, it’s easier to convert to polar coordinates in the xz-plane:

x = r cos θ, z = r sin θ

 

2 2

2 4 2 2 2 2

2 4 x

4

x

x z x z dz dx

  

 

Example 3 TYPE 3 REGIONS

(45)

That gives:

 

 

 

3

2 2 2 2 2 2

2 2 2

0 0

2 2 2 4

0 0

3 5 2

0

4

4

4

4 128

2 3 5 15

E D

x z dV x z x z dA

r r r dr d

d r r dr

r r

 

    

 

 

 

    

 

 

 

 

Example 3 TYPE 3 REGIONS

(46)

Recall that:

If f(x) ≥ 0, then the single integral represents the area under

the curve y = f(x) from a to b.

If f(x, y) ≥ 0, then the double integral represents the volume under

the surface z = f(x, y) and above D.

b ( )

a f x dx

( , )

D

f x y dA



APPLICATIONS OF TRIPLE INTEGRALS

(47)

The corresponding interpretation of a triple integral , where f(x, y, z) ≥ 0, is not very useful.

It would be the “hypervolume”

of a four-dimensional (4-D) object.

Of course, that is very difficult to visualize.

( , , )

E

f x y z dV



APPLICATIONS OF TRIPLE INTEGRALS

(48)

Remember that E is just the domain of the function f.

The graph of f lies in 4-D space.

APPLICATIONS OF TRIPLE INTEGRALS

(49)

Nonetheless, the triple integral

can be interpreted in different ways in different physical situations.

This depends on the physical interpretations of x, y, z and f(x, y, z).

Let’s begin with the special case where f(x, y, z) = 1 for all points in E.

( , , )

E

f x y z dV



APPLICATIONS OF TRIPLE INTEGRALS

(50)

Then, the triple integral does represent the volume of E:

 

E

V E   dV

Equation 12 APPLNS. OF TRIPLE INTEGRALS

(51)

For example, you can see this in the case of a type 1 region by putting f(x, y, z) = 1 in Formula 6:

 

2 1

( , ) ( , )

2 1

1

( , ) ( , )

u x y u x y

E D

D

dV dz dA

u x y u x y dA

 

    

 

  



APPLNS. OF TRIPLE INTEGRALS

(52)

Use a triple integral to find the volume

of the tetrahedron T bounded by the planes

x + 2y + z = 2 x = 2y

x = 0 z = 0

Example 4 APPLICATIONS

(53)

The tetrahedron T and its projection D on the xy-plane are shown.

Example 4 APPLICATIONS

(54)

The lower boundary of T is the plane z = 0.

The upper boundary is the plane x + 2y + z = 2, that is, z = 2 – x – 2y

Example 4 APPLICATIONS

(55)

So, we have:

This is obtained by the same calculation as in Example 4 in Section 15.3

 

 

1 1 / 2 2 2

0 / 2 0

1 1 / 2 0 / 2 13

2 2

x x y

T x

x x

V T dV dz dy dx

x y dy dx

 

 

  

   

 

Example 4 APPLICATIONS

(56)

Notice that it is not necessary to use triple integrals to compute volumes.

They simply give an alternative method for setting up the calculation.

APPLICATIONS Example 4

(57)

All the applications of double integrals in Section 15.5 can be immediately

extended to triple integrals.

APPLICATIONS

(58)

For example, suppose the density function of a solid object that occupies the region E is:

ρ(x, y, z)

in units of mass per unit volume, at any given point (x, y, z).

APPLICATIONS

(59)

Then, its mass is:

, ,

E

m    x y z dV

Equation 13 MASS

(60)

Its moments about the three coordinate planes are:

 

 

 

, , , , , ,

yz

E

xz

E

xy

E

M x x y z dV

M y x y z dV

M z x y z dV







Equations 14 MOMENTS

(61)

The center of mass is located at the point , where:

If the density is constant, the center of mass of the solid is called the centroid of E.

x y z, ,

yz xz xy

M M M

x y z

m m m

  

Equations 15 CENTER OF MASS

(62)

The moments of inertia about the three coordinate axes are:

 

 

 

2 2

2 2

2 2

, , , ,

, ,

x

E

y

E

z

E

I y z x y z dV

I x z x y z dV

I x y x y z dV

 

 

 







Equations 16 MOMENTS OF INERTIA

(63)

As in Section 15.5, the total electric charge on a solid object occupying a region E

and having charge density σ(x, y, z) is:

, ,

E

Q    x y z dV

TOTAL ELECTRIC CHARGE

(64)

If we have three continuous random variables X, Y, and Z, their joint density function is

a function of three variables such that the probability that (X, Y, Z) lies in E is:

 

, , , ,

E

P X Y ZE   f x y z dV

JOINT DENSITY FUNCTION

(65)

In particular,

The joint density function satisfies:

f(x, y, z) ≥ 0

 

 

, ,

b d s

, ,

a c r

P a X b c Y d r Z s f x y z dz dy dx

     

   

JOINT DENSITY FUNCTION

, ,

1

f x y z dz dy dx

  

  

(66)

Find the center of mass of a solid of constant density that is bounded by the parabolic

cylinder x = y2 and the planes x = z, z = 0, and x = 1.

Example 5 APPLICATIONS

(67)

The solid E and its projection onto the xy-plane are shown.

Example 5 APPLICATIONS

(68)

The lower and upper surfaces of E are

the planes

z = 0 and z = x.

So, we describe E as a type 1 region:

 

, , 1 1, 2 1,0

Ex y z   y y  x  z x

Example 5 APPLICATIONS

(69)

Then, if the density is ρ(x, y, z), the mass is:

Example 5 APPLICATIONS

2

2

1 1

1 0

1 1

1 E

x y

y

m

dV

dz dx dy x dx dy



  

 

(70)

APPLICATIONS

 

 

2

2 1 1

1

1 4

1

1 4

0

5 1

0

2 2 1

1

4

5 5

x

x y

x dy

y dy y dy y y

 

    

 

 

 

 

    

 

Example 5

(71)

Due to the symmetry of E and ρ about

the xz-plane, we can immediately say that Mxz = 0, and therefore .

The other moments are calculated as follows.

0 y

Example 5 APPLICATIONS

(72)

2

2

1 1

1 0

1 1 2

1 yz

E

x y

y

M

x dV

x dz dx dy x dx dy



  

 

Example 5 APPLICATIONS

(73)

APPLICATIONS

 

2

3 1 1

1

1 6

0

7 1

0

3

2 1

3 2

3 7

4 7

x

x y

x dy

y dy y y

    

 

 

 

   

 

Example 5

(74)

 

2

2

2

1 1

1 0

1 1 2

1 0

1 1 2

1

1 6

0

2

2

1 2

3 7

x

xy y

E

z x

y z

y

M z dV z dz dx dy

z dx dy

x dx dy y dy

 

 

 

    

 

  

   

 

 

Example 5 APPLICATIONS

(75)

Therefore, the center of mass is:

 

75 145

, , , ,

,0,

yz xz xy

M M M

x y z

m m m

 

  

 

Example 5 APPLICATIONS

(76)

Appendix

76

(77)

Appendix

77

(78)

Appendix

78

(79)

Appendix

79

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Predefined Methods Predefined Methods continued continued  To access a Java method defined in the To access a Java method defined in the Math class, a calling statement must Math

Example III Forward Grouping Reaction of Patient’s Cells with Reverse Grouping Reaction Patient’s Serum with Anti-A Anti-B A1 cells B cells Patient ++++ negative ++ ++++ Possible