UNIT-I
DIFFERENTIAL EQUATIONS OF
FIRST ORDER
AND THEIR APPLICATION
MULTIPLE INTEGRALS
Let y=f(x) be a function of one
variable defined and bounded on [a,b]. Let
[a,b] be
divided into n subintervals by points x 0 ,… ,x
n such that a=x0 ,………,xn=b. The
generalization of this definition to two
dimensions is called a double integral and to
three dimensions is called a triple integral.
DOUBLE INTEGRALS
Double integrals over a region R may be
evaluated by two successive integrations.
Suppose the region R cannot be represented by
those inequalities, and the region R can be
subdivided into finitely many portions which
have that property, we may integrate f(x,y)
over each portion separately and add the
results. This will give the value of the double
integral.
CHANGE OF VARIABLES IN DOUBLE INTEGRAL
Sometimes the evaluation of a double or
triple integral with its present form may not be
simple to evaluate. By choice of an appropriate
coordinate system, a given integral can be
transformed into a simpler integral involving
the new variables. In this case we assume that
x=r , y=r sin and dxdy=rdrd
cos
CHANGE OF ORDER OF INTEGRATION
Here change of order of integration implies that the
change of limits of integration. If the region of
integration consists of a vertical strip and slide along
x-axis then in the changed order a horizontal strip
and slide along y-axis then in the changed order a
horizontal strip and slide along y-axis are to be
considered and vice-versa. Sometimes we may have
to split the region of integration and express the
given integral as sum of the integrals over these sub-
regions. Sometimes as commented above, the
evaluation gets simplified due to the change of order
of integration. Always it is better to draw a rough
sketch of region of integration
TRIPLE INTEGRALS
The triple integral is evaluated as the repeated
integral where the limits of z are z1 , z2 which
are either constants or functions of x and y;
the y limits y1 , y2 are either constants or
functions of x; the x limits x1 , x2 are constants.
First f(x,y,z) is integrated w.r.t. z between z
limits keeping x and y are fixed. The resulting
expression is integrated w.r.t. y between y
limits keeping x constant. The result is
finally integrated w.r.t. x from x1 to x2 .