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5.13 We just have to integrate the constant function f (x, y) = 1 over the region. Thus, the area A of the bounded region is ∫ x = 0 x = 2 ∫ y = x2 y = 2x dy dx or ∫ y = 0 x = 4 ∫ x = y/2 x = y dx dy: A = ∬ D 1dx dy = ∫ x = 0 x = 2 ∫ y = x2 y = 2x 1dy dx = ∫ x = 0 x = 2 ⎡ ⎣y|y = x2 y = 2x⎤ ⎦dx = ∫ x = 0 x = 2 ⎛ ⎝2x − x2⎞ ⎠dx = x2 − x3 3 |02 = 4 3. Find the area of a region bounded above by the curve y = x3 and below by y = 0 over the interval [0, 3]. We can also use a double integral to find the average value of a function over a general region. The definition is a direct extension of the earlier formula. Definition If f (x, y) is integrable over a plane-bounded region D with positive area A(D), then the average value of the function is fave = 1 A(D) ∬ D f (x, y)dA. Note that the area is A(D) = ∬ D 1dA. Example 5.19 Finding an Average Value Find the average value of the function f (x, y) = 7xy2 on the region bounded by the line x = y and the curve x = y (Figure 5.25). Chapter 5 | Multiple Integration 513 5.14 Figure 5.25 The region bounded by x = y and x = y. Solution First find the area A(D) where the region D is given by the figure. We have A(D) = ∬ D 1dA = ∫ y = 0 y = 1 ∫ x = y x = y 1dx dy = ∫ y = 0 y = 1 ⎡ ⎣x|x = y x = y⎤ ⎦dy = ∫ y = 0 y = 1 ( y − y)dy = 2 3y3/2 − y2 2 |01 = 1 6. Then the average value of the given function over this region is fave = 1 A(D) ∬ D f (x, y)dA = 1 A(D) ∫ y = 0 y = 1 ∫ x = y x = y 7xy2 dx dy = 1 1/6 ∫ y = 0 y = 1⎡ ⎣ ⎢7 2x2 y2|x = y x = y⎤ ⎦ ⎥dy = 6 ∫ y = 0 y = 1 ⎡ ⎣ 7 2y2 ⎛ ⎝y − y2⎞ ⎠ ⎤ ⎦dy = 6 ∫ y = 0 y = 1 ⎡ ⎣ 7 2 ⎛ ⎝y 3 − y4⎞ ⎠ ⎤ ⎦dy = 42 2 ⎛ ⎝ ⎜y4 4 − y5 5 ⎞ ⎠ ⎟|01 = 42 40 = 21 20. Find the average value of the function f (x, y) = xy over the triangle with vertices (0, 0), (1, 0) and (1, 3). Improper Double Integrals An improper double integral is an integral ∬ D f dA where either D is an unbounded region or f is an unbounded function. For example, D = ⎧ ⎩ ⎨(x, y)||x − y| ≥ 2⎫ ⎭ ⎬ is an unbounded region, and the function f (x, y) = 1/⎛ ⎝1 − x2 − 2y2⎞ ⎠ over the ellipse x2 + 3y2 ≤ 1 is an unbounded function. Hence, both of the following integrals are improper integrals: i. ∬ D xy dA where D = ⎧ ⎩ ⎨(x, y)||x − y| ≥ 2⎫ ⎭ ⎬; ii. ∬ D 1 1 − x2 − 2y2dA where D = ⎧ ⎩ ⎨(x, y)|x2 + 3y2 ≤ 1⎫ ⎭ ⎬. In this section we would like to deal with improper integrals of functions over rectangles or simple regions such that f has only finitely many discontinuities. Not all such improper integrals can be evaluated; however, a form of Fubini’s theorem does apply for some types of improper integrals. 514 Chapter 5 | Multiple Integration This OpenStax book is available for free at http://cnx.org/content/col11966/1.2 Theorem 5.6: Fubini’s Theorem for Improper Integrals If D is a bounded rectangle or simple region in the plane defined by ⎧ ⎩ ⎨(x, y): a ≤ x ≤ b, g(x) ≤ y ≤ h(x)⎫ ⎭ ⎬ and also by ⎧ ⎩ ⎨(x, y): c ≤ y ≤ d, j(y) ≤ x ≤ k(y)⎫ ⎭ ⎬ and f is a nonnegative function on D with finitely many discontinuities in the interior of D, then ∬ D f dA = ∫ x = a x = b ∫ y = g(x) y = h(x) f (x, y)dy dx = ∫ y = c y = d ∫ x = j(y) x = k(y) f (x, y)dx dy. It is very important to note that we required that the function be nonnegative on D for the theorem to work. We consider only the case where the function has finitely many discontinuities inside D. Example 5.20 Evaluating a Double Improper Integral Consider the function f (x, y) = ey y over the region D = ⎧ ⎩ ⎨(x, y): 0 ≤ x ≤ 1, x ≤ y ≤ x⎫ ⎭ ⎬. Notice that the function is nonnegative and continuous at all points on D except (0, 0). Use Fubini’s theorem to evaluate the improper integral. Solution First we plot the region D (Figure 5.26); then we express it in another way. Figure 5.26 The function f is continuous at all points of the region D except (0, 0). The other way to express the same region D is D = ⎧ ⎩ ⎨(x, y): 0 ≤ y ≤ 1, y2 ≤ x ≤ y⎫ ⎭ ⎬. Chapter 5 | Multiple Integration 515 5.15 Thus we can use Fubini’s theorem for improper integrals and evaluate the integral as ∫ y = 0 y = 1 ∫ x = y2 x = y ey y dx dy. Therefore, we have ∫ y = 0 y = 1 ∫ x = y2 x = y ey y dx dy = ∫ y = 0 y = 1 ey y x|x = y2 x = y dy = ∫ y = 0 y = 1 ey y ⎛ ⎝y − y2⎞ ⎠dy = ∫ 0 1 ⎛ ⎝ey − yey⎞ ⎠dy = e − 2. As mentioned before, we also have an improper integral if the region of integration is unbounded. Suppose now that the function f is continuous in an unbounded rectangle R. Theorem 5.7: Improper Integrals on an Unbounded Region If R is an unbounded rectangle such as R = ⎧ ⎩ ⎨(x, y): a ≤ x ≤ ∞, c ≤ y ≤ ∞⎫ ⎭ ⎬, then when the limit exists, we have ∬ R f (x, y)dA = lim (b, d) → (∞, ∞) ∫ a b ⎛ ⎝ ⎜∫ c d f (x, y)dy ⎞ ⎠ ⎟dx = lim (b, d) → (∞, ∞) ∫ c d ⎛ ⎝ ⎜∫ a b f (x, y)dy ⎞ ⎠ ⎟dy. The following example shows how this theorem can be used in certain cases of improper integrals. Example 5.21 Evaluating a Double Improper Integral Evaluate the integral ∬ R xye−x2 − y2 dA where R is the first quadrant of the plane. Solution The region R is the first quadrant of the plane, which is unbounded. So ∬ R xye−x2 − y2 dA = lim (b, d) → (∞, ∞) ∫ x = 0 x = b⎛ ⎝ ⎜ ∫ y = 0 y = d xye−x2 − y2 dy ⎞ ⎠ ⎟dx = lim (b, d) → (∞, ∞) ∫ y = 0 y = d⎛ ⎝ ⎜ ∫ x = 0 x = b xye−x2 − y2 dy ⎞ ⎠ ⎟dy = lim (b, d) → (∞, ∞) 1 4 ⎛ ⎝1 − e−b2⎞ ⎠ ⎛ ⎝1 − e−d2⎞ ⎠ = 1 4 Thus, ∬ R xye−x2 − y2 dA is convergent and the value is 1 4. Evaluate the improper integral ∬ D y 1 − x2 − y2 dA where D = ⎧ ⎩ ⎨(x, y)x ≥ 0, y ≥ 0, x2 + y2 ≤ 1⎫ ⎭ ⎬. 516 Chapter 5 | Multiple Integration This OpenStax book is available for free at http://cnx.org/content/col11966/1.2 In some situations in probability theory, we can gain insight into a problem when we are able to use double integrals over general regions. Before we go over an example with a double integral, we need to set a few definitions and become familiar with some important properties. Definition Consider a pair of continuous random variables X and Y , such as the birthdays of two people or the number of sunny and rainy days in a month. The joint density function f of X and Y satisfies the probability that (X, Y) lies in a certain region D: P⎛ ⎝(X, Y) ∈ D⎞ ⎠ = ∬ D f (x, y)dA. Since the probabilities can never be negative and must lie between 0 and 1, the joint density function satisfies the following inequality and equation: f (x, y) ≥ 0 and ∬ R2 f (x, y)dA = 1. Definition The variables X and Y are said to be independent random variables if their joint density function is the product of their individual density functions: f (x, y) = f1 (x) f2 (y). Example 5.22 Application to Probability At Sydney’s Restaurant, customers must wait an average of 15 minutes for a table. From the time they are seated until they have finished their meal requires an additional 40 minutes, on average. What is the probability that a customer spends less than an hour and a half at the diner, assuming that waiting for a table and completing the meal are independent events? Solution Waiting times are mathematically modeled by exponential density functions, with m being the average waiting time, as f (t) = ⎧ ⎩ ⎨ 0 if t < 0, 1 me−t/m if t ≥ 0. If X and Y are random variables for ‘waiting for a table’ and ‘completing the meal,’ then the probability density functions are, respectively, f1(x) = ⎧ ⎩ ⎨ 0 if x < 0, 1 15e−x/15 if x ≥ 0. and f2(y) = ⎧ ⎩ ⎨ 0 if y < 0, 1 40e−y/40 if y ≥ 0. Clearly, the events are independent and hence the joint density function is the product of the individual functions f (x, y) = f1(x) f2(y) = ⎧ ⎩ ⎨ 0 if x < 0 or y < 0, 1 600e−x/15 e−y/60 if x, y ≥ 0. Chapter 5 | Multiple Integration 517