Iterated Integrals
Turning one hard double integral into two easy single integrals.
Introduction
Calculating Riemann sums is tedious. Just like the Fundamental Theorem of Calculus let us avoid summing rectangles in 1D, Iterated Integrals let us avoid summing boxes in 2D.
The strategy is "Partial Integration": Integrate with respect to while treating as constant (or vice versa).
Fubini's Theorem
The Theorem
If is continuous on the rectangle , then:
This means order does not matter for rectangles (as long as is continuous).
Visualizing Slices
Interactive: Cross-Sectional Area
is the area of the cross-section. Then we integrate along the y-axis.
Worked Examples
Example 1: Basic Polynomial
Evaluate .
1. Inner Integral (dy):
Treat x as constant.
.
2. Outer Integral (dx):
.
Example 2: Splittable Functions
Evaluate over .
Trick:
. Since limits are constants, we can split:
.
Execute:
- .
- .
Result: .
Example 3: Verifying Order
Show .
Order 1 (dy first):
.
Outer: .
.
Symmetry Check:
Since the function and limits are symmetric in x and y, the result must be the same!
Practice Quiz
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