Section 8.9

Double and Triple Improper Integrals

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Problem 4161

Investigate the convergence of the following improper integral having an unbounded domain of integration (0<m⩽∣φ(x,y)∣⩽M0<m\leqslant \left|\varphi (x,y)\right|\leqslant M):

∬x2+y2⩾1φ(x,y)(x2+y2)p dx dy. \iint \limits _{x^{2}+y^{2}\geqslant 1} \dfrac {\varphi (x,y)}{(x^{2}+y^{2})^{p}}\, dx\, dy .
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Problem 4162

Investigate the convergence of the following improper integral having an unbounded domain of integration (0<m⩽∣φ(x,y)∣⩽M0<m\leqslant \left|\varphi (x,y)\right|\leqslant M):

∫−∞+∞∫−∞+∞dx dy(1+∣x∣p)(1+∣y∣q). \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } \dfrac {dx\, dy}{(1+\left|x\right|^{p})(1+\left|y\right|^{q})} .
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Problem 4163

Investigate the convergence of the following improper integral having an unbounded domain of integration (0<m⩽∣φ(x,y)∣⩽M0<m\leqslant \left|\varphi (x,y)\right|\leqslant M):

∬0⩽y⩽1φ(x,y)(1+x2+y2)p dx dy. \iint \limits _{0\leqslant y\leqslant 1} \dfrac {\varphi (x,y)}{(1+x^{2}+y^{2})^{p}}\, dx\, dy .
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Problem 4164

Investigate the convergence of the following improper integral having an unbounded domain of integration:

∬∣x∣+∣y∣⩾1dx dy∣x∣p+∣y∣q(p>0, q>0). \iint \limits _{\left|x\right|+\left|y\right|\geqslant 1} \dfrac {dx\, dy}{\left|x\right|^{p}+\left|y\right|^{q}} \quad (p>0,\ q>0) .
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Problem 4165

Investigate the convergence of the following improper integral having an unbounded domain of integration:

∬x+y⩾1sin⁡xsin⁡y(x+y)p dx dy. \iint \limits _{x+y\geqslant 1} \dfrac {\sin x\sin y}{(x+y)^{p}}\, dx\, dy .
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Problem 4166

Prove: if the continuous function f(x,y)f(x,y) is non-negative and SnS_{n} (n=1,2,…)(n=1,2,\ldots ) is any sequence of bounded closed regions that exhausts the region SS, then

∬Sf(x,y) dx dy=lim⁡n→∞∬Snf(x,y) dx dy, \iint \limits _{S} f(x,y)\, dx\, dy = \lim _{n\to \infty } \iint \limits _{S_{n}} f(x,y)\, dx\, dy ,

where the left-hand side and the right-hand side are simultaneously meaningful or simultaneously meaningless.

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Problem 4167

Prove that:

lim⁡n→∞∬∣x∣⩽n∣y∣⩽nsin⁡(x2+y2) dx dy=π, \lim _{n\to \infty } \iint \limits _{\substack {\left|x\right|\leqslant n \\ \left|y\right|\leqslant n}} \sin (x^{2}+y^{2})\, dx\, dy = \pi ,

but

lim⁡n→∞∬x2+y2⩽2nπsin⁡(x2+y2) dx dy=0 \lim _{n\to \infty } \iint \limits _{x^{2}+y^{2}\leqslant 2n\pi } \sin (x^{2}+y^{2})\, dx\, dy = 0

(nn is a natural number).

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Problem 4168

Prove that although the iterated integrals

∫1+∞dx∫1+∞x2−y2(x2+y2)2 dy \int _{1}^{+\infty } dx \int _{1}^{+\infty } \dfrac {x^{2}-y^{2}}{(x^{2}+y^{2})^{2}}\, dy

and

∫1+∞dy∫1+∞x2−y2(x2+y2)2 dx \int _{1}^{+\infty } dy \int _{1}^{+\infty } \dfrac {x^{2}-y^{2}}{(x^{2}+y^{2})^{2}}\, dx

converge, the integral

∬x>1, y>1x2−y2(x2+y2)2 dx dy \iint \limits _{x>1,\ y>1} \dfrac {x^{2}-y^{2}}{(x^{2}+y^{2})^{2}}\, dx\, dy

diverges.

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Problem 4169

Compute the following integral:

∬xy⩾1x⩾1dx dyxpyq. \iint \limits _{\substack {xy\geqslant 1 \\ x\geqslant 1}} \dfrac {dx\, dy}{x^{p}y^{q}} .
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Problem 4170

Compute the following integral:

∬x+y⩾10⩽x⩽1dx dy(x+y)p. \iint \limits _{\substack {x+y\geqslant 1 \\ 0\leqslant x\leqslant 1}} \dfrac {dx\, dy}{(x+y)^{p}} .
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Problem 4171

Compute the following integral:

∬x2+y2⩽1dx dy1−x2−y2. \iint \limits _{x^{2}+y^{2}\leqslant 1} \dfrac {dx\, dy}{\sqrt{1-x^{2}-y^{2}}} .
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Problem 4172

Compute the following integral:

∬x2+y2⩾1dx dy(x2+y2)p. \iint \limits _{x^{2}+y^{2}\geqslant 1} \dfrac {dx\, dy}{(x^{2}+y^{2})^{p}} .
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Problem 4173

Compute the following integral:

∬y⩾x2+1dx dyx4+y2. \iint \limits _{y\geqslant x^{2}+1} \dfrac {dx\, dy}{x^{4}+y^{2}} .
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Problem 4174

Compute the following integral:

∬0⩽x⩽ye−(x+y) dx dy. \iint \limits _{0\leqslant x\leqslant y} e^{-(x+y)}\, dx\, dy .
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Problem 4175

Transform to polar coordinates to compute the integral:

∫−∞+∞∫−∞+∞e−(x2+y2) dx dy. \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } e^{-(x^{2}+y^{2})}\, dx\, dy .
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Problem 4176

Transform to polar coordinates to compute the integral:

∫−∞+∞∫−∞+∞e−(x2+y2)cos⁡(x2+y2) dx dy. \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } e^{-(x^{2}+y^{2})}\cos (x^{2}+y^{2})\, dx\, dy .
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Problem 4177

Transform to polar coordinates to compute the integral:

∫−∞+∞∫−∞+∞e−(x2+y2)sin⁡(x2+y2) dx dy. \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } e^{-(x^{2}+y^{2})}\sin (x^{2}+y^{2})\, dx\, dy .
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Problem 4178

Compute the integral:

∫−∞+∞∫−∞+∞eax2+2bxy+cy2+2dx+2ey+f dx dy, \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } e^{ax^{2}+2bxy+cy^{2}+2dx+2ey+f}\, dx\, dy ,

where a<0a<0, ac−b2>0ac-b^{2}>0.

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Problem 4179

Compute the following integral:

∬x2/a2+y2/b2⩾1e−(x2/a2+y2/b2) dx dy. \iint \limits _{\substack {x^{2}/a^{2}+y^{2}/b^{2}\geqslant 1}} e^{-\left(x^{2}/a^{2}+y^{2}/b^{2}\right)}\, dx\, dy .
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Problem 4180

Compute the following integral (0<∣ε∣<10<\left|\varepsilon \right|<1):

∫−∞+∞∫−∞+∞xy e−(x2/a2+2εxa⋅yb+y2/b2) dx dy(0<∣ε∣<1). \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } xy\, e^{-\left(x^{2}/a^{2}+2\varepsilon \frac{x}{a}\cdot \frac{y}{b}+y^{2}/b^{2}\right)}\, dx\, dy \quad (0<\left|\varepsilon \right|<1) .
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Problem 4181

Investigate the convergence of the improper double integral of a discontinuous function (0<m⩽∣φ(x,y)∣⩽M0<m\leqslant \left|\varphi (x,y)\right|\leqslant M):

∬Ωdx dyx2+y2, \iint \limits _{\Omega } \dfrac {dx\, dy}{x^{2}+y^{2}} ,

where the domain Ω\Omega is determined by the conditions ∣y∣⩽x2\left|y\right|\leqslant x^{2}, x2+y2⩽1x^{2}+y^{2}\leqslant 1.

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Problem 4182

Investigate the convergence of the improper double integral of a discontinuous function (0<m⩽∣φ(x,y)∣⩽M0<m\leqslant \left|\varphi (x,y)\right|\leqslant M):

∬x2+y2⩽1φ(x,y)(x2+xy+y2)p dx dy. \iint \limits _{x^{2}+y^{2}\leqslant 1} \dfrac {\varphi (x,y)}{(x^{2}+xy+y^{2})^{p}}\, dx\, dy .
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Problem 4183

Investigate the convergence of the following integral (p>0p>0, q>0q>0):

∬∣x∣+∣y∣⩽1dx dy∣x∣p+∣y∣q. \iint \limits _{\left|x\right|+\left|y\right|\leqslant 1} \dfrac {dx\, dy}{\left|x\right|^{p}+\left|y\right|^{q}} .
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Problem 4184

Investigate the convergence of the improper double integral of a discontinuous function (0<m⩽∣φ(x,y)∣⩽M0<m\leqslant \left|\varphi (x,y)\right|\leqslant M):

∫0a∫0aφ(x,y)∣x−y∣p dx dy. \int _{0}^{a}\int _{0}^{a} \dfrac {\varphi (x,y)}{\left|x-y\right|^{p}}\, dx\, dy .
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Problem 4185

Investigate the convergence of the improper double integral of a discontinuous function (0<m⩽∣φ(x,y)∣⩽M0<m\leqslant \left|\varphi (x,y)\right|\leqslant M):

∬x2+y2⩽1φ(x,y)(1−x2−y2)p dx dy. \iint \limits _{x^{2}+y^{2}\leqslant 1} \dfrac {\varphi (x,y)}{(1-x^{2}-y^{2})^{p}}\, dx\, dy .
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Problem 4186

Prove that if: 1) the function φ(x,y)\varphi (x,y) is continuous on the bounded domain a⩽x⩽Aa\leqslant x\leqslant A, b⩽y⩽Bb\leqslant y\leqslant B; 2) the function f(x)f(x) is continuous on the closed interval a⩽x⩽Aa\leqslant x\leqslant A; 3) p<1p<1, then the integral

∫aAdx∫bBφ(x,y)∣f(x)−y∣p dy \int _{a}^{A} dx \int _{b}^{B} \dfrac {\varphi (x,y)}{\left|f(x)-y\right|^{p}}\, dy

converges.

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Problem 4187

Compute the following integral:

∬x2+y2⩽1ln⁡1x2+y2 dx dy. \iint \limits _{x^{2}+y^{2}\leqslant 1} \ln \dfrac {1}{\sqrt{x^{2}+y^{2}}}\, dx\, dy .
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Problem 4188

Compute the following integral (a>0a>0):

∫0adx∫0xdy(a−x)(x−y). \int _{0}^{a} dx \int _{0}^{x} \dfrac {dy}{\sqrt{(a-x)(x-y)}} .
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Problem 4189

Compute the integral ∬Ωln⁡sin⁡(x−y) dx dy\displaystyle \iint \limits_{\Omega } \ln \sin (x-y)\, dx\, dy, where the domain Ω\Omega is bounded by the lines y=0y=0, y=xy=x, x=πx=\pi.

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Problem 4190

Compute the integral:

∬x2+y2⩽xdx dyx2+y2. \iint \limits _{x^{2}+y^{2}\leqslant x} \dfrac {dx\, dy}{\sqrt{x^{2}+y^{2}}} .
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Problem 4191

Investigate the convergence of the following triple integral (0<m⩽∣φ(x,y,z)∣⩽M0<m\leqslant \left|\varphi (x,y,z)\right|\leqslant M):

∭x2+y2+z2⩾1φ(x,y,z)(x2+y2+z2)p dx dy dz. \iiint \limits _{x^{2}+y^{2}+z^{2}\geqslant 1} \dfrac {\varphi (x,y,z)}{(x^{2}+y^{2}+z^{2})^{p}}\, dx\, dy\, dz .
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Problem 4192

Study the convergence of the following triple integral (0<m⩽∣φ(x,y,z)∣⩽M0<m\leqslant \left|\varphi (x,y,z)\right|\leqslant M):

∭x2+y2+z2⩽1φ(x,y,z)(x2+y2+z2)p dx dy dz. \iiint \limits _{x^{2}+y^{2}+z^{2}\leqslant 1} \dfrac {\varphi (x,y,z)}{(x^{2}+y^{2}+z^{2})^{p}}\, dx\, dy\, dz .
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Problem 4193

Study the convergence of the following triple integral (p>0p>0, q>0q>0, r>0r>0):

∭∣x∣+∣y∣+∣z∣⩾1dx dy dz∣x∣p+∣y∣q+∣z∣r. \iiint \limits _{\left|x\right|+\left|y\right|+\left|z\right|\geqslant 1} \dfrac {dx\, dy\, dz}{\left|x\right|^{p}+\left|y\right|^{q}+\left|z\right|^{r}} .
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Problem 4194

Study the convergence of the triple improper integral of a discontinuous function:

∫0a∫0a∫0af(x,y,z) dx dy dz{[y−φ(x)]2+[z−ψ(x)]2}p, \int _{0}^{a}\int _{0}^{a}\int _{0}^{a} \dfrac {f(x,y,z)\, dx\, dy\, dz}{\left\{ [y-\varphi (x)]^{2}+[z-\psi (x)]^{2}\right\} ^{p}} ,

where 0<m⩽∣f(x,y,z)∣⩽M0<m\leqslant \left|f(x,y,z)\right|\leqslant M, and φ(x)\varphi (x) and ψ(x)\psi (x) are continuous functions on the closed interval [0,a][0,a].

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Problem 4195

Study the convergence of the following triple integral:

∭∣x∣⩽1∣y∣⩽1∣z∣⩽1dx dy dz∣x+y−z∣p. \iiint \limits _{\substack {\left|x\right|\leqslant 1 \\ \left|y\right|\leqslant 1 \\ \left|z\right|\leqslant 1}} \dfrac {dx\, dy\, dz}{\left|x+y-z\right|^{p}} .
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Problem 4196

Compute the integral:

∫01∫01∫01dx dy dzxpyqzr. \int _{0}^{1}\int _{0}^{1}\int _{0}^{1} \dfrac {dx\, dy\, dz}{x^{p}y^{q}z^{r}} .
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Problem 4197

Compute the integral:

∭x2+y2+z2⩾1dx dy dz(x2+y2+z2)3. \iiint \limits _{x^{2}+y^{2}+z^{2}\geqslant 1} \dfrac {dx\, dy\, dz}{(x^{2}+y^{2}+z^{2})^{3}} .
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Problem 4198

Compute the integral:

∭x2+y2+z2⩽1dx dy dz(1−x2−y2−z2)p. \iiint \limits _{x^{2}+y^{2}+z^{2}\leqslant 1} \dfrac {dx\, dy\, dz}{(1-x^{2}-y^{2}-z^{2})^{p}} .
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Problem 4199

Compute the integral:

∫−∞+∞∫−∞+∞∫−∞+∞e−(x2+y2+z2) dx dy dz. \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } e^{-(x^{2}+y^{2}+z^{2})}\, dx\, dy\, dz .
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Problem 4200

Compute the integral

∫−∞+∞∫−∞+∞∫−∞+∞e−P(x1,x2,x3) dx1 dx2 dx3, \int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty }\int _{-\infty }^{+\infty } e^{-P(x_{1},x_{2},x_{3})}\, dx_{1}\, dx_{2}\, dx_{3} ,

where P(x1,x2,x3)=∑i=13∑j=13aijxixjP(x_{1},x_{2},x_{3}) = \displaystyle \sum_{i=1}^{3}\sum_{j=1}^{3} a_{ij}x_{i}x_{j} (aij=ajia_{ij}=a_{ji}) is a positive definite form.

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