21. Multiple Integrals in Curvilinear Coordinates

a. Integrating in Polar Coordinates

2. Integral over a Polar Rectangle

a. Derivation

We want to derive:

If \(R\) is the polar rectangle \([a,b]\times[\alpha,\beta]\), then \[\begin{aligned} \iint\limits_R f(x,y)\,dA &=\int_\alpha^\beta\int_a^b f(r,\theta)\,r\,dr\,d\theta \\ &=\int_a^b\int_\alpha^\beta f(r,\theta)\,r\,d\theta\,dr \end{aligned}\] In particular, for a polar rectangle, the iterated integral with constant limits is independent of the order of integration.

The plot shows arcs of several concentric circles and pieces of several
    radial lines. They form a 4 by 4 grid of boxes.

Recall the Riemann sum definition of a double integral, and its implementation for a rectangle in rectangular coordinates. We now compute the double integral \(\displaystyle \iint\limits_R f(r,\theta)\,dA\) over a region \(R\) which is the polar rectangle, \(a \le r \le b\) and \(\alpha \le \theta \le \beta\).

To partition \(R\) into subregions, first partition the \(r\) and \(\theta\) intervals into subintervals using partition points: \[\begin{aligned} r_0&=a \lt r_1 \lt r_2 \lt \cdots \lt r_{p-1} \lt r_p=b \\ \theta_0 &=\alpha \lt \theta_1 \lt \theta_2 \lt \cdots \lt \theta_{q-1} \lt \theta_q=\beta \end{aligned}\] Then the subregions are the polar rectangles: \[ R_{ij}=[r_{i-1},r_i]\times[\theta_{j-1},\theta_j] \] which have area: \[ \Delta A_{ij}=\bar{r}\Delta r_i\,\Delta\theta_j \] where the coordinate intervals are: \[ \Delta r_i=r_i-r_{i-1} \qquad \text{and} \qquad \Delta\theta_j=\theta_j-\theta_{j-1} \] and the average radius is: \[ \bar{r}=\dfrac{r_{i-1}+r_i}{2} \]

This is the same polar grid as before but there is an additional
    arrow from the origin to the center of one grid cell, labeled r bar.

Pick an evaluation point \(r_i^*\) in the subinterval \([r_{i-1},r_i]\) and an evaluation point \(\theta_j^*\) in the subinterval \([\theta_{j-1},\theta_j]\). Then \((r_i^*,\theta_j^*)\) is the evaluation point for the region \(R_{ij}\). In addition, approximate the average radius by the radius at the evaluation point. Then the area of a polar cell is approximately: \[ \Delta A_{ij}\approx r_i^*\Delta r_i\,\Delta\theta_j \]

Evaluate the function \(f(r,\theta)\) at each evaluation point and multiply by the area of the polar cell. Add these up to get the Riemann sum: \[ \sum_{j=1}^q\sum_{i=1}^p f(r_i^*,\theta_j^*)\,r_i^*\,\Delta r_i\,\Delta\theta_j \]

This is the same polar grid as before, without the arrow, but each grid
    cell now contains a dot. The dots line up in the r and theta directions.

Then the double integral of \(f(r,\theta)\) over the region \(R\) is the limit of Riemann sums: \[ \iint\limits_R f(r,\theta)\,dA =\lim_{\begin{aligned}&\scriptstyle\quad q\rightarrow\infty \\ &\scriptstyle\text{max}\Delta\theta_j\rightarrow0\end{aligned}} \lim_{\begin{aligned}&\scriptstyle\quad p\rightarrow\infty \\ &\scriptstyle\text{max}\Delta r_i\rightarrow0\end{aligned}} \sum_{j=1}^q\sum_{i=1}^p f(r_i^*,\theta_j^*)\,r_i^*\,\Delta r_i\,\Delta\theta_j \]

Since the limit of a sum is the sum of the limits, and \(\Delta\theta_j\) is independent of the index \(i\) and the limit variable \(p\), we can write this as \[ \iint\limits_R f(r,\theta)\,dA =\lim_{\begin{aligned}&\scriptstyle\quad q\rightarrow\infty \\ &\scriptstyle\text{max}\Delta\theta_j\rightarrow0\end{aligned}} \sum_{j=1}^q \left( \lim_{\begin{aligned}&\scriptstyle\quad p\rightarrow\infty \\ &\scriptstyle\text{max}\Delta r_i\rightarrow0\end{aligned}} \sum_{i=1}^p f(r_i^*,\theta_j^*)\,r_i^*\,\Delta r_i \right)\Delta\theta_j \] We recognize this as the double iterated integral: \[ \iint\limits_R f(r,\theta)\,dA =\int_\alpha^\beta\int_a^b f(r,\theta)\,r\,dr\,d\theta \] where we first compute the \(r\) integral holding \(\theta\) fixed and then do the \(\theta\) integral.

The original double integral, in Step 4, can also be written as \[ \iint\limits_R f(r,\theta)\,dA =\lim_{\begin{aligned}&\scriptstyle\quad p\rightarrow\infty \\ &\scriptstyle\text{max}\Delta r_i\rightarrow0\end{aligned}} \lim_{\begin{aligned}&\scriptstyle\quad q\rightarrow\infty \\ &\scriptstyle\text{max}\Delta\theta_j\rightarrow0\end{aligned}} \sum_{i=1}^p\sum_{j=1}^q f(r_i^*,\theta_j^*)\,r_i^*\Delta\theta_j\,\Delta r_i\, \] by interchanging the order of the limits and sums. The same argument, as in Step 5a but interchanging \(r\) and \(\theta\), \(p\) and \(q\), and \(i\) and \(j\), gives \[ \iint\limits_R f(x,y)\,dA =\int_a^b\int_\alpha^\beta f(r,\theta)\,r\,d\theta\,dr \] where we first compute the \(\theta\) integral holding \(r\) fixed and then do the \(r\) integral.

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