Analysis in Several Variables

multiple integral

A single integral adds up a function over an interval — think of the area under a curve. A multiple integral does the same over a region in two, three, or more dimensions: it accumulates the values of a function across a flat plate, a solid body, or a higher-dimensional region. Picture slicing the region into tiny tiles, weighing each by the function, and summing.

Formally, the Riemann multiple integral of f over a region D in R^n is the limit of Riemann sums: partition D into small cells, multiply the value of f in each cell by the cell's n-dimensional volume, sum, and refine the partition. When this limit exists independently of the choices, f is integrable over D and the limit is written as the integral of f over D, with volume element dx (or dV).

For a non-negative f over a planar region, the double integral is the volume under the graph; over a solid, the triple integral can give mass when f is a density. Bounded functions that are continuous except on a set of measure zero are integrable — and in practice we almost never compute the limit directly. Instead we turn the multiple integral into iterated single integrals via Fubini's theorem.

Integrate f(x, y) = 1 over the unit square [0,1] x [0,1]: the double integral is the area, namely 1. Integrate f(x, y) = x + y over the same square: it equals integral 0 to 1 of (x + 1/2) dx = 1/2 + 1/2 = 1.

Double integrals as area and as accumulated value.

Also called
multidimensional integral重积分重積分