Multiple integrals: Double integrals
Improper double integrals
Improper double integrals can often be calculated in the same way as improper integrals in one variable. You encounter them in case of unbounded regions of integration or when the integrand is unbounded at a point on the edge of the region of integration.
\(\iint_R\frac{1}{(x+y)^2}\,\dd(x,y)={}\) \(\ln(2)\)
It should be clear that the function \((x,y)\mapsto \frac{1}{(x+y)^2}\) is not defined at the point \((0,0)\) on the edge of the region of integration \(R\) and takes larger values as one approaches the origin. Yet the double integral has a finite value: \[\begin{aligned} \iint_R\frac{1}{(x+y)^2}\,\dd(x,y) &= \lim_{\xi\downarrow 0}\int_{x=\xi}^{x=1}\left(\int_{y=0}^{y=x^2}\frac{1}{(x+y)^2}\,\dd y\right)\dd x \\[0.25cm] &= \lim_{\xi\downarrow 0}\int_{x=\xi}^{x=1}\biggl[-\frac{1}{x+y}\biggr]_{y=0}^{y=x^2}\,\dd x\\[0.25cm] &= \lim_{\xi\downarrow 0}\int_{x=\xi}^{x=1}\left(\frac{1}{x}-\frac{1}{x^2+x}\right)\\[0.25cm] &=\int_{x=\xi}^{x=1} \frac{1}{x+1}\,\dd x\\[0.25cm] &=\int_{0}^{1} \frac{1}{x+1}\,\dd x\\[0.25cm] &= \biggl[\ln(x+1)\biggr]_{0}^{1}\\[0.25cm] &= \ln(2)-\ln(1)\\[0.25cm] &= \ln(2) \end{aligned}\]
We introduced a limit very formally here, but if you had calculated the iterated integral \(\displaystyle \int_{x=0}^{x=1}\left(\int_{y=0}^{y=x^2}\frac{1}{(x+y)^2}\,\dd y\right)\dd x\), then everything would have worked just fine and no improper integral would have appeared in the intermediate results.