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double integral

The limit of a double Riemann sum \sum f(x^*,y^*)\,\Delta A over a region — signed volume under a surface z=f(x,y).

For a partition of a rectangle R into subrectangles R_{ij}, each of area \Delta A, and a sample point in each, the double Riemann sum is \sum_{i}\sum_{j} f(x_{ij}^*,y_{ij}^*)\,\Delta A. If f is continuous on R, these sums converge to the same number as the partition refines, regardless of sample points — that limit is the double integral \iint_R f(x,y)\,dA. When f(x,y)\geq0 on R, this number is exactly the volume between R and the surface z=f(x,y); when f changes sign, the integral is signed volume, the same way a signed single integral subtracts area below the x-axis.

Examples

  • Estimating \iint_R (6-x-y)\,dA over R=[0,2]\times[0,2] with a 2\times2 midpoint grid gives 16, matching the exact value.

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