Fubini's Theorem — Definition, Formula & Examples
Fubini's Theorem states that if a function is continuous (or absolutely integrable) over a rectangular region, you can evaluate a double integral by integrating one variable at a time in any order.
Let be integrable on the rectangle . If , then the double integral equals either iterated integral: .
Key Formula
Where:
- = Rectangular region $[a,b] \times [c,d]$
- = An integrable function on $R$
- = Limits of integration for $x$
- = Limits of integration for $y$
How It Works
To apply Fubini's Theorem, first confirm that is continuous on the region or that is finite. Then choose an order of integration—either or —and evaluate the inner integral while treating the other variable as a constant. Finally, evaluate the outer integral. When the region is not rectangular, you can still swap the order, but you must carefully rewrite the limits of integration to match the new order.
Worked Example
Problem: Evaluate where .
Step 1: Set up the iterated integral by integrating with respect to first.
Step 2: Evaluate the inner integral, treating as a constant.
Step 3: Evaluate the outer integral.
Answer: The value of the double integral is .
Why It Matters
Fubini's Theorem is the workhorse of multivariable integration—virtually every double or triple integral you compute in a calculus course relies on it. In physics and engineering, it underlies calculations of mass, center of mass, and probability over multi-dimensional regions. Choosing a clever order of integration often turns an otherwise intractable integral into a routine computation.
Common Mistakes
Mistake: Swapping the order of integration without checking integrability or adjusting the limits.
Correction: Fubini's Theorem requires to be absolutely integrable on the region. When the region is non-rectangular, changing the order demands rewriting the integration bounds to describe the same region in the new variable order.
