Iterated Integrals
The integral on the right side of Equation is called an iterated integral.
Usually the brackets are omitted.
means that we first integrate with respect to y from c to d and then with respect to from a to b. Similarly, the iterated integral
means that we first integrate with respect to (holding y fixed) from to and then we integrate the resulting function of y with respect to y from to .
EXAMPLE 6: Evaluate the iterated integrals.
Regarding as a constant, we obtain
Thus the function A in the preceding discussion is given by in this example. We now integrate this function of x from 0 to 3:
EXAMPLE 7: Evaluate the iterated integrals.
Here we first integrate with respect to :