Double Integral 36
Medium Iterated Integrals

Calculate the following integral: integral from 0 to 1

Calculate the following integral: $$ \int_0^1 \int_{\sqrt{y}}^1 \frac{1}{x} e^{-y/x}\,dx\,dy. $$

Explanation of Method

Integrating $\frac1x e^{-y/x}$ directly with respect to $x$ has no elementary antiderivative, so we reverse the order first: with $y$ as the inner variable, $\frac1x e^{-y/x}$ integrates cleanly via the substitution $u=-y/x$.

  1. Identify the region and reverse the order.
  2. Integrate with respect to $y$ using $u=-y/x$.
  3. Integrate the resulting $1-e^{-x}$ with respect to $x$.

Step 1 · Identify the region

From $\int_0^1\int_{\sqrt y}^1 \frac1x e^{-y/x}\,dx\,dy$: $0\leqslant y\leqslant1$, $\sqrt y\leqslant x\leqslant1$.

Step 2 · Sketch the region and reverse the order

The region is bounded below by $y=0$, above by $y=1$, on the left by $x=\sqrt y$ (i.e. $y=x^2$), and on the right by $x=1$. Reversed: $0\leqslant x\leqslant1$, $0\leqslant y\leqslant x^2$.

Step 3 · Rewrite the integral

$$ I = \int_0^1\int_0^{x^2} \frac1x e^{-y/x}\,dy\,dx. $$

Step 4 · Integrate with respect to $y$

Let $u=-\frac yx$, so $du=-\frac1x\,dy$. When $y=0$, $u=0$; when $y=x^2$, $u=-x$:

$$ \int_0^{x^2} \frac1x e^{-y/x}\,dy = -\int_0^{-x} e^u\,du = -[e^u]_0^{-x} = -(e^{-x}-1) = 1-e^{-x}. $$

Step 5 · Integrate with respect to $x$

$$ I = \int_0^1 (1-e^{-x})\,dx = [x]_0^1 - [-e^{-x}]_0^1 = 1 - \left(-e^{-1}+1\right) = e^{-1} = \frac1e. $$


Additional Notes

Result

The solution to the integral is:

$$ \int_0^1 \int_{\sqrt{y}}^1 \frac{1}{x} e^{-y/x}\,dx\,dy = \frac{1}{e}. $$