Calc3: Multiple Integrals
Double Integrals Over Rectangles
Geometry
We have z=f(x,y) defined on [a,b]×[c,d][a,b] \times [c,d][a,b]×[c,d]. We name the domain to be D, and cut it into smaller rectangles. Take an arbitrary point (xij,yij)(x_{ij}, y_{ij})(xij,yij) on the rectangle [xi,xi+1]×[yj,yj+1][x_i, x_{i+1}] \times [y_j,y_{j+1}][xi,xi+1]×[yj,yj+1]. We calculate the Riemann sum.
∑i=1m∑j=1nf(xij,yij)(xi+1−xi)(yj+1−yj)=∑i=1m∑j=1nf(xij,yij)b−amd−cn\sum_{i=1}^m\sum_{j=1}^n f(x_{ij}, y_{ij}) (x_{i+1} - x_i)(y_{j+1} - y_{j}) \\\\ = \sum_{i=1}^m\sum_{j=1}^n f(x_{ij}, y_{ij}) \frac{b-a}{m} \frac{d-c}{n} \\\\ i=1∑mj=1∑nf(xij,yij)(xi+1−xi)(yj+1−yj)=i=1∑mj=1∑nf(xij,yij)mb−and−c
If such a limit exists, then we define it to be the double integral of f over the rectangle D. This is the volume between f and xy-plane on D. If the value of the function is always 1 in D, then the double integral equals to the area of D.
Iterated Integrals
Introduce a function A(x)=∫cdf(x,y)dyA(x) = \int_c^d f(x,y) dyA(x)=∫cdf(x,y)dy. Next, we integrate A. ∫abA(x)dx=∫ab[∫cdf(x,y)dy]dx\int_a^b A(x) dx = \int_a^b [\int_c^d f(x,y) dy] dx∫abA(x)dx=∫ab[∫cdf(x,y)dy]dx. Alternatively, we can introduce a function of B(y)B(y)B(y) to integrate on x first.
Fubini’s Theorem
Assume f is continuous function on the rectangle D={(x,y)∣a≤x≤b,c≤y≤d}D=\{(x,y)|a\le x\le b, c \le y\le d \}D={(x,y)∣a≤x≤b,c≤y≤d}.
∫∫Df(x,y)dA=∫ab∫cdf(x,y)dydx=∫cd∫abf(x,y)dxdy\int\int_D f(x,y) dA = \int_a^b \int_c^d f(x,y) dydx = \int_c^d \int_a^b f(x,y) dxdy ∫∫Df(x,y)dA=∫ab∫cdf(x,y)dydx=∫cd∫abf(x,y)dxdy
E.x.
Evaluate ∫∫ysin(xy)dA\int \int ysin(xy) dA∫∫ysin(xy)dA where D=[1,2]×[0,π]D = [1,2] \times [0,\pi]D=[1,2]×[0,π].
sol:
∫∫ysin(xy)dA=∫0π∫12ysin(xy)dxdy=∫0π[−cos(xy)]12dy=∫0πcos(y)−cos(2y)dy\int \int ysin(xy) dA \\\\ = \int_0^{\pi} \int_1^2 ysin(xy) dxdy \\\\ = \int_0^{\pi} [-cos(xy)]_1^2 dy \\\\ = \int_0^{\pi} cos(y)-cos(2y) dy \\\\ ∫∫ysin(xy)dA=∫0π∫12ysin(xy)dxdy=∫0π[−cos(xy)]12dy=∫0πcos(y)−cos(2y)dy
The order of doing iterated integral may be crucial.
Double Integrals Over General Regions
We have f(x,y) on D. Assume D is bounded (we can find a rectangle R that encloses D).
Define h(x,y) = f(x,y) if (x,y)∈D(x,y) \in D(x,y)∈D, and h(x,y) = 0 if (x,y)∈(R−D)(x,y) \in (R-D)(x,y)∈(R−D). In this case,
∫∫Df(x,y)dA=∫∫Rh(x,y)dA\int\int_D f(x,y) dA = \int\int_R h(x,y) dA ∫∫Df(x,y)dA=∫∫Rh(x,y)dA
A plane region D is said to be of type I if it lies between the graphs of two continuous functions of x, say g1(x)g_1(x)g1(x) and g2(x)g_2(x)g2(x).
By applying the Fubini’s theorem,
∫∫Df(x,y)dA=∫ab∫g1(x)g2(x)f(x,y)dydx\int\int_D f(x,y) dA = \int_a^b \int_{g_1(x)}^{g_2(x)} f(x,y) dydx ∫∫Df(x,y)dA=∫ab∫g1(x)g2(x)f(x,y)dydx
A plane region D is said to be of type II if it lies between the graphs of two continuous functions of y.
E.x.
Evaluate ∫01∫x1sin(y2)dydx\int_0^1 \int_x^1 sin(y^2) dydx∫01∫x1sin(y2)dydx.
sol:
Trick here is to switch the order of integration. Drawing the region D, we find out that it is both type I and type II. Convert the integral.
∫01∫x1sin(y2)dydx=∫01∫0ysin(y2)dxdy=∫01ysin(y2)dy\int_0^1 \int_x^1 sin(y^2) dydx \\\\ = \int_0^1 \int_0^y sin(y^2) dxdy \\\\ = \int_0^1 ysin(y^2) dy \\\\ ∫01∫x1sin(y2)dydx=∫01∫0ysin(y2)dxdy=∫01ysin(y2)dy
Double Integrals In Polar Coordinates
Suppose f is a continuous function defined on D (Draw a picture of D!). Convert the limit of x and y to r and theta in the polar coordinate as 0≤a≤r≤b0 \le a \le r \le b0≤a≤r≤b, α≤β\alpha \le \betaα≤β. The formula is as below
∫∫Df(x,y)dA=∫αβ∫abf(rcosθ,rsinθ)rdrdθ\int\int_D f(x,y) dA = \int_{\alpha}^{\beta} \int_{a}^{b} f(r cos \theta, r sin \theta)r dr d\theta ∫∫Df(x,y)dA=∫αβ∫abf(rcosθ,rsinθ)rdrdθ
If the formula involves z, then simplify it to the form of z=f(x,y). If the original equation involves terms like z2z^2z2, remember the integral of z=g(x,y)z=\sqrt{g(x,y)}z=g(x,y) only calculate the part where z>0z>0z>0. Based on symmetry, we can get the desired answer by multiplying the integral result by 2.
E.x.
Evaluate ∫∫D3x+4y2dA\int \int_D 3x+4y^2 dA∫∫D3x+4y2dA where the region is the upper half plane bounded by the circles x2+y2=1x^2+y^2=1x2+y2=1 and x2+y2=4x^2+y^2=4x2+y2=4.
sol:
Write D={(r,θ)∣1≤r≤2,0≤θ≤π}D = \{(r,\theta) | 1 \le r \le 2, 0 \le \theta \le \pi\}D={(r,θ)∣1≤r≤2,0≤θ≤π}.
∫∫D3x+4y2dA=∫12∫0π(3rcosθ+4r2sin2θ)rdθdr\int \int_D 3x+4y^2 dA = \int_1^2 \int_0^{\pi} (3rcos\theta + 4r^2sin^2\theta)r d\theta dr ∫∫D3x+4y2dA=∫12∫0π(3rcosθ+4r2sin2θ)rdθdr
E.x.
Compute the volume of the solid bounded by the plane z=0 and the paraboloid z=1−x2−y2z=1-x^2-y^2z=1−x2−y2.
sol:
∫∫D1−x2−y2dA=∫01∫02π(1−r2)rdθdr\int \int_D 1-x^2-y^2 dA = \int_0^1 \int_0^{2\pi} (1-r^2)r d\theta dr ∫∫D1−x2−y2dA=∫01∫02π(1−r2)rdθdr
E.x.
Find the region enclosed by r=cos2θr=cos2\thetar=cos2θ. For simplicity, restrict −π/4≤θ≤π/4-\pi/4 \le \theta \le \pi/4−π/4≤θ≤π/4.
sol:
area=∫π/4−π/4∫0cos2θrdrdθ=∫π/4−π/412(cos2θ)2dθ=∫π/4−π/4(1+cos4θ)4dθ=π/8area = \int_{\pi/4}^{-\pi/4} \int_{0}^{cos 2 \theta} r dr d\theta\\\\ = \int_{\pi/4}^{-\pi/4} \frac 1 2 (cos 2\theta)^2 d\theta \\\\ = \int_{\pi/4}^{-\pi/4} \frac{(1 + cos 4\theta)}{4} d\theta \\\\ = \pi/8 area=∫π/4−π/4∫0cos2θrdrdθ=∫π/4−π/421(cos2θ)2dθ=∫π/4−π/44(1+cos4θ)dθ=π/8
Applications of Double Integrals
Surface Area Element
S is a surface given by z=f(x,y). Derive a formula for computing the area of S. Assume that the domain of f is rectangular. The idea is to approximate S by tangent planes. Let ΔTij\Delta T_{ij}ΔTij to represent such planes. The work remaining is to compute ΔTij\Delta T_{ij}ΔTij.
Name the points of one such plane as P, Q, R, W. The vector PQ⃗=<Δx,0,fx(xi,yj)Δx>\vec{PQ} = <\Delta x, 0, f_x(x_i,y_j)\Delta x>PQ=<Δx,0,fx(xi,yj)Δx> , and the vector PR⃗=<0,Δy,fy(xi,yj)Δy>\vec{PR} = <0, \Delta y, f_y(x_i,y_j)\Delta y>PR=<0,Δy,fy(xi,yj)Δy> . The area of the parallelogram PQWR is given by
∣PQ⃗×PR⃗∣=ΔxΔy∣<−fx(xi,yj),−fy(xi,yj),1>∣|\vec{PQ} \times \vec{PR}| = \Delta x\Delta y|<-f_x(x_i,y_j),-f_y(x_i,y_j),1>| ∣PQ×PR∣=ΔxΔy∣<−fx(xi,yj),−fy(xi,yj),1>∣
Using Riemann sum, we obtain the area of S as follows
area(S)=∫∫Dfx2+fy2+1dxdyarea(S) = \int \int_D \sqrt{f_x^2 + f_y^2 + 1} dxdy area(S)=∫∫Dfx2+fy2+1dxdy
Density and Mass
The density at the point (x,y) is given by
ρ(x,y)=limΔmΔA\rho(x,y) = lim \frac{\Delta m}{\Delta A} ρ(x,y)=limΔAΔm
Assume we know that density ρ(x,y)\rho(x,y)ρ(x,y) and we would like to compute the mass of the object.
m=∫∫Dρ(x,y)dAm = \int \int_D \rho(x,y) dA m=∫∫Dρ(x,y)dA
The same idea can be applied to the charge density and total charge.
Center of Mass
The moment of the lamina about the x-axis and y-axis is
Mx=∫∫Dyρ(x,y)dAMy=∫∫Dxρ(x,y)dAM_x = \int\int_D y\rho(x,y) dA \\\\ M_y = \int\int_D x\rho(x,y) dA \\\\ Mx=∫∫Dyρ(x,y)dAMy=∫∫Dxρ(x,y)dA
The center of the mass is (xˉ,yˉ)(\bar x, \bar y)(xˉ,yˉ) so that mxˉ=Mym \bar x = M_ymxˉ=My and myˉ=Mxm \bar y = M_xmyˉ=Mx. Therefore,
xˉ=1m∫∫Dxρ(x,y)dAyˉ=1m∫∫Dyρ(x,y)dA\bar x = \frac 1 m \int\int_D x\rho(x,y) dA \\\\ \bar y = \frac 1 m \int\int_D y\rho(x,y) dA \\\\ xˉ=m1∫∫Dxρ(x,y)dAyˉ=m1∫∫Dyρ(x,y)dA
E.x.
The region is a half-circle with center at the origin and radius of a. The density of a lamina is x2+y2\sqrt{x^2+y^2}x2+y2. Find its center of mass.
sol:
Based on symmetry, we know MxM_xMx is 0.
My=∫∫Dyx2+y2dA=∫0π∫0ar3sinθdrdθM_y = \int\int_D y\sqrt{x^2+y^2} dA \\\\ = \int_0^{\pi}\int_0^a r^3 sin\theta \ drd\theta My=∫∫Dyx2+y2dA=∫0π∫0ar3sinθ drdθ
Probability
Let f(x,y) stand for the pmf.
P[(x,y)∈D]=∫∫Df(x,y)dAP[(x,y) \in D] = \int\int_D f(x,y) dA P[(x,y)∈D]=∫∫Df(x,y)dA
Triple Integrals
The Fubini’s Theorem can be extended to triple integrals.
E in R3R^3R3 is said to be of type I if it can be written as
E={(x,y,z)∣(x,y)∈D,D⊂R2,u1(x,y)≤z≤u2(x,y)}∫∫∫Ef(x,y,z)dV=∫∫D[∫u1(x,y)u2(x,y)f(x,y,z)dz]dAE = \{(x,y,z)|(x,y) \in D, D \sub R^2, u_1(x,y) \le z \le u_2(x,y) \} \\\\ \int\int\int_E f(x,y,z) dV = \int\int_D[\int_{u_1(x,y)}^{u_2(x,y)} f(x,y,z) dz] dA E={(x,y,z)∣(x,y)∈D,D⊂R2,u1(x,y)≤z≤u2(x,y)}∫∫∫Ef(x,y,z)dV=∫∫D[∫u1(x,y)u2(x,y)f(x,y,z)dz]dA
If we also know that D is, say, type I, then the above triple is further equal to
∫ab∫g1(x)g2(x)∫u1(x,y)u2(x,y)f(x,y,z)dzdydx\int_a^b\int_{g_1(x)}^{g_2(x)}\int_{u_1(x,y)}^{u_2(x,y)} f(x,y,z) dzdydx ∫ab∫g1(x)g2(x)∫u1(x,y)u2(x,y)f(x,y,z)dzdydx
E.x.
E is bounded by the coordinates and the plane x+y+z=1. Find ∫∫∫EzdV\int\int\int_E z dV∫∫∫EzdV.
sol:
Define the projection of E to the xy-plane to be D.
E={(x,y,z)∣(x,y)∈D,0≤z≤1−x−y}∫∫∫EzdV=∫01∫01−x∫01−x−yzdzdydxE = \{(x,y,z)|(x,y) \in D, 0 \le z \le 1-x-y \} \\\\ \int\int\int_E z dV = \int_0^1\int_{0}^{1-x}\int_{0}^{1-x-y} z dzdydx E={(x,y,z)∣(x,y)∈D,0≤z≤1−x−y}∫∫∫EzdV=∫01∫01−x∫01−x−yzdzdydx
E.x.
Use triple integrals to find the volume of the tetrahedron T bounded by the plane x+2y+z=2, x=2y, x=0, and z=0.
sol:
Draw the picture. Find the intersection. A=(0,0,2), B=(0,1,0), C=(1,1/2,0). We want to find volume of OABC.
VOABC=∫∫∫E1dV=∫01∫x/21−x/2∫02−x−2ydzdydxV_{OABC} = \int\int\int_E 1 dV \\\\ = \int_0^1\int_{x/2}^{1-x/2}\int_{0}^{2-x-2y} dzdydx \\\\ VOABC=∫∫∫E1dV=∫01∫x/21−x/2∫02−x−2ydzdydx
Triple Integrals in Cylindrical Coordinates
Say E is a type I and D has a clean form in the polar coordinate.
D={(r,θ)∣α≤θ≤β,h1(θ)≤r≤h2(θ)}D = \{(r,\theta)| \alpha \le \theta \le \beta, h_1(\theta) \le r \le h_2(\theta) \} D={(r,θ)∣α≤θ≤β,h1(θ)≤r≤h2(θ)}
It is just the polar coordinates adding the z-axis.
∫∫∫Ef(x,y,z)dV=∫∫∫Vf(r,θ,z)rdzdrdθ\int\int\int_E f(x,y,z) dV = \int\int\int_V f(r,\theta, z)r \ dz drd\theta ∫∫∫Ef(x,y,z)dV=∫∫∫Vf(r,θ,z)r dzdrdθ
E.x.
Describe the surface given by z=r in the cylindrical coordinate.
sol:
z=r=x2+y2z = r = \sqrt{x^2+y^2} z=r=x2+y2
E.x.
A solid E lies within the cylinder x2+y2=1x^2+y^2=1x2+y2=1, below the plane z=4 and above the paraboloid z=1−(x2+y2)z=1-(x^2+y^2)z=1−(x2+y2). The density function is x2+y2\sqrt{x^2+y^2}x2+y2. Find its mass.
sol:
∫∫∫Eρ(x,y,z)dV=∫02π∫01∫1−r24r2dzdrdθ\int\int\int_E \rho(x,y,z) dV \\\\ = \int_0^{2\pi}\int_0^1\int_{1-r^2}^{4} r^2 \ dzdrd\theta \\\\ ∫∫∫Eρ(x,y,z)dV=∫02π∫01∫1−r24r2 dzdrdθ
Triple Integrals in Spherical Coordinates
We use (ρ,θ,ϕ)(\rho, \theta, \phi)(ρ,θ,ϕ) to represent a point P in the spherical coordinates. The first component is the distance between O and P. The third component is the angle between OP⃗\vec{OP}OP and the positive direction of z-axis (o≤ϕ≤πo \le \phi \le \pio≤ϕ≤π).
x=ρsinϕcosθy=ρsinϕsinθz=ρcosϕx = \rho sin \phi cos \theta \\\\ y = \rho sin \phi sin \theta \\\\ z = \rho cos \phi \\\\ x=ρsinϕcosθy=ρsinϕsinθz=ρcosϕ
The formula is as below
∫∫∫Ef(x,y,z)dV=∫cd∫αβ∫abf(ρ,θ,ϕ)ρ2sinϕdρdθdϕ\int\int\int_E f(x,y,z) dV = \int_{c}^{d} \int_{\alpha}^{\beta} \int_{a}^{b} f(\rho, \theta, \phi) \rho^2 sin \phi \ d\rho d \theta d \phi ∫∫∫Ef(x,y,z)dV=∫cd∫αβ∫abf(ρ,θ,ϕ)ρ2sinϕ dρdθdϕ
E.x.
Compute the volume between the cone z=x2+y2z=\sqrt{x^2+y^2}z=x2+y2 and the sphere x2+y2+z2=zx^2+y^2+z^2=zx2+y2+z2=z.
sol:
The latter part is a sphere of radius 0.5 centered at (0,0,0.5). In the spherical coordinates, the two planes can be expressed as
cosϕ=sinϕρ=cosϕcos \phi = sin \phi\\\\ \rho = cos \phi \\\\ cosϕ=sinϕρ=cosϕ
The solid can be expressed as
E={(ρ,θ,ϕ)∣0≤ϕ≤π/4,0≤ρ≤cosϕ,0≤θ≤2π}E = \{(\rho, \theta, \phi)| 0 \le \phi \le \pi/4, 0 \le \rho \le cos \phi, 0 \le \theta \le 2\pi\} E={(ρ,θ,ϕ)∣0≤ϕ≤π/4,0≤ρ≤cosϕ,0≤θ≤2π}
Change of Variables in Multiple Integrals
One-to-One Maps
Change of variable for integrals.
We have f:[a,b]−>Rf:[a,b]->Rf:[a,b]−>R and want to substitute x=g(u)x=g(u)x=g(u). Let g(c)=a,g(d)=bg(c)=a, g(d)=bg(c)=a,g(d)=b. We need one assumption that g is monotonic.
∫abf(x)dx=∫cdf(g(u))g′(u)du\int_a^b f(x)dx = \int_c^d f(g(u))g'(u) du ∫abf(x)dx=∫cdf(g(u))g′(u)du
Change of variable for double integrals. Special case: polar coordinate.
In general, transformation T(u,v)=(x,y)T(u,v) = (x,y)T(u,v)=(x,y). (u,v) and (x,y) are connected by
x=g(u,v)y=h(u,v)x = g(u,v)\\\\ y = h(u,v) x=g(u,v)y=h(u,v)
If it happens that for (u1,v1)≠(u2,v2)(u_1, v_1) \ne (u_2, v_2)(u1,v1)=(u2,v2) and T(u1,v1)=T(u2,v2)T(u_1, v_1) = T(u_2, v_2)T(u1,v1)=T(u2,v2) then we say that the map T is not one-to-one.
Given (x2,y2)(x_2, y_2)(x2,y2), we can find one (u2,v2)(u_2, v_2)(u2,v2) s.t. T(u2,v2)=(x2,y2)T(u_2, v_2)=(x_2, y_2)T(u2,v2)=(x2,y2). This is called T−1T^{-1}T−1.
To see whether a map is one-to-one:
T sends different points to different points
for every (x,y)∈R2(x,y)\in R^2(x,y)∈R2, we are able to find (u,v)(u, v)(u,v) s.t. T(u,v)=(x,y)T(u, v)=(x, y)T(u,v)=(x,y).
Change Variable Formula
We approximate the region after transformation by a parallelogram.
The area of such parallelogram is
AB⃗=T(u+Δu,v)−T(u,v)=<g(u+Δu,v)−g(u,v),h(u+Δu,v)−h(u,v)>=<guΔu,huΔu>AC⃗=T(u,v+Δv)−T(u,v)=<g(u,v+Δv)−g(u,v),h(u,v+Δv)−h(u,v)>=<gvΔv,hvΔv>S=∣AB⃗×AC⃗∣=∣guhv−gvhu∣\vec{AB} = T(u+\Delta u, v) - T(u, v) \\\\ = <g(u+\Delta u, v) - g(u,v), h(u+\Delta u, v) - h(u,v)> \\\\ = <g_u \Delta u, h_u \Delta u> \\\\ \vec{AC} = T(u, v+\Delta v) - T(u, v) \\\\ = <g(u, v+\Delta v) - g(u,v), h(u, v+\Delta v) - h(u,v)> \\\\ = <g_v \Delta v, h_v \Delta v> \\\\ S = |\vec{AB} \times \vec{AC}| = |g_uh_v- g_vh_u| AB=T(u+Δu,v)−T(u,v)=<g(u+Δu,v)−g(u,v),h(u+Δu,v)−h(u,v)>=<guΔu,huΔu>AC=T(u,v+Δv)−T(u,v)=<g(u,v+Δv)−g(u,v),h(u,v+Δv)−h(u,v)>=<gvΔv,hvΔv>S=∣AB×AC∣=∣guhv−gvhu∣
Definition of Jacobian of the transformation T
Given by x=g(u,v)x = g(u,v)x=g(u,v) and y=h(u,v)y = h(u,v)y=h(u,v) is
∂(x,y)∂(u,v)=guhv−gvhu\frac{\partial (x,y)}{\partial (u,v)} = g_uh_v- g_vh_u ∂(u,v)∂(x,y)=guhv−gvhu
In the general case, the change of variable in integrals
∫∫∫EdV=∫∫∫V∣∂(x,y,z)∂(u,v,w)∣dudvdw\int\int\int_E dV = \int\int\int_V |\frac{\partial(x,y,z)}{\partial(u,v,w)}| \ dudvdw ∫∫∫EdV=∫∫∫V∣∂(u,v,w)∂(x,y,z)∣ dudvdw
E.x.
We have a region R bounded by (1,0), (2,0), (0,-2), and (0,-1). Evaluate ∫∫Rex+yx−ydA\int\int_R e^{\frac{x+y}{x-y}} dA∫∫Rex−yx+ydA.
sol:
We first let u=x+y,v=x−yu=x+y, \ v=x-yu=x+y, v=x−y. Verify that this is an one-to-one map.
Compute the Jacobian.
∂(x,y)∂(u,v)=xuyv−xvyu=−12\frac{\partial (x,y)}{\partial (u,v)} = x_uy_v- x_vy_u = -\frac 1 2 ∂(u,v)∂(x,y)=xuyv−xvyu=−21
The next step is to figure out how R is transformed under the map T.
(x,y) = (1,0) => (u,v) = (1,1)
(x,y) = (2,0) => (u,v) = (2,2)
(x,y) = (0,-1) => (u,v) = (-1,1)
(x,y) = (0,-2) => (u,v) = (-2,2)
∫∫Rex+yx−ydA=∫∫Seuv∣−12∣dudv=∫12∫−vv12euvdudv=∫12[12veuv]−vvdv\int\int_R e^{\frac{x+y}{x-y}} dA = \int\int_S e^{\frac{u}{v}} |-\frac 1 2| dudv \\\\ = \int_{1}^{2}\int_{-v}^{v} \frac 1 2 e^{\frac{u}{v}} dudv \\\\ = \int_{1}^{2} [\frac 1 2 ve^{\frac u v}]_{-v}^{v} dv \\\\ ∫∫Rex−yx+ydA=∫∫Sevu∣−21∣dudv=∫12∫−vv21evududv=∫12[21vevu]−vvdv
Reference
- Multivariable_Calculus_8th_Edition (15.1-15.9), James Stewart
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