Integrating $f(x,y,z)$ within the region of a cylinder and a hyperboloid in cartesian coordinates

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I'm confident with solving this question in cylindrical coordinates (for which there are few answers) but I'm doubtful about cartesian coordinates and can't seem to figure out the limits. $z$ needs to be the outer integral in the below question:

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Right now, I've figured that:

  1. $z$ must vary from $-1$ to $1$ (since it describes the radius of the cylinder).

  2. If we make $x$ the inner integral and dependent on $y$ we could say that it varies from $-2y^2$ to $(1-2y^2)$ (obtained by substituting the cylinder equation and adding in $a=0$ & $a=1$

  3. I'm not sure how to evaluate the middle integral and how exactly there are 2 regions over which we must integrate.

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Hyperboloid $z = \sqrt{a^2+x^2+y^2} \,$ where $a \in (0,1)$ is upper portion of the hyperboloid (above $XY$ plane). Please note $z = -\sqrt{a^2+x^2+y^2}$ gives you a similar region below $XY$ plane.

Given $a \lt 1,$ it does intersect with cylinder $y^2 + z^2 = 1$.

If you visualize the region is bound below and on sides by hyperboloid and bound above by the cylinder.

In cartesian coordinates,

Bounds of $z$ is $ \,\sqrt{a^2+x^2+y^2} \leq z \leq \sqrt{1-y^2} \,$ (bound below by hyperboloid and above by the cylinder)

To find bounds of $x,y$ as you wrote, $1 - a^2 = x^2 + 2y^2 \implies y = \pm \sqrt{\frac{1 - a^2 - x^2}{2}}$

Bounds of $y$, $-\sqrt{\frac{1 - a^2 - x^2}{2}} \leq y \leq \sqrt{\frac{1 - a^2 - x^2}{2}}$

From above equation $1 - a^2 = x^2 + 2y^2$, the lower and upper bounds of $x$ (occurs when $y = 0$) is $\pm \sqrt{1-a^2}$.

Bounds of $x, \, \, -\sqrt{1-a^2} \leq x \leq \sqrt{1-a^2}$

If you need to integrate over both regions above $XY$ plane and below $XY$ plane, just multiply the integral by $2$.

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The best way solve problems like this is to try and visualize the solid $V$ in your question. Notice the surface $z=\sqrt{a^2+x^2+y^2}$ is precisely surface formed by rotating the hyperbola $z=\sqrt{a^2+x^2}$ in the $xz-$plane around the $z-$ axis. On the other hand, the cylinder $y^2+z^2=1$ is the surface formed by taking a circle of radius $1$ in the $xz-$plane and translating it across the $x-$axis. You should first notice that $V$ is bounded below by the hyperbloid and above by the cylinder. Moreover, projection of the intersection of these two surfaces onto the $xy-$plane is the ellipse $x^2+2y^2=1-a^2$. So, one way to express this integral would be as $$\int_{-\sqrt{1-a^2}}^\sqrt{1-a^2} \int_{-\sqrt{\frac{1-a^2-x^2}{2}}}^\sqrt{\frac{1-a^2-x^2}{2}} \int_{\sqrt{a^2+x^2+y^2}}^\sqrt{1-y^2}f(x,y,z)dzdydx$$ Try to envision the solid $V$ to see how we can also express this integral as the sum $A+B$ where $$A=\int_a^{\sqrt{\frac{a^2+1}{2}}} \int_{-\sqrt{z^2-a^2}}^{\sqrt{z^2-a^2}} \int_{-\sqrt{z^2-y^2-a^2}}^{\sqrt{z^2-y^2-a^2}}f(x,y,z)dxdydz$$ $$B=\int_{\sqrt{\frac{a^2+1}{2}}}^1 \int_{-\sqrt{1-z^2}}^{\sqrt{1-z^2}} \int_{-\sqrt{z^2-y^2-a^2}}^{\sqrt{z^2-y^2-a^2}}f(x,y,z)dxdydz$$ or even better as $$\int_{-\sqrt{\frac{1-a^2}{2}}}^{\sqrt{\frac{1-a^2}{2}}} \int_{\sqrt{y^2+a^2}}^{\sqrt{1-y^2}} \int_{-\sqrt{z^2-y^2-a^2}}^{\sqrt{z^2-y^2-a^2}}f(x,y,z)dxdzdy$$