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Volume shared by two crossing unit cylinders

Question

Two solid cylinders, each of radius 11, have axes that meet at a right angle. Find the volume of the region lying inside both.

Short answer

16/316/3. With axes along xx and yy, the solid is x2+z2≤1x^2+z^2\le1, y2+z2≤1y^2+z^2\le1. A horizontal slice at height zz is a square of side 21−z22\sqrt{1-z^2}, so the volume is ∫−114(1−z2) dz=163\int_{-1}^{1}4(1-z^2)\,dz=\tfrac{16}{3}.

Adapted from Zhou, A Practical Guide to Quantitative Finance Interviews, sec. 3.2 Integration, 'Applications of integration A', p.37; question and answer rewritten by SelfMadeQuant.com.

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