$\newcommand{\bbx}[1]{\,\bbox[8px,border:1px groove navy]{\displaystyle{#1}}\,}
\newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace}
\newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack}
\newcommand{\dd}{\mathrm{d}}
\newcommand{\ds}[1]{\displaystyle{#1}}
\newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,}
\newcommand{\ic}{\mathrm{i}}
\newcommand{\mc}[1]{\mathcal{#1}}
\newcommand{\mrm}[1]{\mathrm{#1}}
\newcommand{\pars}[1]{\left(\,{#1}\,\right)}
\newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}}
\newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,}
\newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}}
\newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$
Use Cylindrical Coordinates. The '$\color{#f00}{upper}$ volume' $\ds{V}$ is given by:
\begin{align}
V & \,\,\,\stackrel{\mrm{def.}}{=}\,\,\,
\iiint_{\mathbb{R}^{3}}\bracks{r^{2} + z^{2} > a^{2}}
\bracks{z^{2} < r^{2}}\bracks{\color{#f00}{z > 0}}r\,\dd r\,\dd\theta\,\dd z
\\[5mm] & =
2\pi\int_{0}^{\infty}\int_{0}^{\infty}\bracks{{\root{2} \over 2}\,a < r < a}
\bracks{\root{a^{2} - r^{2}} < z < r}r\,\dd r\,\dd z
\\[5mm] & =
2\pi\int_{\root{2}a/2}^{a}\pars{r - \root{a^{2} - r^{2}}}r\,\dd r =
\bbx{\ds{{1\over 3}\,\pars{2 - \root{2}}\pi a^{3}}}
\end{align}