Update 2
Now understanding the desired region, the volume can be obtained by 'sliding' the disks onto x-axis and using cylindrical coordinates:
f[x_]:= Sqrt[x/Sqrt[19]]
vol=Integrate[r, {u,0,2Pi},{v,0,Sqrt[19]},{r,0,(1-f[x])/2}]
Surface enclosing desired volume $\frac{\sqrt{19}\pi}{24}$:
g[r_, u_, v_] := {u, r Cos[v], (1 + f[u])/2 + r Sin[v]}
ParametricPlot3D[
g[(1 - f[u])/2, u, v], {u, 0, Sqrt[19]}, {v, 0, 2 Pi}, Mesh -> False,
Background -> Black, AxesStyle -> White]

or using RegionPlot3D:
RegionPlot3D[
0 < (y^2 + (z - (1 + f[x])/2)^2) <= (1 - f[x])^2/4, {x, 0,
Sqrt[19]}, {y, -1/2, 1/2}, {z, 0, 1}, Mesh -> None,
BoxRatios -> Automatic, Background -> Black,
AxesStyle -> Directive[Bold, White, 12
]]

Update
Based on OP comment below. In the following three approaches are used. The first determine the volume of the "yellow" region and the desired "red" region is determined by subtracting from bounding cylinder (volume:$19\pi$): firstly cartesian then cylindrical coordinates. The third just "flips" the region and determines directly using cylindrical coordinates.
Note: the region functionality had difficulty determining volume or even discretizing region. Others may have better approach.
region = ImplicitRegion[
0 < x^2 + y^2 < 19 &&
0 < z^4 < ((x^2 + y^2)/19), {{x, -Sqrt[19],
Sqrt[19]}, {y, -Sqrt[19], Sqrt[19]}, {z, 0, 1}}];
complement =
ImplicitRegion[
0 < x^2 + y^2 < 19 &&
0 < ((x^2 + y^2)/19) < z^4 < 1, {{x, -Sqrt[19],
Sqrt[19]}, {y, -Sqrt[19], Sqrt[19]}, {z, 0, 1}}];
Show[
RegionPlot3D[complement, PlotPoints -> 40,
PlotStyle -> Directive[Red, Opacity[0.5]]],
RegionPlot3D[region, PlotPoints -> 40, PlotStyle -> Opacity[0.5]],
Background -> Black
]
vr = Integrate[((x^2 + y^2)/19)^(1/4), {x, y} \[Element]
Disk[{0, 0}, Sqrt[19]]]
cc = Integrate[
r, {t, 0, 2 Pi}, {r, 0 , Sqrt[19]}, {z, 0, Sqrt[r/Sqrt[19]]}]
ans1 = 19 Pi - vr
ans2 = 19 Pi - cc
ans3 = Integrate[
r, {t, 0, 2 Pi}, {r, 0 , Sqrt[19]}, {z, 0, 1 - Sqrt[r/Sqrt[19]]}]

Original Answer
I am not sure whether the following or its complement is desired. The following is based on sections as "circular disks". If the full paraboloid is desired then double. Note can also use volume of paraboloid: $V_\text{paraboloid}= \pi a^2 h/2$ ( $a=1$,$h=\sqrt{19}$, $\mapsto \sqrt{19}\pi/2$ ):
Cylindrical coordinates:
Integrate[r, {t, 0, Pi}, {r, 0, 1}, {z, 0, Sqrt[19] r^2}]
Implicit region:
reg = ImplicitRegion[
0 < (y^2 + z^2) <
x/Sqrt[19], {{x, 0, Sqrt[19]}, {y, 0, 1}, {z, -1, 1}}];
RegionPlot3D[reg, BoxRatios -> Automatic, Background -> Black]
Volume[reg]

RegionPlot3D? – MarcoB Jan 21 '17 at 02:04