change of variables in multiple integrals · 2014. 3. 17. · change of variables in multiple...
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CHANGE OF VARIABLES IN MULTIPLE INTEGRALS
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P212.8
CHANGE OF VARIABLES IN SINGLE INTEGRALS
In one-dimensional calculus. we often use a
change of variable (a substitution) to simplify
an integral.
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P312.8
TRANSFORMATION
More generally, we consider a change of
variables that is given by a transformation T
from the uv-plane to the xy-plane:
T(u, v) = (x, y)
where x and y are related to u and v by
x = g(u, v) y = h(u, v)
We sometimes write these as
x = x(u, v) y = y(u, v)
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P412.8
C1 TRANSFORMATION
We usually assume that T is a C1
transformation.
This means that g and h have continuous first-order
partial derivatives.
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P512.8
TRANSFORMATION
A transformation T is really just a function
whose domain and range are both subsets
of .2
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P612.8
IMAGE & ONE-TO-ONE TRANSFORMATION
If T(u1, v1) = (x1, y1), then the point (x1, y1) is
called the image of the point (u1, v1).
If no two points have the same image, T is
called one-to-one.
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P712.8
CHANGE OF VARIABLES
Figure 1 shows the effect of a transformation T
on a region S in the uv-plane.
T transforms S into a region R in the xy-plane called
the image of S, consisting of the images of all points
in S.
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P812.8
INVERSE TRANSFORMATION
If T is a one-to-one transformation, it has an
inverse transformation T–1 from the xy–
plane to the uv-plane.
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P912.8
INVERSE TRANSFORMATION
Then, it may be possible to solve Equations 3
for u and v in terms of x and y :
u = G(x, y)
v = H(x, y)
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P1012.8
Example 1
A transformation is defined by:
x = u2 – v2
y = 2uv
Find the image of the square
S = {(u, v) | 0 ≤ u ≤ 1, 0 ≤ v ≤ 1}
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P1112.8
Example 1 SOLUTION
The transformation maps the boundary of S into
the boundary of the image.
So, we begin by finding the images of the sides of S.
The first side, S1, is given by:
v = 0 (0 ≤ u ≤ 1)
See Figure 2.
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P1212.8
Example 1 SOLUTION
From the given equations, we have:
x = u2, y = 0, and so 0 ≤ x ≤ 1.
Thus, S1 is mapped into the line segment from (0, 0)
to (1, 0) in the xy-plane.
The second side, S2, is:
u = 1 (0 ≤ v ≤ 1)
Putting u = 1 in the given
equations, we get:
x = 1 – v2
y = 2v
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P1312.8
Example 1 SOLUTION
Eliminating v, we obtain:
which is part of a parabola.
Similarly, S3 is given by:
v = 1 (0 ≤ u ≤ 1)
Its image is the parabolic arc
2
1 0 14
yx x
2
14
( 1 0)
yx
x
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P1412.8
Example 1 SOLUTION
Finally, S4 is given by:
u = 0(0 ≤ v ≤ 1)
Its image is:
x = –v2, y = 0
that is,
–1 ≤ x ≤ 0
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P1512.8
Example 1 SOLUTION
Notice that as, we move around the square in
the counterclockwise direction, we also move
around the parabolic region in the
counterclockwise direction.
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P1612.8
Example 1 SOLUTION
The image of S is the
region R (shown in Figure
2) bounded by:
The x-axis.
The parabolas given by
Equations 4 and 5.
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P1712.8
DOUBLE INTEGRALS
Now, let’s see how a change of variables affects
a double integral.
We start with a small rectangle S in the uv-plane
whose:
Lower left corner is the
point (u0, v0).
Dimensions are ∆u and ∆v.
See Figure 3.
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P1812.8
DOUBLE INTEGRALS
The image of S is a region R in the xy-plane, one
of whose boundary points is:
(x0, y0) = T(u0, v0)
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P1912.8
DOUBLE INTEGRALS
The vector
r(u, v) = g(u, v) i + h(u, v) j
is the position vector of the image of the point
(u, v).
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P2012.8
DOUBLE INTEGRALS
The equation of the lower side of S is:
v = v0
Its image curve is given by the vector function
r(u, v0).
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P2112.8
DOUBLE INTEGRALS
The tangent vector at (x0, y0) to this image curve
is:
0 0 0 0( , ) ( , )u u u
x yg u v h u v
u u
r i j i j
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P2212.8
DOUBLE INTEGRALS
Similarly, the tangent vector at (x0, y0) to the
image curve of the left side of S (u = u0) is:
0 0 0 0( , ) ( , )v v v
x yg u v h u v
v v
r i j i j
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P2312.8
DOUBLE INTEGRALS
We can approximate the image region R = T(S)
by a parallelogram determined by the secant
vectors
0 0
0 0
0 0
0 0
( , )
( , )
( , )
( , )
u u v
u v
u v v
u v
a r
r
b r
r
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P2412.8
DOUBLE INTEGRALS
However,
So,
Similarly,
0 0 0 0
0
( , ) ( , )limuu
u u v u v
u
r rr
0 0 0 0( , ) ( , ) uu u v u v u r r r
0 0 0 0( , ) ( , ) vu v v u v v r r r
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P2512.8
DOUBLE INTEGRALS
This means that we can approximate R by a
parallelogram determined by the vectors
∆u ru and ∆v rv
See Figure 5.
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P2612.8
DOUBLE INTEGRALS
Thus, we can approximate the area of R by the
area of this parallelogram, which, from Section
10.4, is
|(∆u ru) × (∆v rv)| = |ru × rv| ∆u ∆v
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P2712.8
DOUBLE INTEGRALS
Computing the cross product, we obtain:
0
0
u v
x y x x
x y u u u v
x y y yu u
x y v u u v
v u
i j k
r r k k
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P2812.8
JACOBIAN
The determinant that arises in this calculation is
called the Jacobian of the transformation.
It is given a special notation.
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P2912.8
The Jacobian of the transformation T given by
x = g(u, v) and y = h(u, v) is
Definition 7
( , )
( , )
x x
x y x y x yu v
y yu v u v v u
u v
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P3012.8
JACOBIAN OF T
With this notation, we can use Equation 6 to
give an approximation to the area ∆A of R:
where the Jacobian is evaluated at (u0, v0).
( , )
( , )
x yA u v
u v
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P3112.8
JACOBIAN
The Jacobian is named after the German
mathematician Carl Gustav Jacob Jacobi (1804–
1851).
The French mathematician Cauchy first used these
special determinants involving partial derivatives.
Jacobi, though, developed them into a method for
evaluating multiple integrals.
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P3212.8
DOUBLE INTEGRALS
Next, we divide a region S in the uv-plane into
rectangles Sij and call their images in the xy-
plane Rij.
See Figure 6.
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P3312.8
DOUBLE INTEGRALS
Applying Approximation 8 to each Rij , we
approximate the double integral of f over R as
follows.
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P3412.8
DOUBLE INTEGRALS
where the Jacobian is evaluated at (ui, vj).
1 1
1 1
( , )
( , )
( , )( ( , ), ( , ))
( , )
R
m n
i j
i j
m n
i j i j
i j
f x y dA
f x y A
x yf g u v h u v u v
u v
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P3512.8
DOUBLE INTEGRALS
Notice that this double sum is a Riemann sum
for the integral
The foregoing argument suggests that the
following theorem is true.
A full proof is given in books on advanced calculus.
( , )( ( , ), ( , ))
( , )S
x yf g u v h u v du dv
u v
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P3612.8
CHANGE OF VARIABLES IN A DOUBLE INTEGRAL
Suppose T is a C1 transformation whose
Jacobian is nonzero and that maps a region S in
the uv-plane onto a region R in the xy-plane.
Suppose f is continuous on R and that R and S
are type I or type II plane regions. Suppose T is
one-to-one, except perhaps on the boundary of S.
Then
( , )( , ) ( ( , ), ( , ))
( , )R S
x yf x y dA f x u v y u v du dv
u v
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P3712.8
CHANGE OF VARIABLES IN A DOUBLE INTEGRAL
Theorem 9 says that we change from an integral
in x and y to an integral in u and v by expressing
x and y in terms of u and v and writing:
Notice the similarity between Theorem 9 and
the one-dimensional formula in Equation 2.
Instead of the derivative dx/du, we have the absolute
value of the Jacobian, that is,
|∂(x, y)/∂(u, v)|
( , )
( , )
x ydA du dv
u v
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P3812.8
CHANGE OF VARIABLES IN A DOUBLE INTEGRAL
As a first illustration of Theorem 9, we show
that the formula for integration in polar
coordinates is just a special case.
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P3912.8
CHANGE OF VARIABLES IN A DOUBLE INTEGRAL
Here, the transformation T from the r-plane to
the xy-plane is given by:
x = g(r, ) = r cos
y = h(r, ) = r sin
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P4012.8
CHANGE OF VARIABLES IN A DOUBLE INTEGRAL
The geometry of the
transformation is shown in
Figure 7.
T maps an ordinary rectangle
in the r -plane to a polar
rectangle in the xy-plane.
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P4112.8
CHANGE OF VARIABLES IN A DOUBLE INTEGRAL
The Jacobian of T is:
2 2
cos sin( , )
sin cos( , )
cos sin
0
x x
rx y r
y x rr
r
r r
r
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P4212.8
CHANGE OF VARIABLES IN A DOUBLE INTEGRAL
So, Theorem 9 gives:
This is the same as Formula 2 in Section 12.3
( , )
( , )( cos , sin )
( , )
( cos , sin )
R
S
b
a
f x y dx dy
x yf r r dr d
u v
f r r r dr d
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P4312.8
Example 2
Use the change of variables x = u2 – v2, y = 2uv
to evaluate the integral where R is the
region bounded by:
The x-axis.
The parabolas y2 = 4 – 4x and y2 = 4 + 4x, y ≥ 0.
R
y dA
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P4412.8
Example 2 SOLUTION
The region R is pictured in Figure 2.
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P4512.8
Example 2 SOLUTION
In Example 1, we discovered that
T(S) = R
where S is the square [0, 1] × [0, 1].
Indeed, the reason for making the change of
variables to evaluate the integral is that S is a much
simpler region than R.
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P4612.8
Example 2 SOLUTION
First, we need to compute the Jacobian:
2 2
2 2( , )
2 2( , )
4 4 0
x x
u vx y u v
y y v uu v
u v
u v
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P4712.8
Example 2 SOLUTION
So, by Theorem 9,
1 12 2
0 0
1 13 3
0 0
1 14 2 31 1
4 2 00
1 13 2 4
00
( , )2
( , )
(2 )4( )
8 ( )
8
(2 4 ) 2
R S
u
u
x yy dA uv dA
u v
uv u v du dv
u v uv du dv
u v u v dv
v v dv v v
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P4812.8
Note
Example 2 was not very difficult to solve as
we were given a suitable change of variables.
If we are not supplied with a transformation, the
first step is to think of an appropriate change of
variables.
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P4912.8
Note
If f(x, y) is difficult to integrate,
The form of f(x, y) may suggest a transformation.
If the region of integration R is awkward,
The transformation should be chosen so that the
corresponding region S in the uv-plane has a
convenient description.
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P5012.8
Example 3
Evaluate the integral
where R is the trapezoidal region with vertices
(1, 0), (2, 0), (0, –2), (0,–1)
( ) /( )x y x y
Re dA
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P5112.8
Example 3 SOLUTION
It isn’t easy to integrate e(x+y)/(x–y).
So, we make a change of variables suggested by
the form of this function:
u = x + y v = x – y
These equations define a transformation T–1 from
the xy-plane to the uv-plane.
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P5212.8
Example 3 SOLUTION
Theorem 9 talks about a transformation T from
the uv-plane to the xy-plane.
It is obtained by solving Equations 10 for x and
y:
x = ½(u + v) y = ½(u – v)
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P5312.8
Example 3 SOLUTION
The Jacobian of T is:
1 12 2 1
21 12 2
( , )
( , )
x x
x y u v
y yu v
u v
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P5412.8
Example 3 SOLUTION
To find the region S in the uv-plane
corresponding to R, we note that:
The sides of R lie on the lines
y = 0 x – y = 2 x = 0 x – y = 1
From either Equations 10 or Equations 11, the image
lines in the uv-plane are:
u = v v = 2 u = –v v = 1
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P5512.8
Example 3 SOLUTION
Thus, the region S is the
trapezoidal region with
vertices (1, 1), (2, 2), (–2,
2), (–1 ,1) shown in
Figure 8.
S =
{(u, v) | 1 ≤ v ≤ 2,
–v ≤ u ≤ v}
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P5612.8
Example 3 SOLUTION
So, Theorem 9 gives:
( ) /( ) /
2/ 1
21
2/1
2 1
21 131
2 41
( , )
( , )
( ) ( )
x y x y u v
R S
vu v
v
u vu v
u v
x ye dA e du dv
u v
e du dv
ve dv
e e v dv e e
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P5712.8
TRIPLE INTEGRALS
There is a similar change of variables formula
for triple integrals.
Let T be a transformation that maps a region S in
uvw-space onto a region R in xyz-space by means of
the equations
x = g(u, v, w) y = h(u, v, w) z = k(u, v, w)
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P5812.8
TRIPLE INTEGRALS
The Jacobian of T is this 3 × 3 determinant:
( , , )
( , , )
x x x
u v w
x y z y y y
u v w u v w
z z z
u v w
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P5912.8
Formula 13
Under hypotheses similar to those in Theorem 9,
we have this formula for triple integrals:
( , , )
( , , )( ( , , ), ( , , ), ( , , ))
( , , )
R
S
f x y z dV
x y zf x u v w y u v w z u v w du dv dw
u v w
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P6012.8
Example 4
Use Formula 13 to derive the formula for triple
integration in spherical coordinates.
SOLUTION
The change of variables is given by:
x = r sin f cos
y = r sin f sin
z = r cos f
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P6112.8
Example 4 SOLUTION
We compute the Jacobian as follows:
( , , )
( , , )
sin cos sin sin cos cos
sin sin sin cos cos sin
cos 0 sin
x y z
r f
f r f r f
f r f r f
f r f
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P6212.8
Example 4 SOLUTION
2 2 2 2
2 2 2 2
2 2 2 2
2
sin sin cos coscos
sin cos cos sin
sin cos sin sinsin
sin sin sin cos
cos ( sin cos sin sin cos cos )
sin ( sin cos sin sin )
sin cos sin sin
sin
r f r f f
r f r f
f r f r f
f r f
f r f f r f f
r f r f r f
r f f r f f
r f
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P6312.8
Example 4 SOLUTION
Since 0 ≤ f ≤ p , we have sin f ≥ 0.
Therefore,
2 2( , , )sin sin
( , , )
x y zr f r f
r f
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P6412.8
Example 4 SOLUTION
Thus, Formula 13 gives:
This is equivalent to Formula 3 in Section12.7.
2
( , , )
( sin cos , sin sin , cos )
sin
R
S
f x y z dV
f
d d d
r f r f r f
r f r f