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Change of Variables in Double Integrals

This document discusses using changes of variables to evaluate double integrals. It introduces the Jacobian, which relates the differentials of the original and transformed variables. The Jacobian allows double integrals over one coordinate system to be written as double integrals over a transformed coordinate system. Examples show using substitutions to evaluate double integrals in rectangular and polar coordinates.

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100% found this document useful (1 vote)
86 views3 pages

Change of Variables in Double Integrals

This document discusses using changes of variables to evaluate double integrals. It introduces the Jacobian, which relates the differentials of the original and transformed variables. The Jacobian allows double integrals over one coordinate system to be written as double integrals over a transformed coordinate system. Examples show using substitutions to evaluate double integrals in rectangular and polar coordinates.

Uploaded by

tarun gehlot
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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1

Change of variables in double integrals

Review of the idea of substitution Consider the integral


2 0

x cos(x2 )dx.

To evaluate this integral we use the u-substitution u = x2 . This substitution send the interval [0, 2] onto the interval [0, 4]. Since du = 2xdx the integral becomes 1 2
4

(1)

cos udu =
0

1 sin 4. 2

We want to perform similar subsitutions for multiple integrals. Jacobians Let x = g(u, v) and y = h(u, v)

(2)

be a transformation of the plane. Then the Jacobian of this transformation is dened by x x (x, y) x y x y v = u y = (3) y (u, v) u v v u u v Theorem Let x = g(u, v) and y = h(u, v) be a transformation of the plane that is one to one from a region S in the (u, v)-plane to a region R in the (x, y)-plane. If g and h have continuous partial derivatives such that the Jacobian is never zero, then f (x, y)dxdy =
R S

f [g(u, v), h(u, v)]|

(x, y) |dudv (u, v)

(4)

Here | . . . | means the absolute value.

Remark A useful fact is that | (x, y) 1 | = (u,v) (u, v) | (x,y) | (5)

Example Use an appropriate change of variables to evaluate (x y)2 dxdy


R

(6)

where R is the parallelogram with vertices (0, 0), (1, 1), (2, 0) and (1, 1). (excercise: draw the domain R). Solution: We nd that the equations of the four lines that make the parallelogram are xy =0 xy =2 x+y =0 x+y =2 The equations (7) suggest the change of variables u=xy Solving (8) for x and y gives x= The Jacobian is (x, y) = (u, v)
x u y u x v y v

(7)

v =x+y

(8)

u+v 2

y=

vu 2

(9)

1 2

1 2

1 2 1 2

1 1 1 + = 4 4 2

(10)

The region S in the (u, v) is the square 0 < u < 2, 0 < v < 2. Since x y = u, the integral becomes
2 0 0 2

1 u2 dudv = 2

[
0

u3 2 ] dv = 6 0

2 0

4 8 dv = 3 3

Polar coordinates We know describe examples in which double integrals can be evaluated by changing to polar coordinates. Recall that polar coordinates are dened by x = r cos y = r sin (11) 2

The Jacobian of the transformation (11) is (x, y) = (r, )


x r y r x y

cos r sin sin r cos

= r cos2 + r sin2 = r

(12)

Example Let R be the disc of radius 2 centered at the origin. Calculate sin(x2 + y 2 )dxdy
R

(13)

Using the polar coordinates (11) we rewrite (13) as


2 0

sin(r2 )|

(x, y) |drd (r, )

(14)

Substituting (12) into (14) we obtain


2 0 0 2

r sin r2 drd

(15)

Using the subsitutuion t = r2 we have


2 0 0 4

1 sin t dtd = (1 cos 4). 2

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