Change of Variables in Double Integrals
Change of Variables in Double Integrals
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
(4)
(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
= 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)
sin(r2 )|
(14)
r sin r2 drd
(15)