In single variable calculus, we encountered the idea of a change of variable in a definite integral through the method of substitution. For example, given the definite integral
we naturally consider the change of variable \(u = x^2+1\text{.}\) From this substitution, it follows that \(du = 2x \, dx\text{,}\) and since \(x = 0\) implies \(u = 1\) and \(x = 2\) implies \(u = 5\text{,}\) we have transformed the original integral in \(x\) into a new integral in \(u\text{.}\) In particular,
Through our work with polar, cylindrical, and spherical coordinates, we have already implicitly seen some of the issues that arise in using a change of variables with two or three variables present. In what follows, we seek to understand the general ideas behind any change of variables in a multiple integral.
We also then have to change \(dA\) to \(r \, dr \, d\theta\text{.}\) This process also identifies a βpolar rectangleβ \([r_1, r_2] \times [\theta_1, \theta_2]\) with the original Cartesian rectangle, under the transformationβ1β
A transformation is another name for function: here, the equations \(x = r\cos(\theta)\) and \(y = r\sin(\theta)\) define a function \(T\) by \(T(r, \theta) = (r\cos(\theta), r\sin(\theta))\) so that \(T\) is a function (transformation) from \(\R^2\) to \(\R^2\text{.}\) We view this transformation as mapping a version of the \(xy\)-plane where the axes are viewed as representing \(r\) and \(\theta\) (the \(r \theta\)-plane) to the familiar \(xy\)-plane.
in Equation (11.9.2). The vertices of the polar rectangle are transformed into the vertices of a closed and bounded region in rectangular coordinates.
To work with a numerical example, letβs now consider the polar rectangle \(P\) given by \([1, 2] \times [\frac{\pi}{6}, \frac{\pi}{4}]\text{,}\) so that \(r_1 = 1\text{,}\)\(r_2=2\text{,}\)\(\theta_1 = \frac{\pi}{6}\text{,}\) and \(\theta_2 = \frac{\pi}{4}\text{.}\)
Use the transformation determined by the equations inΒ (11.9.2) to find the rectangular vertices that correspond to the polar vertices in the polar rectangle \(P\text{.}\) In other words, by substituting appropriate values of \(r\) and \(\theta\) into the two equations inΒ (11.9.2), find the values of the corresponding \(x\) and \(y\) coordinates for the vertices of the polar rectangle \(P\text{.}\) Label the point that corresponds to the polar vertex \((r_1, \theta_1)\) as \((x_1, y_1)\text{,}\) the point corresponding to the polar vertex \((r_2, \theta_1)\) as \((x_2, y_2)\text{,}\) the point corresponding to the polar vertex \((r_1, \theta_2)\) as \((x_3, y_3)\text{,}\) and the point corresponding to the polar vertex \((r_2, \theta_2)\) as \((x_4, y_4)\text{.}\)
Draw a picture of the figure in rectangular coordinates that has the points \((x_1,y_1)\text{,}\)\((x_2,y_2)\text{,}\)\((x_3, y_3)\text{,}\) and \((x_4,y_4)\) as vertices. (Note carefully that because of the trigonometric functions in the transformation, this region will not look like a Cartesian rectangle.) What is the area of this region in rectangular coordinates? How does this area compare to the area of the original polar rectangle?
Subsection11.9.1Change of Variables in Polar Coordinates
The general idea behind a change of variables is suggested by Preview ActivityΒ 11.9.1. There, we saw that in a change of variables from rectangular coordinates to polar coordinates, a polar rectangle \([r_1, r_2] \times [\theta_1, \theta_2]\) gets mapped to a Cartesian rectangle under the transformation
\begin{equation*}
x = r \cos(\theta) \ \ \ \ \ \text{ and } \ \ \ \ \ y = r \sin(\theta).
\end{equation*}
The vertices of the polar rectangle \(P\) are transformed into the vertices of a closed and bounded region \(P'\) in rectangular coordinates. If we view the standard coordinate system as having the horizontal axis represent \(r\) and the vertical axis represent \(\theta\text{,}\) then the polar rectangle \(P\) appears to us at left in FigureΒ 11.9.1. The image \(P'\) of the polar rectangle \(P\) under the transformation given by (11.9.2) is shown at right in FigureΒ 11.9.1. We thus see that there is a correspondence between a simple region (a traditional, right-angled rectangle) and a more complicated region (a fraction of an annulus) under the function \(T\) given by \(T(r, \theta) = (r\cos(\theta), r\sin(\theta))\text{.}\)
Furthermore, as Preview ActivityΒ 11.9.1 suggests, it follows generally that for an original polar rectangle \(P = [r_1, r_2] \times [\theta_1, \theta_2]\text{,}\) the area of the transformed rectangle \(P'\) is given by \(\frac{r_2+r_1}{2} \Delta r \Delta \theta\text{.}\) Therefore, as \(\Delta r\) and \(\Delta \theta\) go to 0 this area becomes the familiar area element \(dA = r \, dr \, d\theta\) in polar coordinates. When we proceed to working with other transformations for different changes in coordinates, we have to understand how the transformation affects area so that we may use the correct area element in the new system of variables.
We first focus on double integrals. As with single integrals, we may be able to simplify a double integral of the form
\begin{equation*}
\iint_D f(x,y) \, dA
\end{equation*}
by making a change of variables (that is, a substitution) of the form
\begin{equation*}
x = x(s, t) \ \ \ \ \ \text{ and } \ \ \ \ \ y = y(s, t)
\end{equation*}
where \(x\) and \(y\) are functions of new variables \(s\) and \(t\text{.}\) This transformation introduces a correspondence between a problem in the \(xy\)-plane and one in the the \(st\)-plane. The equations \(x=x(s,t)\) and \(y=y(s,t)\) convert \(s\) and \(t\) to \(x\) and \(y\text{;}\) we call these formulas the change of variable formulas. To complete the change to the new \(s,t\) variables, we need to understand the area element, \(dA\text{,}\) in this new system. The following activity helps to illustrate the idea.
Find the image of the \(st\)-vertex \((0,1)\) in the \(xy\)-plane. Likewise, find the respective images of the other three vertices of the rectangle \(T\text{:}\)\((0,4)\text{,}\)\((1,1)\text{,}\) and \((1,4)\text{.}\)
In the \(xy\)-plane, draw a labeled picture of the image, \(T'\text{,}\) of the original \(st\)-rectangle \(T\text{.}\) What appears to be the shape of the image, \(T'\text{?}\)
To transform an integral with a change of variables, we need to determine the area element \(dA\) for image of the transformed rectangle. Note that \(T'\) is not exactly a parallelogram since the equations that define the transformation are not linear. But we can approximate the area of \(T'\) with the area of a parallelogram. How would we find the area of a parallelogram that approximates the area of the \(xy\)-figure \(T'\text{?}\) (Hint: Remember what the cross product of two vectors tells us.)
ActivityΒ 11.9.2 presents the general idea of how a change of variables works. We partition a rectangular domain in the \(st\) system into subrectangles. Let \(T = [a, b] \times [a+\Delta s, b+\Delta t]\) be one of these subrectangles. Then we transform this into a region \(T'\) in the standard \(xy\) Cartesian coordinate system. The region \(T'\) is called the image of \(T\text{;}\) the region \(T\) is the pre-image of \(T'\text{.}\) Although the sides of this \(xy\) region \(T'\) arenβt necessarily straight (linear), we will approximate the element of area \(dA\) for this region with the area of the parallelogram whose sides are given by the vectors \(\vv\) and \(\vw\text{,}\) where \(\vv\) is the vector from \((x(a, b), y(a, b))\) to \((x(a + \Delta s, b), y(a + \Delta s, b))\text{,}\) and \(\vw\) is the vector from \((x(a, b), y(a, b))\) to \((x(a, b + \Delta t), y(a, b + \Delta t))\text{.}\)
An example of an image \(T'\) in the \(xy\)-plane that results from a transformation of a rectangle \(T\) in the \(st\)-plane is shown in FigureΒ 11.9.2.
Recall that the area of the parallelogram with sides \(\vv\) and \(\vw\) is the length of the cross product of the two vectors, \(|\vv \times \vw|\text{.}\) From this, we observe that
Recall from SectionΒ 9.4 that we can also write this Jacobian as the determinant of the \(2 \times 2\) matrix \(\left[ \begin{array}{cc} \frac{\partial x}{\partial s} \amp \frac{\partial x}{\partial t} \\ \frac{\partial y}{\partial s} \amp \frac{\partial y}{\partial t}
\end{array} \right] \text{.}\) Note that, as discussed in SectionΒ 9.4, the absolute value of the determinant of \(\left[ \begin{array}{cc} \frac{\partial x}{\partial s} \amp \frac{\partial x}{\partial t} \\ \frac{\partial y}{\partial s} \amp \frac{\partial y}{\partial t}
\end{array} \right]\) is the area of the parallelogram determined by the vectors \(\vv\) and \(\vw\text{,}\) and so the area element \(dA\) in \(xy\)-coordinates is also represented by the area element \(\left| \frac{\partial (x,y)}{\partial (s,t)} \right| \, ds \, dt\) in \(st\)-coordinates, and \(\left| \frac{\partial (x,y)}{\partial (s,t)} \right|\) is the factor by which the transformation magnifies area.
Suppose a change of variables \(x = x(s,t)\) and \(y = y(s,t)\) transforms a closed and bounded region \(R\) in the \(st\)-plane into a closed and bounded region \(R'\) in the \(xy\)-plane. Under modest conditions (that are studied in advanced calculus), it follows that
Find the Jacobian when changing from rectangular to polar coordinates. That is, for the transformation given by \(x = r\cos(\theta)\text{,}\)\(y = r\sin(\theta)\text{,}\) determine a simplified expression for the quantity
Given a particular double integral, it is natural to ask, βhow can we find a useful change of variables?β There are two general factors to consider: if the integrand is particularly difficult, we might choose a change of variables that would make the integrand easier; or, given a complicated region of integration, we might choose a change of variables that transforms the region of integration into one that has a simpler form. These ideas are illustrated in the next activities.
Consider the problem of finding the area of the region \(D'\) defined by the ellipse \(x^2 + \frac{y^2}{4} = 1\text{.}\) Here we will make a change of variables so that the pre-image of the domain is a circle.
Let \(x(s,t) = s\) and \(y(s,t) = 2t\text{.}\) Explain why the pre-image of the original ellipse (which lies in the \(xy\) plane) is the circle \(s^2 + t^2 = 1\) in the \(st\)-plane.
Let \(D'\) be the region in the \(xy\)-plane bounded by the lines \(y=0\text{,}\)\(x=0\text{,}\) and \(x+y=1\text{.}\) We will evaluate the double integral
We would like to make a substitution that makes the integrand easier to antidifferentiate. Let \(s = x+y\) and \(t = x-y\text{.}\) Explain why this should make antidifferentiation easier by making the corresponding substitutions and writing the new integrand in terms of \(s\) and \(t\text{.}\)
Solve the equations \(s = x+y\) and \(t = x-y\) for \(x\) and \(y\text{.}\) (Doing so determines the standard form of the transformation, since we will have \(x\) as a function of \(s\) and \(t\text{,}\) and \(y\) as a function of \(s\) and \(t\text{.}\))
Make the change of variables indicated by \(s = x+y\) and \(t = x-y\) in the double integral (11.9.4) and set up an iterated integral in \(st\) variables whose value is the original given double integral. Finally, evaluate the iterated integral.
Subsection11.9.3Change of Variables in a Triple Integral
The argument for the change of variable formula for triple integrals is complicated, and we will not go into the details. The general process, though, is the same as the two-dimensional case. Given a solid \(S'\) in the \(xyz\)-coordinate system in \(\R^3\text{,}\) a change of variables transformation \(x=x(s,t,u)\text{,}\)\(y=y(s,t,u)\text{,}\) and \(z = z(s,t,u)\) transforms \(S'\) into a region \(S\) in \(stu\)-coordinates. Any function \(f = f(x,y,z)\) defined on \(S'\) can be considered as a function \(f = f(x(s,t,u), y(s,y,u), z(s,t,u))\) in \(stu\)-coordinates defined on \(S\text{.}\) The volume element \(dV\) in \(xyz\)-coordinates cooresponds to a scaled volume element in \(stu\)-coordinates, where the scale factor is given by the absolute value of the Jacobian, \(\frac{\partial(x,y,z)}{\partial(s,t,u)}\text{,}\) which is the determinant of the \(3 \times 3\) matrix
Suppose a change of variables \(x = x(s,t,u)\text{,}\)\(y = y(s,t,u)\text{,}\) and \(z = z(s,t,u)\) transforms a closed and bounded region \(S\) in \(stu\)-coordinates into a closed and bounded region \(S'\) in \(xyz\)-coordinates. Under modest conditions (that are studied in advanced calculus), the triple integral \(\iiint_{S'} f(x,y,z) \, dV \) is equal to
Consider the solid \(S'\) defined by the inequalities \(0 \leq x \leq 2\text{,}\)\(\frac{x}{2} \leq y \leq \frac{x}{2}+1\text{,}\) and \(0 \leq z \leq 6\text{.}\) Consider the transformation defined by \(s = \frac{x}{2}\text{,}\)\(t = \frac{x-2y}{2}\text{,}\) and \(u = \frac{z}{3}\text{.}\) Let \(f(x,y,x) = x-2y+z\text{.}\)
The transformation turns the solid \(S'\) in \(xyz\)-coordinates into a box \(S\) in \(stu\)-coordinates. Apply the transformation to the boundries of the solid \(S'\) to find \(stu\)-coordinatte descriptions of the box \(S\text{.}\)
If an integral is described in terms of one set of variables, we may write that set of variables in terms of another set of the same number of variables. If the new variables are chosen appropriately, the transformed integral may be easier to evaluate.
The Jacobian is a scalar function that relates the area or volume element in one coordinate system to the corresponding element in a new system determined by a change of variables.
Find the absolute value of the Jacobian, \(\left|\frac{\partial (x,y)}{\partial (s,t)}\right|\text{,}\) for the change of variables given by \(x = 8s+2t, y = 3s+3t\)
B. The transformation is linear, which implies that it transforms lines into lines. Thus, it transforms the square \(S:-37 \leq u \leq 37, -37 \leq v \leq
37\) into a square \(T(S)\) with vertices:
Use the change of variables \(s=y\text{,}\)\(t=y-x^2\) to evaluate \(\int\int_R x \,dx\,dy\) over the region \(R\) in the first quadrant bounded by \(y=0\text{,}\)\(y=4\text{,}\)\(y=x^2\text{,}\) and \(y=x^2-3\text{.}\)
Use the change of variables \(s=xy\text{,}\)\(t=xy^2\) to compute \(\int_R xy^2\,dA\text{,}\) where \(R\) is the region bounded by \(xy=2,\ xy=5,\ xy^2=2,\ xy^2=5\text{.}\)
for the region \(R\text{,}\) the rectangle \(0\le x \le 45\text{,}\)\(0\le y \le 20\) and the region \(T\text{,}\) the square \(0\le s, t \le 1\text{.}\)
Find a number \(a\) so that the change of variables \(s=x+ay, t=y\) transforms the integral \(\int\int_R \,dx\,dy\) over the parallelogram \(R\) in the \(xy\)-plane with vertices \((0,0)\text{,}\)\((24,0)\text{,}\)\((-32,5)\text{,}\)\((-8,5)\) into an integral
In this problem we use the change of variables \(x=5 s + t\text{,}\)\(y = s - 2 t\) to compute the integral \(\int_R (x+y)\,dA\text{,}\) where \(R\) is the parallelogram with vertices \((x,y)=(0,0)\text{,}\)\((5,1)\text{,}\)\((6,-1)\text{,}\) and \((1,-2)\text{.}\)
Let \(D'\) be the region in the \(xy\)-plane that is the parallelogram with vertices \((3,3)\text{,}\)\((4,5)\text{,}\)\((5,4)\text{,}\) and \((6,6)\text{.}\)
Sketch and label the region \(D'\) in the \(xy\)-plane.
Let a change of variables be given by \(x = 2u + v\text{,}\)\(y = u + 2v\text{.}\) Using substitution or elimination, solve this system of equations for \(u\) and \(v\) in terms of \(x\) and \(y\text{.}\)
Use your work in (c) to find the pre-image, \(D\text{,}\) which lies in the \(uv\)-plane, of the originally given region \(D'\text{,}\) which lies in the \(xy\)-plane. For instance, what \(uv\) point corresponds to \((3,3)\) in the \(xy\)-plane?
Use the change of variables in (c) and your other work to write a new iterated integral in \(u\) and \(v\) that is equivalent to the original \(xy\) integral \(\iint_{D'} (x+y) \, dA\text{.}\)
which is the transformation from spherical coordinates to rectangular coordinates. Determine the Jacobian of the transformation. How is the result connected to our earlier work with iterated integrals in spherical coordinates?
In this problem, our goal is to find the volume of the ellipsoid \(\frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} = 1\text{.}\)
Set up an iterated integral in rectangular coordinates whose value is the volume of the ellipsoid. Do so by using symmetry and taking 8 times the volume of the ellipsoid in the first octant where \(x\text{,}\)\(y\text{,}\) and \(z\) are all nonnegative.
Explain why it makes sense to use the substitution \(x = as\text{,}\)\(y = bt\text{,}\) and \(z = cu\) in order to make the region of integration simpler.
Explain why this new integral is better, but is still difficult to evaluate. What additional change of variables would make the resulting integral easier to evaluate?