Change of Variables

Learning Objectives

  • Evaluate a double integral using a change of variables.
  • Evaluate a triple integral using a change of variables.

Change of Variables for Double Integrals

We have already seen that, under the change of variables [latex]T(u, v)=(x, y)[/latex] where [latex]x=g(u, v)[/latex] and [latex]y=h(u, v)[/latex], a small region [latex]{\Delta}{A}[/latex] in the [latex]xy[/latex]-plane is related to the area formed by the product [latex]{\Delta}{u}{\Delta}{v}[/latex] in the [latex]uv[/latex]-plane by the approximation

[latex]\large{{\Delta}{A}{\approx}{J}{(u,v)}{\Delta}{u},{\Delta}{v}}[/latex].

Now let’s go back to the definition of double integral for a minute:

[latex]\large{\underset{R}{\displaystyle\iint}f(x,y) \ dA=\displaystyle\lim_{m,n\to\infty}\displaystyle\sum_{i=1}^m\displaystyle\sum_{j=1}^n{f}(x_{ij},y_{ij})\Delta{A}}[/latex].

Referring to Figure 1, observe that we divided the region [latex]S[/latex] in the [latex]uv[/latex]-plane into small subrectangles [latex]S_{ij}[/latex] and we let the subrectangles [latex]R_{ij}[/latex] in the [latex]xy[/latex]-plane be the images of [latex]S_{ij}[/latex] under the transformation [latex]T(u, v)=(x, y)[/latex].

On the left-hand side of this figure, there is a rectangle S with an inscribed red oval and a subrectangle with lower right corner point (u sub ij, v sub ij), height Delta v, and length Delta u given in the Cartesian u v-plane. Then there is an arrow from this graph to the right-hand side of the figure marked with T. On the right-hand side of this figure there is a region R with inscribed (deformed) red oval and a subrectangle R sub ij with corner point (x sub ij, y sub ij) given in the Cartesian x y-plane. The subrectangle is blown up and shown with vectors pointing along the edge from the corner point.

Figure 1. The subrectangles [latex]S_{ij}[/latex] in the [latex]uv[/latex]-plane transform into subrectangles [latex]R_{ij}[/latex] in the [latex]xy[/latex]-plane.

Then the double integral becomes

[latex]\large{\underset{R}{\displaystyle\iint}f(x,y) \ dA=\displaystyle\lim_{m,n\to\infty}\displaystyle\sum_{i=1}^m\displaystyle\sum_{j=1}^n{f}(x_{ij},y_{ij})\Delta{A}=\displaystyle\lim_{m,n\to\infty}\displaystyle\sum_{i=1}^m\displaystyle\sum_{j=1}^nf(g(u_{ij},v_{ij}),h(u_{ij},v_{ij}))|J(u_{ij},v_{ij})|\Delta{u}\Delta{v}}[/latex].

Notice this is exactly the double Riemann sum for the integral

[latex]\large{\underset{S}{\displaystyle\iint}f(g(u,v),h(u,v))\Bigg|\frac{\partial(x,y)}{\partial(u,v)}\Bigg|du \ dv}[/latex].

theorem: change of variables for double integrals


Let [latex]T(u, v)=(x, y)[/latex] where [latex]x=g(u, v)[/latex] and [latex]y=h(u, v)[/latex] be a one-to-one [latex]C1[/latex] transformation, with a nonzero Jacobian on the interior of the region [latex]S[/latex] in the [latex]uv[/latex]-plane; it maps [latex]S[/latex] into the region [latex]R[/latex] in the [latex]xy[/latex]-plane. If [latex]f[/latex] is continuous on [latex]R[/latex], then

[latex]\large{\underset{R}{\displaystyle\iint}f(x,y) \ dA=\underset{S}{\displaystyle\iint}f(g(u,v),h(u,v))\Bigg|\frac{\partial(x,y)}{\partial(u,v)}\Bigg|du \ dv}[/latex].

With this theorem for double integrals, we can change the variables from [latex](x, y)[/latex] to [latex](u, v)[/latex] in a double integral simply by replacing

[latex]\large{dA=dx \ dy=\Bigg|\frac{\partial(x,y)}{\partial(u,v)}\Bigg|du \ dv}[/latex]

when we use the substitutions [latex]x=g(u, v)[/latex] and [latex]y=h(u, v)[/latex] and then change the limits of integration accordingly. This change of variables often makes any computations much simpler.

Example: changing variables from rectangular to polar coordinates

Consider the integral

[latex]\displaystyle\int_0^2\displaystyle\int_0^{\sqrt{2x-x^2}}\sqrt{x^2+y^2}dy \ dx[/latex].

Use the change of variables [latex]x=r\cos\theta[/latex] and [latex]y=r\sin\theta[/latex], and find the resulting integral.

try it

Considering the integral [latex]\displaystyle\int_0^1\displaystyle\int_0^{\sqrt{1-x^2}}(x^2+y^2)dy \ dx[/latex], use the change of variables [latex]x=r\cos\theta[/latex] and [latex]y=\sin\theta[/latex], and find the resulting integral.

Notice in the next example that the region over which we are to integrate may suggest a suitable transformation for the integration. This is a common and important situation.

Example: changing variables

Consider the integral [latex]\underset{R}{\displaystyle\iint}(x-y)dy \ dx[/latex], where [latex]R[/latex] is the parallelogram joining the points [latex](1, 2)[/latex], [latex](3, 4)[/latex], [latex](4, 3)[/latex], and [latex](6, 5)[/latex] (Figure 3). Make appropriate changes of variables, and write the resulting integral.

A semicircle in the first quadrant of the xy plane with radius 1 and center (1, 0). The equation for this curve is given as y = the square root of (2x minus x squared)

Figure 3. The region of integration for the given integral.

try it

Make appropriate changes of variables in the integral [latex]\underset{R}{\displaystyle\iint}\frac4{(x-y)^2}dy \ dx[/latex], where [latex]R[/latex] is the trapezoid bounded by the lines [latex]x-y=2[/latex], [latex]x-y=4[/latex], [latex]x=0[/latex], and [latex]y=0[/latex]. Write the resulting integral.

We are ready to give a problem-solving strategy for change of variables.

Problem solving strategy: change of variables

  1. Sketch the region given by the problem in the [latex]xy[/latex]-plane and then write the equations of the curves that form the boundary.
  2. Depending on the region or the integrand, choose the transformations [latex]x=g(u, v)[/latex] and [latex]y=h(u, v)[/latex].
  3. Determine the new limits of integration in the [latex]uv[/latex]-plane.
  4. Find the Jacobian [latex]J(u, v)[/latex].
  5. In the integrand, replace the variables to obtain the new integrand.
  6. Replace [latex]dy \ dx[/latex] or [latex]dx \ dy[/latex], whichever occurs, by [latex]J(u,v)du \ dv[/latex].

In the next example, we find a substitution that makes the integrand much simpler to compute.

Example: evaluating an integral

Using the change of variables [latex]u=x-y[/latex] and [latex]v=x+y[/latex], evaluate the integral

[latex]\large{\underset{R}{\displaystyle\iint}(x-y)e^{x^2-y^2}dA}[/latex],

where [latex]R[/latex] is the region bounded by the lines [latex]x+y=1[/latex] and [latex]x+y=3[/latex] and the curves [latex]x^{2}-y^{2}=-1[/latex] and [latex]x^{2}-y^{2}=1[/latex] (see the first region in Figure 5).

try it

Using the substitutions [latex]x=v[/latex] and [latex]y=\sqrt{u+v}[/latex], evaluate the integral [latex]\underset{R}{\displaystyle\iint}y\sin(y^2-x)dA[/latex] where [latex]R[/latex] is the region bounded by the lines [latex]y=\sqrt{x},\ x=2[/latex] and [latex]y=0[/latex].

Watch the following video to see the worked solution to the above Try It

Change of Variables for Triple Integrals

Changing variables in triple integrals works in exactly the same way. Cylindrical and spherical coordinate substitutions are special cases of this method, which we demonstrate here.

Suppose that [latex]G[/latex] is a region in [latex]uvw[/latex]-space and is mapped to [latex]D[/latex] in [latex]xyz[/latex]-space (Figure 6) by a one-to-one [latex]C1[/latex] transformation [latex]T(u, v, w)=(x, y, z)[/latex] where [latex]x=g(u, v, w)[/latex], [latex]y=h(u, v, w)[/latex], and [latex]z=k(u, v, w)[/latex].

On the left-hand side of this figure, there is a region G in u v w space. Then there is an arrow from this graph to the right-hand side of the figure marked with x = g(u, v, w), y = h(u, v, w), and z = k(u, v, w). On the right-hand side of this figure there is a region D in xyz space.

Figure 6. A region [latex]G[/latex] in [latex]uvw[/latex]-space mapped to a region [latex]D[/latex] in [latex]xyz[/latex]-space.

Then any function [latex]F(x, y, z)[/latex] defined on [latex]D[/latex] can be thought of as another function [latex]H(u, v, w)[/latex] that is defined on [latex]G[/latex]:

[latex]\large{F(x,y,z)=F(g(u,v,w), \ h(u,v,w) \ k(u,v,w))= \ H(u,v,w)}[/latex].

Now we need to define the Jacobian for three variables.

definition


The Jacobian determinant [latex]J(u, v, w)[/latex] in three variables is defined as follows:

[latex]\large{J(u,v,w)=\begin{vmatrix}\frac{\partial{x}}{\partial{u}}&\frac{\partial{y}}{\partial{u}}&\frac{\partial{z}}{\partial{u}} \\ \frac{\partial{x}}{\partial{v}}&\frac{\partial{y}}{\partial{v}}&\frac{\partial{z}}{\partial{v}} \\ \frac{\partial{x}}{\partial{w}}&\frac{\partial{y}}{\partial{w}}&\frac{\partial{z}}{\partial{w}}\end{vmatrix}}[/latex].

This is also the same as

[latex]\large{J(u,v,w)=\begin{vmatrix}\frac{\partial{x}}{\partial{u}}&\frac{\partial{x}}{\partial{v}}&\frac{\partial{x}}{\partial{w}} \\ \frac{\partial{y}}{\partial{u}}&\frac{\partial{y}}{\partial{v}}&\frac{\partial{y}}{\partial{w}} \\ \frac{\partial{z}}{\partial{u}}&\frac{\partial{z}}{\partial{v}}&\frac{\partial{z}}{\partial{w}}\end{vmatrix}}[/latex].

The Jacobian can also be simply denoted as [latex]\frac{\partial(x,y,z)}{\partial(u,v,w)}[/latex].

With the transformations and the Jacobian for three variables, we are ready to establish the theorem that describes change of variables for triple integrals.

theorem: change of variables for triple integrals


Let [latex]T(u, v, w)=(x, y, z)[/latex] where [latex]x=g(u, v, w)[/latex], [latex]y=h(u, v, w)[/latex], and [latex]z=k(u, v, w)[/latex], be a one-to-one [latex]C1[/latex] transformation, with a nonzero Jacobian, that maps the region [latex]G[/latex] in the [latex]uvw[/latex]-plane into the region [latex]D[/latex] in the [latex]xyz[/latex]-plane. As in the two-dimensional case, if [latex]F[/latex] is continuous on [latex]D[/latex], then

[latex]\hspace{3cm}\large{\begin{align} \underset{R}{\displaystyle\iiint}F(x,y,z)dV&=\underset{G}{\displaystyle\iiint}F(g(u,v,w), \ h(u,v,w), \ k(u,v,w))\Bigg|\frac{\partial(x,y,z)}{\partial(u,v,w)}\Bigg|du \ dv \ dw \\ &=\underset{G}{\displaystyle\iiint}H(u,v,w)|J(u,v,w)|du \ dv \ dw \end{align}}[/latex].

Let us now see how changes in triple integrals for cylindrical and spherical coordinates are affected by this theorem. We expect to obtain the same formulas as in Triple Integrals in Cylindrical and Spherical Coordinates.

Example: obtaining formulas in triple integrals for cylindrical and spherical coordinates

Derive the formula in triple integrals for

  1. cylindrical and
  2. spherical coordinates.

Let’s try another example with a different substitution.

Example: evaluating a triple integral with a change of variables

Evaluate the triple integral

[latex]\large{\displaystyle\int_0^3\displaystyle\int_0^4\displaystyle\int_{y/2}^{(y/2)+1}\left(x+\frac{z}3\right)dx \ dy \ dz}[/latex]

in [latex]xyz[/latex]-space by using the transformation

[latex]\large{u=(2x-y)/2, \ v=y/2,\text{ and }w=z/3}[/latex].

Then integrate over an appropriate region in [latex]uvw[/latex]-space

try it

Let [latex]D[/latex] be the region in [latex]xyz[/latex]-space defined by [latex]1\leq{x}\leq2, \ 0\leq{xy}\leq2, \text{and} \ 0\leq{z}\leq1[/latex].

Evaluate [latex]\underset{D}{\displaystyle\iiint}(x^2y+3xyz)dx \ dy \ dz[/latex] by using the transformation [latex]u=x[/latex], [latex]v=xy[/latex], and [latex]w=3z[/latex].

Watch the following video to see the worked solution to the above Try It