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 T(u,v)=(x,y) where x=g(u,v) and y=h(u,v), a small region ΔA in the xy-plane is related to the area formed by the product ΔuΔv in the uv-plane by the approximation
ΔA≈J(u,v)Δu,Δv.
Now let’s go back to the definition of double integral for a minute:
∬Rf(x,y) dA=limm,n→∞m∑i=1n∑j=1f(xij,yij)ΔA.
Referring to Figure 1, observe that we divided the region S in the uv-plane into small subrectangles Sij and we let the subrectangles Rij in the xy-plane be the images of Sij under the transformation T(u,v)=(x,y).
Figure 1. The subrectangles Sij in the uv-plane transform into subrectangles Rij in the xy-plane.
Then the double integral becomes
∬Rf(x,y) dA=limm,n→∞m∑i=1n∑j=1f(xij,yij)ΔA=limm,n→∞m∑i=1n∑j=1f(g(uij,vij),h(uij,vij))|J(uij,vij)|ΔuΔv.
Notice this is exactly the double Riemann sum for the integral
∬Sf(g(u,v),h(u,v))∣∣∣∂(x,y)∂(u,v)∣∣∣du dv.
theorem: change of variables for double integrals
Let T(u,v)=(x,y) where x=g(u,v) and y=h(u,v) be a one-to-one C1 transformation, with a nonzero Jacobian on the interior of the region S in the uv-plane; it maps S into the region R in the xy-plane. If f is continuous on R, then
∬Rf(x,y) dA=∬Sf(g(u,v),h(u,v))∣∣∣∂(x,y)∂(u,v)∣∣∣du dv.
With this theorem for double integrals, we can change the variables from (x,y) to (u,v) in a double integral simply by replacing
dA=dx dy=∣∣∣∂(x,y)∂(u,v)∣∣∣du dv
when we use the substitutions x=g(u,v) and y=h(u,v) 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
∫20∫√2x−x20√x2+y2dy dx.
Use the change of variables x=rcosθ and y=rsinθ, and find the resulting integral.
Show Solution
First we need to find the region of integration. This region is bounded below by y=0 and above by y=√2x−x2 (see the following figure).
Figure 2. Changing a region from rectangular to polar coordinates.
Squaring and collecting terms, we find that the region is the upper half of the circle x2+y2−2x=0 that is, y2+(x−1)2. In polar coordinates, the circle is r=2cosθ so the region of integration in polar coordinates is bounded by 0≤r≤cosθ and 0≤θ≤π2.
The Jacobian is J(r,θ)=r, as shown in Example “Finding the Jacobian”. Since r≥0, we have |J(r,θ)|=r.
The integrand √x2+y2 changes to r in polar coordinates, so the double iterated integral is
∫20∫√2x−x20√x2+y2dy dx=∫π/20∫2cosθ0r|J(r,θ)|dr dθ=∫π/20∫2cosθ0r2 dr dθ.
try it
Considering the integral ∫10∫√1−x20(x2+y2)dy dx, use the change of variables x=rcosθ and y=sinθ, and find the resulting integral.
Show Solution
∫π/20∫10r3 dr dθ
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 ∬R(x−y)dy dx, where R is the parallelogram joining the points (1,2), (3,4), (4,3), and (6,5) (Figure 3). Make appropriate changes of variables, and write the resulting integral.
Figure 3. The region of integration for the given integral.
Show Solution
First, we need to understand the region over which we are to integrate. The sides of the parallelogram are x−y+1=0, x−y−1=0, x−3y+5=0, and x−3y+9=0 (Figure 4). Another way to look at them is x−y=−1, x−y=1, x−3y=−5, and x−3y=−9.
Clearly the parallelogram is bounded by the lines y=x+1, y=x−1, y=13(x+5), and y=13(x+9).
Notice that if we were to make u=x−y and v=x−3y, then the limits on the integral would be −1≤u≤1 and −9≤v≤−5.
To solve for x and y, we multiply the first equation by 3 and subtract the second equation, 3u−v=(3x−3y)−(x−3y)=2x. Then we have x=3u−v2. Moreover, if we simply subtract the second equation from the first, we get u−v=(x−y)−(x−3y)=2y and y=u−v2.
Figure 4. A parallelogram in the xy-plane that we want to transform by a change in variables.
Thus, we can choose the transformation
T(u,v)=(3u−v2,u−v2)
and compute the Jacobian J(u,v). We have
J(u,v)=∂(x,y)∂(u,v)=∣∣
∣∣∂x∂u∂x∂v∂y∂u∂y∂v∣∣
∣∣=∣∣∣3/2−1/21/2−1/2∣∣∣=−34+14=−12.
Therefore, |J(u,v)|=12. Also, the original integrand becomes
x−y=12[3u−v−u+v]=12[3u−u]=12[2u]=u.
Therefore, by the use of the transformation T, the integral changes to
∬R(x−y)dy dx=∫−5−9∫1−1J(u,v)u du dv=∫−5−9∫1−1(12)u du dv,
which is much simpler to compute. In fact, it is easily found to be zero. And this is just one example of why we transform integrals like this.
try it
Make appropriate changes of variables in the integral ∬R4(x−y)2dy dx, where R is the trapezoid bounded by the lines x−y=2, x−y=4, x=0, and y=0. Write the resulting integral.
Show Solution
x=12(v+u) and y=12(u−v) and ∫42∫u−u4u2(12)dv du.
We are ready to give a problem-solving strategy for change of variables.
Problem solving strategy: change of variables
- Sketch the region given by the problem in the xy-plane and then write the equations of the curves that form the boundary.
- Depending on the region or the integrand, choose the transformations x=g(u,v) and y=h(u,v).
- Determine the new limits of integration in the uv-plane.
- Find the Jacobian J(u,v).
- In the integrand, replace the variables to obtain the new integrand.
- Replace dy dx or dx dy, whichever occurs, by J(u,v)du dv.
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 u=x−y and v=x+y, evaluate the integral
∬R(x−y)ex2−y2dA,
where R is the region bounded by the lines x+y=1 and x+y=3 and the curves x2−y2=−1 and x2−y2=1 (see the first region in Figure 5).
Show Solution
As before, first find the region R and picture the transformation so it becomes easier to obtain the limits of integration after the transformations are made (Figure 5).
Figure 5. Transforming the region R into the region S to simplify the computation of an integral.
Given u=x−y and v=x+y, we have x=u+v2 and y=v−u2 and hence the transformation to use is T(u,v)=(u+v2,v−u2). The lines x+y=1 and x+y=3 become v=1 and v=3, respectively. The curves x2−y2=1 and x2−y2=−1 become uv=1 and uv=−1, respectively.
Thus we can describe the region S (see the second region Figure 5) as
s={(u,v)|1≤v≤3,−1v≤u≤1v}.
The Jacobian for this transformation is
J(u,v)=∂(x,y)∂(u,v)=∣∣
∣∣∂x∂u∂x∂v∂y∂u∂y∂v∣∣
∣∣=∣∣∣1/2−1/21/21/2∣∣∣=12.
Therefore, by using the transformation T, the integral changes to
∬R(x−y)ex2−y2dA=12∫31∫1/v−1/vueuvdu dv.
Doing the evaluation, we have
12∫31∫1/v−1/vueuvdu dv=43e≈0.490.
try it
Using the substitutions x=v and y=√u+v, evaluate the integral ∬Rysin(y2−x)dA where R is the region bounded by the lines y=√x, x=2 and y=0.
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 G is a region in uvw-space and is mapped to D in xyz-space (Figure 6) by a one-to-one C1 transformation T(u,v,w)=(x,y,z) where x=g(u,v,w), y=h(u,v,w), and z=k(u,v,w).
Figure 6. A region G in uvw-space mapped to a region D in xyz-space.
Then any function F(x,y,z) defined on D can be thought of as another function H(u,v,w) that is defined on G:
F(x,y,z)=F(g(u,v,w), h(u,v,w) k(u,v,w))= H(u,v,w).
Now we need to define the Jacobian for three variables.
definition
The Jacobian determinant J(u,v,w) in three variables is defined as follows:
J(u,v,w)=∣∣
∣
∣
∣∣∂x∂u∂y∂u∂z∂u∂x∂v∂y∂v∂z∂v∂x∂w∂y∂w∂z∂w∣∣
∣
∣
∣∣.
This is also the same as
J(u,v,w)=∣∣
∣
∣
∣∣∂x∂u∂x∂v∂x∂w∂y∂u∂y∂v∂y∂w∂z∂u∂z∂v∂z∂w∣∣
∣
∣
∣∣.
The Jacobian can also be simply denoted as ∂(x,y,z)∂(u,v,w).
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 T(u,v,w)=(x,y,z) where x=g(u,v,w), y=h(u,v,w), and z=k(u,v,w), be a one-to-one C1 transformation, with a nonzero Jacobian, that maps the region G in the uvw-plane into the region D in the xyz-plane. As in the two-dimensional case, if F is continuous on D, then
∭RF(x,y,z)dV=∭GF(g(u,v,w), h(u,v,w), k(u,v,w))∣∣∣∂(x,y,z)∂(u,v,w)∣∣∣du dv dw=∭GH(u,v,w)|J(u,v,w)|du dv dw.
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
- cylindrical and
- spherical coordinates.
Show Solution
- For cylindrical coordinates, the transformation is T(r,θ,z)=(x,y,z) from the Cartesian rθz–plane to the Cartesian xyz-plane (Figure 7). Here x=rcosθ, y=rsinθ, and z=z. The Jacobian for the transformation is
J(r,θ,z)=∂(x,y,z)∂(r,θ,z)=∣∣
∣
∣
∣∣∂x∂r∂x∂θ∂x∂z∂y∂r∂y∂θ∂y∂z∂z∂r∂z∂θ∂z∂z∣∣
∣
∣
∣∣=∣∣
∣∣cosθ−rsinθ0sinθrcosθ0001∣∣
∣∣=rcos2θ+rsin2θ=r(cos2θ+sinsθ)=r.
We know that r≥0, so |J(r,θ,z)|=r. Then the triple integral is
∭Df(x,y,z)dV=∭Gf(rcosθ,rsinθ,z)r dr dθ dz.
Figure 7. The transformation from rectangular coordinates to cylindrical coordinates can be treated as a change of variables from region G in rθz-space to region D in xyz-space.
- For spherical coordinates, the transformation is T(ρ,θ,φ)=(x,y,z) from the Cartesian pθφ–plane to the Cartesian xyz–plane (Figure 8). Here x=ρsinφcosθ, y=ρsinφsinθ, and z=ρcosφ. The Jacobian for the transformation is
J(ρ,θ,φ)=∂(x,y,z)∂(ρ,θφ)=∣∣
∣
∣
∣∣∂x∂ρ∂x∂θ∂x∂φ∂y∂ρ∂y∂θ∂y∂φ∂z∂ρ∂z∂θ∂z∂φ∣∣
∣
∣
∣∣=∣∣
∣
∣∣sinφcosθ−ρsinφsinθρcosφcosθsinφsinθ−ρsinφcosθρcosφsinθcosθ0−ρsinφ∣∣
∣
∣∣
Expanding the determinant with respect to the third row:
=cosφ∣∣∣−ρsinφsinθρcosφcosθρsinφsinθρcosφsinθ∣∣∣−ρsinφ∣∣∣sinφcosθ−ρsinφsinθsinφsinθρsinφcosθ∣∣∣=cosφ(−ρ2sinφcosφsin2θ−ρ2sinφcosφcos2θ)−ρsinφ(ρsin2φcos2θ+ρsin2φsin2θ)=−ρ2sinφcos2φ(sin2θ+cos2θ)−ρ2sinφsin2φ(sin2θ+cos2θ)=−ρ2sinφcos2φ−ρ2sinφsin2φ=−ρ2sinφ(cos2φ+sin2φ)=−ρ2sinφ
Since 0≤φ≤π, we must have sinφ≥0. Thus |J(ρ,θ,φ)|=|−ρ2sinφ|=ρ2sinφ.
Then the triple integral becomes
∭Df(x,y,z)dV=∭Gf(ρsinφcosθ,ρsinφsinθ,ρcosφ)ρ2sinφ dρ dφ dθ.
Let’s try another example with a different substitution.
Example: evaluating a triple integral with a change of variables
Evaluate the triple integral
∫30∫40∫(y/2)+1y/2(x+z3)dx dy dz
in xyz-space by using the transformation
u=(2x−y)/2, v=y/2, and w=z/3.
Then integrate over an appropriate region in uvw-space
Show Solution
As before, some kind of sketch of the region G in xyz-space over which we have to perform the integration can help identify the region D in uvw-space (Figure 9). Clearly G in xyz-space is bounded by the planes x=y/2, x=(y/2)+1, y=0,y=4, z=0, and z=4. We also know that we have to use u=(2x−y)/2, v=y/2 and w=z/3 for the transformations. We need to solve for x, y, and z. Here we find that x=u+v, y=2v, and z=3w.
Using elementary algebra, we can find the corresponding surfaces for the region G and the limits of integration in uvw-space. It is convenient to list these equations in a table.
Equations in xyz for the region D |
Corresponding equations in uvw for the region G |
Limits for the integration in uvw |
x=y/2 |
u+v=2v/2=v |
u=0 |
x=y/2 |
u+v=(2v/2)+1=v+1 |
u=1 |
y=0 |
2v=0 |
v=0 |
y=4 |
2v=4 |
v=2 |
z=0 |
3w=0 |
w=0 |
z=3 |
3w=3 |
w=1 |
Now we can calculate the Jacobian for the transformation:
J(u,v,w)=∣∣
∣
∣
∣∣∂x∂u∂x∂v∂x∂w∂y∂u∂y∂v∂y∂w∂z∂u∂z∂v∂z∂w∣∣
∣
∣
∣∣=∣∣
∣∣110020003∣∣
∣∣=6.
The function to be integrated becomes
f(x,y,z)=x+z3=u+v+3w3=u+v+w.
We are now ready to put everything together and complete the problem.
∫30∫40∫(y/2)+1y/2(x+z3)dx dy dz=∫10∫20∫10(u+v+w)|J(u,v,w)|du dv dw=∫10∫20∫10(u+v+w)|6|du dv dw=6∫10∫20∫10(u+v+w)du dv dw=6∫10∫20[u22+vu+wu]10dv dw=6∫10∫20(12+v+w)dv dw=6∫10[12v+v22+wv]20dw=6∫10(3+2w)dw=6[3w+w2]10=24.
try it
Let D be the region in xyz-space defined by 1≤x≤2, 0≤xy≤2,and 0≤z≤1.
Evaluate ∭D(x2y+3xyz)dx dy dz by using the transformation u=x, v=xy, and w=3z.
Show Solution
∫30∫20∫21(v3+vw3u)dy dv dw=2+ln8=2+3ln2.
Watch the following video to see the worked solution to the above Try It
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