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Coordinated Multivariable Calculus

Section 3.8 Extra Topic: Change of Variables

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
022x(x2+1)3dx,
we naturally consider the change of variable u=x2+1. From this substitution, it follows that du=2xdx, and since x=0 implies u=1 and x=2 implies u=5, we have transformed the original integral in x into a new integral in u. In particular,
022x(x2+1)3dx=15u3du.
The latter integral, of course, is far easier to evaluate.
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.

Preview Activity 3.8.1.

Consider the double integral
(3.8.1)I=Dx2+y2dA,
where D is the upper half of the unit disk.
    1. Write the double integral I given in Equation (3.8.1) as an iterated integral in rectangular coordinates.
    2. Write the double integral I given in Equation  (3.8.1) as an iterated integral in polar coordinates.
  1. When we write the double integral (3.8.1) as an iterated integral in polar coordinates we make a change of variables, namely
    (3.8.2)x=rcos(θ)      and      y=rsin(θ).
    We also then have to change dA to rdrdθ. This process also identifies a “polar rectangle” [r1,r2]×[θ1,θ2] with the original Cartesian rectangle, under the transformation
     1 
    A transformation is another name for function: here, the equations x=rcos(θ) and y=rsin(θ) define a function T by T(r,θ)=(rcos(θ),rsin(θ)) so that T is a function (transformation) from R2 to R2. We view this transformation as mapping a version of the xy-plane where the axes are viewed as representing r and θ (the rθ-plane) to the familiar xy-plane.
    in Equation (3.8.2). 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, let’s now consider the polar rectangle P given by [1,2]×[π6,π4], so that r1=1, r2=2, θ1=π6, and θ2=π4.
    1. Use the transformation determined by the equations in (3.8.2) to find the rectangular vertices that correspond to the polar vertices in the polar rectangle P. In other words, by substituting appropriate values of r and θ into the two equations in (3.8.2), find the values of the corresponding x and y coordinates for the vertices of the polar rectangle P. Label the point that corresponds to the polar vertex (r1,θ1) as (x1,y1), the point corresponding to the polar vertex (r2,θ1) as (x2,y2), the point corresponding to the polar vertex (r1,θ2) as (x3,y3), and the point corresponding to the polar vertex (r2,θ2) as (x4,y4).
    2. Draw a picture of the figure in rectangular coordinates that has the points (x1,y1), (x2,y2), (x3,y3), and (x4,y4) 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?

Subsection 3.8.1 Change of Variables in Polar Coordinates

The general idea behind a change of variables is suggested by Preview Activity 3.8.1. There, we saw that in a change of variables from rectangular coordinates to polar coordinates, a polar rectangle [r1,r2]×[θ1,θ2] gets mapped to a Cartesian rectangle under the transformation
x=rcos(θ)      and      y=rsin(θ).
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 θ, then the polar rectangle P appears to us at left in Figure 3.8.1. The image P of the polar rectangle P under the transformation given by (3.8.2) is shown at right in Figure 3.8.1. 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,θ)=(rcos(θ),rsin(θ)).
Figure 3.8.1. A rectangle P and its image P.
Furthermore, as Preview Activity 3.8.1 suggests, it follows generally that for an original polar rectangle P=[r1,r2]×[θ1,θ2], the area of the transformed rectangle P is given by r2+r12ΔrΔθ. Therefore, as Δr and Δθ go to 0 this area becomes the familiar area element dA=rdrdθ 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.

Subsection 3.8.2 General Change of Coordinates

We first focus on double integrals. As with single integrals, we may be able to simplify a double integral of the form
Df(x,y)dA
by making a change of variables (that is, a substitution) of the form
x=x(s,t)      and      y=y(s,t)
where x and y are functions of new variables s and t. 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; 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, in this new system. The following activity helps to illustrate the idea.

Activity 3.8.2.

Consider the change of variables
x=s+2t      and      y=2s+t.
Let’s see what happens to the rectangle T=[0,1]×[1,4] in the st-plane under this change of variable.
  1. Draw a labeled picture of T in the st-plane.
  2. 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: (0,4), (1,1), and (1,4).
  3. In the xy-plane, draw a labeled picture of the image, T, of the original st-rectangle T. What appears to be the shape of the image, T?
  4. 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? (Hint: Remember what the cross product of two vectors tells us.)
Activity 3.8.2 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]×[a+Δs,b+Δt] 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; the region T is the pre-image of T. Although the sides of this xy region T aren’t 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 v and w, where v is the vector from (x(a,b),y(a,b)) to (x(a+Δs,b),y(a+Δs,b)), and w is the vector from (x(a,b),y(a,b)) to (x(a,b+Δt),y(a,b+Δt)).
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 Figure 3.8.2.
Figure 3.8.2. Approximating an area of an image resulting from a transformation.
The components of the vector v are
v=x(a+Δs,b)x(a,b),y(a+Δs,b)y(a,b),0
and similarly those for w are
w=x(a,b+Δt)x(a,b),y(a,b+Δs)y(a,b),0.
Slightly rewriting v and w, we have
v=x(a+Δs,b)x(a,b)Δs,y(a+Δs,b)y(a,b)Δs,0Δs, andw=x(a,b+Δt)x(a,b)Δt,y(a,b+Δs)y(a,b)Δt,0Δt.
For small Δs and Δt, the definition of the partial derivative tells us that
vxs(a,b),ys(a,b),0Δs      and      wxt(a,b),yt(a,b),0Δt.
Recall that the area of the parallelogram with sides v and w is the length of the cross product of the two vectors, |v×w|. From this, we observe that
v×wxs(a,b),ys(a,b),0Δs×xt(a,b),yt(a,b),0Δt=0, 0, xs(a,b)yt(a,b)xt(a,b)ys(a,b)ΔsΔt.
Finally, by computing the magnitude of the cross product, we see that
|v×w||0,0,xs(a,b)yt(a,b)xt(a,b)ys(a,b)ΔsΔt|=|xs(a,b)yt(a,b)xt(a,b)ys(a,b)|ΔsΔt.
Therefore, as the number of subdivisions increases without bound in each direction, Δs and Δt both go to zero, and we have
(3.8.3)dA=|xsytxtys|dsdt.
Equation (3.8.3) hence determines the general change of variable formula in a double integral, and we can now say that
Tf(x,y)dydx=Tf(x(s,t),y(s,t))|xsytxtys|dsdt.
The quantity
xsytxtys
is called the Jacobian, and we denote the Jacobian using the shorthand notation
(x,y)(s,t)=xsytxtys.
Recall from Section 1.4 that we can also write this Jacobian as the determinant of the 2×2 matrix [xsxtysyt]. Note that, as discussed in Section 1.4, the absolute value of the determinant of [xsxtysyt] is the area of the parallelogram determined by the vectors v and w, and so the area element dA in xy-coordinates is also represented by the area element |(x,y)(s,t)|dsdt in st-coordinates, and |(x,y)(s,t)| is the factor by which the transformation magnifies area.
To summarize, the preceding change of variable formula that we have derived now follows.

Change of Variables in a Double Integral.

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
Rf(x,y)dA=Rf(x(s,t),y(s,t))|(x,y)(s,t)|dsdt.

Activity 3.8.3.

Find the Jacobian when changing from rectangular to polar coordinates. That is, for the transformation given by x=rcos(θ), y=rsin(θ), determine a simplified expression for the quantity
xryθxθyr.
What do you observe about your result? How is this connected to our earlier work with double integrals in polar coordinates?

Activity 3.8.4.

Let D be the region in the xy-plane bounded by the lines y=0, x=0, and x+y=1. We will evaluate the double integral
(3.8.4)Dx+y(xy)2dA
with a change of variables.
  1. Sketch the region D in the xy-plane.
  2. We would like to make a substitution that makes the integrand easier to antidifferentiate. Let s=x+y and t=xy. Explain why this should make antidifferentiation easier by making the corresponding substitutions and writing the new integrand in terms of s and t.
  3. Solve the equations s=x+y and t=xy for x and y. (Doing so determines the standard form of the transformation, since we will have x as a function of s and t, and y as a function of s and t.)
  4. To actually execute this change of variables, we need to know the st-region D that corresponds to the xy-region D.
    1. What st equation corresponds to the xy equation x+y=1?
    2. What st equation corresponds to the xy equation x=0?
    3. What st equation corresponds to the xy equation y=0?
    4. Sketch the st region D that corresponds to the xy domain D.
  5. Make the change of variables indicated by s=x+y and t=xy in the double integral (3.8.4) and set up an iterated integral in st variables whose value is the original given double integral. Finally, evaluate the iterated integral.

Subsection 3.8.3 Change 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 R3, a change of variables transformation x=x(s,t,u), y=y(s,t,u), 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. 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, (x,y,z)(s,t,u), which is the determinant of the 3×3 matrix
[xsxtxuysytyuzsztzu].
(Recall that this determinant was introduced in Section 1.4.) That is, (x,y,z)(s,t,u) is given by
xs[ytzuyuzt]xt[yszuyuzs]+xu[ysztytzs].
To summarize,

Change of Variables in a Triple Integral.

Suppose a change of variables x=x(s,t,u), y=y(s,t,u), 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 Sf(x,y,z)dV is equal to
Sf(x(s,t,u),y(s,t,u),z(s,t,u)) |(x,y,z)(s,t,u)|dsdtdu.

Activity 3.8.5.

Find the Jacobian when changing from Cartesian to cylindrical coordinates. That is, for the transformation given by x=rcos(θ), y=rsin(θ), and z=z, determine a simplified expression for the quantity
(x,y,z)(r,θ,z).
What do you observe about your result? How is this connected to our earlier work with triple integrals in cylindrial coordinates?

Activity 3.8.6.

Consider the solid S defined by the inequalities 0x2, x2yx2+1, and 0z6. Consider the transformation defined by s=x2, t=x2y2, and u=z3. Let f(x,y,x)=x2y+z.
  1. 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.
  2. Find the Jacobian (x,y,z)(s,t,u).
  3. Use the transformation to perform a change of variables and evaluate Sf(x,y,z)dV by evaluating
    Sf(x(s,t,u),y(s,t,u),z(s,t,u)) |(x,y,z)(s,t,u)|dsdtdu.

Subsection 3.8.4 Summary

  • 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.

Exercises 3.8.5 Exercises

1.

Find the absolute value of the Jacobian, |(x,y)(s,t)|, for the change of variables given by x=3s+8t,y=2s+6t
|(x,y)(s,t)|=

2.

Find the Jacobian. (x,y,z)(s,t,u), where x=ts+2u,y=(s+4t+5u),z=2s2t2u.
(x,y,z)(s,t,u)=

3.

Consider the transformation T:x=3034u1634v,  y=1634u+3034v
A. Compute the Jacobian:
(x,y)(u,v)=
B. The transformation is linear, which implies that it transforms lines into lines. Thus, it transforms the square S:34u34,34v34 into a square T(S) with vertices:
T(34, 34) = (, )
T(-34, 34) = (, )
T(-34, -34) = (, )
T(34, -34) = (, )
C. Use the transformation T to evaluate the integral T(S) x2+y2 dA

4.

Use the change of variables s=y, t=yx2 to evaluate Rxdxdy over the region R in the first quadrant bounded by y=0, y=36, y=x2, and y=x27.
Rxdxdy=

5.

Use the change of variables s=x+4y, t=y to find the area of the ellipse x2+8xy+17y21.
area =

6.

Use the change of variables s=xy, t=xy2 to compute Rxy2dA, where R is the region bounded by xy=4, xy=6, xy2=4, xy2=6.
Rxy2dA=

7.

Find positive numbers a and b so that the change of variables s=ax,t=by transforms the integral Rdxdy into
T|(x,y)(s,t)|dsdt
for the region R, the rectangle 0x10, 0y70 and the region T, the square 0s,t1.
a=
b=
What is |(x,y)(s,t)| in this case?
|(x,y)(s,t)|=

8.

Find a number a so that the change of variables s=x+ay,t=y transforms the integral Rdxdy over the parallelogram R in the xy-plane with vertices (0,0), (12,0), (18,5), (6,5) into an integral
T|(x,y)(s,t)|dsdt
over a rectangle T in the st-plane.
a=
What is |(x,y)(s,t)| in this case?
|(x,y)(s,t)|=

9.

In this problem we use the change of variables x=2s+t, y=s2t to compute the integral R(x+y)dA, where R is the parallelogram with vertices (x,y)=(0,0), (2,1), (4,3), and (2,4).
First find the magnitude of the Jacobian, |(x,y)(s,t)|= .
Then, with a= , b= ,
c= , and d= ,
R(x+y)dA=abcd( s+ t+ )dtds =

10.

Let D be the region in the xy-plane that is the parallelogram with vertices (3,3), (4,5), (5,4), and (6,6).
  1. Sketch and label the region D in the xy-plane.
  2. Consider the integral D(x+y)dA. Explain why this integral would be difficult to set up as an iterated integral.
  3. Let a change of variables be given by x=2u+v, y=u+2v. Using substitution or elimination, solve this system of equations for u and v in terms of x and y.
  4. Use your work in (c) to find the pre-image, D, which lies in the uv-plane, of the originally given region D, which lies in the xy-plane. For instance, what uv point corresponds to (3,3) in the xy-plane?
  5. 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 D(x+y)dA.
  6. Finally, evaluate the uv integral, and write a sentence to explain why the change of variables made the integration easier.

11.

Consider the change of variables
x(ρ,θ,ϕ)=ρsin(ϕ)cos(θ)     y(ρ,θ,ϕ)=ρsin(ϕ)sin(θ)     z(ρ,θ,ϕ)=ρcos(ϕ),
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?

12.

In this problem, our goal is to find the volume of the ellipsoid x2a2+y2b2+z2c2=1.
  1. 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, y, and z are all nonnegative.
  2. Explain why it makes sense to use the substitution x=as, y=bt, and z=cu in order to make the region of integration simpler.
  3. Compute the Jacobian of the transformation given in (b).
  4. Execute the given change of variables and set up the corresponding new iterated integral in s, t, and u.
  5. 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?
  6. Convert the integral from (d) to a new integral in spherical coordinates.
  7. Finally, evaluate the iterated integral in (f) and hence determine the volume of the ellipsoid.