4
Changing Variables in Multiple Integrals 1. Changing variables. Double integrals in x,y coordinates which are taken over circular regions, or have inte- grands involving the combination x 2 + y 2 , are often better done in polar coordinates: (1) f (x, y) dA = g(r, θ) r drd θ . R R This involves introducing the new variables r and θ, together with the equations relating them to x,y in both the forward and backward directions: (2) r = x 2 + y 2 , θ = tan 1 (y/x); x = r cos θ, y = r sin θ . Changing the integral to polar coordinates then requires three steps: A. Changing the integrand f (x,y) to g(r, θ), by us ing (2 ); B. Supplying the area element in the r, θ system: dA = rdrd θ ; C. Using the region R to determine the limits of integration in the r, θ system. In the same way , double integrals involving other types of regions or integrands can sometimes be simplied by changing the coordinate system from x,y to one better adapted to the region or integra nd. Let’s call the new coordinates u and v; then there will be equations introducing the new coordinates, going in b oth directions: (3) u = u(x, y), v = v(x, y); x = x(u, v), y = y(u,v) (often one will only get or use the equat ions in one of these directions). To change the integral to u,vcoordinates, we then have to carry out the three steps A, B, C above. A rst step is to picture the new coordinate sys tem; fo r thi s we us e the same ide a as for pola r coordinates, namely, we consider the grid formed by the l evel curves of the new coordinate functions: u=u 0 u=u (4) u(x,y)= u 0 , v(x, y)= v 0 . 1 u=u 2 Once we have this, algebraic and geometric intuition will usually handle steps A and C, but for B we will need a formula: it uses a determinan t v=v 0 v=v called the Jacobian, whose notation and denition are 1 v=v 2 ∂ (x, y) x u x v (5) = . ∂ (u, v) y u y v Using it, the formula for the area element in the u, vsystem is ∂ (x,y) ∂ (u,v) (6) dA = du dv , 1

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Changing

Variables

in

Multiple

Integrals

1 Changing variables

Double integrals in xy coordinates which are taken over circular regions or have inte-grands involving the combination x2 + y2 are often better done in polar coordinates

(1) f (x y) dA = g(r θ) r drdθ R R

This involves introducing the new variables r and θ together with the equations relatingthem to xy in both the forward and backward directions

(2) r = x2 + y2 θ = tanminus1(yx) x = r cos θ y = r sin θ

Changing the integral to polar coordinates then requires three steps

A

Changing the integrand f (x y) to g(r θ) by using (2)B

Supplying the area element in the rθ system dA = rdrdθ

C Using the region R to determine the limits of integration in the rθ system

In the same way double integrals involving other types of regions or integrands cansometimes be simplified by changing the coordinate system from xy to one better adaptedto the region or integrand Letrsquos call the new coordinates u and v then there will beequations introducing the new coordinates going in both directions

(3) u = u(x y) v = v(x y) x = x(u v) y = y(u v)

(often one will only get or use the equations in one of these directions) To change the

integral to u vcoordinates we then have to carry out the three steps ABC

above Afirst step is to picture the new coordinate system for this we use the same idea as for polarcoordinates namely we consider the grid formed by the level curves of the new coordinatefunctions

u=u0

u=u(4) u(x y) = u0 v(x y) = v0

1

u=u2

Once we have this algebraic and geometric intuition will usually handlesteps A and C but for B we will need a formula it uses a determinant v=v

0

v=vcalled the Jacobian whose notation and definition are 1

v=v2

part (x y)

xu xv

(5) =

part (u v) yu

yv

Using it the formula for the area element in the u vsystem is

part (x y) part (u v) (6) dA = dudv

1

8122019 Mit18 02sc Mnotes Cv1

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2 CHANGING VARIABLES IN MULTIPLE INTEGRALS

so the change of variable formula is

part (x y) (7) f (x y)dxdy = g(u v) dudv

part (u v)

R R

where g(u v) is obtained from f (x y) by substitution using the equations (3)We will derive the formula (5) for the new area element in the next section for now letrsquos

check that it works for polar coordinates

Example 1 Verify (1) using the general formulas (5) and (6)

Solution Using (2) we calculate

part (x y)=

xr xθ =cos θ minusr sin θ

= r(cos2 θ + sin2 θ) = r part (r θ) yr yθ sin θ r cos θ

so that dA = rdrdθ according to (5) and (6) note that we can omit the absolute valuesince by convention in integration problems we always assume r ge 0 as is implied alreadyby the equations (2)

We now work an example illustrating why the general formula is needed and how it isused it illustrates step C

also mdash putting in the new limits of integration 1

1048573 11141092

xminus

y -1

Example

2 Evaluate dxdy over the region R pictured

x+ y + 2R

Solution This would be a painful integral to work out in rectangular coordinates

-1

But the region is bounded by the lines

(8) x+ y = plusmn1 xminus

y = plusmn1

and the integrand also contains the combinations xminus y and x+y These powerfully suggest

that the integral will be simplified by the change of variable (we give it also in the inversedirection by solving the first pair of equations for x and y)

u+ v uminus

v(9) u = x+ y v = xminus y x = y =

2 2

We will also need the new area element using (5) and (9) above we get

part (x y) 12 12 1(10) = = minus

part (u v) 12 minus12 2

note that it is the second pair of equations in (9) that were used not the ones introducingu and v Thus the new area element is (this time we do need the absolute value sign in (6))

1(11) dA = dudv

2

We now combine steps A and B to get the new double integral substituting into theintegrand by using the first pair of equations in (9) we get

1048573 11141092

1048573 11141092

xminus

y v 1(12) dxdy = dudv

x+ y + 2 u+ 2 2R R

1

8122019 Mit18 02sc Mnotes Cv1

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3 CHANGING VARIABLES IN MULTIPLE INTEGRALS

In uvcoordinates the boundaries (8) of the region are simply u = plusmn1 v = plusmn1 so theintegral (12) becomes

1048573 11141092

1

1

1048573 11141092

v 1 v 1dudv = dudv

u+ 2 2 u+ 2 2Rminus1

minus1

We have

v2

917501u=1

v2 v3

9175011

2= inner integral = minus = outer integral =

2(u+ 2)u=minus1

3 9minus1

9

8122019 Mit18 02sc Mnotes Cv1

httpslidepdfcomreaderfullmit18-02sc-mnotes-cv1 44

MIT OpenCourseWarehttpocwmitedu

1802SC Multivariable Calculus

Fall 2010

For information about citing these materials or our Terms of Use visit httpocwmiteduterms

Page 2: Mit18 02sc Mnotes Cv1

8122019 Mit18 02sc Mnotes Cv1

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2 CHANGING VARIABLES IN MULTIPLE INTEGRALS

so the change of variable formula is

part (x y) (7) f (x y)dxdy = g(u v) dudv

part (u v)

R R

where g(u v) is obtained from f (x y) by substitution using the equations (3)We will derive the formula (5) for the new area element in the next section for now letrsquos

check that it works for polar coordinates

Example 1 Verify (1) using the general formulas (5) and (6)

Solution Using (2) we calculate

part (x y)=

xr xθ =cos θ minusr sin θ

= r(cos2 θ + sin2 θ) = r part (r θ) yr yθ sin θ r cos θ

so that dA = rdrdθ according to (5) and (6) note that we can omit the absolute valuesince by convention in integration problems we always assume r ge 0 as is implied alreadyby the equations (2)

We now work an example illustrating why the general formula is needed and how it isused it illustrates step C

also mdash putting in the new limits of integration 1

1048573 11141092

xminus

y -1

Example

2 Evaluate dxdy over the region R pictured

x+ y + 2R

Solution This would be a painful integral to work out in rectangular coordinates

-1

But the region is bounded by the lines

(8) x+ y = plusmn1 xminus

y = plusmn1

and the integrand also contains the combinations xminus y and x+y These powerfully suggest

that the integral will be simplified by the change of variable (we give it also in the inversedirection by solving the first pair of equations for x and y)

u+ v uminus

v(9) u = x+ y v = xminus y x = y =

2 2

We will also need the new area element using (5) and (9) above we get

part (x y) 12 12 1(10) = = minus

part (u v) 12 minus12 2

note that it is the second pair of equations in (9) that were used not the ones introducingu and v Thus the new area element is (this time we do need the absolute value sign in (6))

1(11) dA = dudv

2

We now combine steps A and B to get the new double integral substituting into theintegrand by using the first pair of equations in (9) we get

1048573 11141092

1048573 11141092

xminus

y v 1(12) dxdy = dudv

x+ y + 2 u+ 2 2R R

1

8122019 Mit18 02sc Mnotes Cv1

httpslidepdfcomreaderfullmit18-02sc-mnotes-cv1 34

3 CHANGING VARIABLES IN MULTIPLE INTEGRALS

In uvcoordinates the boundaries (8) of the region are simply u = plusmn1 v = plusmn1 so theintegral (12) becomes

1048573 11141092

1

1

1048573 11141092

v 1 v 1dudv = dudv

u+ 2 2 u+ 2 2Rminus1

minus1

We have

v2

917501u=1

v2 v3

9175011

2= inner integral = minus = outer integral =

2(u+ 2)u=minus1

3 9minus1

9

8122019 Mit18 02sc Mnotes Cv1

httpslidepdfcomreaderfullmit18-02sc-mnotes-cv1 44

MIT OpenCourseWarehttpocwmitedu

1802SC Multivariable Calculus

Fall 2010

For information about citing these materials or our Terms of Use visit httpocwmiteduterms

Page 3: Mit18 02sc Mnotes Cv1

8122019 Mit18 02sc Mnotes Cv1

httpslidepdfcomreaderfullmit18-02sc-mnotes-cv1 34

3 CHANGING VARIABLES IN MULTIPLE INTEGRALS

In uvcoordinates the boundaries (8) of the region are simply u = plusmn1 v = plusmn1 so theintegral (12) becomes

1048573 11141092

1

1

1048573 11141092

v 1 v 1dudv = dudv

u+ 2 2 u+ 2 2Rminus1

minus1

We have

v2

917501u=1

v2 v3

9175011

2= inner integral = minus = outer integral =

2(u+ 2)u=minus1

3 9minus1

9

8122019 Mit18 02sc Mnotes Cv1

httpslidepdfcomreaderfullmit18-02sc-mnotes-cv1 44

MIT OpenCourseWarehttpocwmitedu

1802SC Multivariable Calculus

Fall 2010

For information about citing these materials or our Terms of Use visit httpocwmiteduterms

Page 4: Mit18 02sc Mnotes Cv1

8122019 Mit18 02sc Mnotes Cv1

httpslidepdfcomreaderfullmit18-02sc-mnotes-cv1 44

MIT OpenCourseWarehttpocwmitedu

1802SC Multivariable Calculus

Fall 2010

For information about citing these materials or our Terms of Use visit httpocwmiteduterms