Change of Variable
With a function of one variable we often use a change of variable (a substitution) to simplify an integral. By reversing the roles of
and
an integral can be rewritten,
![change of variable _gr_3.gif]](pages/change-of-variable/Images/change-of-variable_gr_3.gif)
where
and
This factor
is crucial for determining whether a change of variable will be successful, or not. In order to have a change of variables for functions of two or more variables, a factor which is defined in terms of partial derivatives will be needed.
Definition (Change of Variable) If
and
then the Jacobian of
and
with respect to
and
denoted by
is
![change of variable _gr_15.gif]](pages/change-of-variable/Images/change-of-variable_gr_15.gif)
More generally, for
![change of variable _gr_16.gif]](pages/change-of-variable/Images/change-of-variable_gr_16.gif)
the Jacobian of
with respect to
is
![change of variable _gr_19.gif]](pages/change-of-variable/Images/change-of-variable_gr_19.gif)
Example (Change of Variable) Compute the Jacobian for the conversion from the rectangular plane to the polar plane.
Solution. The conversion formulas are
and
So the Jacobian is,
![change of variable _gr_22.gif]](pages/change-of-variable/Images/change-of-variable_gr_22.gif)
![change of variable _gr_23.gif]](pages/change-of-variable/Images/change-of-variable_gr_23.gif)
Example (Change of Variable) Compute the Jacobian for the conversion from rectangular coordinates to cylindrical coordinates.
Solution. The conversion formulas are
and
So the Jacobian is,
![change of variable _gr_28.gif]](pages/change-of-variable/Images/change-of-variable_gr_28.gif)
![change of variable _gr_29.gif]](pages/change-of-variable/Images/change-of-variable_gr_29.gif)
![change of variable _gr_30.gif]](pages/change-of-variable/Images/change-of-variable_gr_30.gif)
Example (Change of Variable) Compute the Jacobian for the conversion from rectangular coordinates to spherical coordinates.
Solution. The conversion formulas are
and
So the Jacobian is,
![change of variable _gr_35.gif]](pages/change-of-variable/Images/change-of-variable_gr_35.gif)
![change of variable _gr_36.gif]](pages/change-of-variable/Images/change-of-variable_gr_36.gif)
Proposition (Change of Variables in Double Integrals) Let
be a continuous function on a region
in the
and let
be a one-to-one transformation that maps the region
in the
-plane onto
under the change of variables
where
and
are continuously differentiable functions on
If
then
Example (Change of Variable) Use a change of variables to compute the area of an ellipse.
Solution. Assume the ellipse is given in standard form by
Let
and
then the ellipse in the
-plane corresponds to the unit circle
in the
-plane. Since
and
the Jacobian is
and so the area of an ellipse is given by
![change of variable _gr_62.gif]](pages/change-of-variable/Images/change-of-variable_gr_62.gif)
![change of variable _gr_63.gif]](pages/change-of-variable/Images/change-of-variable_gr_63.gif)
![change of variable _gr_64.gif]](pages/change-of-variable/Images/change-of-variable_gr_64.gif)
![change of variable _gr_65.gif]](pages/change-of-variable/Images/change-of-variable_gr_65.gif)
Example (Change of Variable) Use a change of variables to evaluate the integral
where
is the trapezoidal region with vertices
and
Solution. Since it is not easy to integrate
we make a change of variables suggested by the form of
namely:
and
Then, since
the Jacobian is,
To find the region
in the
-plane corresponding to
we note that the sides of
lie on the lines
and using the rules for the transformation,
and
the images of the lines in the
are
Thus the region
is the trapezoidal region with vertices
and
that is
The transformation from
to
is,
![change of variable _gr_99.gif]](pages/change-of-variable/Images/change-of-variable_gr_99.gif)
Therefore,
![change of variable _gr_100.gif]](pages/change-of-variable/Images/change-of-variable_gr_100.gif)
![change of variable _gr_101.gif]](pages/change-of-variable/Images/change-of-variable_gr_101.gif)
![change of variable _gr_102.gif]](pages/change-of-variable/Images/change-of-variable_gr_102.gif)
![change of variable _gr_103.gif]](pages/change-of-variable/Images/change-of-variable_gr_103.gif)
![change of variable _gr_104.gif]](pages/change-of-variable/Images/change-of-variable_gr_104.gif)
Example (Change of Variable) Use a change of variables to evaluate the integral
where
is the region bounded by the lines
and
Solution. Let
and
Then solving for
and
produces
and
![change of variable _gr_117.gif]](pages/change-of-variable/Images/change-of-variable_gr_117.gif)
We compute the Jacobian of
and
![change of variable _gr_119.gif]](pages/change-of-variable/Images/change-of-variable_gr_119.gif)
The bounds under the transformation are
![change of variable _gr_121.gif]](pages/change-of-variable/Images/change-of-variable_gr_121.gif)
Let's consider the region
in the
-plane as vertically simple as follows,
![change of variable _gr_124.gif]](pages/change-of-variable/Images/change-of-variable_gr_124.gif)
![change of variable _gr_125.gif]](pages/change-of-variable/Images/change-of-variable_gr_125.gif)
![change of variable _gr_126.gif]](pages/change-of-variable/Images/change-of-variable_gr_126.gif)
![change of variable _gr_127.gif]](pages/change-of-variable/Images/change-of-variable_gr_127.gif)
![change of variable _gr_128.gif]](pages/change-of-variable/Images/change-of-variable_gr_128.gif)
![change of variable _gr_129.gif]](pages/change-of-variable/Images/change-of-variable_gr_129.gif)
Example (Change of Variable) Use a change of variables to evaluate the integral
where
is the region bounded by the square with vertices
and
![change of variable _gr_136.gif]](pages/change-of-variable/Images/change-of-variable_gr_136.gif) Solution. The region
is bounded by the lines
and
Let
and
then solving for
and
produces
and
We compute the Jacobian of
and
![change of variable _gr_149.gif]](pages/change-of-variable/Images/change-of-variable_gr_149.gif)
The bounds under the transformation are
![change of variable _gr_151.gif]](pages/change-of-variable/Images/change-of-variable_gr_151.gif)
Let's consider the region
in the
-plane as horizontally simple as follows,
![change of variable _gr_154.gif]](pages/change-of-variable/Images/change-of-variable_gr_154.gif)
![change of variable _gr_155.gif]](pages/change-of-variable/Images/change-of-variable_gr_155.gif)
![change of variable _gr_156.gif]](pages/change-of-variable/Images/change-of-variable_gr_156.gif)
![change of variable _gr_157.gif]](pages/change-of-variable/Images/change-of-variable_gr_157.gif)
![change of variable _gr_158.gif]](pages/change-of-variable/Images/change-of-variable_gr_158.gif)
Example (Change of Variable) Use a change of variables to evaluate the integral
where
is the region bounded by the parallelogram with vertices
and
![change of variable _gr_165.gif]](pages/change-of-variable/Images/change-of-variable_gr_165.gif) Solution. The boundary lines of the parallelogram are
and
Let
and
with boundary lines
and
Solving for
and
produces
and
Since the Jacobian is
![change of variable _gr_180.gif]](pages/change-of-variable/Images/change-of-variable_gr_180.gif)
we have
![change of variable _gr_181.gif]](pages/change-of-variable/Images/change-of-variable_gr_181.gif)
![change of variable _gr_182.gif]](pages/change-of-variable/Images/change-of-variable_gr_182.gif)
![change of variable _gr_183.gif]](pages/change-of-variable/Images/change-of-variable_gr_183.gif)
![change of variable _gr_184.gif]](pages/change-of-variable/Images/change-of-variable_gr_184.gif)
In the next example we will make use of
![change of variable _gr_185.gif]](pages/change-of-variable/Images/change-of-variable_gr_185.gif)
because it is easier not to solve for
and
in terms of
and
Example (Change of Variable) Use a change of variables to evaluate the integral
where
is the region bounded by the hyperbolas
and
![change of variable _gr_195.gif]](pages/change-of-variable/Images/change-of-variable_gr_195.gif) Solution. Let
and
Then
![change of variable _gr_198.gif]](pages/change-of-variable/Images/change-of-variable_gr_198.gif)
Since,
we have
![change of variable _gr_200.gif]](pages/change-of-variable/Images/change-of-variable_gr_200.gif)
Thus,
![change of variable _gr_201.gif]](pages/change-of-variable/Images/change-of-variable_gr_201.gif)
and so
![change of variable _gr_202.gif]](pages/change-of-variable/Images/change-of-variable_gr_202.gif)
Now then,
![change of variable _gr_203.gif]](pages/change-of-variable/Images/change-of-variable_gr_203.gif)
![change of variable _gr_204.gif]](pages/change-of-variable/Images/change-of-variable_gr_204.gif)
![change of variable _gr_205.gif]](pages/change-of-variable/Images/change-of-variable_gr_205.gif)
![change of variable _gr_206.gif]](pages/change-of-variable/Images/change-of-variable_gr_206.gif)
![change of variable _gr_207.gif]](pages/change-of-variable/Images/change-of-variable_gr_207.gif)
Example (Change of Variable) Use a change of variables to evaluate the integral
where
is the triangular region bounded by the vertices
![change of variable _gr_213.gif]](pages/change-of-variable/Images/change-of-variable_gr_213.gif) Solution. Let
and
so that
and
Then the Jacobian is
![change of variable _gr_218.gif]](pages/change-of-variable/Images/change-of-variable_gr_218.gif)
The given the region
is bounded by the lines
and
which transform into
and
Therefore,
![change of variable _gr_226.gif]](pages/change-of-variable/Images/change-of-variable_gr_226.gif)
![change of variable _gr_227.gif]](pages/change-of-variable/Images/change-of-variable_gr_227.gif)
![change of variable _gr_228.gif]](pages/change-of-variable/Images/change-of-variable_gr_228.gif)
![change of variable _gr_229.gif]](pages/change-of-variable/Images/change-of-variable_gr_229.gif)
![change of variable _gr_230.gif]](pages/change-of-variable/Images/change-of-variable_gr_230.gif)
Proposition (Change of Variables in Triple Integrals) Let
be a continuous function on a region
in the
and let
be a one-to-one transformation that maps the region
in the
-space onto
under the change of variables
and
where functions
and
are continuously differentiable functions on
If
then
![change of variable _gr_247.gif]](pages/change-of-variable/Images/change-of-variable_gr_247.gif)
Example (Change of Variable) Compute the volume of an ellipsoid.
Solution. Assume the ellipsoid is given in standard form by
Let
and
then the ellipsoid corresponds to the unit sphere
Since
the Jacobian is
and so the volume of an ellipsoid is given by
![change of variable _gr_258.gif]](pages/change-of-variable/Images/change-of-variable_gr_258.gif)
![change of variable _gr_259.gif]](pages/change-of-variable/Images/change-of-variable_gr_259.gif)
![change of variable _gr_260.gif]](pages/change-of-variable/Images/change-of-variable_gr_260.gif)
Cite this as: Change Of Variable Published by Library of Math -- Online math organized by subject into topics.
Written by Smith, David A.
http://www.libraryofmath.com/change-of-variable.html
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