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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 change of variable _gr_1.gif] and change of variable _gr_2.gif] an integral can be rewritten,

change of variable _gr_3.gif]

where change of variable _gr_4.gif] change of variable _gr_5.gif] and change of variable _gr_6.gif] This factor change of variable _gr_7.gif] 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 change of variable _gr_8.gif] and change of variable _gr_9.gif] then the Jacobian of change of variable _gr_10.gif] and change of variable _gr_11.gif] with respect to change of variable _gr_12.gif] and change of variable _gr_13.gif] denoted by change of variable _gr_14.gif] is  

change of variable _gr_15.gif]

More generally, for

change of variable _gr_16.gif]

the Jacobian of change of variable _gr_17.gif] with respect to change of variable _gr_18.gif] is  

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 change of variable _gr_20.gif] and change of variable _gr_21.gif] So the Jacobian is,
    
change of variable _gr_22.gif]

change of variable _gr_23.gif]
change of variable _gr_24.gif]

Example (Change of Variable) Compute the Jacobian for the conversion from rectangular coordinates to cylindrical coordinates.

    Solution.  The conversion formulas are change of variable _gr_25.gif] change of variable _gr_26.gif] and change of variable _gr_27.gif] So the Jacobian is,
    
change of variable _gr_28.gif]

change of variable _gr_29.gif]

change of variable _gr_30.gif]
change of variable _gr_31.gif]

Example (Change of Variable) Compute the Jacobian for the conversion from rectangular coordinates to spherical coordinates.

    Solution. The conversion formulas are change of variable _gr_32.gif] change of variable _gr_33.gif] and change of variable _gr_34.gif] So the Jacobian is,
    
change of variable _gr_35.gif]

change of variable _gr_36.gif]

change of variable _gr_37.gif]
change of variable _gr_38.gif]

Proposition (Change of Variables in Double Integrals) Let change of variable _gr_39.gif] be a continuous function on a region change of variable _gr_40.gif] in the change of variable _gr_41.gif] and let change of variable _gr_42.gif] be a one-to-one transformation that maps the region change of variable _gr_43.gif] in the change of variable _gr_44.gif]-plane onto change of variable _gr_45.gif] under the change of variables change of variable _gr_46.gif] change of variable _gr_47.gif] where change of variable _gr_48.gif] and change of variable _gr_49.gif] are continuously differentiable functions on change of variable _gr_50.gif] If   change of variable _gr_51.gif] then

change of variable _gr_52.gif]

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 change of variable _gr_53.gif] Let change of variable _gr_54.gif] and change of variable _gr_55.gif] then the ellipse in the change of variable _gr_56.gif]-plane corresponds to the unit circle change of variable _gr_57.gif] in the change of variable _gr_58.gif]-plane. Since change of variable _gr_59.gif] and change of variable _gr_60.gif] the Jacobian is change of variable _gr_61.gif] and so the area of an ellipse is given by  
    
change of variable _gr_62.gif]

change of variable _gr_63.gif]

change of variable _gr_64.gif]

change of variable _gr_65.gif]
change of variable _gr_66.gif]

Example (Change of Variable) Use a change of variables to evaluate the integral

change of variable _gr_67.gif]

where change of variable _gr_68.gif] is the trapezoidal region with vertices change of variable _gr_69.gif] change of variable _gr_70.gif] change of variable _gr_71.gif] and change of variable _gr_72.gif]
    
    Solution. Since it is not easy to integrate change of variable _gr_73.gif] we make a change of variables suggested by the form of change of variable _gr_74.gif] namely: change of variable _gr_75.gif] and change of variable _gr_76.gif]  Then, since

change of variable _gr_77.gif]
        
the Jacobian is,

change of variable _gr_78.gif]

To find the region change of variable _gr_79.gif] in the change of variable _gr_80.gif]-plane corresponding to change of variable _gr_81.gif] we note that the sides of change of variable _gr_82.gif] lie on the lines change of variable _gr_83.gif] change of variable _gr_84.gif] change of variable _gr_85.gif] change of variable _gr_86.gif] and using the rules for the transformation, change of variable _gr_87.gif] and change of variable _gr_88.gif] the images of the lines in the change of variable _gr_89.gif] are

change of variable _gr_90.gif]

Thus the region change of variable _gr_91.gif] is the trapezoidal region with vertices change of variable _gr_92.gif] change of variable _gr_93.gif] change of variable _gr_94.gif] and change of variable _gr_95.gif] that is

change of variable _gr_96.gif]

The transformation from change of variable _gr_97.gif] to change of variable _gr_98.gif] is,

change of variable _gr_99.gif]


Therefore,

change of variable _gr_100.gif]

change of variable _gr_101.gif]

change of variable _gr_102.gif]

change of variable _gr_103.gif]

change of variable _gr_104.gif]
change of variable _gr_105.gif]

Example (Change of Variable) Use a change of variables to evaluate the integral

change of variable _gr_106.gif]

where change of variable _gr_107.gif] is the region bounded by the lines change of variable _gr_108.gif] change of variable _gr_109.gif] change of variable _gr_110.gif] and change of variable _gr_111.gif]
    
    Solution. Let change of variable _gr_112.gif] and change of variable _gr_113.gif] Then solving for change of variable _gr_114.gif] and change of variable _gr_115.gif] produces

change of variable _gr_116.gif] and change of variable _gr_117.gif]

We compute the Jacobian of change of variable _gr_118.gif] and change of variable _gr_119.gif]

change of variable _gr_120.gif]

The bounds under the transformation are

change of variable _gr_121.gif]

Let's consider the region change of variable _gr_122.gif] in the change of variable _gr_123.gif]-plane as vertically simple as follows,

change of variable _gr_124.gif]

change of variable _gr_125.gif]

change of variable _gr_126.gif]

change of variable _gr_127.gif]

change of variable _gr_128.gif]

change of variable _gr_129.gif]
change of variable _gr_130.gif]

Example (Change of Variable) Use a change of variables to evaluate the integral

change of variable _gr_131.gif]

where change of variable _gr_132.gif] is the region bounded by the square with vertices change of variable _gr_133.gif] change of variable _gr_134.gif] change of variable _gr_135.gif] and change of variable _gr_136.gif]
    
    Solution. The region change of variable _gr_137.gif] is bounded by the lines change of variable _gr_138.gif] change of variable _gr_139.gif] change of variable _gr_140.gif] and change of variable _gr_141.gif] Let change of variable _gr_142.gif] and change of variable _gr_143.gif] then solving for change of variable _gr_144.gif] and change of variable _gr_145.gif] produces

change of variable _gr_146.gif] and change of variable _gr_147.gif]
    
    We compute the Jacobian of change of variable _gr_148.gif] and change of variable _gr_149.gif]

change of variable _gr_150.gif]

The bounds under the transformation are

change of variable _gr_151.gif]

Let's consider the region change of variable _gr_152.gif] in the change of variable _gr_153.gif]-plane as horizontally simple as follows,

change of variable _gr_154.gif]

change of variable _gr_155.gif]

change of variable _gr_156.gif]

change of variable _gr_157.gif]

change of variable _gr_158.gif]

change of variable _gr_159.gif]

Example (Change of Variable) Use a change of variables to evaluate the integral

change of variable _gr_160.gif]

where change of variable _gr_161.gif] is the region bounded by the parallelogram with vertices change of variable _gr_162.gif] change of variable _gr_163.gif] change of variable _gr_164.gif] and change of variable _gr_165.gif]
    
    Solution. The boundary lines of the parallelogram are change of variable _gr_166.gif] change of variable _gr_167.gif] change of variable _gr_168.gif] and change of variable _gr_169.gif] Let change of variable _gr_170.gif] and change of variable _gr_171.gif] with boundary lines change of variable _gr_172.gif] change of variable _gr_173.gif] change of variable _gr_174.gif] and change of variable _gr_175.gif] Solving for change of variable _gr_176.gif] and change of variable _gr_177.gif] produces

change of variable _gr_178.gif] and change of variable _gr_179.gif]
    
Since the Jacobian is
    
change of variable _gr_180.gif]

we have

change of variable _gr_181.gif]

change of variable _gr_182.gif]

change of variable _gr_183.gif]

change of variable _gr_184.gif]

    In the next example we will make use of

change of variable _gr_185.gif]

because it is easier not to solve for change of variable _gr_186.gif] and change of variable _gr_187.gif] in terms of change of variable _gr_188.gif] and change of variable _gr_189.gif]

Example (Change of Variable) Use a change of variables to evaluate the integral

change of variable _gr_190.gif]

where change of variable _gr_191.gif] is the region bounded by the hyperbolas change of variable _gr_192.gif] change of variable _gr_193.gif] change of variable _gr_194.gif] and change of variable _gr_195.gif]
    
    Solution. Let change of variable _gr_196.gif] and change of variable _gr_197.gif] Then

change of variable _gr_198.gif]

Since, change of variable _gr_199.gif] we have

change of variable _gr_200.gif]

Thus,

change of variable _gr_201.gif]

and so

change of variable _gr_202.gif]

Now then,

change of variable _gr_203.gif]

change of variable _gr_204.gif]

change of variable _gr_205.gif]

change of variable _gr_206.gif]

change of variable _gr_207.gif]
change of variable _gr_208.gif]

Example (Change of Variable) Use a change of variables to evaluate the integral

change of variable _gr_209.gif]

where change of variable _gr_210.gif] is the triangular region bounded by the vertices change of variable _gr_211.gif] change of variable _gr_212.gif] change of variable _gr_213.gif]
    
    Solution. Let change of variable _gr_214.gif] and change of variable _gr_215.gif] so that change of variable _gr_216.gif] and change of variable _gr_217.gif] Then the Jacobian is
    
change of variable _gr_218.gif]

The given the region change of variable _gr_219.gif] is bounded by the lines change of variable _gr_220.gif] change of variable _gr_221.gif] and change of variable _gr_222.gif] which transform into change of variable _gr_223.gif] change of variable _gr_224.gif] and change of variable _gr_225.gif] Therefore,

change of variable _gr_226.gif]

change of variable _gr_227.gif]

change of variable _gr_228.gif]

change of variable _gr_229.gif]

change of variable _gr_230.gif]
change of variable _gr_231.gif]

Proposition (Change of Variables in Triple Integrals) Let change of variable _gr_232.gif] be a continuous function on a region change of variable _gr_233.gif] in the change of variable _gr_234.gif] and let change of variable _gr_235.gif] be a one-to-one transformation that maps the region change of variable _gr_236.gif] in the change of variable _gr_237.gif]-space onto change of variable _gr_238.gif] under the change of variables change of variable _gr_239.gif] change of variable _gr_240.gif] and change of variable _gr_241.gif] where functions change of variable _gr_242.gif] change of variable _gr_243.gif] and change of variable _gr_244.gif] are continuously differentiable functions on change of variable _gr_245.gif] If   change of variable _gr_246.gif] then

change of variable _gr_247.gif]

change of variable _gr_248.gif]

Example (Change of Variable) Compute the volume of an ellipsoid.

    Solution. Assume the ellipsoid is given in standard form by

change of variable _gr_249.gif]

Let change of variable _gr_250.gif] change of variable _gr_251.gif] and change of variable _gr_252.gif] then the ellipsoid corresponds to the unit sphere change of variable _gr_253.gif] Since change of variable _gr_254.gif] change of variable _gr_255.gif] change of variable _gr_256.gif] the Jacobian is
    
change of variable _gr_257.gif]

and so the volume of an ellipsoid is given by  
    
change of variable _gr_258.gif]

change of variable _gr_259.gif]

change of variable _gr_260.gif]
change of variable _gr_261.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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