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
we naturally consider the change of variable \(u = x^2+1\text{.}\) From this substitution, it follows that \(du = 2x \, dx\text{,}\) and since \(x = 0\) implies \(u = 1\) and \(x = 2\) implies \(u = 5\text{,}\) we have transformed the original integral in \(x\) into a new integral in \(u\text{.}\) In particular,
Through our work with polar, cylindrical, and spherical coordinates, we have already seen some of the issues and advantages that arise from using a change of variables with two or three variables. In the following Preview Activity, we will look geometrically at a couple of examples of changes of coordinates involving polar coordinates. In particular, we will explore exactly what properties an advantageous change of coordinates will have. In what follows, we seek to understand the general ideas behind any change of variables in a multiple integral.
Draw a plot of the region of integration \(D\) in the \(xy\)-plane and label the four “corners” of the polar coordinates (if \(D\) is described by \(a \leq r \leq b , c \leq \theta \leq d\text{,}\) then the corners will be \((r,\theta)=(a,c),(a,d),(b,c),(b,d)\)).
Suppose you are calibrating a new radar system for your self driving car. This radar system is mounted at the center of your front bumper and can detect objects up to 45 degrees to either side of the forward direction at distances from 1 meter to 3 meters.
On Figure 12.8.1, draw a plot of \(S\text{,}\) the region that your radar system can detect objects. Assume your car’s front bumper is centered at the origin of your coordinate system and the car is facing the positive \(y\)-direction. You should label the four corners of \(S\) in terms of both rectangular and polar coordinates.
On Figure 12.8.2, plot the rectangle on the \(r\theta\)-plane that corresponds to the bounds \(a \leq r \leq b \quad c \leq \theta \leq d\) for your radar system. Label the four corners of your figure with their \(r\) and \(\theta\) coordinates.
Subsection12.8.2Change of Variables in Polar Coordinates
The general idea behind a change of variables is suggested by Preview Activity 12.8.1. There, we saw that in a change of variables from rectangular coordinates to polar coordinates, a polar rectangle \([r_1, r_2] \times [\theta_1, \theta_2]\) gets mapped to a Cartesian rectangle under the transformation
\begin{equation*}
x = r \cos(\theta) \quad \text{ and } \quad y = r \sin(\theta).
\end{equation*}
The vertices of the polar rectangle \(P\) given by \([r_1, r_2] \times [\theta_1, \theta_2]\) 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 \(\theta\text{,}\) then the polar rectangle \(P\) appears to us at left in Figure 12.8.4. The image \(P'\) of the polar rectangle \(P\) under the transformation given by (12.8.2) is shown at right in Figure 12.8.4. 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 \(T(r, \theta) = (r\cos(\theta), r\sin(\theta))\text{.}\)
Furthermore, it follows generally that for an original polar rectangle \(P = [r_1, r_2] \times [\theta_1, \theta_2]\text{,}\) the area of the transformed rectangle \(P'\) is given by \(\frac{r_2+r_1}{2} \Delta r \Delta \theta\text{.}\) Therefore, as \(\Delta r\) and \(\Delta \theta\) go to 0, this area becomes the familiar area element \(dA = r \, dr \, d\theta\) in polar coordinates. When we work with other transformations for different changes in coordinates, we will have to understand how the transformation affects area so that we may use the correct area element in the new system of variables.
We first focus on double integrals. As with single integrals, we may be able to simplify a double integral of the form
\begin{equation*}
\iint_D f(x,y) \, dA
\end{equation*}
by making a change of variables (that is, a substitution) of the form
\begin{equation*}
x = x(s, t) \quad \text{ and } \quad y = y(s, t)
\end{equation*}
where \(x\) and \(y\) are functions of new variables \(s\) and \(t\text{.}\) 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 \(y\text{;}\) we call these formulas the change of variable formulas.
Given the form of the change of variable equations above, it is not obvious how to change \((x,y)\) points into \((s,t)\) points. Show that the following equations are satisfied by our change of variable equations:
Use these new relationships between our coordinates to convert each of these four corner points from \(xy\)-coordinates to \(st\)-coordinates and draw these points on Figure 12.8.6.
We hope that the curved boundaries of the region \(D\) get transformed to horizontal and vertical lines in the \(st\)-plane, as is suggested by the result of the previous task. Let’s look at how each of the boundary curves gets transformed by our change of variables formula.
Use the change of variables equations to write \(y=2x\) in terms of \(s\) and \(t\) coordinates and solve for either \(s\) or \(t\) (as would make sense). Plot the resulting line on Figure 12.8.6.
Write each of the other boundary curves of \(D\) (\(y=\frac{2}{x}, y=\frac{1}{2x}, y=\frac{x}{2}\)) in terms of \(s\) and \(t\) coordinates, solve for either \(s\) or \(t\) (as would make sense), and plot the resulting lines on Figure 12.8.6.
We have now confirmed that our irregular region \(D\) gets mapped to a rectangle in the \(st\)-plane by the change of variables formula given. Some areas of the region \(D\) needed to be stretched more than others in order to straighten out our sides into the nice rectangle you have drawn on Figure 12.8.6. Write a few sentences to describe what part of \(D\) you think is stretched the most in the transformation from \(xy\)-coordinates to \(st\)-coordinates.
In Activity 12.8.2, we used a clever relationship to convert our corner points from \(xy\)-coordinates to \(st\)-coordinates, but in general you would need to solve a system of equations to find the corresponding \((s,t)\) points. For example, if we have change of coordinate equations given by \(x=3s-2t\) and \(y =s+4t\text{,}\) then the transformation of the point \((x,y)=(1,2)\text{,}\) would come from solving the system of equations \(1= 3s-2t\) and \(2 =s+4t\text{.}\)
If we shift our attention to the area element associated with a change of variables, we will need to look at how the area is stretched by the transformation between \(xy\)-coordinates to \(st\)-coordinates. Conceptually, derivatives will allow us to measure how quickly coordinates are changing in the context of a change of variables. Let’s look back at the single variable example stated in the introduction to this section.
and consider the change of variable \(u = x^2+1\) with \(du = 2x \, dx\text{,}\) then \(x = 0\) implies \(u = 1\) and \(x = 2\) implies \(u = 5\text{.}\) So we have transformed the original integral in \(x\) into a new integral in \(u\text{.}\) In particular,
Both of these shaded regions have the same area but you can see that the scales on the vertical and horizontal axes changed. The vertical axis on each graph corresponds to the output of the function being integrated and the transformation comes from transforming the integrand. The bounds on the integral come from the conversion of the interval \([0,2]\) in \(x\)-coordinates to the interval \([1,5]\) in \(u\)-coordinates. The final part of this substitution/change of variable problem is converting the differential.
We have seen how in a two dimensional setting, we can convert the region of integration (Activity 12.8.2) and the integrand (the function being integrated) using our change of variable equations. As was suggested by the previous example, the partial derivatives of \(x\) and \(y\) with respect to \(s\) or \(t\) will measure how each variable (\(x\) or \(y\)) is stretched with respect to small a small change in the inputs (\(s\) or \(t\)). We will need to use vectors to quantify how these individual coordinate changes will amount to changes in the way we measure area.
The following result summarizes how to find the area element corresponding to a change of variables in general. We have included the details of the vector argument as a proof to this result.
Given a change of coordinates given by \(x=x(s,t) \) and \(y=y(s,t)\text{,}\) the associated area element is given by \(dA = dy \, dx = \left| \frac{\partial x}{\partial s} \frac{\partial y}{\partial t} - \frac{\partial x}{\partial t} \frac{\partial y}{\partial s}\right| \, ds \, dt\text{.}\)
We partition a rectangular domain in the \(st\) system into subrectangles. Let \(T = [a, b] \times [a+\Delta s, b+\Delta t]\) 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 \(T\text{;}\) the region \(T\) is the pre-image of \(T'\text{.}\) 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 \(\vv\) and \(\vw\text{,}\) where \(\vv\) is the vector from \((x(a, b), y(a, b))\) to \((x(a + \Delta s, b), y(a + \Delta s, b))\text{,}\) and \(\vw\) is the vector from \((x(a, b), y(a, b))\) to \((x(a, b + \Delta t), y(a, b + \Delta t))\text{.}\)
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 12.8.11.
Recall that the area of the parallelogram with sides \(\vv\) and \(\vw\) is the length of the cross product of the two vectors, \(|\vv \times \vw|\text{.}\) From this, we observe that
Key Idea 12.8.10 determines the general change of variable formula in a double integral, and we can now convert all the parts of the double integral to \(s\) and \(t\) coordinates.
Recall from Section 9.4 that we can also write this Jacobian as the determinant of the \(2 \times 2\) matrix \(\left[ \begin{array}{cc} \frac{\partial x}{\partial s} \amp \frac{\partial x}{\partial t} \\ \frac{\partial y}{\partial s} \amp \frac{\partial y}{\partial t} \end{array} \right] \text{.}\) Note that, as discussed in Section 9.4, the absolute value of the determinant of \(\left[ \begin{array}{cc} \frac{\partial x}{\partial s} \amp \frac{\partial x}{\partial t} \\ \frac{\partial y}{\partial s} \amp \frac{\partial y}{\partial t} \end{array} \right]\) is the area of the parallelogram determined by the vectors \(\vv\) and \(\vw\text{,}\) and so the area element \(dA\) in \(xy\)-coordinates is also represented by the area element \(\left| \frac{\partial (x,y)}{\partial (s,t)} \right| \, ds \, dt\) in \(st\)-coordinates, and \(\left| \frac{\partial (x,y)}{\partial (s,t)} \right|\) is the factor by which the transformation magnifies area.
It is important to note a couple of interesting features of our Jacobian. First, the Jacobian is negative because in this example the region is flipped; Specifically the “lower” and “upper” bounds in Figure 12.8.5 given by \(y=\frac{x}{2}\) and \(y=2x\) are respectively transformed to \(t=2\) and \(t=\frac{1}{2}\text{.}\) In other words, the top and bottom edges get flipped by the transformation which results in this area transformation being negative. Notice that we take the absolute value of the Jacobian when considering the area element because we only care about how the area is deformed in the transformation given by the change of coordinates (and do not care about any flips that occur as part of the transformation).
The second feature is that the Jacobian is not constant, which means that the deformation of the area does not occur the same at every part of our region. In particular, for values where \(t\) is great than one, we are multiplying by a smaller factor, which means the region is expanded as part of the transformation from \(xy\) to \(st\) coordinates. For values where \(t\) is less than one, we are multiplying by a larger factor, which means the region is shrunk as part of the transformation from \(xy\) to \(st\) coordinates.
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
Find the Jacobian for the transformation given by \(x=3s-1\) and \(y=\frac{t}{3}+2\text{.}\) Write a couple of sentences about why the area of a region will not change with respect to this change of coordinates.
Find the Jacobian when changing from rectangular to polar coordinates. Write a couple of sentences to connect to our work on double integrals in polar coordinates.
Given a particular double integral, it is natural to ask, “how can we find a useful change of variables?” There are two general factors to consider: if the integrand is particularly difficult, we might choose a change of variables that would make the integrand easier; or, given a complicated region of integration, we might choose a change of variables that transforms the region of integration into one that has a simpler form. These ideas are illustrated in the next activities.
Consider the problem of finding the area of the region \(D'\) defined by the ellipse \(x^2 + \frac{y^2}{4} = 1\text{.}\) In this activity, we will look at what happens when we use a change of variables so that the pre-image of the domain is a circle.
Let \(x(s,t) = s\) and \(y(s,t) = 2t\text{.}\) Explain why the pre-image of the original ellipse (which lies in the \(xy\) plane) is the circle \(s^2 + t^2 = 1\) in the \(st\)-plane.
Let \(D'\) be the region in the \(xy\)-plane bounded by the lines \(y=0\text{,}\)\(x=0\text{,}\) and \(x+y=1\text{.}\) We will evaluate the double integral
We would like to make a substitution that makes the integrand easier to antidifferentiate. Let \(s = x+y\) and \(t = x-y\text{.}\) Explain why this should make antidifferentiation easier by making the corresponding substitutions and writing the new integrand in terms of \(s\) and \(t\text{.}\)
Solve the equations \(s = x+y\) and \(t = x-y\) for \(x\) and \(y\text{.}\) (Doing so determines the standard form of the transformation, since we will have \(x\) as a function of \(s\) and \(t\text{,}\) and \(y\) as a function of \(s\) and \(t\text{.}\))
Make the change of variables indicated by \(s = x+y\) and \(t = x-y\) in the double integral (12.8.4) and set up an iterated integral in \(st\) variables whose value is the original given double integral. Finally, evaluate the iterated integral.
Subsection12.8.4Change of Variables in a Triple Integral
The details of an argument for the change of variable formula for triple integrals are more complicated the two dimension case we have just discussed and we omit those here. The general process, though, is the same as the two-dimensional case; Namely, we will use partial derivatives and the determinant of a matrix of the partial derivatives to give the appropriate volume element for the new coordinate.
Given a solid \(S'\) in the \(xyz\)-coordinate system in \(\R^3\text{,}\) a change of variables transformation \(x=x(s,t,u)\text{,}\)\(y=y(s,t,u)\text{,}\) 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 \(f = f(x(s,t,u), y(s,t,u), z(s,t,u))\) in \(stu\)-coordinates defined on \(S\text{.}\) 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, \(\frac{\partial(x,y,z)}{\partial(s,t,u)}\text{,}\) which is the determinant of the \(3 \times 3\) matrix
Suppose a change of variables \(x = x(s,t,u)\text{,}\)\(y = y(s,t,u)\text{,}\) 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 \(\iiint_{S'} f(x,y,z) \, dV \) is equal to
Consider the solid \(S'\) defined by the inequalities \(0 \leq x \leq 2\text{,}\)\(\frac{x}{2} \leq y \leq \frac{x}{2}+1\text{,}\) and \(0 \leq z \leq 6\text{.}\) Consider the transformation defined by \(s = \frac{x}{2}\text{,}\)\(t = \frac{x-2y}{2}\text{,}\) and \(u = \frac{z}{3}\text{.}\) Let \(f(x,y,x) = x-2y+z\text{.}\)
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 \(stu\)-coordinate descriptions of the box \(S\text{.}\)
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.
Find the absolute value of the Jacobian, \(\left|\frac{\partial (x,y)}{\partial (s,t)}\right|\text{,}\) for the change of variables given by \(x = 2s+3t, y = 7s+t\)
B. The transformation is linear, which implies that it transforms lines into lines. Thus, it transforms the square \(S:-40 \leq u \leq 40, -40 \leq v \leq
40\) into a square \(T(S)\) with vertices:
Use the change of variables \(s=y\text{,}\)\(t=y-x^2\) to evaluate \(\int\int_R x \,dx\,dy\) over the region \(R\) in the first quadrant bounded by \(y=0\text{,}\)\(y=9\text{,}\)\(y=x^2\text{,}\) and \(y=x^2-6\text{.}\)
Use the change of variables \(s=xy\text{,}\)\(t=xy^2\) to compute \(\int_R xy^2\,dA\text{,}\) where \(R\) is the region bounded by \(xy=4,\ xy=7,\ xy^2=4,\ xy^2=7\text{.}\)
for the region \(R\text{,}\) the rectangle \(0\le x \le 70\text{,}\)\(0\le y \le 25\) and the region \(T\text{,}\) the square \(0\le s, t \le 1\text{.}\)
Find a number \(a\) so that the change of variables \(s=x+ay, t=y\) transforms the integral \(\int\int_R \,dx\,dy\) over the parallelogram \(R\) in the \(xy\)-plane with vertices \((0,0)\text{,}\)\((10,0)\text{,}\)\((-18,11)\text{,}\)\((-8,11)\) into an integral
In this problem we use the change of variables \(x=2 s + t\text{,}\)\(y = s - t\) to compute the integral \(\int_R (x+y)\,dA\text{,}\) where \(R\) is the parallelogram with vertices \((x,y)=(0,0)\text{,}\)\((4,2)\text{,}\)\((7,-1)\text{,}\) and \((3,-3)\text{.}\)
Let \(D'\) be the region in the \(xy\)-plane that is the parallelogram with vertices \((3,3)\text{,}\)\((4,5)\text{,}\)\((5,4)\text{,}\) and \((6,6)\text{.}\)
Sketch and label the region \(D'\) in the \(xy\)-plane.
Let a change of variables be given by \(x = 2u + v\text{,}\)\(y = u + 2v\text{.}\) Using substitution or elimination, solve this system of equations for \(u\) and \(v\) in terms of \(x\) and \(y\text{.}\)
Use your work in (c) to find the pre-image, \(D\text{,}\) which lies in the \(uv\)-plane, of the originally given region \(D'\text{,}\) which lies in the \(xy\)-plane. For instance, what \(uv\) point corresponds to \((3,3)\) in the \(xy\)-plane?
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 \(\iint_{D'} (x+y) \, dA\text{.}\)
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?
In this problem, our goal is to find the volume of the ellipsoid \(\frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} = 1\text{.}\)
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 \(x\text{,}\)\(y\text{,}\) and \(z\) are all nonnegative.
Explain why it makes sense to use the substitution \(x = as\text{,}\)\(y = bt\text{,}\) and \(z = cu\) in order to make the region of integration simpler.
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?