Mathematical Methods for Physics and Engineering : A Comprehensive Guide

(lu) #1

6.4 CHANGE OF VARIABLES IN MULTIPLE INTEGRALS


is constant along the line elementKL, the latter has components (∂x/∂u)duand


(∂y/∂u)duin the directions of thex-andy-axes respectively. Similarly, sinceu


is constant along the line elementKN, the latter has corresponding components


(∂x/∂v)dvand (∂y/∂v)dv. Using the result for the area of a parallelogram given


in chapter 7, we find that the area of the parallelogramKLMNis given by


dAuv=





∂x
∂u

du

∂y
∂v

dv−

∂x
∂v

dv

∂y
∂u

du





=





∂x
∂u

∂y
∂v


∂x
∂v

∂y
∂u




∣du dv.

Defining theJacobianofx,ywith respect tou,vas


J=

∂(x, y)
∂(u, v)


∂x
∂u

∂y
∂v


∂x
∂v

∂y
∂u

,

we have


dAuv=





∂(x, y)
∂(u, v)




∣du dv.

The reader acquainted with determinants will notice that the Jacobian can also


be written as the 2×2 determinant


J=

∂(x, y)
∂(u, v)

=









∂x
∂u

∂y
∂u
∂x
∂v

∂y
∂v









.

Such determinants can be evaluated using the methods of chapter 8.


So, in summary, the relationship between the size of the area element generated

bydx,dyand the size of the corresponding area element generated bydu,dvis


dx dy=





∂(x, y)
∂(u, v)




∣du dv.

This equality should be taken as meaning that when transforming from coordi-


natesx, yto coordinatesu, v, the area elementdx dyshould be replaced by the


expression on the RHS of the above equality. Of course, the Jacobian can, and


in general will, vary over the region of integration. We may express the double


integral in either coordinate system as


I=

∫∫

R

f(x, y)dx dy=

∫∫

R′

g(u, v)





∂(x, y)
∂(u, v)




∣du dv. (6.12)

When evaluating the integral in the new coordinate system, it is usually advisable


to sketch the region of integrationR′in theuv-plane.

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