LECTURE 3. FUBINI’S THEOREM.

MEAN VALUE
THEOREMS. CHANGE OF VARIABLES FORMULA

A course on Multivariable calculus II

MATH - K72K SP TA
Hanoi National University of Education - 2024
Outlines

Exercises

Mean value theorems for integrals

The geometric interpretation of the absolute value of the Jacobian

in the two dimensional case

Exercises
Problem 1

Evaluate
Z
a) (2x + y 2 ) dxdy ; S = {(x, y ) 0 ≤ x ≤ 9 − y 2 , −3 ≤ y ≤ 3}.
ZS
b) 2xy dxdy ; S is bounded by y = x 2 and x = y 2 .
Z S
sin y
c) ex dxdy ; S = {(x, y ) ln y ≤ x ≤ ln 2y , π/2 ≤ y ≤ π}.
S y
Problem 2

Let R := [a1 , b1 ] × [a2 , b2 ] × · · · [an , bn ]. Evaluate

Z
a) (x1 + x2 + · · · + xn ) dV
ZR
b) (x12 + x22 + · · · + xn2 ) dV
ZR
c) x1 x2 · · · xn dV .
R
Problem 3

Assuming that f is continuous, express

Z 1 Z √ 1−y 2
dy √ f (x, y ) dx
1/2 − 1−y 2

as an iterated integral with the order of integration reversed.

Problem 4

√
Z 1 Z 1−x 2
dy
Evaluate x dx p .
0 0 x + y2
2
Problem 5
Let Tρ = [0, ρ] × [0, ρ], ρ > 0. By calculating
Z
I (a) = lim e −xy sin ax dxdy
ρ→∞ T
ρ

by two different ways, show that

Z ∞
sin ax π
dx = if a > 0.
0 x 2

Hint: Recall that for a ̸= 0, b ̸= 0

a sin bx − b cos bx ax
Z
e ax sin bx dx = e + C.
a2 + b 2
Mean value theorems for integrals

Let B be a Jordan measurable set in Rn .

Theorem
Suppose that f : B −→ R is integrable on B. Put
m = inf f , M = sup f . Then there exists µ with m ≤ µ ≤ M such
B B
that Z
f (x)dx = µV (B).
B
Proof

Without loss of generality we can assume that B is a coordinate

rectangle box R. Let P be a partition of R. Then the following
inequalities hold for the corresponding Riemann sums
k
X
m.V (R) ≤ f (ξ i )V (Ri ) ≤ M.V (R),
i=1

with P = {R1 , R2 , . . . , Rk }, ξ i ∈ Ri , i = 1, 2, . . . , k.
Letting ∥P∥ → 0 we get
Z
m.V (R) ≤ f (x)dx ≤ M.V (R).
R
Put R
f (x)dx
R
µ= ,
V (R)
then m ≤ µ ≤ M and
Z
f (x)dx = µV (R)
R

as required.
Exercise 1: Carry out the above proof in the case of general Jordan
measurable set B.
Corollary
If f is continuous on B then there exists c ∈ B such that
Z
f (x)dx = f (c)V (B).
B

Proof.
Since f is continuous on B, f is integrable on B too. By Thm. 1
there exists µ with m ≤ µ ≤ M such that
Z
f (x)dx = µV (B),
B

where m = inf f , M = sup f . By the intermediate value theorem,

B B
there is c ∈ B such that f (c) = µ.
The generalized mean value theorem for multiple integrals

Theorem
Suppose that f and g are integrable on B such that the g doesn’t
change its sign on B. Then there exists µ with m ≤ µ ≤ M such
that Z Z
fgdx = µ gdx,
B B

where m = inf f , M = sup f .

B B
Proof

We can assume g ≥ 0 on B. w.l.o.g. Since f , g are integrable on

B, so does their product fg by the property of Riemann integrals.
For all x ∈ B we have mg (x) ≤ f (x)g (x) ≤ Mg (x). By monotonic-
ity property of the integrals it follows that
Z Z Z
m gdx ≤ fgdx ≤ M gdx.
B B B
R
If gdx = 0 we can take any µ ∈ [m, M].
B
Proof

R
If gdx > 0, putting
B Z
fgdx

µ = BZ
gdx
B

we have µ ∈ [m, M] and

Z Z
µ gdx = fgdx
B B

as required.
A corollary

Corollary
With the same assumptions as in Thm. 3, moreover, let f be
continuous on B, then there exists c ∈ B such that
Z Z
fgdx = f (c) gdx.
B B

Exercise 2: Show that the condition of the constant sign of g is

essential in the statement of Thm. 3.
(Hint: Let n = 1 and take g = sgn(x) on [−1, 1]; f (x) ≡ g (x).
Z1 Z1
Compute gdx, then fgdx ).
−1 −1
The geometric interpretation of the absolute value of the
Jacobian in the two dimensional case

We consider a change of variables that is given by a transformation

T from the uv plane to the xy - plane:

T (u, v ) = (x, y ),

where x and y are related to u and v by

x = x(u, v ), y = y (u, v ). (1)

We usually assume that T is a C 1 transformation, which means that
x and y have continuous first-order partial derivatives.

Figure:

Figure 1 shows the action of a transformation T on a region S in

the uv -plane. T transforms S into a region R in the xy -plane called
the image of S, consisting of the images of all points in S.
Now let’s see how a change of variables affects a double integral.
We start with a small rectangle S in the uv -plane whose lower left
corner is the point (u0 , v0 ) and whose dimensions are ∆u and ∆v .
(See Figure 2.)

Figure:
The vector r(u, v ) = x(u, v )i + y (u, v )j is the position vector of the
image of the point (u, v ).
The equation of the lower side of is v = v0 , whose image curve is
given by the vector function r(u, v0 ). The tangent vector at (x0 , y0 )
to this image curve is
∂x ∂y
ru = i+ j.
∂u ∂u
Similarly, the tangent vector at (x0 , y0 ) to the image curve of the left
side of S (when u = u0 ) is

∂x ∂y
rv = i+ j.
∂v ∂v
We can approximate the image region R = T (S) by a parallelogram
determined by the secant vectors (see Figure 3):

a = r(u0 + ∆u, v0 ) − r(u0 , v0 ), b = r(u0 , v0 + ∆v ) − r(u0 , v0 ).

Figure:
Since
r(u0 + ∆u, v0 ) − r(u0 , v0 )
ru = lim ,
∆→0 ∆u
therefore r(u0 + ∆u, v0 ) − r(u0 , v0 ) ≈ ∆uru .
Similarly r(u0 , v0 + ∆v ) − r(u0 , v0 ) ≈ ∆v rv .
Hence we can approximate R by a parallelogram determined by the
vectors ∆uru and ∆v rv . (See Figure 4.)

Figure:
Therefore we can approximate the area of R by the area of this
parallelogram, which is

|(∆uru ) × (∆v rv )| = |ru × rv |∆u∆v . (2)

The cross product is computed as

i j k ∂x ∂y ∂x ∂x
∂x ∂y ∂u ∂u ∂u ∂v
ru × rv = ∂u ∂u 0 = ∂x ∂y k= ∂y ∂y k.
∂x ∂y ∂v ∂v ∂u ∂v
∂v ∂v 0
The determinant that arises in this calculation is simply the Jacobian
J of the transformation:
∂x ∂x
∂(x, y ) ∂u ∂v
J= = ∂y ∂y .
∂(u, v ) ∂u ∂v

By the above calculation, we can approximate the area ∆A of R as

∂(x, y )
∆A ≈ ∆u∆v (3)
∂(u, v )

with the Jacobian being evaluated at (u0 , v0 ).

Next we divide a region in the uv -plane into rectangles Sij and call
their images in the xy -plane Rij . (See Figure 6.)

Figure:
Applying (3) to each Rij we approximate the double integral of f
over R as follows
ZZ n X
X m
f (x, y )dA ≈ f (xi , yj )dA
R i=1 j=1
n X
m
X
∂(x, y )
≈ f x(ui , vj ), y (ui , vj ) ∆u∆v .
∂(u, v )
i=1 j=1

The last double sum is Riemann sum for the integral

ZZ

∂(x, y )
f x(u, v ), y (u, v ) dudv .
∂(u, v )
S
Proposition
Let T be a C 1 transformation with nonzero Jacobian that maps a
region S in the uv -plane onto a region R in the xy -plane.
Suppose that f is continuous on R and both R and S are
elementary domains (of types I or II). Moreover, suppose also that
is S one-to-one, except perhaps on the boundary of S . Then
ZZ ZZ

∂(x, y )
f (x, y )dA = f x(u, v ), y (u, v ) dudv .
∂(u, v )
R S
Figure: The domain of type I
Figure: The domain of type II
A change of variables formula for triple integrals: Let T be a
C 1 transformation with nonzero Jacobian that maps a region S in
the uvw -space onto a region R in the xyz -space. Suppose that f is
continuous on R and both R and S are elementary domains. Then
ZZZ
f (x, y , z)dV
R
ZZ

∂(x, y , z)
= f x(u, v , w ), y (u, v , w ), z(u, v , w ) dudvdw ,
∂(u, v , w )
S

where the Jacobian of T is

∂x ∂x ∂x
∂(x, y , z) ∂u ∂v ∂w
∂y ∂y ∂y
J= = ∂u ∂v ∂w
.
∂(u, v , w ) ∂z ∂z ∂z
∂u ∂v ∂w
The change of variables formula for multiple integrals in
general dimension

We formulate the change of variables theorem that has an impor-

tance in the theory of integration. This result allows us to reduce
the computation of given multiple integral to the tasks with simpler
integrals.
Let D, D ′ be bounded and Jordan measurable domains in Rn .
Theorem
(Change of variables in multiple integrals) Suppose that
f : D ′ −→ R is integrable on D ′ and the tranformation
g : D −→ D ′ is a diffeomorphism on D. Then f◦ g is integrable on
D and Z Z
′ ′
f (x )dx = f (g (x))|Jg |dx,
D′ D

where Jg (x) is the Jacobian of g at x given by

 ∂g1 ∂g1 
∂x1 ··· ∂xn
Jg (x) = det  ... .. ..  .

. . 
∂gn ∂gn
∂x1 ··· ∂xn

We will give a sketch the proof of this important theorem in the next
lecture.
Exercises

1. Use
RR the given transformation to evaluate the integral.
a) R (x − 3y )dA, where R is the triangular region with vertices
0), (2, 1) and (1, 2); x = 2u + v , y = u + 2v .
(0, RR
b) R (4x + 8y )dA, where R is the parallelogram with vertices
1 1
(−1,RR3), (1, −3), (3, −1) and (1, 5); x = 4 (u + v ), y = 4 (v − 3u).
c) R xydA, where R is the region in the first quadrant bounded by
the lines y = x and y = 3x and the hyperbolas xy = 1, xy = 3;
x =RRu/v , y = uv .
d) R (x 2 −xy +y 2 )dA, where R is the region bounded by the ellipse
√ p √ p
x 2 − xy + y 2 = 2; x = 2u − 2/3v , y = 2u + 2/3v .
2. Evaluate the integral by making an appropriate change of variables
ZZ
e x+y dA,
R

where R is given by the inequality |x| + |y | ≤ 1.

3. Let f be continuous on [0, 1] and let R be the triangular region
with vertices (0, 0), (1, 0), and (0, 1). Show that
ZZ Z 1
f (x + y )dA = uf (u)du.
R 0
4. Find the centroid of a right circular cone with height h and base
radius a . (Place the cone so that its base is in the xy -plane with
center the origin and its axis along the positive z-axis.)
5. A lamina occupies the part of the disk x 2 + y 2 ≤ a2 that lies in
the first quadrant.
a) Find the centroid of the lamina.
b) Find the center of mass of the lamina if the density function is
ρ(x, y ) = xy 2 .
6. Use spherical coordinates to evaluate
Z 2 Z √4−y 2 Z √4−x 2 −y 2 p
√ y 2 x 2 + y 2 + z 2 dzdxdy .
−2 0 − 4−x 2 −y 2

7. Use the transformation x = u 2 , y = v 2 , z = w 2 to find the

√ √ √
volume of the region bounded by the surface x + y + z = 1
and the coordinate planes.
8. Suppose that f is continuous on a disk that contains the point
(a, b) . Let Dr be the closed disk with center (a, b) and radius r .
Use the mean value theorem for double integrals to show that
1
ZZ
lim f (x, y )dA = f (a, b).
r →0 πr 2
Dr
9.
1
ZZ
a) Evaluate dA, where n is an integer and R is the
(x 2 + y 2 )n/2
D
region bounded by the circles with center the origin and radii r and
R, 0 < r < R.
b) For what values n of does the integral in part a) have a limit as
r → 0+ Z?Z Z
1
c) Find dV , where E is the region bounded
(x + y + z 2 )n/2
2 2
E
by the spheres with center the origin and radii r and R, 0 < r < R.
d) For what values n of does the integral in part c. have a limit as
r → 0+ ?