Lecturenotes Weeks5 8 2320
Lecturenotes Weeks5 8 2320
This is motivated by the problem of finding area under the curve y = f (x)
(assuming f (x) ≥ 0) above the x-axis.
Step 1. Suppose f (x) is defined for a ≤ x ≤ b. We divide the interval [a, b] into
n subintervals of equal size 4x = b−a
n
.
Step 2. We choose sample points x∗i from these subintervals and form the Rie-
mann Sum n
X
f (x∗i )4x.
i=1
1
Step 3. Take the limit of such sum as n → ∞ to obtain the definite integral of
f from a to b:
Z b n
X
f (x)dx = lim f (x∗i )4x.
a n→∞
i=1
R = [a, b] × [c, d]
= {(x, y) ∈ R2 : a ≤ x ≤ b, c ≤ y ≤ d}.
For convenience, we suuppose f (x, y) ≥ 0.
The graph of f is a surface with z = f (x, y) above the region R.
Let S be the solid that lies above R and under the graph of f . How can we
find the volume of S?
2
Form subrectangles
for all 1 ≤ i ≤ m, 1 ≤ j ≤ n.
Then approximate the part of S lies above Rij by a thin rectangle box
with base Rij and height f (x∗ij , yij∗ ). The volume of this box is given by
3
It follows that by adding the volumes of all these thin boxes, we get an
approximation of the total volume of S:
m X
X n
V ≈ f (x∗ij , yij∗ )4A.
i=1 j=1
m X
X n
V = lim f (x∗ij , yij∗ )4A.
m,n→∞
i=1 j=1
In general, we define
ZZ m X
X n
f (x, y) dA = lim f (x∗ij , yij∗ )4A.
R m,n→∞
i=1 j=1
4
Definition 1 (Double Integral over Rectangle). The double integral of f
over the rectangle R is
ZZ m X
X n
f (x, y) dA = lim f (x∗ij , yij∗ )4A
R m,n→∞
i=1 j=1
provided the limit exists and is the same for any choice of the sample points
(x∗ij , yij∗ ) in Rij , for 1 ≤ i ≤ m, 1 ≤ j ≤ n.
In the last section, we have seen the definition of double integral over rectan-
gle. How do we define double integrals over regions D of more general shape
like the one shown below?
5
Next, we define a new function:
f (x, y) if (x, y) ∈ D
F (x, y) =
0 if (x, y) ∈ R \ D
6
Theorem 3 (Volume as a Double Integral). If f (x, y) ≥ 0, the the volume
V of the solid that lies above the region D and below the surface z = f (x, y)
is
ZZ
V = f (x, y) dA.
D
• f (x, y) is the joint probability density for the random variable x and y
7
ZZ
• Then f (x, y) dA is the probability of the event D
D
Below are some basic properties of double integrals that we use sometimes
even without mention. Assuming all the integrals exist, we have
ZZ
(f (x, y) + g(x, y)) dA
D
ZZ ZZ
= f (x, y) dA + g(x, y) dA.
D D
ZZ ZZ
cf (x, y) dA = c f (x, y) dA.
D D
We must compute the inner integral first, followed by the outer integral.
Z d
• The inner integral f (x, y) dy is integrated with respect to y from c
c
to d by holding x fixed.
Rd
• In general the inner integral c f (x, y) dy is a function of x only, so the
outer integral with respect to x makes sense.
8
Usually, we omit the brackets and just write:
Z bZ d Z b Z d
f (x, y) dy dx = f (x, y) dy dx.
a c a c
Z b
• The inner integral f (x, y) dx is integrated with respect to x from a
a
to b by holding y fixed.
Rb
• In general the inner integral a f (x, y) dx is a function of y only, so the
outer integral with respect to y makes sense.
Solution.
9
Z 2 Z 3 Z 2 Z 3
2 2
x y dx dy = x y dx dy
1 0 1 0
2 3
x3 y
Z
= dy
1 3 0
Z 2
= 9y dy
1
2
9y 2
=
2 1
27
= .
2
Solution.
Z 3 Z 2 Z 3 Z 2
2 2
x y dy dx = x y dy dx
0 1 0 1
3 2
x2 y 2
Z
= dx
0 2 1
Z 3
3 2
= x dx
0 2
3 3
x
=
2 0
27
= .
2
10
Notice in both of the preceding examples, we obtained the same answer.
It seems that the order of integration (with respect to x or y first) does not
matter. Indeed, the fact that this is always the case is given by Fubini’s
Theorem
Example 3. Evaluate ZZ
y sin(xy) dA
R
where R = [1, 2] × [0, π].
Solution. Using Fubini’s Theorem, we can find the double integral using the
iterated integral in the order
• dx dy, or
• dy dx.
Using the order dx dy:
ZZ Z π Z 2
y sin(xy) dA = y sin(xy) dx dy
R 0 1
Z π
= [− cos(xy)]21 dy
0
Z π
= (− cos 2y + cos y) dy
0
π
1
= − sin 2y + sin y = 0.
2 0
11
Using the order dy dx:
ZZ Z 2 Z π
y sin(xy) dA = y sin(xy) dy dx.
R 1 0
π Z π
y cos(xy) cos(xy)
= − − − dy
x 0 0 x
π cos πx 1
= − + 2 [sin xy]π0
x x
π cos πx sin πx
= − + .
x x2
Hence
12
ZZ
y sin(xy) dA =
R
Z 2 Z π 2
sin πx
y sin(xy) dy dx = −
1 0 x 1
sin 2π
= − + sin π = 0.
2
(1) Though both solution gives the same answer, the first solution is much
easier than the second one.
Notice that the function f (x, y) = y sin(xy) takes both positive and negative
values on R = [1, 2] × [0, π].
13
RR
(2) We can think of R
f (x, y) dA as a difference of volumes:
V1 − V2 where
• V1 is the volume above R and below the graph of f .
• V2 is the volume below R and above the graph.
14
Here is one example which is NOT Type I:
15
Some examples of Type II region:
16
Here is one example which is NOT Type II:
ZZ Z bZ g2 (x)
f (x, y) dA = f (x, y) dy dx
D a g1 (x)
In the inner integral we regard x as being constant not only in f (x, y) but
also in the limits of the integration, g1 (x) and g2 (x).
17
ZZ Z dZ h2 (y)
f (x, y) dA = f (x, y) dx dy
D c h1 (y)
In the inner integral we regard y as being constant not only in f (x, y) but
also in the limits of the integration, h1 (y) and h2 (y).
ZZ
Example 4. Evaluate (x + 2y) dA where D is the region bounded by
D
• the parabola y = 1 + x2 .
Solution.
Step 1. Identify the region.
D = {(x, y) : −1 ≤ x ≤ 1, 2x2 ≤ y ≤ 1 + x2 }.
18
Step 2. Set up the iterated integral.
ZZ Z 1 Z 1+x2
(x + 2y) dA = (x + 2y) dy dx.
D −1 2x2
y=1+x2
xy + y 2
= y=2x2
= x(1 + x ) + (1 + x2 )2 − x(2x2 ) − (2x2 )2
2
= −3x4 − x3 + 2x2 + x + 1
Z 1
= (−3x4 − x3 + 2x2 + x + 1) dx
−1
1
x5 x4 x3 x2
= −3 − +2 + +x
5 4 3 2 −1
32
= .
15
TIPS:
For Type I region, it is helpful to draw a vertical arrow which starts at the
lower boundary y = g1 (x) and ends at the upper boundary y = g2 (x). This
corresponds to the inner integral.
19
For Type II region, it is helpful to draw a horizontal arrow which starts
at the left boundary x = h1 (y) and ends at the right boundary x = h2 (y).
This corresponds to the inner integral.
ZZ
Example 5. Evaluate xy dA where D is the region bounded by
D
• the line y = x − 1 and
• the parabola y 2 = 2x + 6.
Solution.
The region D can be of Type I or II:
20
• x + 2y + z = 2,
• x = 2y,
• x = 0 and
• z = 0.
21
ZZ
V olume = (2 − x − 2y) dA
D
Z 1 Z 1−x/2
= (2 − x − 2y) dy dx
0 x/2
Z 1 y=1−x/2
2y − xy − y 2 y=x/2 dx
=
Z0 1
= (x2 − 2x + 1) dx
0
3 1
x 2
= −x +x
3 0
1
= .
3
22
We can use double integral to compute area of a region D on the plane:
Proof.
ZZ
1 dA is the volume of the solid which is a cylinder whose base is A(D)
D
and height 1.
which is
A(D) · 1
in this case.
Together, we have ZZ
A(D) = 1 dA,
D
23
as required.
ZZ
Area(D) = 1 dA
D
ZZ ZZ
= 1 dA + 1 dA
D1 D2
24
ZZ Z 1 Z y−y 3
1 dA = √
1 dx dy
D1 0 y−1
1
√
Z
= (y − y 3 − y + 1) dy
0
1
y 2 y 4 y 3/2
= − − +y
2 4 3/2 0
7
= .
12
ZZ Z 0 Z y−y 3
1 dA = 1 dx dy
D2 −1 −1
Z 0
= (y − y 3 + 1) dy
−1
2
0
y4
y
= − +y
2 4 −1
3
= .
4
ZZ
Area(D) = 1 dA
D
ZZ ZZ
= 1 dA + 1 dA
D1 D2
7 3
= +
12 4
4
= .
3
25
MA1104 Week 6
Double Integral over Polar Regions &
Triple Integrals
1. Polar Regions
Any point on the xy-plane can be represented by an ordered pair (r, θ) where
• θ is the angle from the positive x-axis to the straight line joining the
origin and the point.
The following figure shows the relationship between polar coordinates and
the rectangle coordinates:
x = r cos θ, y = r sin θ.
p y
r= x2 + y 2 , θ = tan−1 , provided x 6= 0.
x
1
Some examples of regions that are given in terms of its polar coordinates:
In this section, we shall look at the formula for computing double integral
over a polar rectangle. But first, let us see what we mean by a polar rectangle.
2
Definition 2 (Polar Rectangle). A polar rectangle is a region
R = {(r, θ) : a ≤ r ≤ b, α ≤ θ ≤ β}.
By definition, we have
ZZ XX
f (x, y) dA ≈ f (ri∗ cos θj∗ , ri∗ sin θj∗ )Area(Rij )
R i j
3
How do we calculate Area(Rij )?
4r(r4θ).
Hence
ZZ XX
f (x, y) dA ≈ f (ri∗ cos θj∗ , ri∗ sin θj∗ ) 4r(r4θ).
R
XX
≈ f (ri∗ cos θj∗ , ri∗ sin θj∗ )r 4r4θ.
Z βZ b
= f (r cos θ, r sin θ)r dr dθ.
α a
R = {(r, θ) : 0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β}
4
To summarize: When converting to polar coordinates,
ZZ
Example 1. Evaluate (3x + 4y 2 ) dA where R is the region in the upper
R
half-plane bounded by the circles
• x2 + y 2 = 1 and
• x2 + y 2 = 4.
Hence
ZZ
(3x + 4y 2 ) dA
R
5
Z π Z 2
= (3r cos θ + 4r2 sin2 θ)r dr dθ
Z0 π Z1 2
= (3r2 cos θ + 4r3 sin2 θ) dr dθ
0 1
Z π r=2
r3 cos θ + r4 sin2 θ
= r=1
dθ
0
Z π
= (7 cos θ + 15 sin2 θ) dθ
Z0 π
15
= 7 cos θ + (1 − cos 2θ) dθ
0 2
π
15θ 15
= 7 sin θ + − sin 2θ
2 4 0
15π
= .
2
Example 2. Find the volume of the solid bounded by the plane z = 0 and
the paraboloid z = 1 − x2 − y 2 .
Solution. The solid lies under the paraboloid and above the circular disk D
given by x2 + y 2 ≤ 1.
6
In polar coordinates, D is given by
D = {(r, θ) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π}.
ZZ
Volume = (1 − x2 − y 2 ) dA
D
Z 2π Z 1
= (1 − r2 )r dr dθ
0Z 2π 0 Z 1
3
= dθ (r − r ) dr
0 0
2 4
1
r r π
= 2π − = .
2 4 0 2
7
4. Double Integral over General Polar Regions
8
Theorem 4 (Polar Regions I). If f is continuous on a polar region D given
by
D = {(r, θ) : 0 ≤ a ≤ r ≤ b, g1 (r) ≤ θ ≤ g2 (r)}
then Z bZ
ZZ g2 (r)
f (x, y) dA = f (r cos θ, r sin θ)r dθ dr
D a g1 (r)
ZZ Z β Z h2 (θ)
f (x, y) dA = f (r cos θ, r sin θ)r dr dθ
D α h1 (θ)
Example 3. Find the volume of the solid that lies under the paraboloid z =
x2 + y 2 , above the xy-plane, and inside the cylinder x2 + y 2 = 2x.
Solution.
9
The solid lies above the disk D whose boundary equation is
r = 2 cos θ.
π π
D = {(r, θ) : − ≤ θ ≤ , 0 ≤ r ≤ 2 cos θ}.
2 2
ZZ
Volume = (x2 + y 2 ) dA
D
Z π/2 Z 2 cos θ
= r2 r drdθ
−π/2 0
π/2 2 cos θ
r4
Z
= dθ
−π/2 4 0
Z π/2
= 4 cos4 θ dθ
−π/2
10
Z π/2 2
cos 2θ + 1
Volume = 4 dθ
−π/2 2
Z π/2
cos2 2θ + 2 cos 2θ + 1 dθ
=
−π/2
Z π/2
cos 4θ + 1
= + 2 cos 2θ + 1 dθ
−π/2 2
Z π/2
1
Volume = (cos 4θ + 4 cos 2θ + 3) dθ
2 −π/2
π/2
1 sin 4θ sin 2θ
= +4 + 3θ
2 4 2 −π/2
3π
= .
2
B = {(x, y, z) : a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}.
We want to define:
11
ZZZ
f (x, y, z) dV.
B
12
Step 2. Form the Riemann (triple) sum:
l X
X m X
n
f (x∗ijk , yijk
∗ ∗
, zijk )4V
i=1 j=1 k=1
∗
where the sample point (x∗ijk , yijk ∗
, zijk ) is in Bijk .
l X
X m X
n
= lim f (x∗ijk , yijk
∗ ∗
, zijk )4V
l,m,n→∞
i=1 j=1 k=1
if the limit exists and is independent of the choice of the partition and the
sample points.
ZZZ
Example 4. Evaluate the triple integral xyz 2 dV where B is the rect-
B
angular box
B = {(x, y, z) : 0 ≤ x ≤ 1, − 1 ≤ y ≤ 2, 0 ≤ z ≤ 3}.
ZZZ Z 3Z 2 Z 1
2
xyz dV = xyz 2 dx dy dz
B 0 −1 0
13
Z 3Z 2 x=1
x2 yz 2
= dy dz
0 −1 2 x=0
Z 3Z 2 2
yz
= dy dz
0 −1 2
Z 3 2 2 y=2
y z
= dz
0 4 y=−1
Z 3 2
3z
= dz
0 4
3 3
z
=
4 0
27
= .
4
Rectangular boxes are too simple for many practical purposes. We shall now
consider more general solids in space, known here as Type 1, Type 2 or Type
3 regions. These regions are quite similar to each other. In fact, they are
equivalent to each other, up to relabellings of the underlying variables.
14
To compute a triple integral over a Type 1 region, we first integrate the
function with respect to z from u1 (x, y) to u2 (x, y), followed by the double
integral over the projection D.
15
To compute a triple integral over a Type 2 region, we first integrate the
function with respect to x from u1 (y, z) to u2 (y, z), followed by the double
integral over the projection D.
Theorem 10 (Triple Integral over Type 2 region E).
ZZZ Z Z "Z u2 (y,z)
#
f (x, y, z) dV = f (x, y, z) dx dA.
E D u1 (y,z)
16
To compute a triple integral over a Type 3 region, we first integrate the
function with respect to y from u1 (x, z) to u2 (x, z), followed by the double
integral over the projection D.
Theorem 12 (Triple Integral over Type 3 region E).
ZZZ Z Z "Z u2 (x,z)
#
f (x, y, z) dV = f (x, y, z) dy dA.
E D u1 (x,z)
ZZZ
Example 5. Evaluate z dV where E is the solid tetrahedron bounded
E
by the four planes
• x = 0,
• y = 0,
• z = 0 and
• x + y + z = 1.
17
Solution.
E = {(x, y, z) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x, 0 ≤ z ≤ 1 − x − y}.
ZZZ ZZ Z 1−x−y
z dV = z dz dA
E D 0
Z Z 1−x Z 1−x−y
1
= z dz dy dx
0 0 0
Z 1 Z 1−x 2 z=1−x−y
z
= dy dx
0 0 2 z=0
1 1
Z Z 1−x
= (1 − x − y)2 dy dx
2 0 0
18
1 1−x
(1 − x − y)3
ZZZ Z
1
z dV = − dx
E 2 0 3 y=0
Z 1
1
= (1 − x)3 dx
6 0
1
(1 − x)4
1
= −
6 4 0
1
= .
24
RRR √
Example 6. Evaluate E x2 + z 2 dV where E is the solid bounded by the
paraboloid y = x2 + z 2 and the plane y = 4.
19
ZZZ √
x2 + z 2 dV
E
Z Z Z 4 √
= x2 + z2 dy dA
D x2 +z 2
ZZ √
= (4 − x2 − z 2 ) x2 + z 2 dA
D
ZZZ √ ZZ √
x2 + z 2 dV = (4 − x2 − z 2 ) x2 + z 2 dA
E D
Z 2π Z 2
= (4 − r2 )rr dr dθ
0 0
Z 2π Z 2
2 4
= dθ (4r − r ) dr
0 0
2
4r3 r5
= 2π −
3 5 0
128π
= .
15
20
MA1104 Week 7
Triple Integral in Cylindrical & Spherical
Coordinates
Just like double integrals, there are many interpretations of triple integral.
So we do ourselves no favour by just thinking of triple integrals in one inter-
pretation. The key is that any interpretations depend on the units given to
x, y, z and f (x, y, z).
1
The sketch of the solid E is shown below:
2
ZZZ
Volume of E = dV
E
ZZ Z 4−z
= dx dA
D 0
Z 2 Z 4−y 2 Z 4−z
= dx dz dy
−2 0 0
Z 2 Z 4−y 2
= (4 − z) dz dy
−2 0
128
= ... = .
5
2. Cylindrical Coordinates
Cylindrical coordinate is just another coordinate system that one can use
to represent points in the xyz-space. Basically, we can think of cylindrical
coordinate as the combination of polar coordinate and the z-coordinate:
Formally, a point P (x, y, z) can be represented by the ordered triple (r, θ, z),
where:
3
To convert from cylindrical coordinate to rectangular coordinates, we use the
equations:
x = r cos θ
y = r sin θ
z=z
To convert from rectangular to cylindrical coordinates, we use the equations:
r 2 = x2 + y 2
tan θ = xy , provided x 6= 0
z=z
z 2 = r2
= x2 + y 2 ,
4
5
In this section, we shall see examples of triple integrals in cylindrical co-
ordinates. First, let us think about the reason why we wish to change to
cylindrical coordinates.
Question:
RRR When do we prefer cylindrical coordinates when computing
E
f (x, y, z) dV ?
Answer: When the projection D of the solid E onto the xy-plane can be
conveniently described in terms of polar coordinates. One example such solid
is given in the figure below:
6
Theorem 2 (Triple Integral in Cylindrical Coordinates). Suppose E is a
solid described as above. Then
ZZZ
f (x, y, z) dV =
E
Z βZ h2 (θ) Z u2 (r cos θ,r sin θ)
f (r cos θ, r sin θ, z)r dz dr dθ.
α h1 (θ) u1 (r cos θ,r sin θ)
Remarks:
7
ZZZ p Z 2π Z 1Z 4
x2 + y 2 dV = r r dz dr dθ
E 0 0 1−r2
Z 2π Z 1
= r2 (4 − (1 − r2 )) dr dθ
Z0 2π Z0 1
= (3r2 + r4 ) dr dθ
0 0
Z 2π Z 1
2 4
= dθ (3r + r ) dr
0 0
1
r5
3 12π
= 2π r + = .
5 0 5
Example 4. Evaluate
√
Z 2 Z 4−x2 Z 2
√ √ (x2 + y 2 ) dz dy dx.
−2 − 4−x2 x2 +y 2
8
In cylindrical coordinates,:
√
Z 2 Z 4−x2 Z 2
√ √ (x2 + y 2 ) dz dy dx
−2 − 4−x2 x2 +y 2
ZZZ
= (x2 + y 2 ) dV
Z 2π Z 2 ZE2
= r2 r dz dr dθ
0 0 r
Z 2π Z 2
3
= dθ r (2 − r) dr
0 0
2
r4 r5
= 2π −
2 5 0
16π
=
5
4. Spherical Coordinates
• φ is the angle between the positive z-axis and the line segment OP .
9
The triple (ρ, θ, φ) is called the spherical coordinate of the point (x, y, z).
The range for these coordinates are given as follows:
• ρ≥0
• 0 ≤ θ ≤ 2π
• 0≤φ≤π
ρ 2 = x2 + y 2 + z 2
10
From the triangle OP Q and OP P 0 ,
z = ρ cos φ, r = ρ sin φ.
x = ρ sin φ cos θ
y = ρ sin φ sin θ
z = ρ cos φ
√
Example 5. The point (0, 2 3, −2) is given in rectangular coordinates. Find
the spherical coordinates of this point.
Solution. We need to determine ρ, φ and θ.
p
ρ = x2 + y 2 + z 2
q √
= 02 + (2 3)2 + (−2)2
= 4.
−2 = 4 cos φ
2π
φ = cos−1 (−0.5) = .
3
Next, from x = ρ sin φ cos θ, we have
2π
0 = 4 sin cos θ
3
cos θ = 0
π 3π
θ = , .
2 2
Since y = ρ sin φ sin θ, we have
11
3π
• If θ = 2
,then y = 4 sin 2π
3
sin 3π
2
< 0, which is impossible.
√
• If θ = π2 , then y = 4 sin 2π
3
sin π2 = 2 3.
Hence θ = π2 .
Example 6. For example, the sphere with center the origin and radius c has
the simple equation ρ = c.
12
5. Triple Integral in Spherical Coordinates
ZZZ
In this section, we shall compute triple integrals f (x, y, z) dV in spher-
E
ical coordinates, where
• E is a spherical wedge
E = {(ρ, θ, φ) : a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d}
The following theorem shows us how to convert a triple integral over a spher-
ical wedge into an iterated intreated integrals in spherical coordinates:
13
Theorem 3 (Triple Integral in Spherical Coordinates).
ZZZ
f (x, y, z) dV =
E
Z d Z β Z b
f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φ dρ dθ dφ
c α a
where E is the spherical wedge
E = {(ρ, θ, φ) : a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d}
• writing
This formula can be extended to include more general spherical region such
as
RRR 2 +y 2 +z 2 )3/2
Example 9. Evaluate B
e(x dV where B is the unit ball:
B = {(x, y, z) : x2 + y 2 + z 2 ≤ 1}.
14
Solution. Note that B is a spherical wedge:
x2 + y 2 + z 2 = ρ 2 .
Therefore,
ZZZ
2 +y 2 +z 2 )3/2
e(x dV
B
Z π Z 2π Z 1
2 )3/2
= e(ρ ρ2 sin φ dρ dθ dφ
0 0 0
Z π Z 2π Z 1
2 ρ3
= sin φ dφ dθ ρ e dρ
0 0 0
1
1 3
= [− cos φ]π0 (2π) eρ
3 0
4
= π(e − 1).
3
Example 10. Use spherical coordinates to find the volume of the solid that
lies:
p
• above the cone z = x2 + y 2 , and
• below the sphere x2 + y 2 + z 2 = z
15
Solution. In spherical coordinates, we have
p
z= x2 + y 2
ρ cos φ = ρ sin φ
sin φ = cos φ
π
φ= .
4
x2 + y 2 + z 2 = z
ρ2 = ρ cos φ
ρ = cos φ.
In the last step, we have assumed ρ 6= 0. Why can we do that?
Therefore, E in spherical coordinates is :
The volume of E is
ZZZ
V = dV
E
Z 2π Z π/4 Z cos φ
= ρ2 sin φ dρ dφ dθ
0 0 0
Z 2π Z π/4 Z cos φ
V = ρ2 sin φ dρ dφ dθ
0 0 0
ρ=cos φ !
2π π/4
ρ3
Z Z
V = dθ sin φ dφ
0 0 3 ρ=0
Z π/4
2π
= sin φ cos3 φ dφ
3 0
π/4
cos4 φ
2π
= −
3 4 0
π
= .
8
16
The following figure shows how the volume is being ‘swept out’ as we compute
the iterated integrals:
17
MA1104 Week 8
Change of Variables & Jacobian
1. Plane Transformation
x = r cos θ, y = r sin θ
Here, the plane transformation maps a point (r, θ) on the rθ-plane to a point
(x, y) on the xy-plane.
1
Answer. The key is to examine the boundary.
T maps the boundary of the domain into the boundary of the image.
x = u2 − v 2 , y = 2uv.
Find the image of the square
2
Side 1:
S1 : v = 0, 0 ≤ u ≤ 1.
⇓T
x = u2 , y = 0.
y = 0, 0 ≤ x ≤ 1.
Side 2:
S2 : u = 1, 0 ≤ v ≤ 1.
⇓T
x = 1 − v 2 , y = 2v, 0 ≤ v ≤ 1.
y2
x=1− 4
, 0 ≤ y ≤ 2.
3
The image of S2 :
Side 3:
S3 : v = 1, 0 ≤ u ≤ 1.
⇓T
x = u2 − 1, y = 2u, 0 ≤ u ≤ 1.
y2
x= 4
− 1, 0 ≤ y ≤ 2.
The image of S3 :
Side 4:
S4 : u = 0, 0 ≤ v ≤ 1.
4
⇓T
x = −v 2 , y = 0.
y = 0, −1 ≤ x ≤ 0.
The image of S4 :
y2
x=1− , 0≤y≤2
4
y2
x= − 1, 0 ≤ y ≤ 2.
4
5
6
Let A0 , B 0 , C 0 , D0 are the images of A, B, C, D respectively.
Let r(u, v) denote the position vector of the image (x, y) of the point (u, v)
under T :
−−→0
OA = r(u0 , v0 )
−−→0
OB = r(u0 + 4u, v0 )
−−→0
OC = r(u0 + 4u, v0 + 4v)
−−→0
OD = r(u0 , v0 + 4v)
7
4A ≈ Area of the parallelogram
spanned by a and b
So
4A ≈ ||a × b||
Now,
−− →
a = A0 B 0
−−→0 −−→0
= OB − OA
= r(u0 + 4u, v0 ) − r(u0 , v0 )
−− →
b = A0 D0
−−→0 −−→0
= OD − OA
= r(u0 , v0 + 4v) − r(u0 , v0 ).
≈ ||ru × rv || 4u4v.
8
Next, lets calculate ||ru × rv || .....
i j k
∂x ∂y
ru × rv = ∂u ∂u
0
∂x ∂y
∂v ∂v
0
∂x ∂y ∂x ∂x
= ∂u ∂u k= ∂u ∂v k
∂x ∂y ∂y ∂y
∂v ∂v ∂u ∂v
Thus,
∂x ∂y ∂x ∂y
||ru × rv || = absolute value of −
∂u ∂v ∂v ∂u
9
With the above notation, we can give an approximation to the area 4A of
R:
4A ≈ ||ru × rv || 4u4v
∂(x, y)
= 4u4v
∂(u, v)
To summarize:
∂(x, y)
dA = du dv.
∂(u, v)
Using this formula for dA, we can now compute a double integral in dA =
dx dy by changing it to a double integral in du dv:
Theorem 2 (Change of Variable in Double Integral).
ZZ
f (x, y) dA
R
ZZ
∂(x, y)
= f (x(u, v), y(u, v)) du dv.
S ∂(u, v)
Example 2. The formula for double integral over polar rectangle is a special
case of the formula using the Jacobian.
Solution. Suppose the polar rectangle R is given by
R = {(r, θ) : a ≤ r ≤ b, α ≤ θ ≤ β}.
Here the transformation T from the rθ-plane to the xy-plane is given by
x = r cos θ, y = r sin θ.
The geometry of the transformation is shown here.
10
The Jacobian of T is
∂x ∂x
∂(x, y) ∂r ∂θ
= ∂y ∂y
∂(r, θ) ∂r ∂θ
cos θ −r sin θ
=
sin θ r cos θ
= r cos2 θ + r sin2 θ = r.
ZZ
f (x, y) dA
R
ZZ
∂(x, y)
= f (x(u, v), y(u, v)) du dv
S ∂(u, v)
Z β Z b
= f (r cos θ, r sin θ)|r| dr dθ
α a
Z β Z b
= f (r cos θ, r sin θ)r dr dθ
α a
3. Examples: 2D Jacobian
11
Example 3. Use Change of Variables x = uv −1 , y = uv to compute
ZZ
(x2 + y 2 ) dA
R
The region S:
S = {(u, v) : 1 ≤ u ≤ 2, 1 ≤ v ≤ 2}
The Jacobian of T is
∂(x, y) v −1 −uv −2 2u
= = .
∂(u, v) v u v
12
ZZ
(x2 + y 2 ) dA
R
Z Z 2
u 2 2u
= + (uv) du dv
S v v
Z 2 Z 2
= 2 u3 (v −3 + v) du dv
1 1
Z 2 Z 2
3 −3
= 2 u du (v + v) dv
1 1
4 2 !
2 − 14
2
v 1 −2 225
= 2 − v = .
4 2 2 1 16
where R is the trapezoidal region with vertices (1, 0), (2, 0), (0, −2) and
(0, −1).
u = x + y, v = x − y.
Solving the equation for x and y, we obtain a transformation T from the
uv-plane to the xy-plane:
1 1
x = (u + v), y = (u − v).
2 2
Region R on the xy-plane.
13
The sides of R are given by the lines:
y = 0, x − y = 2, x = 0, x − y = 1.
Find S by converting the boundary R back to the uv-plane:
y = 0, x − y = 2, x = 0, x − y = 1.
via
u = x + y, v = x − y
x = 21 (u + v), y = 21 (u − v)
u = x + y, v = x − y
x = 21 (u + v), y = 21 (u − v)
The images of the sides of R in the uv-plane under T −1 are:
u = v, v = 2, u = −v, v = 1.
14
We can write S as
S = {(u, v) : 1 ≤ v ≤ 2, − v ≤ u ≤ v}.
The Jacobian of T is
∂x ∂x
∂(x, y) ∂u ∂v
= ∂y ∂y
∂(u, v) ∂u ∂v
1/2 1/2
=
1/2 −1/2
= −1/2 6= 0.
ZZ ZZ
(x+y)/(x−y) ∂(x, y)
e dA = eu/v du dv
R S ∂(u, v)
Z 2Z v
u/v 1
= e du dv
1 −v 2
ZZ
1 u/v u=v
e(x+y)/(x−y) dA = ve u=−v
dv
R 2
1 2
Z
= (e − e−1 )v dv
2 1
3
= (e − e−1 ).
4
15
• How does a space transformation T : (u, v, w) 7→ (x, y, z) affect a vol-
ume?
∂(x, y, z)
dV = du dv dw.
∂(u, v, w)
∂x ∂x ∂x
∂(x, y, z) ∂u
∂y
∂v
∂y
∂w
∂y
= ∂u ∂v ∂w
∂(u, v, w) ∂z ∂z ∂z
∂u ∂v ∂w
ZZZ
∂(x, y, z)
f (x(u, v, w), y(u, v, w), z(u, v, w)) du dv dw.
S ∂(u, v, w)
16
Example 5. Recall that Triple Integral in Spherical Coordinates is given by
ZZZ
f (x, y, z) dV =
E
Z dZ βZ b
f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φ dρ dθ dφ
c α a
E = {(ρ, θ, φ) : a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d}
Show that this formula is a special case of the Change of Variable Formula
for Triple Integral.
∂x
= sin φ cos θ,
∂ρ
∂x
= −ρ sin φ sin θ,
∂θ
∂x
= ρ cos φ cos θ.
∂φ
Partial derivatives of y:
∂y
= sin φ sin θ,
∂ρ
∂y
= ρ sin φ cos θ,
∂θ
∂y
= ρ cos φ sin θ.
∂φ
Partial derivatives of z:
17
∂z
= cos φ,
∂ρ
∂z
= 0,
∂θ
∂z
= −ρ sin φ.
∂φ
∂x ∂x ∂x
∂ρ ∂θ ∂φ
∂(x, y, z) ∂y ∂y ∂y
= ∂ρ ∂θ ∂φ
∂(ρ, θ, φ) ∂z ∂z ∂z
∂ρ ∂θ ∂φ
.
= ..
= −ρ2 sin φ.
∂x ∂x ∂x
∂ρ ∂θ ∂φ
∂(x, y, z) ∂y ∂y ∂y
= ∂ρ ∂θ ∂φ
∂(ρ, θ, φ) ∂z ∂z ∂z
∂ρ ∂θ ∂φ
18
∂(x, y, z)
= sin φ cos θ −ρ2 sin2 φ cos θ
∂(ρ, θ, φ)
+ρ sin φ sin θ −ρ sin2 φ sin θ − ρ cos2 φ sin θ
u = x + y + z, v = x + 2y, w = y + z.
v−u+w w−v+u
x = u − w, y = , z=
2 2
1 0 −1
∂(x, y, z)
= −1/2 1/2 1/2 = 1/2
∂(u, v, w)
1/2 −1/2 1/2
Therefore,
ZZZ
Volume = 1 dV
Q
Z 2 Z 1 Z 4
1
= dw dv du
1 0 2 2
1
= ·1·1·2
2
= 1.
19