Changing Variables in Multiple Integrals

3. Examples and comments; putting in limits.

f (x, y) dx dy =
R

g(u, v)

(x, y) du dv , (u, v)

where (19) (x, y) = (u, v) xu yu xv yv , g(u, v) = f (x(u, v), y(u, v)),

it looks as if the essential equations we need are the inverse equations: (20) x = x(u, v), y = y(u, v)

rather than the direct equations we are usually given: (21) u = u(x, y), v = v(x, y) .

If it is awkward to get (20) by solving (21) simultaneously for x and y in terms of u and v, sometimes one can avoid having to do this by using the following relation (whose proof is an application of the chain rule, and left for the Exercises): (22) (x, y) (u, v) = 1 (u, v) (x, y)

The right-hand Jacobian is easy to calculate if you know u(x, y) and v(x, y); then the left hand one the one needed in (19) will be its reciprocal. Unfortunately, it will be in terms of x and y instead of u and v, so (20) still ought to be needed, but sometimes one gets lucky. The next example illustrates. 2 y dx dy, where R is the region pictured, having x R as boundaries the curves x2 y 2 = 1, x2 y 2 = 4, y = 0, y = x/2 . Example 3. Evaluate Solution. Since the boundaries of the region are contour curves of x2 y 2 and y/x , and the integrand is y/x, this suggests making the change of variable (23) u = x2 y 2 , v = y . x

2 x -y = 1 2

y=x/ 2 x2-y = 4

We will try to get through without solving these backwards for x, y in terms of u, v. Since changing the integrand to the u, v variables will give no trouble, the question is whether we can get the Jacobian in terms of u and v easily. It all works out, using (22): (u, v) = (x, y) 2x y/x2 2y 1/x = 2 2y 2 /x2 = 2 2v 2 ; 1 so 1 (x, y) = , (u, v) 2(1 v 2 )

CHANGING VARIABLES IN MULTIPLE INTEGRALS

according to (22). We use now (18), put in the limits, and evaluate; note that the answer is positive, as it should be, since the integrand is positive. y dx dy = x =
0 1

R 1/2

v du dv 2(1 v 2 )
4

3 = ln(1 v 2 ) 4 Putting in the limits

v du dv 2(1 v 2 )
1/2 0

3 3 ln . 4 4

In the examples worked out so far, we had no trouble nding the limits of integration, since the region R was bounded by contour curves of u and v, which meant that the limits were constants. If the region is not bounded by contour curves, maybe you should use a dierent change of variables, but if this isnt possible, youll have to gure out the uv-equations of the boundary curves. The two examples below illustrate.
1 x

Example 4. du dv.

Let u = x + y, v = x y; change

dy dx to an iterated integral
0 0

Solution. Using (19) and (22), we calculate in the area element will be 1/2.

(x, y) = 1/2, so the Jacobian factor (u.v)

To put in the new limits, we sketch the region of integration, as shown at the right. The diagonal boundary is the contour curve v = 0; the horizontal and vertical boundaries are not contour curves what are their uv-equations? There are two ways to answer this; the rst is more widely applicable, but requires a separate calculation for each boundary curve.

Method 1 Eliminate x and y from the three simultaneous equations u = u(x, y), v = v(x, y), and the xy-equation of the boundary curve. For the x-axis and x = 1, this gives u=x+y v =xy y=0 u=x+y v =xy x=1 u=1+y v =1y

u = v;

u + v = 2.

Method 2 Solve for x and y in terms of u, v; then substitute x = x(u, v), y = y(u, v) into the xy-equation of the curve. Using this method, we get x = 1 (u+v), y = 1 (uv); substituting into the xy-equations: 2 2 y=0 1 (u v) = 0 u = v; 2 x=1 1 (u + v) = 1 u + v = 2. 2

To supply the limits for the integration order

du dv, we

CHANGING VARIABLES IN MULTIPLE INTEGRALS

1. rst hold v xed, let u increase; this gives us the dashed lines shown; 2. integrate with respect to u from the u-value where a dashed line enters R (namely, u = v), to the u-value where it leaves (namely, u = 2 v). 3. integrate with respect to v from the lowest v-values for which the dashed lines intersect the region R (namely, v = 0), to the highest such vvalue (namely, v = 1). 1 2v 1 Therefore the integral is du dv . 2 0 v

v= 0 1 v=v 0 u=2-v v= 1 1 u=v

(As a check, evaluate it, and conrm that its value is the area of R. Then try setting up the iterated integral in the order dv du; youll have to break it into two parts.) Using the change of coordinates u = x2 y 2 , v = y/x of Example dxdy , where R is the innite region in the rst 3, supply limits and integrand for 2 R x 2 quadrant under y = 1/x and to the right of x y 2 = 1. Example 5. Solution. We have to change the integrand, supply the Jacobian factor, and put in the right limits. To change the integrand, we want to express x2 in terms of u and v; this suggests eliminating y from the u, v equations; we get u = x2 y 2 , y = vx u = x2 v 2 x 2 x2 = u . 1 v2

From Example 3, we know that the Jacobian factor is

1 ; since in the region R we 2(1 v 2 ) have by inspection 0 v < 1, the Jacobian factor is always positive and we dont need the absolute value sign. So by (18) our integral becomes dx dxy = x2 1 v2 du dv = 2u(1 v 2 ) du dv 2u

P The form of this upper limit suggests that we should integrate rst with u=1/v-v v=a respect to u. Therefore we hold v xed, and let u increase; this gives the xy= 1 dashed ray shown in the picture; we integrate from where it enters R at 1 O u = 1 to where it leaves, at u = v. v The rays we use are those intersecting R: they start from the lowest ray, corresponding to v = 0, and go to the ray v = a, where a is the slope of OP. Thus our integral is
a 0 1 1/vv

Finally, we have to put in the limits. The x-axis and the left-hand boundary curve x2 y 2 = 1 are respectively the contour curves v = 0 and u = 1; our problem is the upper boundary curve xy = 1. To change this to u v coordinates, we follow Method 1: u = x2 y 2 u = x2 1/x2 1 y = vx u= v . 2 v v = 1/x xy = 1

2 x2-y = 1

u=1

du dv . 2u

CHANGING VARIABLES IN MULTIPLE INTEGRALS

To complete the work, we should determine a explicitly. This can be done by solving xy = 1 and x2 y 2 = 1 simultaneously to nd the coordinates of P . A more elegant approach is to add y = ax (representing the line OP) to the list of equations, and solve all three simultaneously for the slope a. We substitute y = ax into the other two equations, and get ax2 = 1 1 + 5 a = 1 a2 a= , 2 x2 (1 a2 ) = 1 by the quadratic formula.

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18.02SC Multivariable Calculus

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