Overview

Part 13 - The Jacobian

Introduction

In this part we’ll cover how we change our variables into others, in the most general case.

General case of variable change

∬Df(x,y) dA\iint_D f(x, y) \, dA

We want to rewrite this in terms of uu and vv. Let’s say that:

x=g(u,v)y=h(u,v)\begin{align*} x & = g(u, v) \newline y & = h(u, v) \end{align*}

We can say that we have a transformation, TT, from the uvuv-plane to the xyxy-plane, given by our functions gg and hh.

We need to make some assumptions of TT to make our lives easier.

  1. TT is a C1C^1-transformation, meaning that gg and hh have continuous partial derivatives.

  2. TT is an injective transformation (meaning it is 1-to-1). This means that we can express uu and vv in terms of xx and yy.

With this, we can define the Jacobian matrix.

Definition 1 (Jacobian)

The Jacobian matrix of a transformation, TT, is:

∂(x,y)∂(u,v)=det⁡[∂x∂u∂x∂v∂y∂u∂y∂v]\dfrac{\partial(x, y)}{\partial(u, v)} = \det \begin{bmatrix} \dfrac{\partial x}{\partial u} & \dfrac{\partial x}{\partial v} \newline \dfrac{\partial y}{\partial u} & \dfrac{\partial y}{\partial v} \end{bmatrix}
Theorem 1 (Change of variables)

Suppose TT is a transformation, from the uvuv-plane to the xyxy-plane. Assuming that the Jacobian for TT, is non-zero, then:

∬Df(x,y) dA=∬Sf(x(u,v),y(u,v))∣∂(x,y)∂(u,v)∣ du dv\iint_D f(x, y) \, dA = \iint_S f(x(u, v), y(u, v)) \left\vert \dfrac{\partial(x, y)}{\partial(u, v)} \right\vert \, du \, dv
Example 1

Find

∬Dex+yx−y dA\iint_D e^{\frac{x + y}{x - y}} \, dA

Where DD is the trapezoidal region, with vertices, (1,0),(2,0),(0,−2)(1, 0), (2, 0), (0, -2) and (0,−1)(0, -1).

Let u=x+yu = x + y and v=x−yv = x - y.

This means that:

x=u+v2y=u−v2\begin{align*} x & = \frac{u + v}{2} \newline y & = \frac{u - v}{2} \end{align*}

Let’s compute the Jacobian:

∂(x,y)∂(u,v)=det⁡[∂x∂u∂x∂v∂y∂u∂y∂v]\dfrac{\partial(x, y)}{\partial(u, v)} = \det \begin{bmatrix} \dfrac{\partial x}{\partial u} & \dfrac{\partial x}{\partial v} \newline \dfrac{\partial y}{\partial u} & \dfrac{\partial y}{\partial v} \end{bmatrix}∂(x,y)∂(u,v)=det⁡[121212−12]\dfrac{\partial(x, y)}{\partial(u, v)} = \det \begin{bmatrix} \frac{1}{2} & \frac{1}{2} \newline \frac{1}{2} & -\frac{1}{2} \end{bmatrix}∂(x,y)∂(u,v)=−12\dfrac{\partial(x, y)}{\partial(u, v)} = -\frac{1}{2}

Since our transformation is linear, we only need to recompute our vertices. Using our formulas we find that

(1,0)→(1,1)(2,0)→(2,2)(0,−2)→(−2,2)(0,−1)→(−1,1)(1, 0) \rarr (1, 1) \newline (2, 0) \rarr (2, 2) \newline (0, -2) \rarr (-2, 2) \newline (0, -1) \rarr (-1, 1)

If we plot our trapezoid, we find that it is a type II region. The left curve being u=−vu = -v and the right curve u=vu = v.

Which means our integral becomes:

12∫12∫−vveuv du dv\dfrac{1}{2} \int_1^2 \int_{-v}^{v} e^{\frac{u}{v}} \, du \, dv12∫12veuv∣u=−vu=v dv\dfrac{1}{2} \int_1^2 ve^{\frac{u}{v}} \bigg\rvert_{u = -v}^{u = v} \, dv12(e−e−1)∫12v dv\dfrac{1}{2} (e - e^{-1}) \int_1^2 v \, dv12(e−e−1)v22∣v=1v=2\dfrac{1}{2} (e - e^{-1}) \dfrac{v^2}{2} \bigg\rvert_{v = 1}^{v = 2}3(e−e−1)4\boxed{\dfrac{3(e - e^{-1})}{4}}

In three variables

It is the same approach. Let x=x(u,v,w),y=y(u,v,w),z=z(u,v,w)x = x(u, v, w), y = y(u, v, w), z = z(u, v, w)

The Jacobian is:

∂(x,y,z)∂(u,v,w)=det⁡[∂x∂u∂x∂v∂x∂w∂y∂u∂y∂v∂y∂w∂z∂u∂z∂v∂z∂w]\dfrac{\partial(x, y, z)}{\partial(u, v, w)} = \det \begin{bmatrix} \dfrac{\partial x}{\partial u} & \dfrac{\partial x}{\partial v} & \dfrac{\partial x}{\partial w} \newline \dfrac{\partial y}{\partial u} & \dfrac{\partial y}{\partial v} & \dfrac{\partial y}{\partial w} \newline \dfrac{\partial z}{\partial u} & \dfrac{\partial z}{\partial v} & \dfrac{\partial z}{\partial w} \end{bmatrix}

Just as we did before:

∭Ef(x,y,z) dV=∭Sf(x(u,v,w),y(u,v,w),z(u,v,w))∣∂(x,y,z)∂(u,v,w)∣ du dv dw\iiint_E f(x, y, z) \, dV = \iiint_S f(x(u, v, w), y(u, v, w), z(u, v, w)) \left\vert \dfrac{\partial(x, y, z)}{\partial(u, v, w)} \right\vert \, du \, dv \, dw

Let’s now cover some special cases that we’ll often encounter.

Cylindrical coordinates

Is just like polar coordinates but for three variables:

(x,y,z)→(r,θ,z)(x, y, z) \rarr (r, \theta, z)

If we have symmetry around the zz-axis, it makes sense to use these variables.

We know that:

x=rcos⁡(θ)y=rsin⁡(θ)z=z\begin{align*} x & = r \cos(\theta) \newline y & = r \sin(\theta) \newline z & = z \end{align*}

Therefore, the Jacobian for this becomes:

∂(x,y,z)∂(r,θ,z)=det⁡[cos⁡(θ)−rsin⁡(θ)0sin⁡(θ)rcos⁡(θ)0001]\dfrac{\partial(x, y, z)}{\partial(r, \theta, z)} = \det \begin{bmatrix} \cos(\theta) & -r \sin(\theta) & 0 \newline \sin(\theta) & r \cos(\theta) & 0 \newline 0 & 0 & 1 \end{bmatrix} ∂(x,y,z)∂(r,θ,z)=0⋅det⁡[−rsin⁡(θ)0rcos⁡(θ)0]−0⋅det⁡[cos⁡(θ)0sin⁡(θ)0]+1⋅det⁡[cos⁡(θ)−rsin⁡(θ)sin⁡(θ)rcos⁡(θ)]\dfrac{\partial(x, y, z)}{\partial(r, \theta, z)} = 0 \cdot \det \begin{bmatrix} -r \sin(\theta) & 0 \newline r \cos(\theta) & 0 \end{bmatrix} - 0 \cdot \det \begin{bmatrix} \cos(\theta) & 0 \newline \sin(\theta) & 0 \end{bmatrix} + 1 \cdot \det \begin{bmatrix} \cos(\theta) & -r \sin(\theta) \newline \sin(\theta) & r \cos(\theta) \end{bmatrix} ∂(x,y,z)∂(r,θ,z)=rcos⁡2(θ)+rsin⁡2(θ)=r(cos⁡2(θ)+sin⁡2(θ))=r\dfrac{\partial(x, y, z)}{\partial(r, \theta, z)} = r \cos^2(\theta) + r \sin^2(\theta) = r(\cos^2(\theta) + \sin^2(\theta)) = \boxed{r}

Change to spherical coordinates

∭Ef(x,y,z) dV=∭Sf(rcos⁡(θ),rsin⁡(θ),z)⋅r dV\iiint_E f(x, y, z) \, dV = \iiint_S f(r \cos(\theta), r \sin(\theta), z) \cdot r \, dV
Example 2

Find

∭Ex2+y2 dV\iiint_E \sqrt{x^2 + y^2} \, dV

Where EE is the solid lying within the cylinder, x2+y2=1x^2 + y^2 = 1, below the plane z=4z = 4 and above the paraboloid, z=1−x2−y2z = 1 - x^2 - y^2.

Let us describe the solid EE:

E={(x,y,z)∣0≤x2+y2≤1,1−x2−y2≤z≤4}E = \{(x, y, z) \mid 0 \leq x^2 + y^2 \leq 1, 1 - x^2 - y^2 \leq z \leq 4\}

In spherical coordinates:

S={(r,θ,z)∣0≤r≤1,1−r2≤z≤4}S = \{(r, \theta, z) \mid 0 \leq r \leq 1, 1 - r^2 \leq z \leq 4\}

Let’s make zz our inner variable.

∭Ex2+y2 dV=∭Sr2⋅r dV\iiint_E \sqrt{x^2 + y^2} \, dV = \iiint_S \sqrt{r^2} \cdot r \, dV∭Sr2 dV\iiint_S r^2 \, dV∫02π∫01∫1−r24r2 dz dr dθ\int_0^{2\pi} \int_0^1 \int_{1 - r^2}^{4} r^2 \, dz \, dr \, d\theta∫02π∫01r2z∣z=1−r2z=4 dr dθ\int_0^{2\pi} \int_0^1 r^2 z \bigg\rvert_{z = 1 - r^2}^{z = 4} \, dr \, d\theta∫02π∫01(3r2+r4) dr dθ\int_0^{2\pi} \int_0^1 (3r^2 + r^4) \, dr \, d\theta∫02π(r3+r55)∣r=0r=1 dθ\int_0^{2\pi} \left(r^3 + \dfrac{r^5}{5}\right) \bigg\rvert_{r = 0}^{r = 1} \, d\theta∫02π65 dθ\int_0^{2\pi} \dfrac{6}{5} \, d\theta65θ∣θ=0θ=2π\dfrac{6}{5}\theta \bigg\rvert_{\theta = 0}^{\theta = 2\pi}12π5\boxed{\dfrac{12\pi}{5}}

Spherical coordinates

In this coordinate system we introduce a completely new idea.

Let:

ρ−distance from originφ−angle between positive z-axisθ−angle in xy-plane\begin{align*} \rho & - \text{distance from origin} \newline \varphi & - \text{angle between positive } z\text{-axis} \newline \theta & - \text{angle in } xy\text{-plane} \end{align*}

This means:

ρ≥00≤φ≤π0≤θ≤2π\rho \geq 0 \newline 0 \leq \varphi \leq \pi \newline 0 \leq \theta \leq 2\pi r=ρsin⁡(φ)x=rcos⁡(θ)=ρsin⁡(φ)cos⁡(θ)y=rsin⁡(θ)=ρsin⁡(φ)sin⁡(θ)z=ρcos⁡(φ)\begin{align*} r & = \rho \sin(\varphi) \newline x & = r \cos(\theta) = \rho \sin(\varphi) \cos(\theta) \newline y & = r \sin(\theta) = \rho \sin(\varphi) \sin(\theta) \newline z & = \rho \cos(\varphi) \end{align*}

The Jacobian:

∂(x,y,z)∂(ρ,φ,θ)=det⁡[sin⁡(φ)cos⁡(θ)ρcos⁡(φ)cos⁡(θ)−ρsin⁡(φ)sin⁡(θ)sin⁡(φ)sin⁡(θ)ρcos⁡(φ)sin⁡(θ)ρsin⁡(φ)cos⁡(θ)cos⁡(φ)−ρsin⁡(φ)0]\dfrac{\partial(x, y, z)}{\partial(\rho, \varphi, \theta)} = \det \begin{bmatrix} \sin(\varphi) \cos(\theta) & \rho \cos(\varphi) \cos(\theta) & -\rho \sin(\varphi) \sin(\theta) \newline \sin(\varphi) \sin(\theta) & \rho \cos(\varphi) \sin(\theta) & \rho \sin(\varphi) \cos(\theta) \newline \cos(\varphi) & -\rho \sin(\varphi) & 0 \end{bmatrix} ∂(x,y,z)∂(ρ,φ,θ)=…=ρ2sin⁡(φ)\dfrac{\partial(x, y, z)}{\partial(\rho, \varphi, \theta)} = \ldots = \rho^2 \sin(\varphi)

Changing to spherical coordinates

∭Ef(x,y,z) dV=∭Sf(ρsin⁡(φ)cos⁡(θ),ρsin⁡(φ)sin⁡(θ),ρcos⁡(φ))⋅ρ2sin⁡(φ) dV\iiint_E f(x, y, z) \, dV = \iiint_S f(\rho \sin(\varphi) \cos(\theta), \rho \sin(\varphi) \sin(\theta), \rho \cos(\varphi)) \cdot \rho^2 \sin(\varphi) \, dV

It makes sense to change to spherical coordinates when our solid is bounded by spheres and/or cones.

Example 3

Find

∭Be(x2+y2+z2)32 dV\iiint_B e^{(x^2 + y^2 + z^2)^{\frac{3}{2}}} \, dV

Where BB is the unit ball.

B={(x,y,z)∣x2+y2+z2≤1}B = \{(x, y, z) \mid x^2 + y^2 + z^2 \leq 1 \}

In spherical coordinates:

S={(ρ,φ,θ)∣0≤ρ≤1,0≤φ≤π,0≤θ≤2π}S = \{(\rho, \varphi, \theta) \mid 0 \leq \rho \leq 1, 0 \leq \varphi \leq \pi, 0 \leq \theta \leq 2\pi \}

Which is easy to integrate over.

∭Be(x2+y2+z2)32 dV=∭Se(ρ2)32⋅ρ2sin⁡(φ) dV\iiint_B e^{(x^2 + y^2 + z^2)^{\frac{3}{2}}} \, dV = \iiint_S e^{(\rho^2)^{\frac{3}{2}}} \cdot \rho^2 \sin(\varphi) \, dV∭Seρ3⋅ρ2sin⁡(φ) dV\iiint_S e^{\rho^3} \cdot \rho^2 \sin(\varphi) \, dV∫02π∫01∫0πeρ3⋅ρ2sin⁡(φ) dφ dρ dθ\int_0^{2\pi} \int_0^1 \int_0^{\pi} e^{\rho^3} \cdot \rho^2 \sin(\varphi) \, d\varphi \, d\rho \, d\theta∫02π∫01eρ3⋅ρ2[−cos⁡(φ)∣φ=0φ=π] dρ dθ\int_0^{2\pi} \int_0^1 e^{\rho^3} \cdot \rho^2 \left[-\cos(\varphi) \bigg\rvert_{\varphi = 0}^{\varphi = \pi} \right] \, d\rho \, d\theta∫02π∫012eρ3⋅ρ2 dρ dθ\int_0^{2\pi} \int_0^1 2e^{\rho^3} \cdot \rho^2 \, d\rho \, d\theta

Let

u=ρ3u = \rho^3du=3ρ2 dρdu = 3 \rho^2 \, d\rhodu3=ρ2 dρ\frac{du}{3} = \rho^2 \, d\rho∫02π∫0123eu du dθ\int_0^{2\pi} \int_0^1 \frac{2}{3} e^u \, du \, d\theta∫02π23eu∣u=0u=1 dθ\int_0^{2\pi} \frac{2}{3} e^u \bigg\rvert_{u = 0}^{u = 1} \, d\theta∫02π2(e−1)3 dθ\int_0^{2\pi} \frac{2(e - 1)}{3} \, d\theta2(e−1)3θ∣θ=0θ=2π\frac{2(e - 1)}{3} \theta \bigg\rvert_{\theta = 0}^{\theta = 2\pi}4π(e−1)3\boxed{\frac{4\pi(e - 1)}{3}}

Some applications of multiple integrals

Let’s see what we can achieve with multiple integrals.

Computing mass of solid

Let EE be an arbitrary solid, with a density function, ρ(x,y,z)\rho(x, y, z)

We say that the mass of the solid is:

∭Eρ(x,y,z) dV\iiint_E \rho(x, y, z) \, dV

We perform the same proof as for integrals for solids, but with the density function instead. Taking the sum and limit of small points and their densities.

Center of Mass

One very important application is finding the center of mass of a solid.

Given a physical system with mim_i points, the center of mass has the coordinates, (x0,y0,z0)(x_0, y_0, z_0).

Therefore:

x0=∑mixi∑mix_0 = \dfrac{\sum m_i x_i}{\sum m_i} y0=∑miyi∑miy_0 = \dfrac{\sum m_i y_i}{\sum m_i} z0=∑mizi∑miz_0 = \dfrac{\sum m_i z_i}{\sum m_i}

For an arbitrary solid, it’s almost the same:

x0=∭Eρ(x,y,z)⋅x dV∭Eρ(x,y,z) dVx_0 = \dfrac{\iiint_E \rho(x, y, z) \cdot x \, dV}{\iiint_E \rho(x, y, z) \, dV} y0=∭Eρ(x,y,z)⋅y dV∭Eρ(x,y,z) dVy_0 = \dfrac{\iiint_E \rho(x, y, z) \cdot y \, dV}{\iiint_E \rho(x, y, z) \, dV} z0=∭Eρ(x,y,z)⋅z dV∭Eρ(x,y,z) dVz_0 = \dfrac{\iiint_E \rho(x, y, z) \cdot z \, dV}{\iiint_E \rho(x, y, z) \, dV}

Again, the proof is the exact same as the previous one.

Example 4

A rectangular solid of width 2, length 10 and height 2 has the density function, ρ(x,y,z)=y3\rho(x, y, z) = y^3, where x,y,zx, y, z are counted from the lower left farthest corner. Now the solid is placed on a table, such that 2/3 of its length, counting from the left, lies on the table. Does the rectangular solid fall off the table?

So, we need to compute the center of mass of the solid. If we think logically about this, the only coordinate that matters is the yy coordinate.

If y0≤23⋅10y_0 \leq \dfrac{2}{3} \cdot 10 it stays, otherwise it falls from the table. So let’s compute y0y_0.

y0=∭Eρ(x,y,z)⋅y dVmy_0 = \dfrac{\iiint_E \rho(x, y, z) \cdot y \, dV}{m}y0=∭Ey3⋅y dVmy_0 = \dfrac{\iiint_E y^3 \cdot y \, dV}{m}y0=∭Ey4 dVmy_0 = \dfrac{\iiint_E y^4 \, dV}{m}

Since we have a rectangular box:

y0=∫02∫02∫010y4 dy dx dzmy_0 = \dfrac{\int_0^2 \int_0^2 \int_0^{10} y^4 \, dy \, dx \, dz}{m}y0=∫02∫021055 dx dzmy_0 = \dfrac{\int_0^2 \int_0^2 \dfrac{10^5}{5} \, dx \, dz}{m}y0=∫021055⋅2 dzmy_0 = \dfrac{\int_0^2 \dfrac{10^5}{5} \cdot 2 \, dz}{m}y0=1055⋅2⋅2my_0 = \dfrac{\dfrac{10^5}{5} \cdot 2 \cdot 2}{m}

Now let’s compute mm:

m=∭Eρ(x,y,z) dVm = \iiint_E \rho(x, y, z) \, dVm=∭Ey3 dVm = \iiint_E y^3 \, dVm=∫02∫02∫010y3 dy dx dzm = \int_0^2 \int_0^2 \int_0^{10} y^3 \, dy \, dx \, dzm=∫02∫021044 dx dzm = \int_0^2 \int_0^2 \dfrac{10^4}{4} \, dx \, dzm=∫021044⋅2 dzm = \int_0^2 \dfrac{10^4}{4} \cdot 2 \, dzm=1044⋅2⋅2m = \dfrac{10^4}{4} \cdot 2 \cdot 2y0=1055⋅2⋅21044⋅2⋅2=…=8y_0 = \dfrac{\dfrac{10^5}{5} \cdot 2 \cdot 2}{\dfrac{10^4}{4} \cdot 2 \cdot 2} = \ldots = \boxed{8}

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