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(ebook - pdf) mathematics - advanced calculus and analysis4.0

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Another technique that can sometimes be useful when trying to evaluate a double (or triple

etc) integral generalise the familiar method of integration by substitution.

Assume we have a change of variable x = x(u,v) and y = y(u,v). Suppose that the

region S in the uv - plane is transformed to a region S in the xy - plane under this

transformation. Deﬁne the Jacobian of the transformation as

J(u,v) =

∂x

∂u

∂x

∂v

∂y

∂u

∂y

∂v

= ∂(x,y)

∂(u,v).

It turns out that this correctly describes the relationship between the element of area dxdy

and the corresponding area element dudv.

With this deﬁnition, the change of variable formula becomes:

S

f(x,y)dxdy =

S

f(x(u,v),y(u,v))|J(u,v)| dudv.

Note that the formula involves the modulus of the Jacobian.

9.9. Example. Find the area of a circle of radius R.

Solution. Let A be the disc centred at 0 and radius R. The area of A is thus

A

dxdy. We

evaluate the integral by changing to polar coordinates, so consider the usual transformation

x = rcosθ, y = rsinθ between Cartesian and polar co-ordinates. We ﬁrst compute the

Jacobian;

∂x

∂r = cosθ, ∂y

∂r = sinθ, ∂x

∂θ = −rsinθ, ∂y

∂θ = rcosθ.

Thus

J(r,θ) =

∂x

∂r

∂x

∂θ

∂y

∂r

∂y

∂θ

=

cosθ −rsinθ

sinθ rcosθ

= r(cos2

θ + sin2

θ) = r.

We often write this result as

dA = dxdy = rdrdθ

Using the change of variable formula, we have

A

dxdy =

A

|J(r,θ)|drdθ =

R

0

2π

0

rdrdθ = 2πR2

2 .

We thus recover the usual area of a circle.

Note that the Jacobian J(r,θ) = r > 0, so we did indeed take the modulus of the

Jacobian above.

9.10. Example. Find the volume of a ball of radius 1.

98

*CHAPTER 9. MULTIPLE INTEGRALS
*

Solution. Let V be the required volume. The ball is the set {(x,y,z) | x2

+ y2

+ z2

≤ 1}.

It can be thought of as twice the volume enclosed by a hemisphere of radius 1 in the upper

half plane, and so

V = 2

D

1−x2

−y2

dxdy

where the region of integration D consists of the unit disc {(x,y) | x2

+y2

≤ 1}. Although

we can try to do this integration directly, the natural co-ordinates to use are plane polars,

and so we instead do a change of variable ﬁrst. As in 9.9, if we write x = rcosθ, y = rsinθ,

we have dxdy = rdrdθ. Thus

V = 2

D

1−x2

−y2

dxdy = 2

D

(

1−r2

)rdrdθ

= 2

2π

0

dθ

1

0

1−r2

dr

= 4π

−(1−r2

)3/2

3

1

0

= 4π

3 .

Note that after the change of variables, the integrand is a product, so we are able to do the

dr and dθ parts of the integral at the same time.

And ﬁnally, we show that the same ideas work in 3 dimensions. There are (at least) two

co-ordinate systems in**R
**

3

which are useful when cylindrical or spherical symmetry arises.

One of these, cylindrical polars is given by the transformation

x = rcosθ, y = rsinθ, z = z,

and the Jacobian is easily calculated as

∂(x,y,z)

∂(r,θ,z) = r so dV = dxdydz = rdrdθdz.

The second useful co-ordinate system is spherical polars with transformation

x = rsinφcosθ, y = rsinφsinθ, z = rcosφ.

The transformation is illustrated in Fig 9.3.

It is easy to check that Jacobian of this transformation is given by

dV = r2

sinφdrdφdθ = dxdydz.

9.11. Example. The moment of inertia of a solid occupying the region R, when rotated

about the z - axis is given by the formula

I =

R

(x2

+ y2

)ρdV.

Calculate the moment of inertia about the z-axis of the solid of unit density which lies

outside the cylinder of radius a, inside the sphere of radius 2a, and above the x−y plane.

*9.3. CHANGE OF VARIABLE — THE JACOBIAN
*

99

r

x

z

y

θ

ϕ

Figure 9.3: The transformation from Cartesian to spherical polar co-ordinates.

z

x

a

r

2a

Figure 9.4: Cross section of the right hand half of the solid outside a cylinder of radius a

and inside the sphere of radius 2a

Solution. Let I be the moment of inertia of the given solid about the z-axis. A diagram

of a cross section of the solid is shown in Fig 9.4.

We use cylindrical polar co-ordinates (r,θ,z); the Jacobian gives dxdydz = rdrdθdz,

so

I =

2π

0

dθ

2a

a

rdr

√4a2

−r2

0

r2

dz

= 2π

2a

a

r3

4a2

−r2

dr.

We thus have a single integral. Using the substitution u = 4a2

−r2

, you can check that the

integral evaluates to 22√3πa5

/5.

9.12. Exercise. Show that

z2

dxdydz = 4

15π

(where the integral is over the unit ball x2

+ y2

+ z2

≤ 1) ﬁrst by using spherical polars,

and then by doing the z integration ﬁrst and using plane polars.

100

*CHAPTER 9. MULTIPLE INTEGRALS
*

Bibliography

Spivak, M. (1967), Calculus, W. A. Benjamin.

Monotona Operators and Nonlinear PDE's

Residue Calculus Evaluation of Infinite Integrals

Mathematics - Introduction To Tensor Calculus

Math - Calculus of Finite Differences

Intro to Tensor Calculus

integral transforms

infinate series

Fourier Theory

Differential Forms in Geometric calculus

Advanced calculus

(ebook-pdf) - Mathematics - Foundations Of Calculus

(ebook-pdf) - Mathematics - Alder - Multivariate Calculus

(ebook-pdf) - Mathematics - Advanced determinant calculus

Intro to Tensor Calculus

wft005754

Sedimentary Rocks

Minerals

Metamorphic Rocks 2

Igneous Rocks

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Advanced Calculus and Analysis

Demidovich Problems in Mathematical Analysis

Applied Analysis Mathematical Methods in Natural Science

Rudin Walter Functional Analysis

Loney Plane Trigonometry

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