cee235b: Finite Element Analysis of Structures

University of California Los Angeles Prof. Taciroglu

Handout: Change of variables in area and volume integrals and the Jacobian
(prepared by Elnaz Esmaeilzadeh)
Suppose we want to integrate a function f (x, y) = x2 + y 2 over a region R shown in
Figure 1. This problem can be easily solved by finding a region S which describes R

R
a x

Figure 1: A circular region R with radius a.

in the polar coordinates. In fact, we are looking for a one-to-one mapping function
T such that T (S) = R. Using one-to-one T , only one point in S would map to a
given point in R. For example, for our problem, we require r ≥ 0 and 0 ≤ θ ≤ 2π
when we integrate over the polar rectangle rdrdθ. Then, we end up with a formula
which describes the integral of f (x, y) = x2 + y 2 over R as an integral of f (T (r, θ)) =
f (r cos θ, r sin θ) = r2 over r ≥ 0 and 0 ≤ θ ≤ 2π. That is:
Z Z a Z 2π
2 2
x + y dA = r2 rdrdθ (1)
R 0 0

Using polar coordinates to simplify the region where the integrand is defined over
is one special instance of change of variables, where we replace the variables in an
integral with other variables according to how they are related to each other.
To generalize the discussion, let’s assume we have a function T defined on points
(u, v), which maps them to (x, y) where x = g(u, v) and y = h(u, v). Let’s assume
that S is a region in the uv-plane on which T is a one-to-one function 1 and R = T (S),
and that we want to find an expression that relates an integral using xy coordinates
to one using uv coordinates.
1
except possibly at the boundary of S

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cee235b: Finite Element Analysis of Structures
University of California Los Angeles Prof. Taciroglu

Recall that we use Riemann sums to define an integral. An individual term of this
sum looks like f (x∗ , y ∗ )∆x∆y, where x∗ and y ∗ are a point inside a box of dimensions
∆x × ∆y. Now, if we want to integrate over S in the uv-plane, a typical term of
the Riemann sum would be a rectangle with side lengths ∆u and ∆v (see Figure 2).
Now, we want to determine the image of this rectangle under the transformation T .

(g(u, v + v), h(u, v + v))

v T (u, v)
v (g(u + u, v), h(u + u, v))
u
(g(u, v), h(u, v))

u x

Figure 2: A schematic mapping of a rectangle under transformation T .

In general, where T is a nonlinear map, it may be hard to determine exactly what

this image is. But, we assume that the rectangle ∆u × ∆v is very small and therefore
its image can be approximated with a parallelogram by pretending that T is linear.
For example, suppose we want to approximate the image of (u + ∆u, v) under T .
The x coordinate of T (u + ∆u, v) is given by g(u + ∆u, v), and can be approximated
linearly using taylor expansion.
∂g
g(u + ∆u, v) ≈ g(u, v) + ∆u (2)
∂u
Similarly, the y coordinate of T (u + ∆u, v) is h(u + ∆u, v) and can be approximated
as follow:
∂h
h(u + ∆u, v) ≈ h(u, v) + ∆u (3)
∂u
Therefore, the xy coordinates of T (u + ∆u, v) are approximately equal to

∂g ∂h
(g(u, v) + ∆u, h(u, v) + ∆u) (4)
∂u ∂u

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cee235b: Finite Element Analysis of Structures
University of California Los Angeles Prof. Taciroglu

Using the same procedure, the xy coordinates of T (u, v + ∆v) are approximately
equal to
∂g ∂h
(g(u, v) + ∆v, h(u, v) + ∆v) (5)
∂v ∂v
Also, recall that xy coordinates of T (u, v) is (g(u, v), h(u, v)). Now, we can compute
the area of the parallelogram using two vectors v1 and v2 spanned by these three
vertices (see Figure 2).
∂g ∂h
v1 = ( ∆u, ∆u, 0) (6)
∂u ∂u
∂g ∂h
v2 = ( ∆v, ∆v, 0) (7)
∂v ∂v
∂g ∂h ∂h ∂g
→∆A = |v1 × v2 | = | ∆u∆v − ∆u∆v| (8)
∂u ∂v ∂u ∂v
Therefore, each term of the Riemann sum in xy-plane can be represented in the
following form in the uv-plane.
∂g ∂h ∂h ∂g
f (g(u∗ , v ∗ ), h(u∗ , v ∗ ))| − |∆u∆v (9)
∂u ∂v ∂u ∂v
Also, recall that the Jacobian of (x, y) = T (u, v) = (g(u, v), h(u, v)) is
 ∂g ∂g 
∂(x, y)  ∂u  ∂g ∂h ∂g ∂h
 ∂u ∂v − ∂v ∂u
J(u, v) = ∂v  =
=  ∂h ∂h (10)
∂(u, v) ∂u ∂v

Therefore, (9) can be rewritten as:

f (g(u∗ , v ∗ ), h(u∗ , v ∗ ))|J(u, v)|∆u∆v (11)
Now, the sum of these terms approximate the double (area) integral
Z Z
f (x, y)dA = f (g(u, v), h(u, v))|J(u, v)|dudv (12)
R S

Now, we can see why we use rdrdθ in polar coordinates to represent dA in xy-
coordinates. Here, we have:
x = g(r, θ) = r cos θ, y = h(r, θ) = r sin θ (13)
 
cos θ −r sin θ
J(r, θ) =  =r (14)
sin θ r cos θ 
→dA = |J(r, θ)|drdθ = rdrdθ (15)

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cee235b: Finite Element Analysis of Structures
University of California Los Angeles Prof. Taciroglu

In the case that we use change of variables with three coordinates, i.e., from uvw
coordinates to xyz coordinates, to compute the volume integrals, the transformation
T (u, v, w) = (g(u, v, w), h(u, v, w), k(u, v, w)) will be used to obtain the image of a
cube ∆u∆v∆w from uvw coordinates to xyz coordinates. Again, for a very small
cube in uvw coordinates, its image in xyz coordinates can be approximated by a
parallelepiped spanned by the following vectors v1 , v2 , and v3 .
∂g ∂h ∂k
v1 = ( ∆u, ∆u, ∆u) (16)
∂u ∂u ∂u
∂g ∂h ∂k
v2 = ( ∆v, ∆v, ∆v) (17)
∂v ∂v ∂v
∂g ∂h ∂k
v3 = ( ∆w, ∆w, ∆w) (18)
∂w ∂w ∂w
The volume of the parallelepiped spanned by these vectors is
 ∂g ∂h ∂k 
 
 ∂u
∂g
∂u
∂h
∂u 
∂k 
∆V = |(v1 × v2 ).v3 | =  ∂v ∂v ∂v 
  (19)
 ∂g ∂h ∂k 
∂w ∂w ∂w

Again, recall that the Jacobian of (x, y, z) = T (u, v, w) = (g(u, v, w), h(u, v, w), k(u, v, w))
is
 ∂g ∂g ∂g 
 
∂(x, y, z)  ∂u ∂v ∂w 
J(u, v, w) = =  ∂h ∂h ∂h 
(20)
∂(u, v, w)  ∂u ∂k
∂v
∂k
∂w 
∂k 
∂u ∂v ∂w

Therefore,
Z Z
f (x, y, z)dV = f (g(u, v, w), h(u, v, w), k(u, v, w))|J(u, v, w)|dudvdw (21)
R S