Change of Variables for Improper Double Integrals

March 30: Change of Variables for Double
Integration, continued and Improper Double

Integrals
March 30: Change of Variables for Double Integration, continued and Imprope
The inverse of a transformation of R2
IMPORTANT FACT. Because our transformations G : R2 → R2 are

one-to-one, they admit an inverse transformation F : R2 → R2 .
This means that if (a, b) belongs to the domain of G, then
F (G(a, b)) = (a, b)
and if (s, t) belongs to the domain of F , then
G(F (s, t)) = (s, t).
In this case, one often writes F = G −1 .
Theorem. Let G be a transformation that is one-to-one on a region D0 of

1
R2 . Then Jac(G −1 ) = Jac(G) .
The inverse of a transformation of R2
Example A. For polar coordinates G(r , θ) is defined by x = r cos(θ) and

y = r sin(θ), and Jac(G) = r .
For G −1 (x, y), we have r = x 2 + y 2 and θ = arctan yx (for x > 0).
p
p x p y

x 2 +y 2 x 2 +y 2

Jac(G −1
) = −y

x 2 · 1+(1y )2 x1 · 1+(1y )2

x x
y
x
p
x 2 +y 2 px 2 +y 2
= −y x
x 2 +y 2 x 2 +y 2

1 1
=p = .
x2 + y2 r
An example using the inverse transformation
4 2
Example B. Calculate the area of R and also (2 yx 2 + 3 yx )e xy dA, for
RR
R
R the region
2
Solution:Set u = yx and v = xy. Note that this defines the inverse
F (x, y) of the change of variables G(u, v) we need to solve the problem. .
To find the domain of integration in the uv-plane: Note y 2 = 2x implies
2
u = yx = 2.
This means F carries the parabola y 2 = 2x to the line u = 2. .
Therefore, G carries the line u = 2 to the parabola y 2 = 2x.
Similarly, F carries the parabola y 2 = 3x to the line u = 3.

F carries the hyperbolas xy = 1 and xy = 2 to the lines v = 1 and v = 2.
Thus G(R0 ) = R, where R0 is the rectangle 2 ≤ u ≤ 3 and 1 ≤ v ≤ 2. .
2
− y 2y

2
Jac(F ) = x 2 x = − 3y = −3v.
x
y x

1 1
Thus, |Jac(G)| = | − 3v | = 3v .
Therefore,
Z Z
area(R) = dA
R
2 3
1
Z Z
= dudv
1 2 3u
1 2
Z
= ln(3) − ln(2) dv
3 1
1 3

= ln .
3 2
2 3
y4 y 2 xy 1
Z Z Z Z
(2 + 3 )e dA = (2u 2 + 3u)e v dudv
R x2 x 1 2 3u
3 2
2
Z Z
= ( u + 1)e v dudv
2 1 3
Z 2 u=3
v 1 2
e ( u + u) dv

=
1 3 u=2
8 2 v
Z
= e dv
3 1
8
= (e 2 − e).
3
Improper Double Integrals
Recall from Calculus 2 an improper integral can be either of the form:

Rb
(i) a f (x) dx, where f (x) is unbounded on [a, b] or
(ii) a f (x) dx, where the domain of integration is unbounded.
R∞
Even if f (x) is continuous, the integrals above may not exist (converge).
R1
Example C. 0 √1x dx. Note that f (x) is unbounded on [0, 1], but
R1
lima→0+ a √1x dx = 2 exists, so the original integral exists.
Example D. 1 e −2x dx. Note that the domain of integration is

R∞
Rb
unbounded, but limb→∞ 1 e −2x dx = 2e12 exists, so the original integral
exists.
R1
Similar approaches for integrals like −1 √31x dx and −∞ e −x dx apply.
R∞
And also for improper double integrals, though the calculations can take
many different forms.
Examples of Improper Double Integrals
Example E. p 1 dA, where D : 0 ≤ x 2 + y 2 ≤ 1. Note that

RR
D 1−x 2 −y 2
the integrand f (x, y) = p 1 2 2 approaches infinity as points in the
1−x −y
2 2
interior if the disk approach the circle x + y = 1.
Thus the integrand is unbounded on the domain of integration..
Let D denote the disk 0 ≤ x 2 + y 2 ≤ 2 , with 0 < < 1.
If the lim→1 f (x, y) dA exists, then it will converge to the original
RR
D
integral, i.e.,
1 1
Z Z Z Z
dA = lim dA.
1−x −y 2 2 1 − x2 − y2
p p
D →1 D
We can use polar coordinates:

2π
1 r
Z Z Z Z
dA = √drdθ
x2 y2 1 − r2
p
D −1 − − 0 0
Z 2π p r =
− 1 − r
2 dA

=
0 r =0
Z 2π p
= − 1 − 2 + 1 dr
0
= 2π · (− 1 − 2 + 1).
p
Taking the limit as → 1, we get 2π. Thus:

1
Z Z
dA = 2π.
1 x2 − y2
p
D −
2
−y 2
Example F. xye −x dA, where D is the first quadrant of R2 .
RR
D
Solution. In this case we can proceed as one might expect:

Z Z Z b Z a
−x 2 −y 2 2
−y 2
xye dA = lim xye −x dxdy.
D a,b→∞ 0 0
Here’s one way to evaluate the iterated integral:

Z b Z a Z b Z a
−x 2 −y 2 2 2
xye dxdy = (xe −x )(ye −y ) dxdy
0 0 0 0
Z b Z a
2 2
= ye −y ( xe −x dx) dy
0 0
Z b Z a
2 2
=( ye −y dy) · ( xe −x dx).
0 0
Calculating these integrals separately:

b y=b
1 −y 2
Z
−y 2
ye dy = − e
0 2 y=0
1 2
= (−e −b + 1).
2
Ra 2 2
Similarly: 0
xe −x dx = 12 (−e −a + 1). Thus:
b a
1 1
Z Z
2
−y 2 2 2
xye −x dxdy = (−e −b + 1) · (−e −a + 1).
0 0 2 2
Passing to the limit at a → ∞ and b → ∞, we get:

1
Z Z
2 2
xye −x −y dA = .
D 4
There are many versions of Fubini’s Theorem for improper integrals. Here
is one:
Theorem (Fubini). If D is a bounded region in the plane defined by
a ≤ x ≤ b and c(x) ≤ y ≤ d(x) or c ≤ y ≤ d and a(y) ≤ x ≤ b(y),
and f (x, y) is a continuous non-negative function on D which has finitely
many discontinuities in the interior of D, then:
Z Z Z b Z d(x)
f (x, y) dA = f (x, y) dydx
D a c(x)
Z d Z b(y)
= f (x, y) dxdy.
c a(y)
ey
Example G. dA, where D is:
RR
D y
Solution: Note there are no discontinuities in the interior of D, so we can

use Fubini’s Theorem. Integrating with respect to x first, we have
Z Z y Z 1Z y y
e e
dA = dxdy
D y 0 y 2 y
1 x=y 2
e y
Z
= x dy
0 y x=y
1
ey
Z
= · (y 2 − y) dy
0 y
Z 1
= ye y − e y dy
0
y=1
y y
= (ye − 2e )

y=0
= (e − 2e) − (0 − 2)
= 2 − e.
x 2 +1
Example H. Consider dA, where D is the rectangle 0 ≤ x ≤ 1
RR
√
D 3
y−1
2
and 0 ≤ y ≤ 2. Note that the integrand f (x, y) = √x3 y−1
+1
is discontinuous
along the line y = 1, which accounts for infinitely many discontinuities in
the interior of D.
But we can write D = D1 ∪ D2 , where D1 : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 and
D2 : 0 ≤ x ≤ 1, 1 ≤ y ≤ 2.
Fubini’s Theorem applies to both integrals f (x, y) dA and
RR
D1
f (x, y) dA and we then have:
RR
D2
Z Z Z Z Z Z
f (x, y) dA = f (x, y) dA + f (x, y) dA.
D D1 D2
Both integrals on the right above reduce to an improper single integral.
For example:
1 1
x2 + 1
Z Z Z Z
f (x, y) dA = √ dxdy
D1 0 0
3
y −1
1 x=1
1 ˙ x3
Z
( + x) dy

= √
0
3
y −1 3 x=0
1
4
Z
= √ dy,
0 33y −1
which is an improper integral. Working this out in the usual way, one
gets -2.
Example I. This example shows how things can go wrong in Funbini’s

Theorem ifR fR(x, y) is not non-negative on the domain of integration.
Consider: D
f (x, y) dA, for D : 0 ≤ x ≤ 2, 0 ≤ y ≤ 1 and
xy(x 2 −y 2 )
(x, y) 6= (0, 0)
(
f (x, y) = (x 2 +y 2 )3 , .
0, (x, y) = (0, 0)
Integrating with respect to y first, we have

2 1
xy(x 2 − y 2 )
Z Z Z Z
f (x, y) dA = dydx.
D 0 0 (x 2 + y 2 )3
Noting that x is a constant in the inner integral we substitute

u = x 2 + y 2 , with du = 2ydy. We then get:
2 1 2 x 2 +1
xy(x 2 − y 2 ) x(2x 2 − u)
Z Z Z Z
dydx = dudx
0 0 (x 2 + y 2 )3 0 x2 2u 3
2 x 2 +1
x3 x
Z Z
= − 2 ) dudx
(
0 x2 u 3 2u
Z 2 3
u=x 2 +1
x x
= (− 2 + ) dx
0 2u 2u u=x 2
Z 2
x3 x 1 1
= − + + − dx
0 2(x + 1)2
2 2(x 2 + 1) 2x 2x
Z 2
x
= dx
0 2(x 2 + 1)2
2
1
=−
4(x + 1)
2

0
1 1 1
=− + = .
20 4 5
A similar calculation shows that if we switch the order of integration:

1 2
xy(x 2 − y 2 ) xy(x 2 − y 2 )
Z Z Z Z
dA = dxdy
D (x 2 + y 2 )3 0 0 (x 2 + y 2 )3
1
=− .
20
What goes wrong here?

It
R Rturns out that the discontinuity at (0,0) is too severe for
D
f (x, y) dA to exist over the given domain, even though the
individual iterated integrals exist.
This is because f (x, y) quickly approaches +∞ or −∞ depending on the
approach to (0,0), so that the Riemann sums defining the double integral
do not converge.
Theorem (Fubini). Suppose f (x, y) is continuous on R = [a, ∞] × [b, ∞].

If the limits exiist, then:
Z Z Z b Z d
f (x, y) dA = lim f (x, y) dydx
R (b,d)→∞ a c
Z d Z b
= lim f (x, y) dxdy.
(b,d)→∞ c a
and if a = b = 0,
Z Z Z π
2
Z n
f (x, y) dA = lim f (r cos(θ), r sin(θ)) rdrdθ
D n→∞ 0 0
Here is a classical application of of the preceding theorem.

2 2
Example J. To calculate 0 e −x dx, we calculate ( 0 e −x dx)2 .
R∞ R∞
Z ∞ Z a
2 2
( e −x dx)2 = ( lim e −x dx)2
0 a→∞
Z 0a Z a
2 2
= lim ( e −x dx) · ( e −y dy)
a→∞ 0 0
Z aZ a
−x 2 −y 2
= lim e dydx
a→∞ 0 0
Z π
2
Z n
2
= lim e −r r drdθ.
n→∞ 0 0
n
1 −r 2
π
2
Z
= lim − e dθ
n→∞ 0 2 0
1 1
π
2
Z
2
= lim − e −n + dθ
n→∞ 0 2 2
1 −n2 1 π
= lim (− e + )·
n→∞ 2 2 2
π 2
= lim (−e −n
+ 1)
n→∞ 4
π
= .
4
Taking the square root of both sides, we have:
Z ∞ √
−x 2 π
e dx = .
0 2
By symmetry it follows that:
Z ∞
2 √
e −x dx = π,
−∞
a fundamental formula in probability theory.


Change of Variables for Improper Double Integrals

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March 30: Change of Variables for Double

Integration, continued and Improper Double

IMPORTANT FACT. Because our transformations G : R2 → R2 are

F (G(a, b)) = (a, b)

and if (s, t) belongs to the domain of F , then

G(F (s, t)) = (s, t).

In this case, one often writes F = G −1 .

Theorem. Let G be a transformation that is one-to-one on a region D0 of

Example A. For polar coordinates G(r , θ) is defined by x = r cos(θ) and

Similarly, F carries the parabola y 2 = 3x to the line u = 3.

Recall from Calculus 2 an improper integral can be either of the form:

Example D. 1 e −2x dx. Note that the domain of integration is

Example E. p 1 dA, where D : 0 ≤ x 2 + y 2 ≤ 1. Note that

We can use polar coordinates:

Taking the limit as  → 1, we get 2π. Thus:

Solution. In this case we can proceed as one might expect:

Here’s one way to evaluate the iterated integral:

Calculating these integrals separately:

Passing to the limit at a → ∞ and b → ∞, we get:

Solution: Note there are no discontinuities in the interior of D, so we can

Both integrals on the right above reduce to an improper single integral.

Example I. This example shows how things can go wrong in Funbini’s

Integrating with respect to y first, we have

Noting that x is a constant in the inner integral we substitute

A similar calculation shows that if we switch the order of integration:

What goes wrong here?

Theorem (Fubini). Suppose f (x, y) is continuous on R = [a, ∞] × [b, ∞].

Here is a classical application of of the preceding theorem.

a fundamental formula in probability theory.

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Taking the limit as → 1, we get 2π. Thus: