Changing variables in surface and volume integrals – Jacobians

If an area A in the x, y plane maps into an area A ! in the u, v plane then

! !
! ∂x ∂x !
Z Z ! !
! ∂u ∂v !
f ( x, y) dx dy = f (u, v) J du dv where J = ! ! !
!
A A! ! ∂y ∂y !
! !
∂u ∂v
∂( x, y)
The Jacobian J is also written as . The corresponding formula for volume integrals is
∂(u, v)
! !
! ∂x ∂x ∂x !
! !
! ∂u ∂v ∂w !
Z Z ! !
! ∂y ∂y ∂y !
f ( x, y, z) dx dy dz = f (u, v, w) J du dv dw where now J = !! !
!
V V! ! ∂u ∂v ∂w !
! !
! ∂z ∂z ∂z !
! !
∂u ∂v ∂w

14. Fourier Series and Transforms

Fourier series
If y( x) is a function defined in the range −π ≤ x ≤ π then
M M!
y( x) ≈ c0 + ∑ cm cos mx + ∑ sm sin mx
m=1 m=1

where the coefficients

Z π are
1
c0 = y( x) dx
2π −π
Z π
1
cm = y( x) cos mx dx (m = 1, . . . , M)
π −π
Z π
1
sm = y( x) sin mx dx (m = 1, . . . , M ! )
π −π
with convergence to y( x) as M, M! → ∞ for all points where y( x) is continuous.

Fourier series for other ranges

Variable t, range 0 ≤ t ≤ T, (i.e., a periodic function of time with period T, frequency ω = 2π/ T).
y(t) ≈ c0 + ∑ cm cos mωt + ∑ sm sin mωt
where
Z Z Z
ω T ω T ω T
c0 = y(t) dt, cm = y(t) cos mωt dt, sm = y(t) sin mωt dt.
2π 0 π 0 π 0
Variable x, range 0 ≤ x ≤ L,
2mπx 2mπx
y( x) ≈ c0 + ∑ cm cos + ∑ sm sin
L L
where
Z Z Z
1 L 2 L 2mπx 2 L 2mπx
c0 = y( x) dx, c m = y( x) cos dx, sm = y( x) sin dx.
L 0 L 0 L L 0 L

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