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Saturday, July 24, 2010

Vectors Calaulus 1.25


Jacobians

Review of the Idea of Substitution

Consider the integral
       
To evaluate this integral we use the u-substitution
        u  =  x2 
This substitution sends the interval [0,2] onto the interval [0,4].  We can see that
there is stretching of the interval.  The stretching is not uniform.  In fact, the first part
[0,0.5] is actually contracted.  This is the reason why we need to find du.
          du                                 dx             1
                   =  2x       
or                 =                    
          dx                                 du             2x

   This is the factor that needs to be multiplied in when we perform the substitution. 
Notice for small positive values of x, this factor is greater than 1 and for large values
of x, the factor is smaller than 1.  This is how the stretching and contracting is accounted for.      


We have seen that when we convert to polar coordinates, we use
        dydx  =  rdrdq
With a geometrical argument, we showed why the "extra r" is included.  Taking the
analogy from the one variable case, the transformation to polar coordinates produces
stretching and contracting.  The "extra r" takes care of this stretching and contracting.
The goal for this section is to be able to find the "extra factor" for a more general
transformation.  We call this "extra factor" the Jacobian of the transformation.
We can find it by taking the determinant of the two by two matrix of partial derivatives.

Definition of the Jacobian
Let 
               x = g(u,v)       and        y  =  h(u,v)
be a transformation of the plane.  Then the Jacobian of this transformation is 
              
  Example 
Find the Jacobian of the polar coordinates transformation
        x(r,q)  =  r cos q            y(r,q)  =  r sin q

Solution
We have
       
This is comforting since it agrees with the extra factor in integration.


Double Integration and the Jacobian

Theorem:  Integration and Coordinate Transformations
Let 
                    
given by
               x  =  g(u,v),     y  =  h(u,v)
be a transformation on the plane that is one to one from a region S to a region R.  If g and h have continuous partial derivatives such that the Jacobian is never zero, then 
              

Remark:  A useful fact is that the Jacobian of the inverse transformation is the reciprocal
of the Jacobian of the original transformation.
     
This is a consequence of the fact that the determinant of the inverse of a matrix A is the
reciprocal of the determinant of A.

Idea of the Proof
As usual, we cut S up into tiny rectangles so that the image under T of each rectangle
is a parallelogram.  

We need to find the area of the parallelogram.  Considering differentials, we have
        T(u + Du,v)  @  T(u,v) + (xuDu,yuDu)
        T(u,v + Dv)  @  T(u,v) + (xvDv,yvDv)
Thus the two vectors that make the parallelogram are
        P  =  guDu i + huDu j
        Q  =  gvDv i + hvDv j
To find the area of this parallelogram we just cross the two vectors.
       
and the extra factor is revealed.

Example
Use an appropriate change of variables to find the volume of the region below 
        z  =  (x - y)2 
above the x-axis, over the parallelogram with vertices (0,0), (1,1), (2,0), and (1,-1)
           
Solution
We find the equations of the four lines that make the parallelogram to be
        y  =  x        y  =  x - 2        y  =  -x        y  =  -x + 2
or
        x - y  =  0        x - y  =  2        x + y  =  0        x + y  =  2
The region is given by 
        0  <  x - y  <  2        and        0  <  x + y  < 2
This leads us to the inverse transformation
        u(x,y)  =  x - y        v(x,y)  =  x + y
The Jacobian of the inverse transformation is    
       
  Since the Jacobian is the reciprocal of the inverse Jacobian we get
       
The region is given by 
        0  <  u  <  2        and        0  <  v  < 2
and the function is given by
        z  =  u2 
Putting this all together, we get the double integral
                 

Jacobians and Triple Integrals
For transformations from R3 to R3, we define the Jacobian in a similar way
       

Example
Find the Jacobian for the spherical coordinate transformation
        x  =  r cosq sinf        y  =  r sinq sinf        z  =  r cosf     
Solution
We take partial derivatives and compute

 




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