Calculus

Double Integrals

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Change of Variables in Double Integrals

Solved Problems

Example 3.

Calculate the double integral \[\iint\limits_R {dxdy},\] where the region \(R\) is bounded by the parabolas \({y^2} = 2x,\) \({y^2} = 3x\) and hyperbolas \(xy = 1,\) \(xy = 2.\)

Solution.

The region \(R\) is sketched in Figure \(5.\)

A region of integration bounded by two parabolas and two hyperbolas.
Figure 5.

We apply the following substitution of variables to simplify the region \(R:\)

\[ \left\{ \begin{array}{l} u = \frac{{{y^2}}}{x}\\ v = xy \end{array} \right..\]

The pullback \(S\) of the region \(R\) is defined as follows:

\[{y^2} = 2x,\;\; \Rightarrow \frac{{{y^2}}}{x} = 2,\;\; \Rightarrow u = 2,\]
\[{y^2} = 3x,\;\; \Rightarrow \frac{{{y^2}}}{x} = 3,\;\; \Rightarrow u = 3,\]
\[xy = 1,\;\; \Rightarrow v = 1,\]
\[xy = 2,\;\; \Rightarrow v = 2.\]

As it can be seen, the region \(S\) is the rectangle. To find the Jacobian of the transformation, we express the variables \(x, y\) in terms of \(u, v.\)

\[u = \frac{{{y^2}}}{x},\;\; \Rightarrow x = \frac{{{y^2}}}{u},\]
\[v = xy,\;\; \Rightarrow v = \frac{{{y^2}}}{u} \cdot y,\;\; \Rightarrow {y^3} = uv.\]

Then

\[y = \sqrt[3]{{uv}} = {u^{\frac{1}{3}}}{v^{\frac{1}{3}}},\]
\[x = \frac{{{y^2}}}{u} = \frac{{\sqrt[3]{{{u^2}{v^2}}}}}{u} = \sqrt[3]{{\frac{{{v^2}}}{u}}} = {u^{ - \frac{1}{3}}}{v^{\frac{2}{3}}}.\]

Find the Jacobian:

\[ \frac{{\partial \left( {x,y} \right)}}{{\partial \left( {u,v} \right)}} = \left| {\begin{array}{*{20}{c}} {\frac{{\partial x}}{{\partial u}}}&{\frac{{\partial x}}{{\partial v}}}\\ {\frac{{\partial y}}{{\partial u}}}&{\frac{{\partial y}}{{\partial v}}} \end{array}} \right| = \left| {\begin{array}{*{20}{c}} {\frac{{\partial \left( {{u^{ - \frac{1}{3}}}{v^{\frac{2}{3}}}} \right)}}{{\partial u}}}&{\frac{{\partial \left( {{u^{ - \frac{1}{3}}}{v^{\frac{2}{3}}}} \right)}}{{\partial v}}}\\ {\frac{{\partial \left( {{u^{\frac{1}{3}}}{v^{\frac{1}{3}}}} \right)}}{{\partial u}}}&{\frac{{\partial \left( {{u^{\frac{1}{3}}}{v^{\frac{1}{3}}}} \right)}}{{\partial v}}} \end{array}} \right| = \left| {\begin{array}{*{20}{c}} {{v^{\frac{2}{3}}}\left( { - \frac{1}{3}{u^{ - \frac{4}{3}}}} \right)}&{{u^{ - \frac{1}{3}}} \cdot \frac{2}{3}{v^{ - \frac{1}{3}}}}\\ {\frac{1}{3}{u^{ - \frac{2}{3}}}{v^{\frac{1}{3}}}}&{\frac{1}{3}{v^{ - \frac{2}{3}}}{u^{\frac{1}{3}}}} \end{array}} \right| = - \frac{1}{3}{u^{ - \frac{4}{3}}}{v^{\frac{2}{3}}} \cdot \frac{1}{3}{u^{\frac{1}{3}}}{v^{ - \frac{2}{3}}} - \frac{2}{3}{u^{ - \frac{1}{3}}}{v^{ - \frac{1}{3}}} \cdot \frac{1}{3}{u^{ - \frac{2}{3}}}{v^{\frac{1}{3}}} = - \frac{1}{9}{u^{ - 1}} - \frac{2}{9}{u^{ - 1}} = - \frac{1}{3}{u^{ - 1}} = - \frac{1}{{3u}}.\]

The relationship between the differentials is

\[dxdy = \left| {\frac{{\partial \left( {x,y} \right)}}{{\partial \left( {u,v} \right)}}} \right|dudv = \left| { - \frac{1}{{3u}}} \right|dudv = \frac{{dudv}}{{3u}}.\]

Then we can write the integral as

\[\iint\limits_R {dxdy} = \iint\limits_S {\frac{{dudv}}{{3u}}} = \int\limits_2^3 {\frac{{du}}{{3u}}} \int\limits_1^2 {dv} = \frac{1}{3}\left. {\left( {\ln u} \right)} \right|_2^3 \cdot \left. v \right|_2^3 = \frac{1}{3}\left( {\ln 3 - \ln 2} \right) \cdot \left( {2 - 1} \right) = \frac{1}{3}\ln \frac{3}{2}.\]

Example 4.

Evaluate the integral \[\iint\limits_R {\left( {{x^2} + {y^2}} \right)dxdy},\] where \(R\) is bounded by the lines

\[y = x, y = x + a, y = a, y = 2a \left(a \gt 0\right).\]

Solution.

The region of integration \(R\) is a parallelogram and is shown in Figure \(6.\)

The region of integration is a parallelogram
Figure 6.

We can make the following change of variables:

\[ \left\{ \begin{array}{l} u = y - x\\ v = y \end{array} \right.\;\; \text{or}\;\;\left\{ \begin{array}{l} x = y - u = v - u\\ y = v \end{array} \right..\]

The purpose of this change is to simplify shape of the region of integration \(R.\)

The image \(S\) of \(R\) in terms of \(\left( {u,v} \right)\) is defined as

\[y = x,\;\; \Rightarrow y - x = 0,\;\; \Rightarrow u = 0,\]
\[y = x + a,\;\; \Rightarrow y - x = a,\;\; \Rightarrow u = a,\]
\[y = a,\;\; \Rightarrow v = a,\]
\[y = 2a,\;\; \Rightarrow v = 2a.\]

As it can be seen from the Figure \(7,\) \(S\) is the rectangular region.

The pullback S of the region of integration R
Figure 7.

Calculate the Jacobian.

\[ \frac{{\partial \left( {x,y} \right)}}{{\partial \left( {u,v} \right)}} = \left| {\begin{array}{*{20}{c}} {\frac{{\partial x}}{{\partial u}}}&{\frac{{\partial x}}{{\partial v}}}\\ {\frac{{\partial y}}{{\partial u}}}&{\frac{{\partial y}}{{\partial v}}} \end{array}} \right| = \left| {\begin{array}{*{20}{c}} {\frac{{\partial \left( {v - u} \right)}}{{\partial u}}}&{\frac{{\partial \left( {v - u} \right)}}{{\partial v}}}\\ {\frac{{\partial v}}{{\partial u}}}&{\frac{{\partial v}}{{\partial v}}} \end{array}} \right| = \left| {\begin{array}{*{20}{c}} { - 1}&1\\ 0&1 \end{array}} \right| = - 1 \cdot 1 - 1 \cdot 0 = - 1,\]

so that

\[dxdy = \left| {\frac{{\partial \left( {x,y} \right)}}{{\partial \left( {u,v} \right)}}} \right|dudv = \left| { - 1} \right| \cdot dudv = dudv.\]

Now we can write the double integral as

\[ \iint\limits_R {\left( {{x^2} + {y^2}} \right)dxdy} = \iint\limits_S {\left[ {{{\left( {v - u} \right)}^2} + {v^2}} \right]dudv} = \iint\limits_S {\left( {{v^2} - 2uv + {u^2} + {v^2}} \right)dudv} = \int\limits_a^{2a} {\left[ {\int\limits_0^a {\left( {2{v^2} - 2uv + {u^2}} \right)du} } \right]dv} = \int\limits_a^{2a} {\left[ {\left. {\left( {2{v^2}u - v{u^2} + \frac{{{u^3}}}{3}} \right)} \right|_{u = 0}^a} \right]dv} = \int\limits_a^{2a} {\left( {2a{v^2} - {a^2}v + \frac{{{a^3}}}{3}} \right)dv} = \left. {\left( {2a \cdot \frac{{{v^3}}}{3} - {a^2} \cdot \frac{{{v^2}}}{2} + \frac{{{a^3}}}{3} \cdot v} \right)} \right|_a^{2a} = \left( {\frac{{2a}}{3} \cdot 8{a^3} - \frac{{{a^2}}}{2} \cdot 4{a^2} + \frac{{{a^3}}}{3} \cdot 2a} \right) - \left( {\frac{{2a}}{3} \cdot {a^3} - \frac{{{a^2}}}{2} \cdot {a^2} + \frac{{{a^3}}}{3} \cdot a} \right) = \frac{{7{a^4}}}{2}.\]
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