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When computing double integrals with change of variables, one needs to apply the scaling factor called the Jacobian.

${\displaystyle \left|J\right| = \left|\frac{\partial \left(x,y\right)}{\partial \left(u,v\right)}\right| = \left|\frac{1}{\frac{\partial \left(u,v\right)}{\partial \left(x,y\right)}}\right| }$

But I am not sure which one should be used. When I look at examples on this it seems that one would apply the second reciprocal form of the Jacobian when your initial space has a region that is non-rectangular and in the new space, after your change of variables you end up with a rectangular region.

Hope someone will clarify this.

Here is an example image: enter image description here

Here is where I feel there is confusion, based on this image I have here:

enter image description here

Palu
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1 Answers1

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For what follows below, one can surely weaken several regularity assumptions, but I just want to convey the formula. Suppose $f:\Bbb{R}^2\to\Bbb{R}$ is given and you're given a smooth diffeomorphism $\phi:\Bbb{R}^2\to\Bbb{R}^2$. To set the notation, let us denote the coordinates on the domain of $\phi$ by $(u,v)$ and the coordinates on the target of $\phi$ by $(x,y)$. So, $\phi$ is like a mapping of "$(u,v)$ coordinates to $(x,y)$ coordinates". Then, given a set $A\subset\Bbb{R}^2$ in the "$(u,v)$ coordinates", we have \begin{align} \int_{\phi(A)}f(x,y)\,dx\,dy&=\int_{A}f(\phi(u,v))\cdot\left|\det D\phi_{(u,v)}\right|\,du\,dv\\ &\equiv \int_{A}f(\phi(u,v))\cdot\left|\det \frac{\partial (x,y)}{\partial(u,v)}\right|\,du\,dv, \end{align} So, if you want to really stretch the limits of logic and notation, it's like $dx\,dy =\left|\det\frac{\partial(x,y)}{\partial(u,v)}\right|\,\,du\,dv$, so the $(u,v)$ appears once "on top" in the form of $du\,dv$ and once "on the bottom" as $\partial(u,v)$, so they "cancel".

Also, just to clarify, in this theorem, there's no such thing as "$(u,v)$ are curved coordinates" while "$(x,y)$ are cartesian coordinates". We're just using certain symbols to conveniently express a given formula.

For example, in $\Bbb{R}^n$, if I have a function $f:\Bbb{R}^n\to\Bbb{R}$ and a diffeomorphism $\phi:\Bbb{R}^n\to\Bbb{R}^n$, I can label the coordinates however I wish. So, I can say I would like to label coordinates on the domain of $\phi$ as $\xi=(\xi^1,\dots, \xi^n)$ and on the target space of $\phi$ as $\zeta=(\zeta^1,\dots, \zeta^n)$. Then, for $A\subset\Bbb{R}^n$ the formula would look like \begin{align} \int_{\phi(A)}f(\zeta^1,\dots \zeta^n)\,d\zeta^1\cdots\,d\zeta^n&=\int_Af(\phi(\xi))\cdot\left|\det \frac{\partial (\zeta^1,\cdots, \zeta^n)}{\partial (\xi^1,\cdots, \xi^n)}\right|\,d\xi^1\cdots\,d\xi^n \end{align} Of course, the most concise way of writing the formula is to not introduce arbitrary letters like $\xi,\zeta,x,y,u,v$ etc. All we need are the function $f$, the change of variable mapping $\phi$ and a set $A\subset\text{domain}(\phi)$. Then, the formula reads \begin{align} \int_{\phi(A)}f&=\int_{A}f\circ \phi \cdot |\det D\phi|. \end{align}


Edit:

As a general rule, I would suggest you get out of the habit of thinking in terms of symbols like $x,y$ or $u,v$ or $r,\theta$ etc. The choice of letters does NOT dictate mathematics. For example, I could say that $(\mu,@)\mapsto (\mu\cos@,\mu\sin@)$ is a polar coordinate mapping, and if I really wanted to stretch notation, I can even say that $(x,y)\mapsto (x\cos y, x\sin y)$ defines a polar coordinate mapping, where now $x$ is radial distance and $y$ denotes the angle. So, you should be flexible with your letters, and focus on what the actual statement being made is.

When attempting to solve questions involving the change of variables for integration, you always have to identify three things and then pattern match to get the right formula

  1. First you need to identify a function ($f$), which is the function being integrated .
  2. Next, you have to identify a mapping ($\phi$), which is the change of variables mapping.
  3. Lastly, you need to identify the set ($A$) being integrated over.

Again, don't get hung up on the letters I used $f,\phi,A$ (I just happen to like these letters. If you look in another place, definitely some different notation is used).

Anyway, in your example, we consider the function $f:\Bbb{R}^2\to\Bbb{R}$ defined as $f(x,y)=x^2+y^2$. Next, we consider the mapping $\phi:\Bbb{R}^2\to\Bbb{R}^2$ defined as $\phi(x,y)=(x^2-y^2,2xy)$. Lastly, we consider the rectangular region $R'=[1,9]\times [4,8]$. Then, the region $R$ in your question is nothing but the preimage set $\phi^{-1}(R')$. So, by pattern matching the definitions and applying the change-of-variables theorem, we get \begin{align} \int_{R}(x^2+y^2)\,dx\,dy&=\int_{\phi^{-1}(R')}f(x,y)\,dx\,dy\\ &=\int_{R'}(f\circ \phi^{-1})(u,v)\cdot |\det D(\phi^{-1})_{(u,v)}|\,du\,dv\tag{$*$} \end{align} So, we have to evaluate the integral on the RHS. As it is currently written, it looks very daunting, because of the appearance of the inverse function $\phi^{-1}$. We have an explicit formula for $\phi$, but as you know, inverting things is always a nightmare, and right now we have to invert things and then also calculate the derivative of the inverse. What we can do to simplify our calculation is invoke the inverse function theorem which tells us how to calculate derivatives of inverse functions. We have \begin{align} \int_{R'}(f\circ \phi^{-1})(u,v)\cdot |\det D(\phi^{-1})_{(u,v)}|\,du\,dv&= \int_{R'}f(\phi^{-1}(u,v))\cdot \frac{1}{|\det D\phi_{\phi^{-1}(u,v)}|}\,du\,dv\\ &=\int_{R'}\left(f\cdot \frac{1}{|\det D\phi|}\right)(\phi^{-1}(u,v))\,du\,dv \end{align} Notice now that we are evaluating the product $f\cdot \frac{1}{|\det D\phi|}$ at the same point $\phi^{-1}(u,v)$. Surely you can see that for any $(x,y)\in\Bbb{R}^2$ we have $f(x,y)=x^2+y^2$ and \begin{align} \frac{1}{|\det D\phi_{(x,y)}|}=\frac{1}{\left|\det \begin{pmatrix} 2x&-2y\\2y & 2x\end{pmatrix}\right|} = \frac{1}{4(x^2+y^2)} \end{align} Therefore, the product $f\cdot \frac{1}{|\det D\phi|}=\frac{1}{4}$ is a constant function, meaning no matter at what point you plug in, the output is always $\frac{1}{4}$. Therefore, by continuing our calculation, \begin{align} \int_{R}(x^2+y^2)\,dx\,dy&=\int_{R'}\frac{1}{4}\,du\,dv=\frac{\text{area}(R')}{4}. \end{align}

I just want to highlight once again that the reason why we invoked the formula $|\det D(\phi^{-1})_{(u,v)}|=\frac{1}{|\det D\phi_{\phi^{-1}(u,v)}|}$ is because in formula $(*)$, the function $f$ is being evaluated at the point $\phi^{-1}(u,v)$ whereas $|det D(\phi^{-1})_{(u,v)}|$ is evaluated at $(u,v)$. This difference in the points of evaluation makes it difficult to explcicitly calculate stuff. So, by changing to the reciprocal, everything is now evaluated at the same point $\phi^{-1}(u,v)$, so the calculation is easier.

Let me emphasize: I did not have to do this reciprocal business. If I was a masochist, I could in principle literally go ahead an try to invert the relationship and find an explicit formula for $\phi^{-1}$, compose with $f$ and so on. This would have been unnecessarily tedious.

peek-a-boo
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  • Hi there @peek-a-boo, thanks for your reply. I am aware that xy- are cartesian versus uv- being curved coordinates. – Palu Aug 06 '21 at 02:09
  • But as you see in my example above, we go from a patch that is curved in the xy, and the uv the patch area is rectangular. – Palu Aug 06 '21 at 02:10
  • @Palu ok, and what is the confusion? – peek-a-boo Aug 06 '21 at 02:11
  • But you see another standard example of change of coordinates using polar, the jacobian is |J| = r , but not this |J|=1/r. But my above example does the reciprocal. – Palu Aug 06 '21 at 02:13
  • https://tutorial.math.lamar.edu/classes/calciii/dipolarcoords.aspx, this link has a standard example of polar coordinates. – Palu Aug 06 '21 at 02:13
  • Can you identity in your example what the mapping $\phi$ is and what the set $A$ is? – peek-a-boo Aug 06 '21 at 02:13
  • It is u(x,y) and v(x,y). While with the polar coordinates is it x=rcos(Theta) and y=rsin(Theta). which means x(r,theta) and y(r,theta). – Palu Aug 06 '21 at 02:15
  • SO my initial space in my example is xy-space and output space is uv. While polar coordinate example is (r, theta) -->(x,y). – Palu Aug 06 '21 at 02:16
  • So in terms of your way of expressing things, the Mapping $\phi$ is from (x,y) to (u,v), specifically in my example. The set A, is what I call the output space, and it is the space of coordinates (u,v). – Palu Aug 06 '21 at 03:51
  • Hi there, you see sometimes things in books, can cause confusion. I will edit my question above and show a page that seems confusing, because I am looking at the labels of the axes of the spaces to figure out what is what. – Palu Aug 06 '21 at 04:21
  • @Palu yes, looking at the axes to figure that out what is what is a good idea, and I definitely encourage that. My point is just that you shouldn't get too fixated on letters like "$x,y,z$ must mean Cartesian coordinates" or "$r,\theta$ must mean polar coordinates" or stuff like that. Take a look at my edit where I put the calculation in detail and see if that helps. – peek-a-boo Aug 06 '21 at 04:23
  • Hi, @peek-a-boo, I want to assure you that I am not getting hung up on the Letters. I am hung up on the axes of the spaces. – Palu Aug 06 '21 at 04:24
  • If you look at the new picture, above with the polar based change of coordinates. it show that the initial space is in terms of xy in the Integral and going to r,$\theta$ space. BUT the axes of the picture, the initial space is r,$\theta$ then goes to x,y. – Palu Aug 06 '21 at 04:27
  • You see, it is the books that are confusing me. There seems to be contradiction. Would this be an error in the book? – Palu Aug 06 '21 at 04:27
  • You can then see in the writing of the question, they reverse the D and D* again in terms of what variables the axes are. SO there are these kinds of issues, big time, not just in this one by Marsden and Tromba, but others as well. – Palu Aug 06 '21 at 04:31
  • I think that generations of students have been running into this kind of issue, that things are not explained well in the books. It seems this is the one topic that many books have failed to be clear of errors and or contradictions. – Palu Aug 06 '21 at 04:32
  • In the picture, $D^$ is a subset of the $r,\theta$ space, $T: (r,\theta)\mapsto (x,y)=(r\cos\theta,r\sin\theta)$ is the change of variables mapping from $(r,\theta)$ to $(x,y)$. Next, $D:=T(D^)$ is the image of $D^$ under the mapping $T$, so $D$ is a subset of the $x,y$ space. I hope you agree with me up to here. The change of variables theorem tells us $\text{area}(D)=\int_D1,dx,dy=\int_{T(D^)}1,dx,dy=\int_{D^}(1\circ T)(r,\theta)\cdot |\det DT_{(r,\theta)}|,dr,d\theta=\int_{D^}r,dr,d\theta$. – peek-a-boo Aug 06 '21 at 04:35
  • oh and I don't like writing $r=f(\theta)$ in the $x,y$ space for that curve, because that curve is really the image of the graph of $f$ under the mapping $T$, i.e $T(\text{graph}(f))$. – peek-a-boo Aug 06 '21 at 04:41
  • SO you are saying it seems that they are correct. T: (r,$\theta$ )->(x,y) . So initial space is (r,$\theta$ ) and output space is (x,y). But in the integral it has the differentials of dxdy, while the integral on the other side says drd$\theta$ . To me this implies that the initial space is dxdy and not the (r,$\theta$ ) space. – Palu Aug 06 '21 at 04:41
  • Look: $D^$ is subset of $r,\theta$ space, that's why whenever I write $\int_{D^}$ the ending always has $dr,d\theta$. Next, $D=T(D^*)$ is a subset of $x,y$ space which is why $\int_D$ I used $dx,dy$ in the end. – peek-a-boo Aug 06 '21 at 04:42
  • Yes, D* is the output space, which I guess from the Transformation T, takes a subset of r,$\theta$ in the output space, and sends it back to in the initial space D. – Palu Aug 06 '21 at 04:44
  • What are you calling initial and final space? This is really getting very subjective. There's the mapping $T$ and there's the set $D^$ and then we defined $D=T(D^)$. Alternatively, I can call $S=T^{-1}$ as the "fundamental" mapping and then I can define $D$ first and then I can say $D^*:= S(D)$. So, the concept of initial/final is pretty subjective. – peek-a-boo Aug 06 '21 at 04:46
  • BUT you see, we have D, or a subset of D, under the transformation T, it becomes D*, in the output space. – Palu Aug 06 '21 at 04:47
  • No, we defined $D=T(D^)$. So, $T$ takes $D^$ (which is a subset of $r,\theta$ spac) and spits out $D$ (which is a subset of $x,y$ space). – peek-a-boo Aug 06 '21 at 04:48
  • Yes, I think you understand that I am trying to set a reference space, the initial(or input) then going to output. SO I guess I am imposing an order to things. – Palu Aug 06 '21 at 04:48