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Mathematics · University

Multiple integrals and Jacobians

Draw or describe the region before changing integration order.

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Prerequisites

Single-variable integration and determinants.

Study notes

Bounds describe a region

Draw or describe the region before changing integration order.

Area scaling

Under a smooth one-to-one change of variables, the area factor is the absolute Jacobian determinant.

Polar coordinates

x=r cos θ, y=r sin θ and dA=r dr dθ for r≥0.

Orientation versus area

A signed Jacobian tracks orientation; an area integral uses its absolute value.

Worked examples

Integrate xy over 0≤x≤2 and 0≤y≤3.

The product of integrals is (2²/2)(3²/2)=9.

9

For x=2u and y=3v, find the absolute Jacobian determinant.

The derivative matrix is diag(2,3); its determinant is 6.

6

Check your understanding

  1. What area factor accompanies polar coordinates?

    1. 1/r
    2. 1
    3. r²
    4. r
  2. Find the area of a disk of radius 3. Enter the coefficient of π.

  3. Reverse the order in the integral with 0≤x≤1 and 0≤y≤x, keeping the integrand arbitrary.

  4. Integrate x+y over the unit square.

Answers and marking guidance

Answers and marking notes
  1. r

    The magnitude of the planar polar Jacobian is r.

  2. 9

    Integrating r dr dθ gives πR²=9π.

  3. The same triangular region is 0≤y≤1 and y≤x≤1, so integrate x from y to 1, then y from 0 to 1.

    Credit correct limits describing the same triangle, not a rectangle.

  4. 1

    The x part contributes 1/2 and the y part contributes 1/2.

Further reading and review references

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