The change of variables formula expresses an integral in coordinates that make its integrand or its region simpler. Three ingredients change together: the region, the function being integrated, and the element of area or volume. The last change is measured by the absolute Jacobian determinant; forgetting it amounts to counting transformed cells as though their sizes had stayed the same.
In one dimension, substitution is the integrated chain rule. If is continuously differentiable on and is continuous on its image, thenThese are directed definite integrals: if decreases, the transformed endpoints reverse. This identity does not require to be injective, because an antiderivative composed with already accounts for any backtracking.[ref]
For a concrete computation, set , so . The endpoints become :The numerator is precisely the derivative of the expression in the denominator. Substitution reveals the familiar natural logarithm hidden inside this rational function. Keeping the original endpoints after changing the integrand would describe a different integral.
For the elementary two-dimensional theorem, let be a diffeomorphism between open sets in the plane, let be a bounded region with piecewise smooth boundary, and let be continuous on , with the displayed integrals finite. ThenHere is the Jacobian matrix. The diffeomorphism assumption means a bijection with a continuously differentiable inverse, and ensures a nonzero Jacobian determinant. This excludes overlapping sheets; the more general area formula handles multiplicity.[ref]
Take and the linear mapIts inverse is . The square becomes a parallelogram with vertices : base two, height one, area two. Consequently . A nonconstant integrand changes too: .
The direction of the map matters when selecting the factor. Here goes from the new coordinates to the original coordinates, so the factor is two. Its inverse has Jacobian determinant , appropriate for converting area in the opposite direction. Writing down the map before computing its Jacobian matrix prevents a reciprocal-factor error.
A unit square becomes a parallelogram of area two; reflection changes the determinant sign but preserves area
. Details. Now reflect the image vertically: has Jacobian determinant , but still produces area two. The sign records reversal of the orientation of a vector space; ordinary area uses its absolute value. For oriented differential forms, the pullback of a differential form instead retains the signed determinant.[ref]
https://math.mit.edu/classes/18.952/spring2013/docs/book.pdf. MIT 18.952 notes: Integration of forms, Chapter 3
The geometric beauty is that a nonlinear differentiable map has a local linear approximation: tiny rectangles behave approximately like these parallelograms. Summing their scaled contributions gives the change of variables formula. In polar coordinates this factor is , explaining ; equal angular steps cover more area farther from the origin. Choosing suitable coordinates can simplify both the boundary and the integrand.[ref]
A change of dependent variable expresses the unknown function of a differential equation in terms of a new unknown, while keeping the independent variable fixed. For example, substituting in removes the first derivative and gives when are constant. Transforming the boundary conditions as well is essential, particularly for a Robin boundary condition.
Let be a diffeomorphism between open intervals, which may be unbounded. The change of variables formula holds for every nonnegative Lebesgue measurable function , allowing infinite integrals. Applying it to also proves equivalence of Lebesgue integrability of and of the transformed integrand; for an integrable signed or complex the same identity then holds by splitting into positive and negative, or real and imaginary, parts. The absolute value of the derivative is essential for a decreasing substitution such as . Endpoints can be omitted because they are null sets.
On , , , this change of variables is a bijection onto . Its inverse is , , , and its forward Jacobian determinant is . Thus . Passing to increments then maps the ordered cone to the positive octant, turning an exponential with linear exponent into a product of three one-dimensional integrals.
On the positive quadrant, the inverse coordinate change is , . Its Jacobian determinant is . Regions bounded by positive constant-ratio lines and constant-product hyperbolas become rectangles in these coordinates. An integrand then cancels the Jacobian factor, making weighted area integrals particularly simple. The positivity restriction selects a unique square-root branch and fixes orientation.
In the open first quadrant this is one-to-one, with , and Jacobian determinant . Its image satisfies and . In particular is a triangular image for a circular-hyperbolic region. A factor in the original integrand cancels the inverse-Jacobian factor ; moreover and . Boundary degeneracy on is confined to a measure-zero set and must not be confused with an interior failure of invertibility.
For a smooth local diffeomorphism , each inverse branch contributes an inverse Jacobian determinant in the area formula. Their sum is the weighted inverse multiplicity. A lower determinant bound controls each branch separately, not the number of branches. Bounded weighted inverse multiplicity is sufficient for dispersion with a nonlinear velocity map.
The displayed map is a diffeomorphism of the open unit square onto itself. For fixed , the second coordinate decreases strictly from one to zero as increases from zero to one. Its inverse is , , and its positive Jacobian determinant is . Composing it with gives determinant . The reciprocal determinant therefore integrates to one over the target square by the change of variables formula, despite boundary singularities.
A hyperbolic change of integration variable uses identities such as to simplify square roots. For an open matter-dominated Friedmann solution, makes the cosmic-time integral elementary.
For a nondecreasing real function on an interval and nonnegative measurable function ,The pushforward of is dominated by Lebesgue measure: on each interval, the integral of the derivative is at most the increase of . This handles jumps and singular parts without a smoothness assumption.
For a locally Lipschitz function between Euclidean spaces of the same dimension, the area formula integrates its absolute Jacobian determinant against the multiplicity of its fibers. In particular, for an injective map and nonnegative measurable ,This injective version extends the change of variables formula to maps with a possibly singular derivative.
In planar polar coordinates , the polar radius is the Euclidean distance to the origin. It satisfies and . For a differentiable plane curve with parameters , the orthogonality of radial and angular directions gives squared speed .
Suppose and the region is described without overlap by and . Integrating the polar area element gives its area:For a region bounded by a single radial graph and two rays, take . If the two bounding graphs cross, split the angular interval at their intersections so that the larger radius is used consistently.
This change of variables replaces radius by its negative logarithm: . The angular convention in the title measures from the positive axis toward the positive axis. Its Jacobian determinant is , so it supplies local coordinates on the punctured plane. For a single-valued function , its expression is periodic in with period .
The multivariable chain rule givesand, for a twice continuously differentiable function,The first-order correction comes from differentiating the coefficients in the angular operator. Consequently the partial differential equation with the right-hand expression equal to zero becomes the heat equation , with the logarithmic radial coordinate acting as the evolution variable.
For polar coordinates , with , the Jacobian determinant is . The change of variables formula therefore gives the area element . Integrating over the radial interval gives per unit angle. Bounds must describe the intended region without counting it more than once.
For , and unchanged , the Jacobian determinant of Cartesian coordinates with respect to cylindrical coordinates is . Hence a volume integral acquires the displayed factor for . The inverse determinant is where ; the axis is a coordinate degeneracy.
The azimuthal angle in cylindrical coordinates is measured in the horizontal plane from a chosen reference axis. In the usual mathematical convention , , so positive runs counterclockwise from positive when viewed from positive . This same angular coordinate occurs in spherical coordinates. It is defined modulo away from the polar axis and is nonunique on the axis.
The local orthonormal basis associated with cylindrical coordinates: , , and . The first two basis vectors depend on the angular coordinate and are undefined on the axis without a choice of angle.
The azimuthal unit vector is tangent to increasing azimuthal angle at fixed cylindrical radius and height. For it equals . A counterclockwise circle has tangent displacement . Unlike a fixed Cartesian basis vector, its direction depends on position.
For a differentiable scalar field and cylindrical coordinates with , the gradient has the displayed components in the local orthonormal basis. The chain rule applied to and a local angle gives , , , and . Substitution in proves the formula. The angular factor appears because an angular change sweeps arc length .
Differentiate the position vector using , , and fixed . The first derivative is the velocity ; differentiating once more gives the displayed acceleration. In particular, times the azimuthal acceleration is .
If the cylindrical components of a vector field have dependence , differentiation of the rotating basis adds the displayed cross product term. Scalar-component differentiation alone misses this contribution. For , one also has . These identities are useful in cylindrical magnetohydrodynamic waves.
For , the cardioid traces its boundary once over . The polar area element givesThe polar arc length integrand is . Splitting at the cusp parameter gives perimeter . The powers of distinguish the scaling of area and length.
For and , consider the region in polar coordinates. It exists precisely for , where . The polar area element givesExpanding the square and integrating its even terms gives the title formula. This cap lies inside the cardioid and outside the concentric circle, so reversing the radial bounds would select the wrong region or a signed area.
Orthogonal coordinates have pairwise orthogonal coordinate tangent directions. Their metric is diagonal, with scale factors of orthogonal coordinates . Spherical coordinates and cylindrical coordinates are examples.
These plane orthogonal coordinates use two families of confocal parabolas. On the region , take and defineThen and . The coordinate tangent vectors and have zero dot product, and both have length . Thus the Jacobian determinant is , the area element is , and these orthogonal coordinates degenerate only at the origin. Fixed gives ; fixed gives . This normalization is a rescaling of the plane section of parabolic cylindrical coordinates.
Without a restricted parameter domain, simultaneous sign reversal preserves the image, so these planar parabolic coordinates are globally two-to-one. The inverse function theorem supplies local inverse branches away from the origin. The nonnegative quadrant is one useful branch chart for the upper half-plane.
For planar parabolic coordinates and , the multivariable chain rule gives and . Differentiating once more and adding cancels the first partial derivatives and the mixed partial derivatives:Consequently, on every local coordinate patch away from the origin, is a harmonic function if and only if is a harmonic function. The Laplacian changes by a positive scale factor, so solutions of the Laplace equation are preserved. The restriction away from the origin is needed to divide by the Jacobian determinant.
These orthogonal coordinates extend two confocal families of parabolas parallel to an axis. In the displayed scaling their scale factors of orthogonal coordinates are and , so the Laplacian is away from . With , signed distinguishes the upper and lower half-planes; the two signs at describe the same negative half-axis. Fixed positive or describes a parabolic cylinder. This differs from the rotational three-dimensional parabolic coordinates, whose coordinate surfaces are elliptic paraboloids.
For a right-handed regular system of orthogonal coordinates, the gradient in orthogonal coordinates gives . Thus , and the curl product rule givesAlso and the divergence of this cross product is zero, by the divergence-of-a-cross-product identity and the vanishing curl of each gradient. Applying the divergence product rule to givesCyclic permutation and addition give the full component formulas for any vector field. This derivation accounts for the varying coordinate basis without differentiating its unit vectors explicitly. The factors are scale factors of orthogonal coordinates; the chart must avoid coordinate singularities.
For a regular chart of orthogonal coordinates , define and . The tangent unit vectors form an orthonormal basis. Matching with proves the formula. Dividing by a scale factor converts a derivative per coordinate increment into a derivative per physical distance in that direction.
For a ring torus of major radius , circular torus coordinates use distance and angle in the circular cross-section, and azimuth around the central axis. The coordinate tangent vectors are the three partial derivatives of the displayed position. They are mutually orthogonal, with scale factors of orthogonal coordinates . For their ordered Jacobian determinant is , so . At the cross-section angle degenerates. These are tubular coordinates for a circular torus, rather than the confocal coordinate convention also called toroidal coordinates.
For a length scale , planar bipolar coordinates may be defined byThe common scale factor is , so Laplace's equation becomes away from coordinate singularities. For , constant- curves are circlesTheir radii decrease as increases; for the circle lies inside the circle. The region is therefore an eccentric circular annulus. This ordering is useful when translating coordinate boundary data into geometric language.
For a harmonic function between and , , in bipolar coordinates, suppose and . Write the periodic boundary values as a Fourier seriesSeparation of variables givesEach radial factor solves and has endpoint values zero and one; the mean mode solves . Sufficiently regular boundary data give the required Fourier series solution. Uniqueness follows from the maximum principle for a harmonic function with zero Dirichlet boundary conditions on both circles. The formula follows the coordinate values; is the geometrically smaller circle.
For , , and real , these orthogonal coordinates have coordinate tangents , and . Their scale factors of orthogonal coordinates are and ; the ordered Jacobian determinant is positive away from the two focal lines. Positive constant gives confocal elliptical cylinders, while generic constant gives a hyperbolic-cylinder half-branch selected by the signs of and . The limiting surface is the strip , , with arbitrary . Constant gives horizontal planes.
In elliptic cylindrical coordinates, write a vector field as using the local orthonormal unit vectors. The scale factors of orthogonal coordinates are , so the divergence and curl areApplying the divergence to the gradient of a scalar function gives . These formulas hold where . They use physical components along unit vectors, rather than components along the unnormalized coordinate tangent vectors.
The displayed three-dimensional parabolic coordinates use and an azimuthal angle . Their coordinate tangent vectors have pairwise zero dot products, with scale factors of orthogonal coordinates and . The Jacobian determinant is . Constant or gives a family of confocal circular elliptic paraboloids; the coordinate system degenerates on the axis where . For example, fills the cap , whose rim is the unit circle and whose vertex is .
This collects the gradient, divergence, curl and Laplacian formulas in cylindrical and spherical coordinates. Coordinate unit vectors vary with position, so taking their derivatives is essential when translating vector calculus operators from Cartesian coordinates. Curl in spherical coordinates is one of these formulas.
With polar angle measured from positive and azimuth , the Cartesian formulas , , have Jacobian determinant . For and this gives the unsigned volume element shown. The inverse determinant is off the origin and polar axis.
In the usual physics convention for spherical coordinates, the polar angle is the angle between the positive axis and the position vector. For , it satisfies with . The north and south axes have and , respectively; the plane has . The angle is undefined at the origin. In plane polar coordinates, the same phrase usually denotes the oriented in-plane angle instead, so the reference axis and convention should always be stated. The azimuth supplies the other angular coordinate in three dimensions.
For radial mass density within radius , integration against the spherical volume element gives . The dimensionless quantity hasThus is positive, strictly decreasing and convex, with and . Its asymptotic forms are near zero and at infinity. The density's central divergence is integrable against the factor .
At fixed angular coordinates, differentiating the Cartesian coordinates with respect to radial distance gives this unit vector. It is the local direction of increasing radius in the spherical coordinate system.
Its coordinate expression is part of del in cylindrical and spherical coordinates.
Let be the volume of an n-ball of unit radius in . A radial shell has volume , by differentiating . Integrating shells, or using hyperspherical coordinates, therefore reduces a radial integrand over a Euclidean ball to the displayed one-dimensional integral. The constant is the surface area of an n-sphere of unit radius, with sphere dimension .
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