The Central Idea

Suppose a region is awkward in Cartesian coordinates \((x,y)\), but simple in another coordinate system \((u,v)\).

We introduce a transformation

\[ x=x(u,v), \qquad y=y(u,v). \]

Then instead of integrating over a complicated \(xy\)-region, we integrate over a simpler \(uv\)-region.

The price of changing coordinates is that the area element must also change.

The Jacobian tells us exactly how.

Why Change Coordinates?

Coordinate changes are useful when they align the variables with the geometry or structure of a problem.

Common examples include:

A Coordinate Transformation

A two-dimensional coordinate transformation has the form

\[ T(u,v) = \bigl(x(u,v),y(u,v)\bigr). \]

It maps points in the \(uv\)-plane into points in the \(xy\)-plane.

Symbolically,

\[ \boxed{ (u,v)\longmapsto(x,y) }. \]

Local Behavior of a Transformation

Near a point, a differentiable coordinate transformation behaves approximately like a linear transformation.

Small changes

\[ \Delta u, \qquad \Delta v \]

produce approximate changes

\[ \Delta x \approx x_u\Delta u+x_v\Delta v \]

and

\[ \Delta y \approx y_u\Delta u+y_v\Delta v. \]

The Jacobian Matrix

The first derivatives of the transformation are organized into the matrix

\[ \boxed{ DT = \begin{bmatrix} x_u & x_v\\ y_u & y_v \end{bmatrix} }. \]

This matrix is the derivative of the coordinate transformation.

The Jacobian Determinant

The determinant of the Jacobian matrix is

\[ \boxed{ \frac{\partial(x,y)}{\partial(u,v)} = \begin{vmatrix} x_u & x_v\\ y_u & y_v \end{vmatrix} }. \]

In expanded form,

\[ \boxed{ J = x_u y_v-x_v y_u }. \]

What the Jacobian Measures

The absolute value of the Jacobian determinant measures local area scaling.

A tiny rectangle of area

\[ du\,dv \]

in the \(uv\)-plane becomes approximately a parallelogram of area

\[ \boxed{ |J|\,du\,dv }. \]

Why the Absolute Value Appears

A determinant can be positive or negative.

The sign records orientation.

Area itself must be nonnegative, so the change-of-variables formula uses

\[ \boxed{|J|}. \]

Orientation

If

\[ J>0, \]

the transformation locally preserves orientation.

If

\[ J<0, \]

it locally reverses orientation.

If

\[ J=0, \]

the transformation locally collapses area in at least one direction.

The Two-Dimensional Change-of-Variables Formula

If a suitable one-to-one differentiable transformation maps a region \(S\) in the \(uv\)-plane onto a region \(R\) in the \(xy\)-plane, then

\[ \boxed{ \iint_R f(x,y)\,dA = \iint_S f(x(u,v),y(u,v)) \left| \frac{\partial(x,y)}{\partial(u,v)} \right| du\,dv }. \]

Every Part Must Be Transformed

When changing variables, three things must change:

  1. the integrand;
  2. the region of integration;
  3. the area or volume element.

Forgetting any one of these pieces produces an incomplete transformation.

Example: A Simple Linear Transformation

Let

\[ x=2u, \qquad y=3v. \]

Then

\[ x_u=2, \qquad x_v=0, \qquad y_u=0, \qquad y_v=3. \]

Therefore,

\[ J = \begin{vmatrix} 2&0\\ 0&3 \end{vmatrix} = 6. \]

Interpretation of the Linear Example

The transformation stretches lengths by a factor of \(2\) in one coordinate direction and by a factor of \(3\) in the other.

Areas are therefore multiplied by

\[ 2\cdot3=6. \]

Thus,

\[ \boxed{ dA=6\,du\,dv }. \]

Example: Shear Transformation

Consider

\[ x=u+v, \qquad y=v. \]

Then

\[ J = \begin{vmatrix} 1&1\\ 0&1 \end{vmatrix} = 1. \]

Therefore,

\[ \boxed{ dA=du\,dv }. \]

The transformation changes shape but preserves area.

Example: Orientation Reversal

Let

\[ x=v, \qquad y=u. \]

Then

\[ J = \begin{vmatrix} 0&1\\ 1&0 \end{vmatrix} = -1. \]

The coordinates have been swapped, so orientation reverses.

For area,

\[ |J|=1. \]

Polar Coordinates

Polar coordinates are adapted to circular geometry.

They are defined by

\[ \boxed{ x=r\cos\theta, \qquad y=r\sin\theta }. \]

Here \(r\) measures distance from the origin and \(\theta\) measures angle from the positive \(x\)-axis.

Basic Polar Relationships

Because

\[ x=r\cos\theta \]

and

\[ y=r\sin\theta, \]

we have

\[ \boxed{ x^2+y^2=r^2 }. \]

This is why expressions involving \(x^2+y^2\) often simplify dramatically in polar coordinates.

Polar Jacobian

Compute the partial derivatives:

\[ x_r=\cos\theta, \qquad x_\theta=-r\sin\theta, \] \[ y_r=\sin\theta, \qquad y_\theta=r\cos\theta. \]

Therefore,

\[ J = \begin{vmatrix} \cos\theta&-r\sin\theta\\ \sin\theta&r\cos\theta \end{vmatrix}. \]

Deriving the Polar Area Element

Expanding,

\[ J = r\cos^2\theta+r\sin^2\theta. \]

Since

\[ \cos^2\theta+\sin^2\theta=1, \]

we obtain

\[ \boxed{ J=r }. \]

Thus,

\[ \boxed{ dA=r\,dr\,d\theta }. \]

Why the Polar Factor \(r\) Makes Sense

A small polar rectangle has radial thickness

\[ dr \]

and angular width

\[ d\theta. \]

At radius \(r\), the angular side has approximate arc length

\[ r\,d\theta. \]

Therefore the small area is approximately

\[ \boxed{ dr\cdot r\,d\theta = r\,dr\,d\theta }. \]

Double Integrals in Polar Coordinates

The change-of-variables formula becomes

\[ \boxed{ \iint_R f(x,y)\,dA = \iint_S f(r\cos\theta,r\sin\theta) r\,dr\,d\theta }. \]

Example: Area of a Disk

Consider the disk

\[ x^2+y^2\le a^2. \]

In polar coordinates,

\[ 0\le r\le a, \qquad 0\le\theta\le2\pi. \]

Therefore,

\[ \operatorname{Area} = \int_0^{2\pi}\int_0^a r\,dr\,d\theta. \]

Complete the Disk Area

Integrate with respect to \(r\):

\[ \int_0^a r\,dr = \frac{a^2}{2}. \]

Then

\[ \int_0^{2\pi}\frac{a^2}{2}\,d\theta = \pi a^2. \]

Hence,

\[ \boxed{ \operatorname{Area}=\pi a^2 }. \]

Example: Radially Symmetric Integrand

Consider

\[ \iint_R (x^2+y^2)\,dA \]

over the disk

\[ x^2+y^2\le1. \]

Since

\[ x^2+y^2=r^2, \]

the integral becomes

\[ \int_0^{2\pi}\int_0^1 r^2\cdot r\,dr\,d\theta. \]

Complete the Radial Example

Simplify:

\[ \int_0^{2\pi}\int_0^1 r^3\,dr\,d\theta. \]

The radial integral gives

\[ \frac14. \]

Therefore,

\[ \boxed{ \iint_R(x^2+y^2)\,dA = \frac{\pi}{2} }. \]

Polar Description of an Annulus

The annulus

\[ a^2\le x^2+y^2\le b^2 \]

becomes simply

\[ \boxed{ a\le r\le b }. \]

If the full annulus is included,

\[ 0\le\theta\le2\pi. \]

Polar Description of a Sector

A sector is naturally described by

\[ a\le r\le b \]

and

\[ \alpha\le\theta\le\beta. \]

This is one of the clearest examples of a region that is simpler in non-Cartesian coordinates.

General Linear Changes of Variables

Suppose

\[ x=au+bv, \qquad y=cu+dv. \]

Then

\[ \boxed{ J = ad-bc }. \]

The determinant of the transformation matrix is exactly the area-scaling factor.

Choosing Variables from Repeated Expressions

Sometimes the integrand or boundary equations repeatedly involve the same combinations.

For example, if the problem repeatedly contains

\[ x+y \]

and

\[ x-y, \]

a useful substitution may be

\[ \boxed{ u=x+y, \qquad v=x-y }. \]

Solving for the Old Variables

From

\[ u=x+y, \qquad v=x-y, \]

add the equations:

\[ u+v=2x. \]

Therefore,

\[ x=\frac{u+v}{2}. \]

Subtract:

\[ u-v=2y, \]

so

\[ y=\frac{u-v}{2}. \]

Jacobian for \(u=x+y,\ v=x-y\)

Using

\[ x=\frac{u+v}{2}, \qquad y=\frac{u-v}{2}, \]

we have

\[ J = \begin{vmatrix} \frac12&\frac12\\ \frac12&-\frac12 \end{vmatrix}. \]

Therefore,

\[ J=-\frac12. \]

Hence,

\[ \boxed{ dA=\frac12\,du\,dv }. \]

Inverse Jacobians

When both transformations are locally invertible,

\[ (u,v)\leftrightarrow(x,y), \]

the Jacobians satisfy

\[ \boxed{ \frac{\partial(x,y)}{\partial(u,v)} = \frac{1} {\frac{\partial(u,v)}{\partial(x,y)}} } \]

wherever the denominator is nonzero.

Why the Jacobian Must Be Nonzero

If

\[ J=0, \]

the transformation locally collapses two-dimensional area into something lower-dimensional.

A local inverse generally cannot exist there.

Thus nonzero Jacobian is a central condition in local invertibility.

Jacobian and the Inverse Function Theorem

The inverse function theorem says, roughly, that if a differentiable transformation has a nonzero Jacobian determinant at a point, then under standard hypotheses it has a differentiable local inverse near that point.

The determinant therefore measures more than scaling: it also signals whether the coordinate map is locally usable as a genuine coordinate system.

Three-Dimensional Coordinate Changes

In three variables, suppose

\[ x=x(u,v,w), \qquad y=y(u,v,w), \qquad z=z(u,v,w). \]

The Jacobian matrix is

\[ \begin{bmatrix} x_u&x_v&x_w\\ y_u&y_v&y_w\\ z_u&z_v&z_w \end{bmatrix}. \]

Three-Dimensional Jacobian Determinant

The determinant is written

\[ \boxed{ \frac{\partial(x,y,z)} {\partial(u,v,w)} = \begin{vmatrix} x_u&x_v&x_w\\ y_u&y_v&y_w\\ z_u&z_v&z_w \end{vmatrix} }. \]

Its absolute value gives the local volume-scaling factor.

Three-Dimensional Change-of-Variables Formula

For a suitable transformation,

\[ \boxed{ \iiint_E f(x,y,z)\,dV = \iiint_G f(x(u,v,w),y(u,v,w),z(u,v,w)) \left| \frac{\partial(x,y,z)} {\partial(u,v,w)} \right| du\,dv\,dw }. \]

Cylindrical Coordinates

Cylindrical coordinates extend polar coordinates into three dimensions:

\[ \boxed{ x=r\cos\theta, \qquad y=r\sin\theta, \qquad z=z }. \]

The volume element is

\[ \boxed{ dV=r\,dr\,d\theta\,dz } \]

up to the chosen order of integration.

Why Cylindrical Coordinates Work Well

Cylindrical coordinates are useful when a solid has symmetry around the \(z\)-axis.

Equations such as

\[ x^2+y^2=a^2 \]

become

\[ r=a. \]

Cylinders and rotationally symmetric solids therefore become simpler.

Example: Volume of a Cylinder

Consider the solid

\[ x^2+y^2\le a^2, \qquad 0\le z\le h. \]

In cylindrical coordinates,

\[ 0\le r\le a, \qquad 0\le\theta\le2\pi, \qquad 0\le z\le h. \]

Thus,

\[ V = \int_0^h \int_0^{2\pi} \int_0^a r\,dr\,d\theta\,dz. \]

Complete the Cylinder Volume

Evaluate:

\[ \int_0^a r\,dr = \frac{a^2}{2}. \]

Then

\[ \int_0^{2\pi} \frac{a^2}{2}\,d\theta = \pi a^2. \]

Finally,

\[ \int_0^h \pi a^2\,dz = \pi a^2h. \]

Therefore,

\[ \boxed{ V=\pi a^2h }. \]

Spherical Coordinates

One common spherical-coordinate convention is

\[ \boxed{ x=\rho\sin\phi\cos\theta, } \] \[ \boxed{ y=\rho\sin\phi\sin\theta, } \] \[ \boxed{ z=\rho\cos\phi. } \]

Here \(\rho\) is radial distance, \(\theta\) is the azimuthal angle in the \(xy\)-plane, and \(\phi\) is measured downward from the positive \(z\)-axis.

Spherical Radius

Spherical coordinates satisfy

\[ \boxed{ x^2+y^2+z^2=\rho^2 }. \]

This makes them especially effective for spheres and radially symmetric three-dimensional integrands.

Spherical Volume Element

The Jacobian determinant leads to the volume element

\[ \boxed{ dV = \rho^2\sin\phi\, d\rho\,d\phi\,d\theta } \]

up to the chosen order of integration.

Standard Spherical Ranges

For a full sphere,

\[ \rho\ge0, \] \[ 0\le\theta\le2\pi, \]

and

\[ 0\le\phi\le\pi. \]

Individual problems may restrict these ranges.

Example: Volume of a Sphere

For the sphere

\[ x^2+y^2+z^2\le a^2, \]

spherical coordinates give

\[ 0\le\rho\le a, \qquad 0\le\phi\le\pi, \qquad 0\le\theta\le2\pi. \]

Therefore,

\[ V = \int_0^{2\pi} \int_0^\pi \int_0^a \rho^2\sin\phi \,d\rho\,d\phi\,d\theta. \]

Complete the Sphere Volume

The three factors separate:

\[ \int_0^a\rho^2\,d\rho = \frac{a^3}{3}, \] \[ \int_0^\pi\sin\phi\,d\phi = 2, \] \[ \int_0^{2\pi}d\theta = 2\pi. \]

Therefore,

\[ \boxed{ V=\frac43\pi a^3 }. \]

Coordinate Conventions Matter

Different textbooks may use different symbols for spherical angles.

Always verify:

Jacobian as Local Geometry

The Jacobian is not merely a correction factor inserted by rule.

It describes how the coordinate grid itself deforms.

Straight coordinate rectangles in the new variables may become curved quadrilateral regions in the original variables, but at sufficiently small scales they are approximated by parallelograms.

Jacobian and Basis Vectors

In two variables, the vectors

\[ \frac{\partial T}{\partial u} = \langle x_u,y_u\rangle \]

and

\[ \frac{\partial T}{\partial v} = \langle x_v,y_v\rangle \]

describe how the coordinate curves move.

The magnitude of their two-dimensional determinant gives the area of the small parallelogram they span.

Jacobian and Scaling

If

\[ |J|>1, \]

the transformation locally expands area.

If

\[ 0<|J|<1, \]

it locally contracts area.

If

\[ |J|=1, \]

it locally preserves area.

Transforming Boundaries

A useful coordinate transformation often turns complicated boundaries into coordinate lines.

For example, if

\[ u=x+y \]

and the original region is bounded by

\[ x+y=1 \]

and

\[ x+y=3, \]

then those boundaries become simply

\[ u=1 \qquad\text{and}\qquad u=3. \]

Transforming the Integrand

Suppose

\[ f(x,y)=e^{x+y}. \]

If

\[ u=x+y, \]

then the integrand becomes

\[ \boxed{ e^u }. \]

A good change of variables often simplifies both the region and the integrand at the same time.

Recognizing a Useful Transformation

Look for:

Coordinate Changes and Ellipses

Consider the ellipse

\[ \frac{x^2}{a^2} + \frac{y^2}{b^2} \le1. \]

Set

\[ x=au, \qquad y=bv. \]

Then the region becomes

\[ u^2+v^2\le1. \]

The Jacobian is

\[ \boxed{ ab }. \]

Area of an Ellipse by Coordinate Change

Using the transformation

\[ x=au, \qquad y=bv, \]

the ellipse maps to the unit disk.

Therefore,

\[ \operatorname{Area} = \iint_{u^2+v^2\le1} ab\,du\,dv. \]

Since the unit disk has area \(\pi\),

\[ \boxed{ \operatorname{Area}=\pi ab }. \]

Jacobian and Probability Density

If random variables are transformed, probability density must adjust for the local stretching of coordinates.

The same Jacobian factor that preserves area in integration also preserves total probability under a change of variables.

This is a major application in probability and statistics.

Jacobian and Conservation

Coordinate changes should not alter the actual accumulated quantity.

The Jacobian compensates for changes in coordinate cell size so that

\[ \boxed{ \text{physical or geometric total} } \]

remains invariant under the choice of coordinates.

Common Error: Forgetting the Jacobian

In polar coordinates,

\[ dA \neq dr\,d\theta. \]

The correct area element is

\[ \boxed{ dA=r\,dr\,d\theta }. \]

Omitting \(r\) changes the value of the integral.

Common Error: Using the Jacobian without Absolute Value

For ordinary area and volume integrals under a change of variables, use

\[ \boxed{|J|}. \]

A negative determinant signals orientation reversal, not negative physical area.

Common Error: Transforming Only the Integrand

A complete coordinate change transforms:

\[ f(x,y), \]

the region \(R\), and

\[ dA. \]

Changing only the formula but leaving the old bounds is generally invalid.

Common Error: Keeping Old Variables in the New Integral

Once an integral has been rewritten in \(u\) and \(v\), the final integrand and bounds should be expressed consistently in those variables.

Mixed-variable expressions often indicate that the substitution is not yet complete.

Common Error: Using the Wrong Jacobian Direction

If the new integral is written in \(du\,dv\), the needed factor is

\[ \left| \frac{\partial(x,y)}{\partial(u,v)} \right|. \]

If instead you compute

\[ \frac{\partial(u,v)}{\partial(x,y)}, \]

you must invert it when appropriate.

Common Error: Ignoring Singular Points

Some coordinate systems have locations where the Jacobian vanishes.

In polar coordinates,

\[ J=r, \]

which vanishes at

\[ r=0. \]

The origin is a coordinate singularity because the angle is not uniquely determined there.

Common Error: Assuming a Coordinate Map Is One-to-One Everywhere

Polar coordinates satisfy

\[ (r,\theta) \]

and

\[ (r,\theta+2\pi) \]

for the same physical point.

Practical bounds are chosen to avoid unnecessary multiple coverage of the region.

A Reliable Change-of-Variables Procedure

  1. Study the geometry of the region and the algebra of the integrand.
  2. Choose new variables that simplify both when possible.
  3. Solve for the old variables in terms of the new variables if needed.
  4. Transform the boundaries and determine the new region.
  5. Compute the appropriate Jacobian determinant.
  6. Take its absolute value for area or volume scaling.
  7. Rewrite the integrand entirely in the new variables.
  8. Replace the differential element.
  9. Evaluate the transformed integral.
  10. Check geometry, dimensions, and reasonableness.

A Reliable Polar-Coordinate Procedure

  1. Replace \(x\) by \(r\cos\theta\).
  2. Replace \(y\) by \(r\sin\theta\).
  3. Replace \(x^2+y^2\) by \(r^2\) whenever useful.
  4. Describe the region with radial and angular bounds.
  5. Replace \(dA\) by \(r\,dr\,d\theta\).
  6. Evaluate the resulting iterated integral.

Example: Full Polar Workflow

Evaluate

\[ \iint_R (x^2+y^2)\,dA \]

over the disk

\[ x^2+y^2\le4. \]

In polar coordinates,

\[ x^2+y^2=r^2, \] \[ 0\le r\le2, \qquad 0\le\theta\le2\pi, \]

and

\[ dA=r\,dr\,d\theta. \]

Complete the Full Polar Workflow

Therefore,

\[ \iint_R (x^2+y^2)\,dA = \int_0^{2\pi} \int_0^2 r^3\,dr\,d\theta. \]

The radial integral is

\[ \left[\frac{r^4}{4}\right]_0^2 = 4. \]

Thus,

\[ \boxed{ \iint_R (x^2+y^2)\,dA = 8\pi }. \]

Practice 1: Simple Jacobian

Find

\[ \frac{\partial(x,y)}{\partial(u,v)} \]

for

\[ x=3u, \qquad y=2v. \]

Practice 2: Shear Jacobian

Find the Jacobian determinant for

\[ x=u+2v, \qquad y=v. \]

Practice 3: Polar Jacobian

Verify that

\[ x=r\cos\theta, \qquad y=r\sin\theta \]

has Jacobian

\[ r. \]

Practice 4: Disk Area

Use polar coordinates to evaluate

\[ \iint_R1\,dA \]

over

\[ x^2+y^2\le9. \]

Practice 5: Radial Integrand

Use polar coordinates to evaluate

\[ \iint_R (x^2+y^2)\,dA \]

over the unit disk.

Practice 6: Linear Combination Variables

Let

\[ u=x+y, \qquad v=x-y. \]

Express \(x\) and \(y\) in terms of \(u\) and \(v\).

Practice 7: Jacobian of the Linear Combination Change

For

\[ x=\frac{u+v}{2}, \qquad y=\frac{u-v}{2}, \]

find

\[ \left| \frac{\partial(x,y)}{\partial(u,v)} \right|. \]

Practice 8: Cylindrical Coordinates

Write the volume integral for the cylinder

\[ x^2+y^2\le4, \qquad 0\le z\le5 \]

in cylindrical coordinates.

Practice 9: Spherical Coordinates

Write the volume integral for the ball

\[ x^2+y^2+z^2\le4 \]

in spherical coordinates.

Practice 10: Identify the Error

A student changes a disk integral to polar coordinates and writes

\[ \int_0^{2\pi}\int_0^a f(r\cos\theta,r\sin\theta) \,dr\,d\theta. \]

Explain what is missing.

Practice Answers

Practice 1

\[ J = \begin{vmatrix} 3&0\\ 0&2 \end{vmatrix} = \boxed{6}. \]

Practice 2

\[ J = \begin{vmatrix} 1&2\\ 0&1 \end{vmatrix} = \boxed{1}. \]

Practice 3

We have

\[ x_r=\cos\theta, \qquad x_\theta=-r\sin\theta, \] \[ y_r=\sin\theta, \qquad y_\theta=r\cos\theta. \]

Therefore,

\[ J = r\cos^2\theta+r\sin^2\theta = \boxed{r}. \]

Practice 4

The disk has

\[ 0\le r\le3, \qquad 0\le\theta\le2\pi. \]

Therefore,

\[ \operatorname{Area} = \int_0^{2\pi}\int_0^3 r\,dr\,d\theta = \boxed{9\pi}. \]

Practice 5

\[ \int_0^{2\pi}\int_0^1 r^3\,dr\,d\theta = \boxed{\frac{\pi}{2}}. \]

Practice 6

Add and subtract the equations:

\[ \boxed{ x=\frac{u+v}{2}, \qquad y=\frac{u-v}{2} }. \]

Practice 7

\[ J = \begin{vmatrix} \frac12&\frac12\\ \frac12&-\frac12 \end{vmatrix} = -\frac12. \]

Therefore,

\[ \boxed{ |J|=\frac12 }. \]

Practice 8

The cylindrical bounds are

\[ 0\le r\le2, \qquad 0\le\theta\le2\pi, \qquad 0\le z\le5. \]

Thus,

\[ \boxed{ \int_0^5 \int_0^{2\pi} \int_0^2 r\,dr\,d\theta\,dz }. \]

Practice 9

The spherical bounds are

\[ 0\le\rho\le2, \qquad 0\le\phi\le\pi, \qquad 0\le\theta\le2\pi. \]

Therefore,

\[ \boxed{ \int_0^{2\pi} \int_0^\pi \int_0^2 \rho^2\sin\phi \,d\rho\,d\phi\,d\theta }. \]

Practice 10

The polar area element is missing its Jacobian factor.

The correct integral is

\[ \boxed{ \int_0^{2\pi}\int_0^a f(r\cos\theta,r\sin\theta) r\,dr\,d\theta }. \]

What to Remember

Coordinate changes reorganize multivariable problems so that geometry and algebra align more naturally.

The core structural idea is

\[ \boxed{ \text{new coordinates} + \text{Jacobian scaling} = \text{same accumulated quantity} }. \]

Where We Go Next

Coordinate changes help us integrate and describe multivariable geometry. Another major multivariable task is optimization when the inputs are not free to vary independently.

The next lesson, Constrained Extrema, develops methods for finding maxima and minima subject to equations or other restrictions, including the geometric logic behind Lagrange multipliers.