Jacobians
Jacobians
Jacobians
8: Jacobians
Consider the integral
2
2
∫ x cos (x ) dx. (3.8.1)
0
This substitution sends the interval [0, 2] onto the interval [0, 4]. We can see that there is stretching of the interval. The stretching is
not uniform. In fact, the first part [0, 0.5] is actually contracted. This is the reason why we need to find du.
du
= 2x (3.8.3)
dx
or
dx 1
= . (3.8.4)
du 2x
This is the factor that needs to be multiplied in when we perform the substitution. Notice for small positive values of x, this factor
is greater than 1 and for large values of x, the factor is smaller than 1. This is how the stretching and contracting is accounted for.
We have seen that when we convert 2D Cartesian coordinates to Polar coordinates, we use
dy dx = r dr dθ (3.8.5)
with a geometrical argument, we showed why the "extra r" is included. Taking the analogy from the one variable case, the
transformation to polar coordinates produces stretching and contracting. The "extra r" takes care of this stretching and contracting.
The goal for this section is to be able to find the "extra factor" for a more general transformation. We call this "extra factor" the
Jacobian of the transformation. We can find it by taking the determinant of the two by two matrix of partial derivatives.
and
y = h(u, v) (3.8.7)
∂x ∂y ∂y ∂x
= − . (3.8.8)
∂u ∂v ∂u ∂v
Find the Jacobian of the polar coordinates transformation x(r, θ) = r cos θ and y(r, q) = r sin θ. .
Solution
This is a direct application of Equation 3.8.8. We have
3.8.1 https://math.libretexts.org/@go/page/582
∂(x, y)
= | cos θ −r sin θ sin θ r cos θ |
∂(r, θ)
.
2 2
= r cos θ + r sin θ
=r
This is comforting since it agrees with the extra factor in integration (Equation 3.8.5).
2D Jacobians
Theorem: Integration and Coordinate Transformations
Let
2 2
T : R → R (3.8.9)
given by
x = g(u, v) and y = h(u, v) (3.8.10)
be a transformation on the plane that is one to one from a region S to a region R . If g and h have continuous partial derivatives
such that the Jacobian is never zero, then
∣ ∂(x, y) ∣
∬ f (x, y) dy dx = ∬ f (g(u, v), h(u, v)) ∣ ∣ du dv. (3.8.11)
∣ ∂(u, v) ∣
R
Remark: A useful fact is that the Jacobian of the inverse transformation is the reciprocal of the Jacobian of the original
transformation.
∂(x, y) 1
= (3.8.12)
∂(u, v) ∣ ∂(u, v) ∣
∣ ∣
∣ ∂(x, y) ∣
This is a consequence of the fact that the determinant of the inverse of a matrix A is the reciprocal of the determinant of A .
Proof
As usual, we cut S up into tiny rectangles so that the image under T of each rectangle is a parallelogram.
⃗ ^ ^
Q = gv Δv i + hv Δv j .
To find the area of this parallelogram we just cross the two vectors.
3.8.2 https://math.libretexts.org/@go/page/582
∣ ^ ^ ^
i j k∣
∣ ∣
P × Q = ∣ x Δu yu Δu 0 ∣
u
∣ ∣
∣ xv Δv yu Δv 0 ∣
= | xu yv − xv yu | ΔuΔv
∣ ∂(x, y) ∣
=∣ ∣ Δu Δv
∣ ∂(x, y) ∣
Example 3.8.2
Use an appropriate change of variables to find the volume of the region below
2
z = (x − y)
above the x-axis, over the parallelogram with vertices (0, 0), (1, 1), (2, 0), and (1, −1).
Solution
We find the equations of the four lines that make the parallelogram to be
y =x y = x −2 y = −x y = −x + 2
or
x −y = 0 x −y = 2 x +y = 0 x + y = 2.
u(x, y) = x − y v(x, y) = x + y.
∂(u, v) ∣1 −1 ∣
=∣ ∣ = 2.
∂(x, y) ∣1 1 ∣
3.8.3 https://math.libretexts.org/@go/page/582
2
z =u .
2
4
=∫ dv
0 3
8
= .
3
3D Jacobians
For transformations from R to R , we define the Jacobian in a similar way
3 3
∣ xu xv xw ∣
∂(x, y, z) ∣ ∣
= ∣ yu yv yw ∣ .
∂(u, v, w) ∣ ∣
∣ zu zv zw ∣
Solution
We take partial derivatives and compute
∣ cos θ sin ϕ −ρ sin θ sin ϕ ρ cos θ cos ϕ ∣
∂(x, y, z) ∣ ∣
= ∣ sin θ sin ϕ ρ cos θ sin ϕ ρ sin θ cos ϕ ∣
∂(ρ, θ, ϕ) ∣ ∣
∣ cos ϕ 0 −ρ sin ϕ ∣
2 2
= | cos θ sin ϕ(−ρ cos θ sin ϕ)+
2 2
ρ sin θ sin ϕ(−ρ sin θ sin ϕ − ρ sin θ cos ϕ) + ρ cos θ cos ϕ(−ρ cos θ cos ϕ sin ϕ)
2 2 3 2 2 2 2 2 2 2
= −ρ cos θ sin ϕ−ρ sin θ sin ϕ(sin ϕ + cos ϕ) − ρ cos θ cos ϕ sin ϕ
2 2 2 2 2 2
=ρ sin ϕ(cos θ sin ϕ + sin θ + cos θ cos ϕ)
2 2 2 2 2
=ρ sin ϕ(cos θ(sin ϕ + cos ϕ) + sin θ)
2 2 2
=ρ sin ϕ(cos θ + sin θ)
2
=ρ sin ϕ.
This page titled 3.8: Jacobians is shared under a not declared license and was authored, remixed, and/or curated by Larry Green.
3.8.4 https://math.libretexts.org/@go/page/582