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change of variables

Substituting new coordinates into a double or triple integral, trading a hard region or integrand for an easy one at the cost of the Jacobian.

The change of variables formula substitutes x=x(u,v),\ y=y(u,v) (or the three-variable analogue) into a double or triple integral, at the cost of exactly one extra factor: the absolute value of the Jacobian. It is the multivariable analogue of single-variable u-substitution, with the Jacobian playing the role g'(u) plays there. The practical use case is almost always a badly-shaped region — a tilted parallelogram, or a region bounded by hyperbolas — becoming a plain rectangle or box after the right substitution. The one-to-one hypothesis matters concretely: a substitution that folds two different points onto the same image point would double-count that region's contribution.

Examples

  • With u=x-y,\ v=x+y (Jacobian \tfrac12), the tilted region bounded by x-y=0,2 and x+y=0,3 maps to the rectangle 0\le u\le2, 0\le v\le3, giving area \tfrac12(2)(3)=3.

  • With x=2u,\ y=3v,\ z=4w (Jacobian 24), the ellipsoid \tfrac{x^2}{4}+\tfrac{y^2}{9}+\tfrac{z^2}{16}\le1 maps to the unit ball, giving volume 24\cdot\tfrac43\pi=32\pi.

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