Change of Variables in Integrals

 1 In a Nut Shell:  Sometimes the evaluation of a double integral over a region, R, is difficult due to the complexity of the integrand, F(x,y), the shape of the area or both.                                      I = ∫ ∫ F(x,y) dx dy                                           R In such cases, it might prove helpful to change the variables of integration from (x,y) to (u,v) to simplify either the integrand, the region of integration, or both.   The strategy is to find a transformation, called the Jacobian transformation, that provides this simplification. 2 Let dx dy be the original element of area for region R and JT(u,v) du dv be the element of  area of the transformed region.                             Then given sufficient continuity                          dx dy =  JT(u,v) du dv   where   =  JT(u,v)  =  the Jacobian transformation defined as follows:                                         ∂x/∂u    ∂x∂v               JT(u,v)  =  det                                       ∂y/∂u    ∂y∂v   and where det denotes the 2x2 determinant of the partial derivatives.  The integral then becomes:                    I = ∫ ∫ F(x,y) dx dy   =   ∫ ∫ F(u,v) JT(u,v) du dv                        R                             S R is the original region of integration and S is the transformed region of integration.   Click here to continue with discussion.