Proving Change of Variables Formula for Double Integral w/ Chain Rule

In summary, the conversation discusses a question from a book involving the chain rule and using Green's theorem to prove a change of variables formula for a double integral. The solution involves using an equation from the theory section to establish an equality, and then applying the chain rule to determine the expression for dy. The expert explains that this is the chain rule in differential form and shows how it is derived. The conversation ends with the asker understanding the solution.
  • #1
Benny
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Hi, I'm having trouble understanding the solution to a question from my book. I think it's got something to do with the chain rule. The problem is to prove the change of variables formula for a double integral for the case f(x,y) = 1 using Green's theorem.

[tex]\int\limits_{}^{} {\int\limits_R^{} {dxdy} } = \int\limits_{}^{} {\int\limits_S^{} {\left| {\frac{{\partial \left( {x,y} \right)}}{{\partial \left( {u,v} \right)}}} \right|} } dudv[/tex]

The solution starts off by using some equation in the theory section allows for the following equality to be established.

[tex]\int\limits_{}^{} {\int\limits_R^{} {dxdy} } = A\left( R \right) = \int\limits_{\partial R}^{} {xdy} [/tex]

Then it says x = g(u,v) and [tex]dy = \frac{{\partial h}}{{\partial u}}du + \frac{{\partial h}}{{\partial v}}dv[/tex].

I don't understand how the expression for dy is arrived at. The variable y is a function of u and v. I can't see a way to use the chain rule here. Can someone please explain how the dy part is arrived at?
 
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  • #2
I am not a mathematician, but you have the integrand as xdy, and y is apparently equal to h(u,v) so dy = h_u du + h_v dv. Does that answer?
 
  • #3
It's just that I can't see how they got the expression for dy. I'm wondering if it is something similar to for example when you have y = x^2 then from that you get dy = 2x dx.
 
  • #4
That's just how it (the 'chain rule') works for d's, it's obvious, isn't it?
 
  • #5
Benny said:
Hi, I'm having trouble understanding the solution to a question from my book. I think it's got something to do with the chain rule. The problem is to prove the change of variables formula for a double integral for the case f(x,y) = 1 using Green's theorem.
[tex]\int\limits_{}^{} {\int\limits_R^{} {dxdy} } = \int\limits_{}^{} {\int\limits_S^{} {\left| {\frac{{\partial \left( {x,y} \right)}}{{\partial \left( {u,v} \right)}}} \right|} } dudv[/tex]
The solution starts off by using some equation in the theory section allows for the following equality to be established.
[tex]\int\limits_{}^{} {\int\limits_R^{} {dxdy} } = A\left( R \right) = \int\limits_{\partial R}^{} {xdy} [/tex]
Then it says x = g(u,v) and [tex]dy = \frac{{\partial h}}{{\partial u}}du + \frac{{\partial h}}{{\partial v}}dv[/tex].
I don't understand how the expression for dy is arrived at. The variable y is a function of u and v. I can't see a way to use the chain rule here. Can someone please explain how the dy part is arrived at?

?? That is the chain rule, in differential form. Perhaps you are more familiar with the chain rule as
[tex]\frac{dy}{dx} = \frac{{\partial h}}{{\partial u}}\frac{du}{dx} + \frac{{\partial h}}{{\partial v}}\frac{dv}{dx}[/tex]
From that, it follows from the definition of differentials that
[tex]dy= \frac{dy}{dx}dx[/tex]
so that
[tex]dy= \frac{dy}{dx}dx = \frac{{\partial h}}{{\partial u}}\frac{du}{dx}dx + \frac{{\partial h}}{{\partial v}}\frac{dv}{dx}dx[/tex]
[tex]dy = \frac{{\partial h}}{{\partial u}}du + \frac{{\partial h}}{{\partial v}}dv[/tex]

Notice that I have assumed that u and v are functions of x. The nice thing about differential form is that you don't have to assume any specific parameter.
 
  • #6
Ok I see how it's arrived at now. Thanks for the help.
 

Related to Proving Change of Variables Formula for Double Integral w/ Chain Rule

1. What is the Change of Variables Formula for Double Integrals with Chain Rule?

The Change of Variables Formula for Double Integrals with Chain Rule is a mathematical formula used to transform a double integral from one coordinate system to another. It accounts for the change in variables by incorporating the chain rule, which allows for the integration to be performed in the new coordinate system.

2. Why is the Change of Variables Formula for Double Integrals with Chain Rule important?

The Change of Variables Formula for Double Integrals with Chain Rule is important because it allows for the simplification of complex integrals by changing the coordinate system. This can make it easier to evaluate integrals and solve problems in various fields of science and mathematics.

3. How is the Change of Variables Formula for Double Integrals with Chain Rule derived?

The Change of Variables Formula for Double Integrals with Chain Rule is derived using the concept of a Jacobian determinant. This determinant represents the change in area between the two coordinate systems and is used to convert the integrand from one coordinate system to another.

4. Can the Change of Variables Formula for Double Integrals with Chain Rule be extended to higher dimensions?

Yes, the Change of Variables Formula for Double Integrals with Chain Rule can be extended to higher dimensions, such as triple integrals. The concept of the Jacobian determinant can be generalized to higher dimensions, allowing for the transformation of integrals in multiple coordinate systems.

5. In what situations is the Change of Variables Formula for Double Integrals with Chain Rule commonly used?

The Change of Variables Formula for Double Integrals with Chain Rule is commonly used in various fields, such as physics, engineering, and economics. It is particularly useful in solving problems involving curved surfaces and non-rectangular regions, where the use of traditional rectangular coordinates can be challenging.

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