黃同瑤 10.

5 Substitutions in Multiples integrals 1

10.5 Substitutions in Multiples integrals

(一) 代換積分之一般原理
一般代換積分，就是: (原有積分變數) dx = ?? · du (新的積分變數).

(1) 單變數積分: 將原來對 x 的積分，經代換法

(x = g(u): 原來的 x 變成是 u 的函數)，代換成對 u 積分。
例如:
Z 1r Z 0
x−1 √
dx = u · 2du.
0 2 u=−1/2

其中: u = x−12
, x = 2u + 1 = g(u), dx = 2du and
x = 0 → u = g −1 (0) = −1/2,
x = 1 → u = g −1 (1) = 0.
Rb
Find a f (x)dx. Let x = g(u),(x 是 u 的函數) dx = g ′ (u)du. Then
Z b Z g −1 (b)
f (x)dx = f (g(u) · g ′ (u)du.
a u=g −1 (a)

結論: 若 x = g(u), 代換積分:dx → du, 則積分時 dx = g ′ (u)du.

(2) 二重積分: 以直角坐標 → 極座標轉換為例:

Let region R = {(x, y) | 1 ≤ x2 + y 2 ≤ 4}. Then
Z Z Z 2π Z 2
f (x, y)dA = f (r cos θ, r sin θ)rdrdθ,
R θ=0 r=1

其中: x = x(r, θ) = r cos θ, y = y(r, θ) = r sin θ.

代換積分:dxdy → drdθ, 則積分變數之轉換:
dx
, dx
cos θ, −r sin θ
dA = dxdy = | dr
dy
dθ
dy | · drdθ = | |drdθ = r · drdθ.
dr
, dθ
sin θ, r cos θ

(二) 二重積分之代換法

Definition. (Substitutions in Double integrals)

If the Jacobian determinant of x = g(u, v) and y = h(u, v) is defined by
dx dx
, dx dy dy dx
J(u, v) = du
dy
dv
dy = − ,
du
, dv du dv du dv

then Z Z Z Z
f (x, y)dxdy = f (u, v) · |J(u, v)|dudv,
R G

where R = {(x, y) | conditions of x and y }

and G = {(u, v) | conditions of x = g(u, v) and y = h(u, v) }.
黃同瑤 10.5 Substitutions in Multiples integrals 2

Exercise. 2. (p.906) Evaluate

4 x = sy>2d + 1 2x - y
L0 Lx = y>2
dx dy
2

by applying the transformation

2x - y y
u = , y =
2 2

and integrating over an appropriate region in the uy-plane.

y
Sol. Let region Rxy (on xy-plane) is bounded by x = y
2
and x = + 1, and y ∈ [0, 4]. i.e.,
2
y y
Rxy = {(x, y) | ≤ x ≤ + 1, 0 ≤ y ≤ 4}.
2 2
y
∵v= and y ∈ [0, 4], ∴ v ∈ [0, 2].
2
2x − y y y
∵u= and x from x = to x = + 1, ∴ u ∈ [0, 21 ]. Thus, the region Ruv (on uv-plane) is
2 2 2
1
Ruv = {(u, v) | 0 ≤ u ≤ , 0 ≤ v ≤ 2}.
2
2x − y y
∵u= , v = , ∴ x = u + v, y = 2v. Thus,
2 2
dx dx
du
, dv 1, 1
J(u, v) = dy dy = = 2.
du
, dv
0, 2
Hence,
Z Z ZZ
4 x=(y/2)+1
2x − y 2x − y
dxdy = dxdy
0 x=y/2 2 Z ZRxy 2 ZZ
= f (u, v) · |J(u, v)| · dudv = u · 2 · dudv
Z 2 Z 1
Ruv R uv

= 2ududv = 2.
v=0 u=0

Exercise. 4. (p.908)
Evaluate the integral
2 y y 1xy
L1 L1>y A x e dx dy.

Z 2 Z y
r Z 2 Z y r
y √xy y √xy
Sol. e dxdy = [ e dx]dy
1 1/y x y=1 x=1/y x
The region Rxy (on xy-plane) is
1
Rxy = {(x, y) | 1 ≤ y ≤ 2, ≤ x ≤ y}
y
r
√ y y
Let u = xy and v = . =⇒ xy = u2 , = v 2
x x
u2 u
Then 2 = x2 , u2 v 2 = y 2 , =⇒ x = , y = uv.
v v
 黃同瑤 10.5 Substitutions in Multiples integrals 3
㏺ԁᨪ i2bi R

x = 1/y → u=1
္পϣ္ x=y → v=1
y=1 → u·v =1
y=2 → u·v =2
The region Ruv (on uv-plane) is
2
Ruv = {(x, y) | 1 ≤ u ≤ 2, 1 ≤ v ≤ }
u

v
y Rxy Ruv
3

2 2

1 1
xy = 1 uv = 2
x=y
x u
0 1 2 0 1 2 3
r
√ y u
∵u= xy, v = , we have x = , y = uv. Thus,
x v
bBM dx
, dx +Qb 1
,− vu2 u
J(u, v) = du dv = v =2 .
dy dy
du
, dv
v, u v

Hence, Z Z r r
bBM
2 y
y √xy +QbZ Z y √xy
[ e dx]dy = e dxdy
y=1 x=1/y x ZZ R xy
x
= f (u, v) · |J(u, v)| · dvdu
Z ZRuv
u
= veu · 2 · dvdu
v
Z 2 RuvZ 2/u
HM
= [ 2ueu dv]du
Zu=1
2
v=1
2/u
= 2uveu du
Zu=1
2
v=1

= [4eu − 2ueu ]du

u=1
2
= [4eu − 2(ueu − eu )]
u=1
2
Ɓ⊾‫ۮ‬గ, ۬㘼ᄮ″ = (6eu − 2ueu )
u=1
= 2e2 − 4e.

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