Change of Variables & the Jacobian
Switching to
polar coordinates
introduced a mysterious extra r in
dA = r\, dr\, d\theta. That r was no
coincidence — it is one instance of a single master formula. For any smooth
substitution (u, v) \mapsto (x, y),
\iint_R f(x, y)\, dx\, dy = \iint_S f\big(x(u,v),\, y(u,v)\big)\; |J|\; du\, dv,
where R is the region in the
xy-plane, S is its preimage in the
uv-plane, and |J| is the absolute value
of the Jacobian determinant. This is the multivariable cousin of
u-substitution,
where the one-dimensional stretch factor \frac{dx}{du} is replaced
by a determinant.
The Jacobian: the local area-scaling factor
The Jacobian of the map (u,v) \mapsto (x,y) is the determinant of
the matrix of partial derivatives:
J = \frac{\partial(x, y)}{\partial(u, v)} = \det\!\begin{bmatrix} x_u & x_v \\ y_u & y_v \end{bmatrix} = x_u\, y_v - x_v\, y_u.
Why it is exactly the area factor. Take a tiny square in the
uv-plane with corner (u, v) and sides
du, dv.
Step 1 — see where the two edges go. The edge along
u (length du) maps, to first order, to
the vector (x_u, y_u)\, du; the edge along
v maps to (x_v, y_v)\, dv. The image of
the little square is the parallelogram spanned by these two vectors.
Step 2 — area of a parallelogram is a determinant. The area spanned by
vectors (a, c) and (b, d) is
|ad - bc|. With (a,c) = (x_u, y_u)\,du
and (b,d) = (x_v, y_v)\,dv:
\text{image area} = |x_u\, y_v - x_v\, y_u|\; du\, dv = |J|\; du\, dv.
So |J| is precisely the factor by which the map
stretches area near a point. A |J| > 1 blows
patches up, |J| < 1 shrinks them, and that is why it must appear
to keep the integral honest.
Worked example 1 — polar, recovering the r
Let us check the formula against a case we already trust. The polar map is
x = r\cos\theta, y = r\sin\theta (so
here (u, v) = (r, \theta)).
Step 1 — the four partial derivatives.
x_r = \cos\theta, \quad x_\theta = -r\sin\theta, \quad y_r = \sin\theta, \quad y_\theta = r\cos\theta.
Step 2 — assemble and take the determinant.
J = \det\!\begin{bmatrix} \cos\theta & -r\sin\theta \\ \sin\theta & r\cos\theta \end{bmatrix} = (\cos\theta)(r\cos\theta) - (-r\sin\theta)(\sin\theta).
Step 3 — simplify with \cos^2 + \sin^2 = 1.
J = r\cos^2\theta + r\sin^2\theta = r\,(\cos^2\theta + \sin^2\theta) = r.
Hence dx\, dy = |J|\, dr\, d\theta = r\, dr\, d\theta — exactly
the extra r we measured geometrically before. The mystery factor
was the Jacobian all along.
Worked example 2 — a linear transform
Consider the linear map x = 2u + v,
y = u + 3v (a shear-and-scale of the plane).
Step 1 — partials are just the coefficients.
x_u = 2, \quad x_v = 1, \quad y_u = 1, \quad y_v = 3.
Step 2 — determinant.
J = \det\!\begin{bmatrix} 2 & 1 \\ 1 & 3 \end{bmatrix} = (2)(3) - (1)(1) = 5.
Step 3 — read off the meaning. A linear map has a constant
Jacobian: this transform multiplies every area by |J| = 5.
The unit square in uv becomes a parallelogram of area
5 in xy, and any region's area is
scaled by the same 5:
\operatorname{area}(R) = 5 \cdot \operatorname{area}(S).
Let T:(u,v) \mapsto (x,y) be a smooth, one-to-one map from a
region S onto R, with continuous
partial derivatives. Then:
-
The Jacobian is
J = \dfrac{\partial(x,y)}{\partial(u,v)} = x_u y_v - x_v y_u.
-
It is the local area factor: a patch of area
du\, dv maps to a patch of area
|J|\, du\, dv.
-
The integral transforms as
\iint_R f(x,y)\, dx\, dy = \iint_S f\big(x(u,v), y(u,v)\big)\, |J|\, du\, dv.
-
Polar is the special case J = r; a
linear map has constant J = ad - bc.
It is no accident that area-scaling and the determinant are the same number — they are
defined to be. The determinant of a 2\times2 matrix is,
by construction, the signed area of the parallelogram its columns span. The sign records
orientation: J > 0 if the map preserves the
handedness of the plane, J < 0 if it flips it (a reflection).
That is why the integral formula takes the absolute value
|J| — area is unsigned, so we discard the orientation bit and
keep only the magnitude of the stretch.
This also explains the danger zone: where J = 0, the map
collapses a patch to zero area (the two image vectors become parallel — the parallelogram
degenerates to a segment). There the change of variables breaks down, which is exactly the
origin in polar coordinates, where J = r = 0 and all angles
\theta pile up onto a single point.
Watch the area stretch by |J|
The left square lives in the uv-plane (unit area). The right
parallelogram is its image under the linear map
x = a\,u + v, y = u + a\,v; its area is
|J| = a^2 - 1 times the square's. Drag the slider on
a and watch the parallelogram — and the printed Jacobian — grow.