University Maths Notes: Calculus – Changes of Variables and Integration – The Jacobian
Suppose that
and
are
functions continuously differentiable on a region
As
ranges
over
the
point
generates
a region
in
the
plane.
If the mapping
is
one to one on the interior of
and
the Jacobian
on
the interior of B then the area of
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Suppose then that we want to integrate some continuous
function
over
If
the integral is intractable then we can change variables to
and
integrate over
instead,
because
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Proof: Break up
into
smaller
regions
We
can write
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The last expression is a Riemann sum for
and
the expression tends to this integral as the diameter of the
tends
to zero.