UNIT V JACOBIANS Dr. T. VENKATESAN Assistant Professor

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Presentation transcript:

UNIT V JACOBIANS Dr. T. VENKATESAN Assistant Professor Department of Statistics St. Joseph’s College, Trichy-2.

Lecture 5: Jacobians In 1D problems we are used to a simple change of variables, e.g. from x to u 1D Jacobian maps strips of width dx to strips of width du Example: Substitute

2D Jacobian For a continuous 1-to-1 transformation from (x,y) to (u,v) Then Where Region (in the xy plane) maps onto region in the uv plane Hereafter call such terms etc 2D Jacobian maps areas dxdy to areas dudv

Why the 2D Jacobian works Transformation T yield distorted grid of lines of constant u and constant v For small du and dv, rectangles map onto parallelograms This is a Jacobian, i.e. the determinant of the Jacobian Matrix

Relation between Jacobians The Jacobian matrix is the inverse matrix of i.e., Because (and similarly for dy) This makes sense because Jacobians measure the relative areas of dxdy and dudv, i.e So

Simple 2D Example Area of circle A= r

Harder 2D Example where R is this region of the xy plane, which maps to R’ here 1 4 8 9

An Important 2D Example Evaluate First consider Put as a -a a -a

3D Jacobian maps volumes (consisting of small cubes of volume ........to small cubes of volume Where

3D Example Transformation of volume elements between Cartesian and spherical polar coordinate systems (see Lecture 4)