Multiple Integrals & Coordinate Systems

Jacobian determinant

/ yuh-KOH-bee-uhn /

When a change of coordinates bends and stretches the plane, a tiny square in the new coordinates does not map to a tiny square of the same size in the old ones — it maps to a tiny tilted parallelogram, larger or smaller. The Jacobian determinant is the single number that tells you the local area-scaling factor of that distortion at each point. In one dimension it is just the derivative dx/du; in two or more it is the determinant of the matrix of all the first partial derivatives.

For a map sending (u, v) to (x(u, v), y(u, v)), the Jacobian matrix is the 2-by-2 array of partials [x_u, x_v; y_u, y_v], and the Jacobian determinant J is x_u times y_v minus x_v times y_u. Geometrically, the two columns of that matrix are the image vectors of the unit steps in u and in v; the absolute value of their determinant is the area of the parallelogram they span — exactly the factor by which a unit uv-area is rescaled into xy-area. In three dimensions it is a 3-by-3 determinant whose absolute value gives the volume-scaling factor. The sign of J records whether the map preserves or flips orientation; for integration you take its absolute value.

The Jacobian is the workhorse of the change-of-variables theorem: dA in old coordinates equals the absolute value of J times the new-coordinate area element, and likewise for dV. This is the source of the r in polar coordinates (J = r), the r in cylindrical (J = r), and the rho^2 sin(phi) in spherical (J = rho^2 sin(phi)). It also appears in probability (transforming densities of random variables), in mechanics (changing configuration variables), and in the inverse function theorem, where a non-zero Jacobian at a point certifies that the map is locally invertible there. A useful shortcut: the Jacobian of an inverse map is the reciprocal of the original Jacobian, so you can compute whichever direction is easier.

For x = r cos(theta), y = r sin(theta): x_r = cos(theta), x_theta = -r sin(theta), y_r = sin(theta), y_theta = r cos(theta). So J = det[cos(theta), -r sin(theta); sin(theta), r cos(theta)] = r cos^2(theta) + r sin^2(theta) = r.

Computing the 2-by-2 determinant of the partials recovers the polar area factor r from scratch.

Watch which direction you differentiate. The factor in the integral is the Jacobian of old coordinates with respect to new (e.g. of (x, y) with respect to (r, theta)). Using the reciprocal by mistake inverts the area factor.

Also called
Jacobian雅可比雅可比行列式