本文旨在加深对重积分换元法的理解.
〇、前置知识
行列式的几何意义
设方阵 A = ( α 1 , α 2 , ⋯ , α n ) = ( a 11 a 12 … a 1 n a 21 a 22 … a 2 n ⋮ ⋮ ⋮ a n 1 a n 2 … a n n ) A=(\pmb \alpha_1,\pmb \alpha_2,\cdots,\pmb \alpha_n)=\begin{pmatrix} a_{11} & a_{12} & \ldots & a_{1n} \\ a_{21} & a_{22} & \ldots & a_{2n} \\ \vdots & \vdots & & \vdots \\ a_{n1} & a_{n2} & \ldots & a_{nn} \end{pmatrix} A=(ααα1,ααα2,⋯,αααn)=⎝⎜⎜⎜⎛a11a21⋮an1a12a22⋮an2………a1na2n⋮ann⎠⎟⎟⎟⎞ ，
则 ∣ A ∣ |A| ∣A∣ 的几何意义为向量 α 1 , α 2 , ⋯ , α n \pmb \alpha_1,\pmb \alpha_2,\cdots,\pmb \alpha_n ααα1,ααα2,⋯,αααn 所确定的几何体的体积， ∣ A ∣ |A| ∣A∣ 的正负与向量的排列顺序有关.
一、定积分的换元法
做变换 x = x ( t ) , ⇒ d x = x ′ ( t ) d t x=x(t),\Rightarrow \mathrm{d}x=x'(t)\mathrm{d}t x=x(t),⇒dx=x′(t)dt .
于是
∫
a
b
f
(
x
)
d
x
=
∫
α
β
f
[
x
(
t
)
]
x
′
(
t
)
d
t
.
\int_a^b f(x)\mathrm{d}x\ =\ \int_{\alpha}^{\beta}f[x(t)]x'(t)\mathrm{d}t.
∫abf(x)dx = ∫αβf[x(t)]x′(t)dt.
可见，无论 x = x ( t ) x=x(t) x=x(t) 是哪种变换， d x dx dx 到 d t dt dt 的变换总是线性的. 类似地，重积分换元法中微分的变换同样是线性的.
二、二重积分的换元法
做变换 { x = x ( u , v ) , y = y ( u , v ) , \begin{cases}x=x\left( u,v\right), \\ y=y\left( u,v\right) ,\end{cases} {x=x(u,v),y=y(u,v), 则 { d x = ∂ x ∂ u d u + ∂ x ∂ v d υ , d y = ∂ y ∂ u d u + ∂ y ∂ v d v . \begin{cases}dx=\dfrac{\partial x}{\partial u}du+\dfrac{\partial x}{\partial v}d\upsilon, \\ dy=\dfrac{\partial y}{\partial u}du+\dfrac{\partial y}{\partial v}dv. \end{cases} ⎩⎪⎨⎪⎧dx=∂u∂xdu+∂v∂xdυ,dy=∂u∂ydu+∂v∂ydv.
d x , d y , d u , d v dx,dy,du,dv dx,dy,du,dv 是有方向的，本质上说应该是矢量，于是方程组可化为 ( d x d y ) = ( d u d v ) ( ∂ x ∂ u ∂ y ∂ u ∂ x ∂ v ∂ y ∂ v ) \begin{pmatrix} d\pmb x & d\pmb y \end{pmatrix}=\begin{pmatrix} d\pmb u & d\pmb v \end{pmatrix}\begin{pmatrix} \dfrac{\partial x}{\partial u} & \dfrac{\partial y}{\partial u} \\ \dfrac{\partial x}{\partial v} & \dfrac{\partial y}{\partial v } \end{pmatrix} (dxxxdyyy)=(duuudvvv)⎝⎜⎛∂u∂x∂v∂x∂u∂y∂v∂y⎠⎟⎞ .
不难发现
- 基 ( d x d y ) \begin{pmatrix} d\pmb x & d\pmb y \end{pmatrix} (dxxxdyyy) 下的向量 e i = ( 1 0 ) \pmb e_i =\begin{pmatrix} 1 \\ 0 \end{pmatrix} eeei=(10) 对应基 ( d u d v ) \begin{pmatrix} d\pmb u & d\pmb v \end{pmatrix} (duuudvvv) 下的 α = ( ∂ x ∂ u ∂ x ∂ v ) \pmb\alpha=\begin{pmatrix} \dfrac{\partial x}{\partial u} \\ \dfrac{\partial x}{\partial v} \end{pmatrix} ααα=⎝⎜⎛∂u∂x∂v∂x⎠⎟⎞ .
- 基 ( d x d y ) \begin{pmatrix} d\pmb x & d\pmb y \end{pmatrix} (dxxxdyyy) 下的向量 e j = ( 0 1 ) \pmb e_j=\begin{pmatrix} 0 \\ 1 \end{pmatrix} eeej=(01) 对应基 ( d u d v ) \begin{pmatrix} d\pmb u & d\pmb v \end{pmatrix} (duuudvvv) 下的 β = ( ∂ y ∂ u ∂ y ∂ v ) \pmb \beta= \begin{pmatrix} \dfrac{\partial y}{\partial u} \\ \dfrac{\partial y}{\partial v } \end{pmatrix} βββ=⎝⎜⎛∂u∂y∂v∂y⎠⎟⎞ .
可见基 ( d x d y ) \begin{pmatrix} d\pmb x & d\pmb y \end{pmatrix} (dxxxdyyy) 下的单位面积对应基 ( d u d v ) \begin{pmatrix} d\pmb u & d\pmb v \end{pmatrix} (duuudvvv) 下 α , β \pmb \alpha,\pmb \beta ααα,βββ 围成的面积.
令 J = ∣ α , β ∣ = ∣ ∂ x ∂ u ∂ x ∂ v ∂ y ∂ u ∂ y ∂ v ∣ J=|\pmb \alpha,\pmb \beta|=\begin{vmatrix} \dfrac{\partial x}{\partial u} & \dfrac{\partial x}{\partial v} \\ \dfrac{\partial y}{\partial u} & \dfrac{\partial y}{\partial v } \end{vmatrix} J=∣ααα,βββ∣=∣∣∣∣∣∣∣∂u∂x∂u∂y∂v∂x∂v∂y∣∣∣∣∣∣∣ ， d x d y = ∣ J ∣ d u d v dxdy=|J|dudv dxdy=∣J∣dudv .
于是二重积分的换元法为
∬
D
f
(
x
,
y
)
d
x
d
y
=
∬
D
′
f
(
x
(
u
,
v
)
,
y
(
u
,
v
)
)
∣
J
∣
d
u
d
v
.
\underset{D}{\iint}f(x,y)dxdy=\underset{D'}{\iint}f(x(u,v),y(u,v))\left|J\right|dudv.
D∬f(x,y)dxdy=D′∬f(x(u,v),y(u,v))∣J∣dudv.
为什么是 ∣ J ∣ |J| ∣J∣ 而不是 J J J 呢？因为二重积分中的面积没有方向的概念，这不像定积分中的上下限本身就规定了方向.
- 对于极坐标变换
{
x
=
ρ
cos
θ
,
y
=
ρ
sin
θ
\begin{cases}x=\rho\cos \theta,\\y=\rho\sin\theta\end{cases}
{x=ρcosθ,y=ρsinθ ，
J
=
∂
(
x
,
y
)
∂
(
ρ
,
θ
)
=
∣
cos
θ
−
ρ
sin
θ
sin
θ
ρ
cos
θ
∣
=
ρ
J=\dfrac{\partial(x,y)}{\partial(\rho,\theta)}=\left|\begin{array}{cc}\cos \theta & -\rho\sin \theta\\ \sin \theta & \rho\cos\theta\\ \end{array}\right|=\rho
J=∂(ρ,θ)∂(x,y)=∣∣∣∣cosθsinθ−ρsinθρcosθ∣∣∣∣=ρ ，
因此 d x d y = ρ d ρ d θ dxdy=\rho d\rho d\theta dxdy=ρdρdθ .
三、三重积分的换元法
做变换 { x = x ( u , v , w ) , y = y ( u , v , w ) , z = z ( u , v , w ) , \begin{cases}x=x(u,v,w),\\y=y(u,v,w),\\ z=z(u,v,w),\end{cases} ⎩⎪⎨⎪⎧x=x(u,v,w),y=y(u,v,w),z=z(u,v,w), 则 { d x = ∂ x ∂ u d u + ∂ x ∂ v d v + ∂ x ∂ w d w , d y = ∂ y ∂ u d u + ∂ y ∂ v d v + ∂ y ∂ w d w , d z = ∂ z ∂ u d u + ∂ z ∂ v d v + ∂ z ∂ w d w . \begin{cases}dx=\dfrac{\partial x}{\partial u}du+\dfrac{\partial x }{\partial v}dv+\dfrac{\partial x}{\partial w}dw,\\ dy=\dfrac{\partial y}{\partial u}du+\dfrac{\partial y}{\partial v}dv+\dfrac{\partial y}{\partial w}dw,\\ dz=\dfrac{\partial z}{\partial u}du+\dfrac{\partial z}{\partial v}dv+\dfrac{\partial z}{\partial w}dw.\end{cases} ⎩⎪⎪⎪⎪⎨⎪⎪⎪⎪⎧dx=∂u∂xdu+∂v∂xdv+∂w∂xdw,dy=∂u∂ydu+∂v∂ydv+∂w∂ydw,dz=∂u∂zdu+∂v∂zdv+∂w∂zdw.
类似二重积分换元，方程组可化为 ( d x d y d z ) = ( d u d v d w ) ( ∂ x ∂ u ∂ y ∂ u ∂ z ∂ u ∂ x ∂ v ∂ y ∂ v ∂ z ∂ v ∂ x ∂ w ∂ y ∂ w ∂ z ∂ w ) \begin{pmatrix} d\pmb x & d\pmb y & d\pmb z \end{pmatrix}=\begin{pmatrix} d\pmb u & d\pmb v & d\pmb w \end{pmatrix}\begin{pmatrix} \dfrac{\partial x}{\partial u} & \dfrac{\partial y}{\partial u} & \dfrac{\partial z}{\partial u} \\ \dfrac{\partial x}{\partial v} & \dfrac{\partial y}{\partial v } & \dfrac{\partial z}{\partial v} \\ \dfrac{\partial x}{\partial w} & \dfrac{\partial y}{\partial w } & \dfrac{\partial z}{\partial w} \end{pmatrix} (dxxxdyyydzzz)=(duuudvvvdwww)⎝⎜⎜⎜⎜⎛∂u∂x∂v∂x∂w∂x∂u∂y∂v∂y∂w∂y∂u∂z∂v∂z∂w∂z⎠⎟⎟⎟⎟⎞ .
不难发现
- 基 ( d x d y d z ) \begin{pmatrix} d\pmb x & d\pmb y &d\pmb z \end{pmatrix} (dxxxdyyydzzz) 下的向量 e i = ( 1 0 0 ) \pmb e_i =\begin{pmatrix} 1 \\ 0 \\ 0 \end{pmatrix} eeei=⎝⎛100⎠⎞ 对应基 ( d u d v d w ) \begin{pmatrix} d\pmb u & d\pmb v & d\pmb w \end{pmatrix} (duuudvvvdwww) 下的 α = ( ∂ x ∂ u ∂ x ∂ v ∂ x ∂ w ) \pmb\alpha=\begin{pmatrix} \dfrac{\partial x}{\partial u} \\ \dfrac{\partial x}{\partial v} \\ \dfrac{\partial x}{\partial w} \end{pmatrix} ααα=⎝⎜⎜⎜⎜⎛∂u∂x∂v∂x∂w∂x⎠⎟⎟⎟⎟⎞ .
- 基 ( d x d y d z ) \begin{pmatrix} d\pmb x & d\pmb y &d\pmb z \end{pmatrix} (dxxxdyyydzzz) 下的向量 e j = ( 0 1 0 ) \pmb e_j=\begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix} eeej=⎝⎛010⎠⎞ 对应基 ( d u d v d w ) \begin{pmatrix} d\pmb u & d\pmb v & d\pmb w \end{pmatrix} (duuudvvvdwww) 下的 β = ( ∂ y ∂ u ∂ y ∂ v ∂ y ∂ w ) \pmb\beta=\begin{pmatrix} \dfrac{\partial y}{\partial u} \\ \dfrac{\partial y}{\partial v} \\ \dfrac{\partial y}{\partial w} \end{pmatrix} βββ=⎝⎜⎜⎜⎜⎛∂u∂y∂v∂y∂w∂y⎠⎟⎟⎟⎟⎞ .
- 基 ( d x d y d z ) \begin{pmatrix} d\pmb x & d\pmb y &d\pmb z \end{pmatrix} (dxxxdyyydzzz) 下的向量 e k = ( 0 0 1 ) \pmb e_k=\begin{pmatrix} 0 \\ 0 \\ 1 \end{pmatrix} eeek=⎝⎛001⎠⎞ 对应基 ( d u d v d w ) \begin{pmatrix} d\pmb u & d\pmb v & d\pmb w \end{pmatrix} (duuudvvvdwww) 下的 γ = ( ∂ z ∂ u ∂ z ∂ v ∂ z ∂ w ) \pmb\gamma=\begin{pmatrix} \dfrac{\partial z}{\partial u} \\ \dfrac{\partial z}{\partial v} \\ \dfrac{\partial z}{\partial w} \end{pmatrix} γγγ=⎝⎜⎜⎜⎜⎛∂u∂z∂v∂z∂w∂z⎠⎟⎟⎟⎟⎞ .
可见基 ( d x d y d z ) \begin{pmatrix} d\pmb x & d\pmb y &d\pmb z \end{pmatrix} (dxxxdyyydzzz) 下的单位体积对应基 ( d u d v d w ) \begin{pmatrix} d\pmb u & d\pmb v & d\pmb w \end{pmatrix} (duuudvvvdwww) 下 α , β , γ \pmb \alpha,\pmb \beta,\pmb \gamma ααα,βββ,γγγ 围成的体积.
令 J = ∣ α , β , γ ∣ = ∣ ∂ x ∂ u ∂ x ∂ v ∂ x ∂ w ∂ y ∂ u ∂ y ∂ v ∂ y ∂ w ∂ z ∂ u ∂ z ∂ v ∂ z ∂ w ∣ J=|\pmb \alpha,\pmb \beta,\pmb \gamma|=\begin{vmatrix} \dfrac{\partial x}{\partial u} & \dfrac{\partial x}{\partial v} & \dfrac{\partial x}{\partial w}\\ \dfrac{\partial y}{\partial u} & \dfrac{\partial y}{\partial v} & \dfrac{\partial y}{\partial w}\\ \dfrac{\partial z}{\partial u} & \dfrac{\partial z}{\partial v} & \dfrac{\partial z}{\partial w} \end{vmatrix} J=∣ααα,βββ,γγγ∣=∣∣∣∣∣∣∣∣∣∣∂u∂x∂u∂y∂u∂z∂v∂x∂v∂y∂v∂z∂w∂x∂w∂y∂w∂z∣∣∣∣∣∣∣∣∣∣ ， d x d y d z = ∣ J ∣ d u d v d w dxdydz=|J|dudvdw dxdydz=∣J∣dudvdw .
于是三重积分的换元法为
∭
Ω
f
(
x
,
y
,
z
)
d
x
d
y
=
∭
Ω
′
f
(
x
(
u
,
v
,
w
)
,
y
(
u
,
v
,
w
)
,
z
(
u
,
v
,
w
)
)
∣
J
∣
d
u
d
v
d
w
.
\underset{\Omega}{\iiint}f(x,y,z)dxdy=\underset{\Omega'}{\iiint}f(x(u,v,w),y(u,v,w),z(u,v,w))|J|dudvdw.
Ω∭f(x,y,z)dxdy=Ω′∭f(x(u,v,w),y(u,v,w),z(u,v,w))∣J∣dudvdw.
类似二重积分，重积分中的体积同样没有方向性，因此需乘 ∣ J ∣ |J| ∣J∣ 而非 J J J .
-
对于柱坐标变换 { x = ρ cos θ , y = ρ sin θ , z = z , \begin{cases}x=\rho\cos \theta,\\y=\rho\sin\theta,\\ z=z,\end{cases} ⎩⎪⎨⎪⎧x=ρcosθ,y=ρsinθ,z=z, J = ∂ ( x , y , z ) ∂ ( ρ , θ , z ) = ∣ cos θ − ρ sin θ 0 sin θ ρ cos θ 0 0 0 1 ∣ = ρ J=\dfrac{\partial(x,y,z)}{\partial(\rho,\theta,z)}=\left|\begin{array}{ccc}\cos \theta & -\rho\sin \theta&0\\ \sin \theta & \rho\cos\theta&0\\ 0&0&1\end{array}\right|=\rho J=∂(ρ,θ,z)∂(x,y,z)=∣∣∣∣∣∣cosθsinθ0−ρsinθρcosθ0001∣∣∣∣∣∣=ρ .
于是 d x d y d z = ρ d ρ d θ d z dxdydz=\rho d\rho d\theta dz dxdydz=ρdρdθdz . -
对于球坐标变换变换 { x = r sin φ cos θ , y = r sin φ sin θ , z = r cos φ , \begin{cases}x=r\sin\varphi\cos \theta,\\y=r\sin\varphi\sin\theta,\\ z=r\cos\varphi,\end{cases} ⎩⎪⎨⎪⎧x=rsinφcosθ,y=rsinφsinθ,z=rcosφ, J = ∂ ( x , y , z ) ∂ ( r , θ , φ ) = ∣ sin φ cos θ r cos φ cos θ − r sin φ sin θ sin φ sin θ r cos φ sin θ r sin φ cos θ cos φ − r sin φ 0 ∣ = r 2 sin φ J=\dfrac{\partial(x,y,z)}{\partial(r,\theta,\varphi)}=\left|\begin{array}{ccc}\sin\varphi\cos \theta & r\cos\varphi\cos \theta& -r\sin\varphi\sin \theta\\ \sin\varphi\sin\theta & r\cos\varphi\sin\theta&r\sin\varphi\cos\theta\\ \cos\varphi&-r\sin\varphi&0\end{array}\right|=r^2\sin \varphi J=∂(r,θ,φ)∂(x,y,z)=∣∣∣∣∣∣sinφcosθsinφsinθcosφrcosφcosθrcosφsinθ−rsinφ−rsinφsinθrsinφcosθ0∣∣∣∣∣∣=r2sinφ .
于是 d x d y d z = r 2 sin φ d r d φ d θ dxdydz=r^2\sin \varphi drd\varphi d\theta dxdydz=r2sinφdrdφdθ .
2139
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
