Change of variables formula for multiple integrals
Change of variables formula (one standard Riemann form): Let U,V⊆RnU,V\subseteq\mathbb{R}^nU,V⊆Rn be open and let Φ:U→V\Phi:U\to VΦ:U→V be a C1C^1C1 diffeomorphism . Let E⊆UE\subseteq UE⊆U be a set such that EEE and Φ(E)\Phi(E)Φ(E) are “nice” for Riemann integration (e.g., bounded with boundary of measure zero ). If fff is Riemann integrable on Φ(E)\Phi(E)Φ(E), then f∘Φ⋅∣detDΦ∣f\circ \Phi\cdot |\det D\Phi|f∘Φ⋅∣detDΦ∣ is Riemann integrable on EEE and ∫Φ(E)f(x) dx=∫Ef(Φ(u)) ∣detDΦ(u)∣ du. \int_{\Phi(E)} f(x)\,dx = \int_E f(\Phi(u))\,\bigl|\det D\Phi(u)\bigr|\,du. ∫Φ(E)f(x)dx=∫Ef(Φ(u))detDΦ(u)du. ...