Week 8: Exercises#

Exercises – Long Day#

Note

The expression \(|\det{\pmb{J}_{\pmb{r}}(\pmb{u})}|\) is in mathematical literature often referred to as “the Jacobian”. This phrase is also often used for the Jacobian matrix, though. To avoid confusion, we will at DTU refer to \(|\det{\pmb{J}_{\pmb{r}}(\pmb{u})}|\) as “the Jacobian function”, although this is not a phrase you will see in literature outside of DTU. Alternatively, we might simply refer to it in full: “the absolute value of the determinant of the Jacobian matrix”.

1: Plane Integrals over Rectangles#

Question a#

Consider the region \(B=\left\lbrace (x,y) \bigm| 0\leq x\leq 2 \wedge -1\leq y\leq 0\right\rbrace\) in \(\mathbb{R}^2\). Calculate the plane integral

\[\begin{equation*} \int_B (x^2y^2+x) \mathrm{d}\pmb{x} \end{equation*}\]

using the formula for double integrals over (axis-parallel) rectangles.

Question b#

Let us calculate the plane integral from above one more time, but now in a manner that at first glance may appear more complicated. Use the change-of-variables theorem for integrals over \(\mathbb{R}^2\).

Question c#

Calculate the plane integral

\[\begin{equation*} \int_B \frac{y}{1+xy} \;\mathrm{d}\pmb{x}, \quad\text{where}\quad B=\left\lbrace (x,y) \mid 0\leq x\leq 1 \, \wedge \, 0\leq y\leq 1\right\rbrace. \end{equation*}\]

2: Polar Coordinates#

A function \(f:\mathbb{R}^2 \to \mathbb{R}\) is given by

\[\begin{equation*} f(x,y)=x^2-y^2. \end{equation*}\]

For a given point \(\pmb{x}=(x,y)\) in the plane, let \(r = \Vert \pmb{x} \Vert\) denote the distance from the point to the origin \((0,0)\). Also, let \(\theta\) denote the angle between the \(x\)-axis and the position vector to the point - for the sign of the angle \(\theta\), we define the positive angular orientation as counterclockwise (as usual). A set of points \(B\) contains all points that fulfill (in polar coordinates),

\[\begin{equation*} 0\leq r \leq a \, \text{ and } \, -\frac{\pi}{4} \leq \theta \leq \frac{\pi}{2}, \end{equation*}\]

where \(a\) is an arbitrary positive real number.

Question a#

Make a sketch of \(B\), and determine the area of \(B\), first using integration and then purely from elementary geometric considerations.

Question b#

Determine the plane integral \(\int_B f(x,y) \;\mathrm{d}\pmb{x}\).

3: Integration over Circular Ring Segment#

A function \(f:\mathbb{R}^2 \setminus \{(0,0)\} \to \mathbb{R}\) is given by

\[\begin{equation*} f(x,y) = \frac{x}{x^2+y^2}. \end{equation*}\]

A closed region \(B\) in the plane is shown on the following figure. The region is a segment of a circular ring centered at the origin.

../_images/d822f645ccd45d1864b9745474028cd5dee03bcd30c89e3ed12461c569187467.png

Question a#

Describe \(B\) by reading from the figure the radius \(r\) and the angle \(\theta\) (in radians). This corresponds to determining the integration limits in the following integrals. Then create an integral that calculates the area of \(B\). Finally carry out the calculating of the area of \(B\).

Question b#

Argue that \(f\) is Riemann integrable over \(B\). Determine the plane integral \(\int_B f(x,y) \;\mathrm{d}\pmb{x}\).

4: Plane Integral with Parametrization I#

In the \((x,y)\) plane we are given the point \(P_0=(1,2)\) and the set of points

\[\begin{equation*} C=\left\lbrace (x,y)\Big\vert \frac 32\leq y \leq \frac 52 \wedge 0\leq x\leq \frac 12 y^2\right\rbrace. \end{equation*}\]

Question a#

Make a preliminary sketch of \(C\) and provide a parameterization \(\pmb{r}(u,v)\) of \(C\) with appropriate intervals for \(u\) and \(v\), i.e., specify \(\Gamma\) such that \(\pmb{r}(\Gamma) = C\).

Justify that your chosen parameterization is injective - if it is not injective, then you must find a new one.

Question b#

Determine the two parameter values \(u_0\) and \(v_0\) such that \(\pmb{r}(u_0,v_0)=P_0\). Make an illustration of \(C\) (a hand-drawn sketch or a plot in Sympy) where you from \(P_0\) draw the tangent vectors \(\pmb{r}'_u(u_0,v_0)\) and \(\pmb{r}'_v(u_0,v_0)\). Determine the area of the parallelogram that is spanned by these tangentvectors (more on this in the Short Day Exercise 2: The Volume of a Parallelotope).

Question c#

Determine the Jacobian determinen that corresponds to \(\pmb{r}(u,v)\), and argue that the two column vectors that constitute the Jacobian matrix are linearly independent for all \((u,v) \in \Gamma\). Calculate the Jacobian determinant at the point \((u_0,v_0)\).

Question d#

Calculate the plane integral

\[\begin{equation*} \int_C \frac{1}{y^2+x} \mathrm{d}\pmb{x} \end{equation*}\]

using the change-of-variables theorem for integrals over \(\mathbb{R}^2\). You must argue that changing variables is a usable method for this case. Check your result with the theorem on axis-parallel regions.

5: The Plane Integral with Parametrization II#

We want to determine the plane integral

\[\begin{equation*} \int_B 2xy\,\mathrm{d} \pmb{x}, \end{equation*}\]

where \(B=\pmb{r}([0,1]^2)\) is given by the parametrization

\[\begin{equation*} \pmb{r}(u,v)=(u,v(1-u)),\;\text{where}\; u\in\left[ 0,1\right]\text{ and } v\in\left[ 0,1\right]. \end{equation*}\]

Follow the below steps.

Question a#

Describe the region \(B\) using inequalities (such as \(x+5y\ge 7\)). Then sketch \(B\).

Question b#

Determine the Jacobian determinant for the parametrization \(\pmb{r}(u,v)\). Is the Jacobian determinant different from zero on the interior of the parameter domain (this is a requirement for using the change-of-variables theorem)?

Question c#

Now determine the wanted integral.

6: A Triple Integral#

Calculate the triple integral

\[\begin{equation*} \displaystyle{\int_1^2\int_1^2\int_1^2 \frac{xy}{z} \mathrm dx\mathrm dy\mathrm dz.}\ \end{equation*}\]

7: An Indefinite Integral in the Plane#

Let \(B\) be the unit square \([0,1]^2\). We will in this exercise investigate the indefinite plane integral:

\[\begin{equation*} I = \int_B \frac{1}{x_2-x_1-1} \mathrm{d}\pmb{x}. \end{equation*}\]

The integrand \(f(x_1,x_2)=\frac{1}{x_2-x_1-1}\) is not Riemann integrable over \(B\), since \(f\) is not defined at the point \((x_1,x_2)=(0,1)\). We wish to find out whether it is still possible to give the integral a value by considering limits.

Question a#

Find those points in the \((x,y)\) plane where \(f(x_1,x_2)\) is not defined. Find the range of \(f\) as a function on \(B \setminus \{(0,1)\}\).

Question b#

Let \(B_a = [a,1] \times [0,1]\) for a fixed \(a \in [0,1]\). Make a sketch of \(B_a\) and create a parametrization of \(B_a\). Determine the Jacobian determinant of the parametrization.

Question c#

Calculate the Riemann integral

\[\begin{equation*} I_a := \int_{B_a} \frac{1}{x_2-x_1-1} \mathrm{d}\pmb{x} \end{equation*}\]

for every \(a \in ]0,1]\).

Question d#

Calculate the limit of \(I_a\) for \(a \to 0\).

Question e#

Let \(B_b = [0,1] \times [0,b]\). Define \(I_b := \int_{B_b} \frac{1}{x_2-x_1-1} \mathrm{d}\pmb{x} \). Find \(\lim_{b \to 1} I_b\). Compare with the above.

Exercises – Short Day#

1: Parametrized Spatial Region#

A region \(B\) in \((x,y,z)\) space is given by the parametric representation

\[\begin{equation*} \pmb{r}(u,v,w)=\big(\frac{1}{2}u^2-v^2,-uv,w\big),\quad u\in \left[ 0,2\right],v\in \left[ 0,2\right],w\in \left[ 0,2\right]. \end{equation*}\]

Question a#

In \(B\) we are given the point

\[\begin{equation*} \pmb{x}_0=\pmb{r}(1,1,1). \end{equation*}\]

Find \(\pmb{x}_0\). When placed at \(\pmb{x}_0\), the tangent vectors \(\pmb{r}_u'(1,1,1),\pmb{r}_v'(1,1,1)\) and \(\pmb{r}_w'(1,1,1)\) span a parallelepiped \(P\), see Exercise 2: The Volume of a Parallelotope. Determine the volume of this parallelepiped. It would be good training to illustrate this with Sympy.

Question b#

Determine the absolute value of the Jacobian determinant corresponding to \(\pmb{r}\). Evaluate it at \(\pmb{x}_0\).

Question c#

Calculate the volume of \(B\).

2: The Volume of a Parallelotope#

A parallelotope \(P\) in \(\mathbb{R}^n\) “spanned by” the vectors \(\pmb{a}_1, \pmb{a}_2, \dots, \pmb{a}_n\) is defined by:

\[\begin{equation*} P = \left\{ \pmb{y} \in \mathbb{R}^n \mid \, \pmb{y} = A\pmb{x}, \quad \text{where } x_i \in [0,1] \text{ for }$i=1,2,\dots, n$ \right\}, \end{equation*}\]

where \(A = [\pmb{a}_1 | \pmb{a}_2 | \cdots | \pmb{a}_n]\) is the \(n \times n\) matrix whose \(i\)’th column is \(\pmb{a}_i\). This set of points can in short-hand notation be written as \(P=A([0,1]^n)\).

It can be shown with tools solely from Mathematics 1a (in particular the characterization of the determinant) that the \(n\)-dimensional volume of \(P\) is:

\[\begin{equation*} \mathrm{vol}_n(P) = |\mathrm{det}(A)|. \end{equation*}\]

(For the interested student, such a proof can be found here https://textbooks.math.gatech.edu/ila/determinants-volumes.html)

In \(\mathbb{R}^2\), a parallelotope is the well-known pallelogram, and \(\mathrm{vol}_n(P)\) is then the area of \(P\), while it in \(\mathbb{R}^3\) becomes a parallelepiped with a volume.

Question a#

Show that \(\mathrm{vol}_n(P) = |\mathrm{det}(A)|\) using the change-of-variables theorem for integrals over \(\mathbb{R}^n\).

In the rest of this exercise we want to investigate the proposition \(\mathrm{vol}_n(P) = |\mathrm{det}(A)|\) without use of integration techniques.

Question b#

Let \(n=2\). Choose two linearly independent vectors \(\pmb{a}_1, \pmb{a}_2\) in \(\mathbb{R}^2\). It might be smart to choose \(\pmb{a}_1 \in \mathrm{span}(\pmb{e}_1)\). Calculate (using elementary geometric considerations) the area of the parallelogram “spanned by” the two vectors. Also calculate \(|\mathrm{det}(A)|\) and compare the results.

Question c#

Let \(n=2\), and now let \(\pmb{a}_1, \pmb{a}_2\) be arbitrary but linearly independent vectors in \(\mathbb{R}^2\). Can you prove the formula \(\mathrm{area}(P) = |\mathrm{det}(A)|\), where \(P\) is the parallelogram “spanned by” the two vectors? You may assume (why?) that \(\pmb{a}_1 \in \mathrm{span}(\pmb{e}_1)\), if this helps in your argumentation.

Question d#

Let \(n=3\). Choose three linearly independent vectors \(\pmb{a}_1, \pmb{a}_2, \pmb{a}_3\) in \(\mathbb{R}^3\). It can be smart to choose \(\pmb{a}_1, \pmb{a}_2 \in \mathrm{span}(\pmb{e}_1, \pmb{e}_2)\). Calculate (using elementary geometric considerations) the volume of the parallelepiped “spanned by” the three vectors. Also calculate \(|\mathrm{det}(A)|\) and compare the two results.

Question e (Extra, can Wait Until After the Exercises of the Day)#

Let \(n=3\), and now let \(\pmb{a}_1, \pmb{a}_2, \pmb{a}_3\) be arbitrary but linearly independent vectors in \(\mathbb{R}^3\). Can you prove the formula \(\mathrm{areal}(P) = |\mathrm{det}(A)|\), where \(P\) is the parallelepiped “spanned by” the three vectors? You may assume (why?) that \(\pmb{a}_1, \pmb{a}_2 \in \mathrm{span}(\pmb{e}_1, \pmb{e}_2)\), if that helps your argumentation.

3: Mass Distributions in the \((x,y)\) Plane#

Consider the sets of points in \(\mathbb{R}^2\) given by:

\[\begin{equation*} B=\left\lbrace (x,y) \in \mathbb{R}^2 \;\Big\vert \; 1\leq x\leq 2 \, \wedge \, 0\leq y\leq x^3\right\rbrace, \end{equation*}\]

and consider (again)

\[\begin{equation*} C=\left\lbrace (x,y) \in \mathbb{R}^2 \;\Big\vert \; \frac 32\leq y \leq \frac 52 \wedge 0\leq x\leq \frac 12 y^2\right\rbrace. \end{equation*}\]

We will think of \(f(x,y)\) as a function that expresses the mass density at the point \((x,y)\) (so, with units such as \(\mathrm{kg/m^2}\)).

Question a#

Assume that the mass density is constant, \(f(x,y)=1\) for \((x,y)\in B\). Determine the mass and centre of mass of \(B\).

Question b#

Assume that the mass density is \(f(x,y)=x^2\) for \((x,y)\in B\). Determine the mass and the centre of mass of \(B\).

Question c#

Assume that the mass density is constant \(f(x,y)=1\) for \((x,y)\in C\). Determine the mass and the centre of mass of \(C\).

Question d#

Assume that the mass density is \(f(x,y)=x^2\) for \((x,y)\in C\). Determine the mass and the centre of mass of \(C\).

4: Spherical Regions in 3D Space#

Consider the spatial region \(\pmb{r}(\Gamma)\) given by

\[\begin{equation*} \pmb{r}(u,v,w)=\big(u\sin(v)\cos(w),u\sin(v)\sin(w),u\cos(v)\big), \quad (u,v,w) \in \Gamma, \end{equation*}\]

where \(\Gamma = [a,b] \times [c,d] \times [e,f] \subset [0, \infty[ \times [0,\pi] \times [0,2\pi]\). Meaning, we are dealing with the following parameter values: \(u\in [a,b],v\in [c,d],w\in [e,f]\).

Question a#

What do the parameters represent?

Question b#

Let \(A\) be the region that is determined by the choice:

\[\begin{equation*} a=1,b=3,c=\frac{\pi}{4},d=\frac{\pi}{3},e=0,f=\frac{3\pi}{4}, \end{equation*}\]

and let \(B\) be the region determined by the choice:

\[\begin{equation*} a=2,b=4,c=\frac{\pi}{4},d=\frac{\pi}{2},e=-\frac{\pi}{4},f=\frac{\pi}{4}. \end{equation*}\]

Describe in words each of the regions \(A\), \(B\) and \(A\cap B\), and calculate their volumes.

Question c#

Let \(\boldsymbol x=(x_1,x_2,x_3)\). Calculate all of the integrals

\[\begin{equation*} \int_A x_1 \, \mathrm{d}\pmb{x}, \quad \int_Bx_1 \, \mathrm{d}\pmb{x} \quad \text{and} \quad \int_{A\cap B}x_1 \, \mathrm{d}\pmb{x}. \end{equation*}\]