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. By Hand#

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

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

2: Polar Coordinates. By Hand#

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. 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: 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.

4: Plane Integral with Parametrization I. By Hand#

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 \(\pmb{r}(u,v)\) for \(C\) with appropriate intervals for \(u\) and \(v\), i.e., specify \(\Gamma\) such that \(\pmb{r}(\Gamma) = C\). Justify that the chosen parameterization is injective (if the chosen parameterization is not injective, 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 \(C\) (both a sketch by hand and a plot in Sympy are fine) 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, see according to Exercise 3: 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

\[\begin{equation*} \int_B 2xy\,\mathrm{d} \pmb{x} \quad\text{hvor}\quad B=\pmb{r}([0,1]^2), \end{equation*}\]

given by the parametrization

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

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: Partial Integration and Integration by Substitution in Two Variables#

Question a#

Determine \(\displaystyle{\int_0^{\frac{\pi}{2}}\left(\int_0^{\frac{\pi}{2}} u\cos(u+v)\mathrm{d}u\right)\mathrm{d}v.}\)

Question b#

Determine \(\displaystyle{\int_0^1\left(\int_0^1 \frac{v}{(uv+1)^2}\mathrm{d}u\right)\mathrm{d}v.}\)


Exercises – Short Day#

1: Parametrized Spatial Region. By Hand.#

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 3: 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: 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 \(C\).

3: 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 \(\symbols x=(x_1,x_2,x_3)\). Calculate all of the integrals

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

4: An Indefinite Integral in the Plane#

Let \(B\) be the unit square \([0,1]^2\). We will 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.