21. Multiple Integrals in Curvilinear Coordinates

d. Integrating in 2D Curvilinear Coordinates

1. Grid Cells

The Polar coordinate system is the most common curvilinear coordinate system in 2D, but there are many others. Several of their coordinate grids are shown below.

Polar Coordinates
This is the standard polar coordinate system consisting of concentric
      circles and radial lines.
Bipolar Coordinates
This is the bipolar coordinate system consisting circles around 2
    points and arcs going from one circle to the other, always perpendicular
    to each circle.
Hyperbolic Coordinates
This is the hyperbolic coordinate system consisting hyperbolas opening
    left and right and hyperbolas opening up and down. We only see the first
    quadrant.
Elliptic Polar Coordinates
This is the elliptic polar coordinate system consisting of concentric
    ellipses and radial lines.
Elliptic Hyperbolic Coordinates
This is the elliptic hyperbolic coordinate system consisting of
    concentric ellipses with their principal axis along the x axis and
    hyperbolas which are always perpendicular to the ellipses.
Parabolic Coordinates
This is the parabolic coordinate system consisting of two sets of
    parabolas, one opening upward and one opening downward. The two sets are
    always perpendicular to each other.

We know how to integrate in polar coordinates. We would like to know how to integrate in other 2D coordinate systems as well. Throughout, we will use polar coordinates as a concrete example.

Coordinate System

To specify a coordinate system, we need to give the position \((x,y)\) as a function of the curvilinear coordinates.

Polar coordinates are given in components by \[ x=r\cos\theta \qquad y=r\sin\theta \] or as a single vector equation for the position: \[ (x,y)=\vec{R}(r,\theta)=\left\langle r\cos\theta,r\sin\theta\right\rangle \] Once we specify the values of \(r\) and \(\theta\), we know the rectangular coordinates \(x\) and \(y\).

General curvilinear coordinates are given in components by: \[ x=x(u,v) \qquad y=y(u,v) \] or as a single vector equation for the position: \[ (x,y)=\vec{R}(u,v)=\left\langle x(u,v),y(u,v)\right\rangle \] Once we specify the values of \(u\) and \(v\), we know the rectangular coordinates \(x\) and \(y\).

Coordinate Grid and Coordinate Curves

Here is a piece of the polar coordinate grid and of a general curvilinear coordinate grid:

The plot shows the first quadrant of the polar coordinate system. Two
  circles are labeled r = r sub 0 and r = r sub 0 + Delta r. Two radial
  lines are labeled theta = theta sub 0 and theta = theta sub 0 + Delta theta.
  They form the outline of a curved rectangle.The plot shows two sets of intersecting curves called the general
  curvilinear coordinate system. The first set are
  decreasing and bending down, two of which are labeled  u = u sub 0 and
  u = u sub 0 + Delta u. The second set are increasing and bending down, two
  of which are labeled v = v sub 0 and v = v sub 0 + Delta v.
  They form the outline of a curved rectangle.

There are two families of coordinate curves that define the edges of a grid cell (or coordinate box) in 2D.

In polar coordinates, the radial lines (blue) are called \(r\)-curves because \(r\) is changing, while the circles (red) are called \(\theta\)-curves because \(\theta\) is changing.
  The \(r\)-curve with \(\theta=\theta_0\) is \(\vec{R}(r,\theta_0)=(r\cos\theta_0,r\sin\theta_0)\) with \(r\) as the parameter.
  The \(\theta\)-curve with \(r=r_0\) is \(\vec{R}(r_0,\theta)=(r_0\cos\theta,r_0\sin\theta)\) with \(\theta\) as the parameter.

In the general curvilinear coordinates, there are: \(u\)-curves (blue) on which \(u\) is changing and \(v\)-curves (red) on which \(v\) is changing.
  The \(u\)-curve with \(v=v_0\) is \(\vec{R}(u,v_0)=(x(u,v_0),y(u,v_0))\) with \(u\) as the parameter.
  The \(v\)-curve with \(u=u_0\) is \(\vec{R}(u_0,v)=(x(u_0,v),y(u_0,v))\) with \(v\) as the parameter.

Coordinate Tangent Vectors

For a parametric curve \(\vec{r}(t)=(x(t),y(t))\), the velocity or tangent vector is \(\vec{v}=\dfrac{d\vec{r}}{dt} =\left\langle \dfrac{dx}{dt},\dfrac{dy}{dt}\right\rangle\), i.e. we differentiate the position with respect to the parameter. If we need to specify the choice of parameter, we would write \(\vec{v}_t=\dfrac{d\vec{r}}{dt}\). When dealing with a curvilinear coordinate system, the tangent vectors to the coordinate curves no longer have the interpretation as velocity. Further, for a coordinate system, we no longer want to use the letter \(v\) for the tangent vector, first because it is not a velocity and second because we are using \(v\) as one of the coordinates \((u,v)\). So from now on we write \(\vec{e}_t=\dfrac{d\vec{r}}{dt}\) for the tangent vector to a curve \(\vec{r}(t)\).

When dealing with a curvilinear coordinate system, the tangent vector along each coordinate curve is found by differentiating with respect to its parameter. Since the other coordinate is held fixed, these are partial derivatives.

For polar cordinates, \(\vec{R}(r,\theta)=\left\langle r\cos\theta,r\sin\theta\right\rangle\) the coordinate tangent vectors are: \[ \vec{e}_r=\dfrac{\partial\vec{R}}{\partial r} =\left\langle\cos\theta,\sin\theta\right\rangle \quad \text{and} \quad \vec{e}_\theta=\dfrac{\partial\vec{R}}{\partial\theta} =\left\langle-r\sin\theta,r\cos\theta\right\rangle \] Here, \(\vec e_r\) is the tangent vector to an \(r\)-curve found by holding \(\theta\) fixed and \(\vec e_\theta\) is the tangent vector to a \(\theta\)-curve is found by holding \(r\) fixed at \(r=r_0\).

For general curvilinear coordinates, the coordinate tangent vectors, are: \[ \vec{e}_u=\dfrac{\partial \vec{R}}{\partial u} =\left\langle \dfrac{\partial x}{\partial u},\dfrac{\partial y}{\partial u}\right\rangle \quad \text{and} \quad \vec{e}_v=\dfrac{\partial \vec{R}}{\partial v} =\left\langle \dfrac{\partial x}{\partial v},\dfrac{\partial y}{\partial v}\right\rangle \] Here, \(\vec e_u\) is the tangent vector to a \(u\)-curve found by holding \(v\) fixed and \(\vec e_v\) is the tangent vector to a \(v\)-curve is found by holding \(u\) fixed.

The coordinate tangent vectors are added to the coordinate grid plots below at the point \((r_0,\theta_0)\) for the polar plot and at \((u_0,v_0)\) for the general curvilinear plot.

The plot shows the first quadrant of the polar coordinate system as above.
  There is a solid dot at the intersection of the curves r = r sub 0 and
  theta = theta sub 0. There are two vectors coming out of this dot. One is
  tangent to curve theta = theta sub 0 and labeled e sub r. The other is
  tangent to curve r = r sub 0 and labeled e sub theta.The plot shows the general curvilinear coordinate system as above.
  There is a solid dot at the intersection of the curves u = u sub 0 and
  v = v sub 0. There are two vectors coming out of this dot. One is
  tangent to curve v = v sub 0 and labeled e sub u. The other is
  tangent to curve u = u sub 0 and labeled e sub v.

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