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Section 5.3 Integrating a two-form over a region in R2

Step 2: we define the integral of a two-form on UR2 along a closed bounded domain in U with a choice of orientation. The definition is in terms of standard double integrals from calculus. We show that the resulting integral is invariant under orientation-preserving reparametrizations, and changes sign under orientation-reversing reparametrizations. This is closely connected to the transformation formula for double integrals.

Subsection 5.3.1 The integral of a two-form over an oriented closed bounded region in R2

We define the integral of a two-form over an oriented closed bounded region in R2.

Definition 5.3.1. Integral of a two-form over an oriented closed bounded region in R2.

Let DR2 be a closed bounded region. Let (x,y) be coordinates on R2. The canonical (+) orientation on D is described by the ordered basis {e1,e2} for R2, with e1=(1,0) and e2=(0,1) the unit vectors pointing in the positive x- and y-directions. Let ω=f dxdy be a two-form on an open subset UR2 such that DU. Then, we define the integral of ω over D with canonical orientation as:

D+ω=Df dA,

where on the right-hand-side we mean the standard double integral from calculus of the function f over the region D. If D is given the opposite orientation, we define the integral of ω over D as:

Dω=Df dA.

Remark 5.3.2.

A bit of notation: we will always use double or triple integral signs to denote the standard double and triple integrals from calculus, while we will use only one integral sign when we are integrating a differential form.

It is probably worth recalling here how double integrals are defined, from your previous calculus course. If D is a rectangular domain, that is,

D={(x,y)R2 | x[a,b],y[c,d]},

then the double integral is defined as an iterated integral:

Df dA=cdabf dxdy.

The notation here means that the inner integral is an integral with respect to x (while keeping y fixed), while the outer integral is with respect to y. 1  We recall Fubini's theorem, which states that the order of integration does not matter:

cdabf dxdy=abcdf dydx,

that is, it does not matter whether you integrate in x first and then in y or the other way around.

Note that on the right-hand-side here there is no wedge product: this is not the integral of a two-form, it is an interated integral in x and y as you have seen in calculus. The inner integral is with respect to x (keeping y fixed), while the outer integral is with respect to y.

To integrate over a more general closed bounded region D, we proceed as follows. Since D is bounded, we can take it to be inside a rectangular region. We can then extend the function f to the rectangular region by setting it to zero everywhere outside D. The double integral over D is then defined to be the integral of the extended function over the rectangular region, which can be written as an iterated itegral as above.

There are two types of regions that give rise to nice iterated integrals. If D can be written as follows:

D={(x,y)R2 | x[a,b],u(x)yv(x)},

with u,v:RR continuous functions, we say that the region is x-supported (or of type I ). In this case, one can show that the double integral can be written as the following iterated integral:

Df dA=abu(x)v(x)f dydx,

where the inner integral is with respect to x (keeping y fixed), while the outer integral is with respect to y.

If instead D can be written as:

D={(x,y)R2 | y[c,d],u(y)xv(y)},

we say that D is y-supported (or of type II). The double integral is then the iterated integral:

Df dA=cdu(y)v(y)f dxdy,

with the inner integral being with respect to y (keeping x fixed), and the outer integral with respect to y.

Note that rectangular regions are particular cases of both x-supported and y-supported regions. If a region D is either x-supported or y-supported, we say that it is recursively supported. Most of the regions that we will deal with will be either recursively supported regions, or regions that can be expressed as unions of recursively supported regions.

Consider the two-form ω=xy dxdy on R2, and the closed bounded region

D={(x,y)R2 | 0x2,1y3},

equipped with the canonical orientation. Then

D+ω=Dxy dA=1302xy dxdy=13y[x22]x=0x=2 dy=213y dy=y2|13=8.

To evaluate the double integral, we used the standard procedure for evaluating double integrals over rectangular regions as iterated integrals, with the inner integral being with respect to x (keeping y constant), and the outer integral being with respect to y.

Consider the two-form ω=xey dxdy, and the region

D={(x,y)R2 | x[1,2],ln(x)yln(2x)}.

D is an x-supported region. The integral then reads:

D+ω=12ln(x)ln(2x)xey dydx=12x[ey]ln(x)ln(2x)dx=12(xeln(2x)xeln(x))dx=12(2x2x2)dx=12x2 dx=8313=73.

Remark 5.3.5.

It is worth pointing out here that Definition 5.3.1 is actually quite subtle. We defined the integral of the two-form ω=f dxdy over D+ as

D+f dxdy=Df dA,

where the right-hand-side is the standard double integral of a function in calculus. The subtelty is that the right-hand-side is not an oriented integral, while the left-hand-side is. Indeed, suppose for simplicity that D=[a,b]×[c,d] is a rectangular region, as in Example 5.3.3. Then, we can interpret the right-hand-side as an iterated integral:

Df dA=cdabf dxdy.

But then, by Fubini's theorem, we know that we can exchange the order of integration without issue. That is,

Df dA=cdabf dxdy=abcdf dydx.

At first sight, this may appear problematic, as one could be tempted to reinterpret the last integral as

D+f dydx,

but since dxdy=dydx, this would be minus the integral we started with! But this is incorrect. The subtlety is in the choice of orientation.

The key is that in Definition 5.3.1, we started by choosing coordinates (x,y) on R2, and then we wrote the one-form ω=f dxdy using the basic two-form dxdy in which the differentials dx and dy appear in the same order as the coordinates (x,y). This is important, as dydx=dxdy. So while we can exchange the order of the iterated integrals once we have written everything in terms of double integrals, when we write the integral in terms of differential forms, we must use the correct choice of basic two-form dxdy with the differentials appearing in the same order as the coordinates of R2. That's because integrals of two-forms are oriented, while double integrals of functions are not.

Note that there is nothing special about the variables x and y. We could name the coordinates of R2 anything. For instance, if we choose coordinates (u,v) on R2, then the integral of a two-form ω=f dudv over a region D is equal to the double integral of f over D (with a positive sign in front) when D is endowed with the canonical orientation described by the ordered basis {e1,e2}, with the basis vectors e1=(1,0) and e2=(0,1) pointing in the positive directions of the coordinates u and v respectively. 2 

In a more careful treatment, we would allow to write the two-form ω in terms of any basic two-form α. We would then define the orientation that is compatible with the basic two-form as corresponding to choices of oriented bases {u,v} such that α(u,v)>0. Our definition would then state that the integral of a two-form written in terms of this basic two-form over a region D with the compatible orientation would be given by the double integral of the function over that region, while the integral over the region with opposite orientation would be given by minus the double integral.

Subsection 5.3.2 Integrals of two-forms over regions in R2 are oriented and reparametrization-invariant

We already mentioned that integrals of two-forms oriented. Let us now be a little more precise, and show that, with our definition, integrals of two-forms are invariant under orientation-preserving reparametrizations, and change sign under orientation-reversing reparametrizations.

Let us first define what we mean by orientation-preserving and orientation-reversing reparametrizations. We state the definition in R2, but it naturally generalizes to Rn.

Definition 5.3.6. Orientation-preserving reparametrizations of regions in R2.

Let D1,D2R2 be recursively supported regions, 3  and ϕ:D2D1 a bijective function that can be extended to a C1-function on an open subset UR2 that contains D2. We assume that ϕ is invertible (except possibly on the boundary of D2), i.e. the determinant of its Jacobian detJϕ is non-zero on the interior of D2 (recall the definition of the Jacobian in Definition 4.7.5). We say that ϕ is an orientation-preserving reparametrization if detJϕ>0 for all points in the interior of D2, and that it is an orientation-reserving reparametrization if detJϕ<0 for all points in the interiori of D2.

We could extend the statement more generally to closed bounded regions by taking unions of recursively supported regions.

With this definition, we can now show that our theory of integration for two-forms over regions in R2 is oriented and reparametrization-invariant, our two guiding principles.

The key is to use Lemma 4.7.7 to calculate ϕω. Since we are pulling back a two-form ω on an open subset UR2, and that ϕ:VU with VR2, we can apply the result of Lemma 4.7.7. We write ω=f dxdy, and ϕ(u,v)=(x(u,v),y(u,v)). The jacobian of the transformation is

Jϕ=(xuxvyuyv).

Then Lemma 4.7.7 tells us that

ϕω=f(ϕ(u,v))(detJϕ) dudv.

This means that

D2ϕω=D2f(ϕ(u,v))(detJϕ) dudv.

Using our definition of integration in Definition 5.3.1, we know that

D1ω=D1f(x,y) dxdy,D2ϕω=D2f(ϕ(u,v))(detJϕ) dudv,

where on the right-hand-side of each equation we mean the double integral for the recursively supported regions D1 in the xy-plane and D2 in the uv-plane.

But recall from your previous calculus course that double integrals satisfy a “transformation formula”, or “change of variables formula”, which is the natural generalization of the substitution formula for definite integrals. The transformation formula states that

D1f(x,y) dxdy=D2f(ϕ(u,v))|detJϕ|dudv.

Note that there is now an absolute value around the determinant of the Jacobian. Thus, what this means is that if our transformation is such that detJϕ>0, then |detJϕ|=detJϕ, and

D1ω=D1f(x,y) dxdy=D2f(ϕ(u,v))(detJϕ) dudv=D2ϕω,

while if detJϕ<0, then |detJϕ|=detJϕ, and

D1ω=D1f(x,y) dxdy=D2f(ϕ(u,v))(detJϕ) dudv=D2ϕω.

This is the statement of the lemma: integrals of two-forms are oriented and reparametrization-invariant!

What is particularly nice with the proof of the lemma is that the transformation (or change of variables) formula for double integrals is simply the statement that integrals of two-forms over regions in R2 are invariant under orientation-preserving reparametrizations! Isn't that cool? It explains why the determinant of the Jacobian appears; it comes from pulling back the two-form under the change of variables.

The fact that double integrals involve the absolute value of the determinant of the Jacobian, while our integrals do not (and change signs under orientation-reversing reparametrizations), is also interesting. As alluded to above, the reason is that our integrals are oriented, while standard double integrals in calculus are not.

Consider the basic two-form ω=dxdy on R2. Let us define the following x-supported domain:

D={(x,y)R2 | x[1,1],1x2y1x2}.

It is easy to see that D is a closed disk of radius one centered at the origin. The integral of the basic two-form ω over D should give us the area of the disk, namely π. We calculate:

Dω=D dA=111x21x2 dydx=11(1x2+1x2) dx=2111x2 dx.

To evaluate this integral, we do a trigonometric substitution, x=sin(θ):

2111x2 dx=2π/2π/21sin2(θ)cos(θ) dθ=2π/2π/2cos2(θ) dθ=π/2π/2(1+cos(2θ)) dθ=(π2+π2)+12(sin(π)sin(π))=π.

We could have instead use a change of variables to evaluate this integral: polar coordinates. Define the map ϕ:R2R2 with

ϕ(r,θ)=(rcos(θ),rsin(θ)).

Then, if we define the region

D2={(r,θ)R2 | r[0,1],θ[0,2π]},

the map ϕ:D2D is bijective and invertible in the interior of D2. The determinant of the Jacobian is

detJϕ=det(cos(θ)rsin(θ)sin(θ)rcos(θ))=rcos2(θ)+rsin2(θ)=r,

which is positive for all points in the interior of D2. Thus ϕ is an orientation-preserving reparametrization, so the integral of the pullback ϕω=r drdθ over D2 should give us π again. Indeed, we get:

D2ϕω=02π01(detJϕ) drdθ=02π01r drdθ=1202πdθ=π.

Notice how easier the integral was! That's of course because polar coordinates are well suited for evaluating integrals over regions that have circular symmetry.

Exercises 5.3.3 Exercises

1.

Evaluate the integral of the two-form ω=1(1+x+y)2dxdy over the rectangular region

D={(x,y)R2 | x[1,2],y[2,3]}

with canonical orientation.

Solution.

By definition of the integral, we have:

Dω=D1(1+x+y)2 dxdy=23121(1+x+y)2 dxdy=23[11+x+y]x=1x=2 dy=23(12+y13+y) dy=[ln(2+y)ln(3+y)]y=2y=3=ln(5)ln(6)ln(4)+ln(5)=ln(2524).

2.

Evaluate the integral of the two-form ω=ln(y)xy dxdy over the rectangular region

D={(x,y)R2 | x[1,4],y[1,5]}

with clockwise orientation.

Solution.

By definition of the integral, we have (we add a minus sign since we are evaluating the integral with clockwise orientation):

Dω=Dln(y)xy dxdy=1514ln(y)xy dxdy=15ln(y)y[ln(x)]x=1x=4 dy=ln(4)15ln(y)y dy.

To evaluate the remaining definite integral, we do a substitution u=ln(y), du=1y dy, and y=1 goes to u=ln(1)=0, while y=5 goes to u=ln(5). We get:

Dω=ln(4)0ln(5)u du=ln(4)[u22]u=0u=ln(5)=ln(4)(ln(5))22.

3.

Evaluate the integral of the two-form ω=cos(y3) dxdy over the region D bounded by the parabola x=y2 and the lines x=0, y=0 and y=1, with canonical orientation.

Solution.

We first describe the region explicitly. It is shown in the figure below:

The region.
Figure 5.3.9. The region D is the region bounded by the two curves shown above, the y-axis, and the x-axis. The green curve is the upper half of the curve x=y2, while the orange line is the line y=1.
We can describe this region as an x-supported or y-supported region. If we write it as a y-supported region, we would write 0y1, and 0xy2. Thus

D={(x,y)R2 | y[0,1],0xy2}.

If we write it as an x-supported region, we would write 0x1, and xy1, that is,

D={(x,y)R2 | x[0,1],xy1}.

Which of the two descriptions should we choose? If we use the second description (x-supported), we first need to integrate in y. But the function that we have to integrate is cos(y3), which has no elementary antiderivative. So this is problematic. We will not run into this problem if we use the first description (y-supported); with this description, we first integrate in x, which is fine. And the next integral in y will then be easy, as we will see.

So we use the first description of the region as x-supported. The integral then becomes

Dω=Dcos(y3) dxdy=010y2cos(y3) dxdy=01cos(y3)[x]x=0x=y2 dy=01y2cos(y3) dy.

To evaluate the remaining definite integral, we do the substitution u=y3, du=3y2 dy. Then y=0 becomes u=0, and y=1 becomes u=1. We get:

Dω=1301cos(u) du=13sin(u)|u=0u=1=13sin(1).

4.

Consider the two-form ω=e(x2+y2)2 dxdy, and let D be the disk of radius one with counterclockwise orientation. Show that

Dω=2π01rer4 dr.
Solution.

To show this, we change coordinates from Cartesian coordinates to polar coordinates. We define the function ϕ:D2D, with

ϕ(r,θ)=(rcos(θ),rsin(θ)),

and

D2={(r,θ)R2 | r[0,1],θ[0,2π]}.

It maps the rectangular region D2 to the unit disk D. The determinant of the Jacobian of ϕ is

detJϕ=det(xrxθyryθ)=det(cos(θ)rsin(θ)sin(θ)rcos(θ))=r.

As r[0,1], this is positive on the interior of D2, and thus we know that the integral will be invariant under pullback, that is,

D2ϕω=Dω.

We then calculate the pullback two-form ϕω:

ϕω=er4(detJϕ)drdθ=rer4 drdθ.

Therefore,

Dω=D2rer4 drdθ=0102πrer4 dθdr=01rer4[θ]θ=0θ=2πdr=2π01rer4 dr.

5.

Consider the two-form ω=xy dxdy, and let D be the region bounded by the four curves y=1x, y=4x, y=x and y=4x, with canonical orientation. Evaluate the integral of ω over D using the change of variables

(x,y)=(uv,v).
Solution.

The region D is shown in the figure below:

The region.
Figure 5.3.10. The region D is the region bounded by the three curves shown above. The blue curve is the curve y=1/x, the orange curve is y=4/x, the green line is y=x, and the red line is y=4x.
We could evaluate the integral of ω over D by splitting the region D into two sub-regions, and then realizing these sub-regions as x-supported or y-supported. Or, we can do a change of variables, as specified in the question.

We consider the change of variables ϕ:D2D with

ϕ(u,v)=(uv,v).

What is the domain D2 in the (u,v)-plane such that ϕ(D2)=D? In the variables u and v, the four curves y=1/x, y=4/x, y=x and y=4x become

v=vu,v=4vu,,v=uv,v=4uv.

Those four bounding equations can be rewritten as

u=1,u=4,v=u,v=2u.

Here we used the fact that v is positive, since y=v is positive. So we can describe the region D2 in the (u,v)-plane as the v-supported region

D2={(u,v)R2 | u[1,4],uv2u}.

This region is shown in the figure below:

The region.
Figure 5.3.11. The region D2 in the (u,v)-plane is the region bounded by the four curves shown above. The blue curve is the curve v=u, the orange curve is v=2u, and the two grey vertical lines are u=1 and u=4.

Next, we calculate the determinant of the Jacobian of ϕ. We get:

detJϕ=det(xuxvyuyv)=det(1vuv201)=1v.

As v>0 on D2, the determinant of the Jacobian is positive on D2. So we know that the integral is invariant under pullback:

Dω=D2ϕω.

The pullback is:

ϕω=u(detJϕ) dudv=uv dudv.

We then integrate:

D2ϕω=D2uv dudv=14u2uuv dvdu=14u[ln(v)]v=uv=2u du=14u(ln(2u)ln(u)) du=ln(2)14u du=ln(2)(16212)=15ln(2)2.

For fun, let us show that we would get the same thing by evaluating the integral of ω=xy dxdy directly by splitting the region into two recursively supported sub-regions. Looking at the graph in Figure 5.3.10, one choice is to split D into the two x-supported regions D1 and D2, with

D1={(x,y)R2 | x[1/2,1],1/xy4x},D2={(x,y)R2 | x[1,2],xy4/x}.

We can then evaluate both integrals separately and add them up to get the result. For D1, we calculate:

D1ω=1/211/x4xxy dydx=1/21x[y22]y=1/xy=4x dx=1/21x(8x212x2) dx=[2x412ln(x)]x=1/2x=1=15812ln(2).

As for D2, we get:

D2ω=12x4/xxy dydx=11x[y22]y=xy=4/x dx=11x(8x2x22) dx=[8ln(x)x48ln(x)]x=1x=2=8ln(2)158.

Adding those two integrals, we get:

Dω=D1ω+D2ω=15812ln(2)+8ln(2)158=15ln(2)2.

This is the same answer that we obtained previously via our change of variables. Great!