Term Paper

Engg. Mathematics
MTH141
Topic: - Where the name Jacobian does came from? What is its
significance in mathematics? Also relate it with other subjects

Submitted To Submitted By
Miss Shilpa Midha Atish Kumar
Reg. No.:- 4100070015
Roll No.:- RH5001A53
Class: - B-Tech-Civil (2nd Year)
 AKNOWLEDGEMENT

I would like to express my gratitude to all those who gave me the possibility to
complete this term paper. I want to thank the Department of MATHEMATICS of
LOVELY PROFESSIONAL UNIVERSITY for giving me permission to commence this
Term paper, to do the necessary research work and to use departmental data. I would
also like to thank to Miss Shilpa Midha, Lecturer in Engineering Mathematics-1, who
gave and confirmed this assignment and encouraged me to go ahead with my term
paper.

I am finally thanking of our friends whose help, valuable suggestions and

encouragement helped me in all the time of research for and writing of this term paper .

THANK YOU.
 CONTENTS
S.N. Description Page No.
1. Introduction 1

2. Jacobian Determinant 2

3. Jacobian matrix 3

4 Where the name Jacobian does came from 3

5 Significance in Mathematics 5

6 Geometric significance of the Jacobian 6

7 Jacobi's elliptic functions 8

8 Jacobian in MATLAB 9

9 Reference 12
 Introduction
In vector calculus, the Jacobian matrix is the matrix of all first-order partial
derivatives of a vector- or scalar-valued function with respect to another vector.
Suppose F : Rn → Rm is a function from Euclidean n-space to Euclidean m-space. Such a
function is given by m real-valued component functions, y1(x1,...,xn), ..., ym(x1,...,xn). The
partial derivatives of all these functions (if they exist) can be organized in an m-by-n
matrix, the Jacobian matrix J of F, as follows:

This matrix is also denoted by and . The i th row (i = 1,

..., m) of this matrix is the gradient of the ith component function yi: .

The Jacobian determinant (often simply called the Jacobian) is the determinant of the
Jacobian matrix.

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Jacobian Determinant
If m = n, then F is a function from n-space to n-space and the Jacobi matrix is a square
matrix. We can then form its determinant, known as the Jacobian determinant.
The Jacobian determinant at a given point gives important information about the
behavior of F near that point. For instance, the continuously differentiable function F is
invertible near p if the Jacobian determinant at p is non-zero. This is the inverse
function theorem. Furthermore, if the Jacobian determinant at p is positive,
then F preserves orientation near p; if it is negative, F reverses orientation. The absolute
value of the Jacobian determinant at p gives us the factor by which the
function F expands or shrinks volumes near p; this is why it occurs in the general
substitution rule.

Example
The Jacobian determinant of the function F : R3 → R3 with components

Is

From this we see that F reverses orientation near those points wherex1 and x2 have the
same sign; the function is locally invertible everywhere except near points where x1=0
or x2=0. If you start with a tiny object around the point (1,1,1) and apply F to that object,
you will get an object set with about 40 times the volume of the original one.

Uses
The Jacobian determinant is used when making a change of variables when integrating
a function over its domain. To accommodate for the change of coordinates the Jacobian
determinant arises as a multiplicative factor within the integral. Normally it is required
that the change of coordinates is done in a manner which maintains infectivity between
the coordinates that determine the domain. The Jacobian determinant, as a result, is
usually well defined.

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Jacobian matrix

The Jacobian of a function describes the orientation of a tangent plane to the function at
a given point. In this way, the Jacobian generalizes the gradient of a scalar valued
function of multiple variables which itself generalizes the derivative of a scalar-valued
function of a scalar. Likewise, the Jacobian can also be thought of as describing the
amount of "stretching" that a transformation imposes. For example, if(x2,y2) = f(x1,y1) is
used to transform an image, the Jacobian of f, J(x1,y1) describes how much the image in
the neighborhood of (x1,y1) is stretched in the x, y, and xy directions.
If a function is differentiable at a point, its derivative is given in coordinates by the
Jacobian, but a function doesn't need to be differentiable for the Jacobian to be defined,
since only the partial derivatives are required to exist.
The importance of the Jacobian lies in the fact that it represents the
best linear approximation to a differentiable function near a given point. In this sense,
the Jacobian is the derivative of a multivariate function. For a function
of n variables, n > 1, the derivative of a numerical function must be matrix-valued, or a
partial derivative.

If p is a point in Rn and F is differentiable at p, then its derivative is given by JF(p). In

this case, the linear map described by JF(p) is the best linear approximation of F near the
point p, in the sense that

for x close to p and where o is the little o-notation (for , not )

and is the distance between x and p.
In a sense, both the gradient and Jacobian are "first derivatives" — the former the
first derivative of a scalar function of several variables, the latter the first derivative
of a vector function of several variables. In general, the gradient can be regarded as a
special version of the Jacobian: it is the Jacobian of a scalar function of several
variables.

The Jacobian of the gradient has a special name: the Hessian matrix, which in a
sense is the "second derivative" of the scalar function of several variables in
question.

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Inverse
According to the inverse function theorem, the matrix inverse of the Jacobian matrix of
a function is the Jacobian matrix of the inverse function. That is, for some
function F : Rn → Rn and a point p in Rn,

It follows that the (scalar) inverse of the Jacobian determinant of a transformation is

the Jacobian determinant of the inverse transformation.

Where the name Jacobian does came from?

Carl Gustav Jacob Jacobi (December 10, 1804 – February 18, 1851) was a German
mathematician, widely considered to be the most inspiring teacher of his time and one
of the greatest mathematicians of all time. He made significant contributions to
mechanics, partial differential equation, astronomy, elliptic function and the calculus of
variations.

The Jacobian determinant (often simply called the Jacobian) is the determinant of the
Jacobian matrix. These concepts are named after the mathematician Carl Gustav Jacob
Jacobi. The term "Jacobian" is normally pronounced /dʒəˈkoʊbiən/, but sometimes
also /jəˈkoʊbiən/.

The Jocobian comes from the name of mathematician Carl Gustav Jacob Jacobi.

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Significance in Mathematics
The jacobian is used when one desires to perform a variable change, which can facilitate
(or even make them possible) further operations - such as integration. The jacobian
(which can refer to both the jacobi-determinant and the jacobi-matrix) is used in
multivariable calculus to perform coordinate change (for example from cartesian
coordinates to polar coordinates) and statistics, once again if you have a large and
unruly problem which you wish to simplify by variable change. Both of these
applications make it a useful tool in many fields, including physics and various forms of
engineering. For example, if you have a body which radiates something, let`s say heat
and you know this body's position in a cartesian coordinate system working with the
radiation and finding simple, easily usable expressions for the radiation can be difficult.
A transformation to a spherical or, if the body is a wire or tube for example,
a cylindrical coordinate system might make the problem much simpler to work with.
The jacobian enables such changes between any conceivable coordinate systems in fact.
It`s use is fairly straight forward once you know how to perform partial derivatives,
provided you are also familiar with determinants and matrixes. Specifically the
Jacobian is the following matrix:

Where delta denotes partial derivation of the function you wish to transform with
respect to the different variables, one variable per column as you can see from the
matrix as revealed above.

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Geometric significance of the Jacobian
The geometrical significance of the Jacobian determinant is outlined here. Consider a
transformation of a single rectangular Cartesian coordinate x to a new coordinate ξ. The
line element dx is transformed to the new coordinate via

In this case, the Jacobian determinant is simply the derivative dx

dξ

Now, consider an area element . For convenience in later generalization, we label

the coordinates dx dy(x1 x2) . Therefore, 1 x x = , and 2 x y = . Let us make a
transformation to a new set of coordinates (ξ1 ξ2) . The area element transforms as
follows.

How did we obtain the above result? First, consider a differential change in the new
variable ξ1 while keeping the variable ξ2 fixed. The components of the infinitesimal
vector resulting from this change are

In a like manner, we can write the components of the vector obtained by making a
differential change in the second variable ξ1 while keeping the variable ξ1 fixed.

These two vectors need not be orthogonal in general. Therefore, we need a result for
the area of a parallelogram whose sides are the differential vectors written above. We
know that this is the magnitude of the vector product (cross product) of the two vectors.
This is the result given above for the area element.
Now, try evaluating this in the case of cylindrical polar coordinates (r, θ) with which
you are familiar. Make a sketch on a piece of paper showing the coordinates (x,y) and
measuring the angle θ counterclockwise from the x -direction.

Let ξ1 =r and ξ2= θ. Therefore,

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Then the vector obtained by making a differential change dξ1 = dr has components (drcos
θ, drsinθ), where I have placed dr in front of each term for clarity. Similarly, the vector
obtained by a differential change in the polar angle, which is dξ2=dθ, has components (-
r sinθ dθ , rcosθ dθ) . From your sketch, verify that indeed these are the correct
components.

The extension to three dimensions is straightforward. We make differential

displacements in the three coordinate’s ξ1, ξ2 and ξ3. We write the components of the
infinitesimal vectors so obtained as

The volume of the parallelepiped formed with these three vectors as its sides is given by
the magnitude of the triple scalar product, which is the absolute value of the
determinant formed by the components of the vectors. From this, by taking out the
common factor dξ1, dξ2, dξ3, we find that the volume dV is given by

Where the inner set of vertical lines stands for the determinant and the outer set is
needed to yield the absolute value.

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Jacobi's elliptic functions
There are twelve Jacobian elliptic functions. Each of the twelve corresponds to an arrow
drawn from one corner of a rectangle to another. Each of the corners of the rectangle are
labeled, by convention, s, c, d and n. The rectangle is understood to be lying on the
complex plane, so that s is at the origin, c is at the point K on the real axis, d is at the
point K +iK' and n is at point iK' on the imaginary axis. The numbers K and K' are
called the quarter periods. The twelve Jacobian elliptic functions are then pq, where p
and q are one of the letters s,c,d,n.
The Jacobian elliptic functions are then the unique doubly-periodic, meromorphic
functions satisfying the following three properties:

 There is a simple zero at the corner p, and a simple pole at the corner q.
 The step from p to q is equal to half the period of the function pq u; that is, the
function pq u is periodic in the direction pq, with the period being twice the
distance from p to q. Also, pq uis also periodic in the other two directions as well,
with a period such that the distance from p to one of the other corners is a
quarter period.
 If the function pq u is expanded in terms of u at one of the corners, the leading
term in the expansion has a coefficient of 1. In other words, the leading term of
the expansion of pq u at the corner p is u; the leading term of the expansion at the
corner q is 1/u, and the leading term of an expansion at the other two corners is
1.

The Jacobian elliptic functions are then the unique elliptic functions that satisfy the
above properties.
More generally, there is no need to impose a rectangle; a parallelogram will do.
However, if K and iK' are kept on the real and imaginary axis, respectively, then the
Jacobi elliptic functions pq u will be real functions when u is real.

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Jacobian in MATLAB

MATLAB, which stands for Matrix Laboratory, is a very powerful program

for performing numerical and symbolic calculations, and is widely used in
science and engineering, as well as in mathematics.

The Jacobian matrix of a function f:RnRm can be found directly using

the jacobian function. For example, let f:R2R3 be defined
by f(x,y)=(sin(xy),x2+y2,3x2y).
>> f=[sin(x*y); x^2+y^2; 3*x-2*y]
f =
[ sin(y*x)]
[ x^2+y^2]
[ 3*x-2*y]
>> Jf=jacobian(f)
Jf =
[ cos(y*x)*y, cos(y*x)*x]
[ 2*x, 2*y]
[ 3, -2]

In the case of a linear transformation, the Jacobian is quite simple.

>> A=[11 -3 14 7;5 7 9 2;8 12 -6 3]
A =
11 -3 14 7
5 7 9 2
8 12 -6 3
>> syms x1 x2 x3 x4
>> x=[x1;x2;x3;x4]
x =
[ x1]
[ x2]
[ x3]
[ x4]
>> T=A*x
T =
[ 11*x1-3*x2+14*x3+7*x4]
[ 5*x1+7*x2+9*x3+2*x4]
[ 8*x1+12*x2-6*x3+3*x4]

Now let's find the Jacobian of T.

>> JT=jacobian(T)
JT =
[ 11, -3, 14, 7]
[ 5, 7, 9, 2]
[ 8, 12, -6, 3]

The Jacobian of T is precisely A.

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Next suppose f:RnR is a scalar valued function. Then its Jacobian is just its gradient.
(Well, almost. Strictly speaking, they are the transpose of one another since the
Jacobian is a row vector and the gradient is a column vector.) For example,
let f(x,y)=(4x21)ex2y2.
>> syms x y real
>> f=(4*x^2-1)*exp(-x^2-y^2)
f =
(4*x^2-1)*exp(-x^2-y^2)
>> gradf=jacobian(f)
gradf =
[ 8*x*exp(-x^2-y^2)-2*(4*x^2-1)*x*exp(-x^2-y^2), -2*(4*x^2-1)*y*exp(-x^2-
y^2)]
Next we use solve to find the critical points of f.
>> S=solve(gradf(1),gradf(2));
>> [S.x S.y]

ans =
[ 0, 0]
[ 1/2*5^(1/2), 0]
[ -1/2*5^(1/2), 0]

Thus the critical points are (0,0), (5/2,0) and (5/2,0).

The Hessian of a scalar valued function f:RnR is the n×n matrix of second order
partial derivatives of f. In MATLAB we can obtain the Hessian of f by computing the
Jacobian of the Jacobian of f. Consider once again the function f(x,y)=(4x21)ex2y2.
>> syms x y real
>> Hf=jacobian(jacobian(f));
>> Hf=simple(Hf)
Hf =
[2*exp(-x^2-y^2)*(2*x+1)*(2*x-1)*(2*x^2-5), 4*x*y*exp(-x^2-y^2)*(-5+4*x^2)]
[4*x*y*exp(-x^2-y^2)*(-5+4*x^2), 2*exp(-x^2-y^2)*(-1+2*y^2)*(2*x+1)*(2*x-1)]

We can now use the Second Derivative Test to determine the type of each critical
point of f found above.
>> subs(Hf,{x,y},{0,0})
ans =
10 0
0 2
>> subs(Hf,{x,y},{1/2*5^(1/2),0})
ans =
-5.7301 0
0 -2.2920
>> subs(Hf,{x,y},{-1/2*5^(1/2),0})
ans =
-5.7301 0
0 -2.2920

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Thus f has a local minimum at (0,0) and local maxima at the other two critical points.
Evaluating f at the critical points gives the maximum and minimum values of f.
>> subs(f,{x,y},{0,0})
ans =
-1
>> subs(f,{x,y},{'1/2*5^(1/2)',0})
ans =
4*exp(-5/4)
>> subs(f,{x,y},{'-1/2*5^(1/2)',0})
ans =
4*exp(-5/4)

Thus the minimum value of f is f(0,0)=1 and the maximum value

is f(5/2,0)=f(5/2,0)=4e5/4. The graph of f is shown below.

Next we solve the Lagrange multiplier equations f(x,y)g(x,y)=0 and constraint

equation g(x,y)=0 for x, y and .
>> L=jacobian(f)-mu*jacobian(g)
L = [ y*(1+y)-2*mu*x, x*(1+y)+x*y-2*mu*y]
>> S=solve(L(1),L(2),g)
S =
mu: [5x1 sym]
x: [5x1 sym]
y: [5x1 sym]

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Reference
Book
 Higher Engineering Mathematics by Dr. B.S. Grewal

Websites
 http://www.experiencefestival.com/a/Jacobian_-_Jacobian_matrix/id/1521491
 http://en.wikipedia.org/wiki/Carl_Gustav_Jacob_Jacobi
 http://en.wikipedia.org/wiki/Jacobian_matrix_and_determinant
 http://mathcs.holycross.edu/~spl/MATLAB/matlab.html#1

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