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The solution for the integral $I=\int_{0}^{1}\int_{0}^{1}\frac{1}{1-x^2 y^2}dxdy$ is given by transformation $$ x=\frac{\sin u}{\cos v}\qquad \text{and}\qquad y=\frac{\sin v}{\cos u} $$ and then integral becomes $I=\int\int_{E}dudv$, where $E$ is the trinagle with vertices $(0,0)$, $(\frac{\pi}{2},0)$ and $(0,\frac{\pi}{2})$.

I can not see how the square $\{(x,y):0\le x,y\le 1\}$ transform to the triangle $E$ under this transform?

Since $x,y\geq 0$, both sine and cosine should have same sign. It should also be $\sin u\le \cos v$ and $\sin v\le \cos u$ since $x,y\leq 1$.

For example let $A=\{(0,y):0\le y\le 1\}$ be one side of square. Under this transformation $0=x=\frac{\sin u}{\cos v}\rightarrow \sin u=0\rightarrow \cos u=1 \text{ or } \cos u=-1$. In first case, $\cos u=1\rightarrow y=\sin v\rightarrow 0\le \sin v\le 1\rightarrow v\in [0,\frac{\pi}{2}]+2k\pi$. In second case, $\cos u=-1\rightarrow y=-\sin v\rightarrow -1\le \sin v\le 0\rightarrow v\in [-\frac{\pi}{2},0]+2k\pi$. I can not see the line segment $A$ transform which shape under this transformation?

1 Answers1

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$$(u,v) \leftrightarrow (x,y) \ \ \text{with} \ x=\frac{\sin u}{\cos v} \ \text{and} \ \ y=\frac{\sin v}{\cos u} \tag{1}$$

Here is a graphical answer obtained with Geogebra:

enter image description here

To the "sweeping" of the triangle by red line segments $R_m$ with equations $$x+y=m \ \ \text{for} \ \ 0 < m < \pi/2$$

is associated the "sweeping" of the square $[0,1]^2$ by black curves $B_m$ with parametric equations $$x(t)=\frac{\sin(t)}{\cos(m-t)}, \ \ y(t)=\frac{\sin(m-t)}{\cos(t)}$$

At bottom left, the first red lines are almost identical to their black images (indeed for small angles, formulas (1) give $x\approx\frac{u}{1}$ and $y\approx\frac{v}{1}$). Further on, the black curves, images of the red line segments, display an increasing bending.

In fact two other simple sweepings are possible as illustrated in the figure below

enter image description here

$$y-x=n \ \ \text{for} \ \ -\pi/2 < n < \pi/2$$

in correspondence with the curves whose parametric equations are:

$$x(t)=\frac{\sin(t)}{\cos(n+t)}, \ \ y(t)=\frac{\sin(n+t)}{\cos(t)}$$

Besides, I advise you to see the very interesting exchange here ; in particular, your change of variables is given in the answer by Vivek Kaushik.

Jean Marie
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  • Thank you for your answer. The explanation of Vivek Kaushik is implicitly. I am looking for a explicitly and formal proof. – user315531 Dec 05 '22 at 10:40
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    I think that a "formal" proof is not far from the "graphical explanation" ; it surely involves the introduction of a parameter (as my $m$) in order to provide a limit to the variations of the parameters, either $(u,v)$ or $(x,y)$. – Jean Marie Dec 05 '22 at 10:44