The following is a qual study question:
For positive real numbers $R$ and $r$, let $$E(R,r) = \left\{(x_1, x_2, x_3, x_4) \in \mathbb R^4\ \Big|\ \frac{x_1^2 + x_2^2 + x_3^2}{R^2} + \frac{x_4^2}{r^2} \leq 1\right\}$$ Find the volume of $E(R,r)$ by computing an iterated integral.
I think the most straightforward way to do this is to take a variable, find the bounds in terms of the remaining variables, then project a dimension down. Repeat until you have bounds for all four integrals.
But the quadruple integral that results seems very unwieldy for calculations, especially for a timed qualifying exam. So I think there must be a slick way to do this.
I observed that if you treat $x_4$ as constant, then this becomes the equation for a sphere in 3 dimensions, with radius $R^2(1 - \frac{x_4^2}{r^2})$. My suspicion is that we can change the order of integration so that we have a triple integral w.r.t. $dx_3dx_2dx_1$ that can be replaced with $\frac43 \pi R_0^3$, the volume of a sphere with some radius $R_0$. But I'm having trouble figuring the bounds of integration for $x_4$ in that case. The few things I've tried did not agree with the formula for volume of an $n$-dimensional ellipsoid.
Tranform $x_1,x_2,x_3$ into spherical coordinates. Leave $x_4$ alone:
$x_1 = \rho\cos\theta\sin \phi\\ x_2 = \rho\sin\theta\sin \phi\\ x_3 = \rho\cos \phi\\ x_4 = x_4$
The Jacobian will be the same Jacobian for spherical. $\rho^2\sin\phi$
$\frac {\rho^2}{R^2} + \frac {x_4^2}{r^2} \le 1\\ -r\sqrt {1 - \frac {\rho^2}{R^2}}\le x_4 \le r\sqrt {1 - \frac {\rho^2}{R^2}}$
$\int_0^{2\pi}\int_{0}^{\pi}\int_{0}^R 2r\sqrt{1 - \frac {\rho^2}{R^2}} (\rho^2 \sin\phi) \ d\rho\ d\phi\ d\theta$
Since the limits of $\rho$ don't depend on $\phi,\theta$
$2r\int_0^{2\pi}d\theta\int_{0}^{\pi}\sin\phi\ d\phi\int_{0}^R \rho^2\sqrt{1 - \frac {\rho^2}{R^2}}\ d\rho$
Which we tackle with a basic trig substitution.
$\rho = R\sin u, d\rho = R\cos u\ du$
$(8r\pi)\int_{0}^{\frac {\pi}{2}} R^3 \sin^2 u\cos^2 u \ du\\ (8r\pi)\int_{0}^{\frac {\pi}{2}} R^3\frac 18(1-\cos 4u)\ du\\ (8r\pi R^3 \frac {\pi}{16}) =\frac 12 R^3r\pi^2 $
There is a formula that says that the volume of a n-dimensional ball is:
$\frac {\pi^{\frac n2}}{\Gamma(\frac n2 + 1)}R^n$
And then to turn it into its equivalent ellipsoid is just applying the correct compression factor.