Can You Taylor Expand a Dual Integral with Variable Limits?

In summary, the conversation is about a function f[x,y] with small real values (a,b) that needs to be expanded in terms of a and b. The end result is F[a,b] = \int_{y_a}^{y_b} \int_{x_a}^{x_b} dx dy f[x,y], where the limits of integration for x are functions of (a,b,y) and the limits for y are functions of (a,b). The problem is that the integration is difficult and takes a long time, so there is a need for an analytic form. The question is whether the original function f[x,y] can be Taylor expanded in (a,b) first and then integrated, and what to do
  • #1
Hepth
Gold Member
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Assume I have a function:
f[x,y]
This function has two real values (a,b) that are very small O(0).

My end result should be:

[tex]
F[a,b] = \int_{y_a}^{y_b} \int_{x_a}^{x_b} dx dy f[x,y]
[/tex]
Whereupon I would then expand F about a=0 and b=0.

Now my problem is that the integration is very difficult. So much so that mathematica takes about 20 minutes to do the full dual integral, and I really end up doing a numerical integration. But I need an analytic form as well.

My question is, can I somehow taylor expand the original function f[x,y] in (a,b) FIRST, then integrate that? What would I have to do about the limits? xa and xb, the limits of integration for x, are actually functions of (a,b,y) and you and yb are functions of (a,b).
These functions of (a,b) are also non-trivial, may include powers of inverse order.

Is that a clear question? In the end I know (a,b) leading order contributions are of the order [tex]a^{-2}, b^{0}[/tex]


tl;dr : How do I Taylor expand a dual integral whose limits are also functions of the expansion parameter.
 
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Related to Can You Taylor Expand a Dual Integral with Variable Limits?

1. What are integration expansion rules?

Integration expansion rules are mathematical techniques used to find the integral of a function by breaking it down into simpler parts. These rules help to simplify the integration process and solve more complex integrals.

2. What are the most common integration expansion rules?

The most common integration expansion rules include the power rule, substitution rule, integration by parts, partial fractions, and trigonometric substitutions. Each of these rules is used for different types of functions and can be combined to solve more complex integrals.

3. How do you use the power rule in integration expansion?

The power rule states that the integral of x^n is equal to (x^(n+1))/(n+1). This rule is used when the function being integrated is a power function, such as x^2 or x^3. Simply add 1 to the exponent and divide the whole term by the new exponent to find the integral.

4. What is the substitution rule in integration expansion?

The substitution rule is used when the function being integrated can be written in the form of u(x) multiplied by u'(x). This rule involves substituting u(x) with a new variable u and u'(x) with du/dx. This simplifies the integral and makes it easier to solve.

5. When should I use integration by parts in integration expansion?

Integration by parts is used when the function being integrated is a product of two functions. This rule involves breaking the function into two parts and applying the formula ∫(u dv) = uv - ∫(v du). This rule is useful for solving integrals involving products of polynomial, exponential, or trigonometric functions.

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