Change of variable in multiple integrals

In summary, the conversation discusses the Change of Variables Theorem for multiple integrals in the first edition of Apostol's Mathematical Analysis. The specific theorem being referred to is Theorem 10.30 on page 271. The conversation also delves into a question regarding the use of "t" as a variable in both set A and set B, and the proof of the theorem on page 274. The main question is how Apostol goes from equation (11) to (*) and if there is a typo in (*) or if it should be F(g(t)) (Jacobian of theta in "phi(t)")(Jacobian of phi in "t"). The conversation ends with a request for aid or a suggestion for a website to learn
  • #1
Castilla
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Hello. Does someone has studied the Change of Variables Theorem for multiple integrals in Apostol's Mathematical Analysis? (First Edition:not Lebesgue but Riemann).

I hope that some of you has the same edition, because if not, it will be sort of dificult to make a legible copy of the equations. It is Theorem 10.30, pg 271.

1.- See pg. 272, after the first 2 paragraphs. ¿Why does Apostol uses "t" to denote a variable vector in set A as well as a variable vector in set B? Is it a typo in my edition?

2.- I have more or less managed to follow the proof up to its last part, in page 274. Here is my problem. In his equation (11), Apostol has a one-dimensional Riemann integral with this product as the integrand function:

F(theta(u)) (Jacobian of function theta in vector(u)) (11)

He says: now we make the one dimensional change of variable
u_n = phi_n (t) in the inner integral and replace the dummy variables u_1, ..., u_n-1 by t_1, ..., t_n-1 and (11) becomes:

(I only copy the integrand function)

F(g(t)) (Jacobian of theta in "t")(Jacobian of phi in "t") dt_n. (*)

Then he equals this integrand function with this one:

F(g(t)) (Jacobian of function g in "t"). (**)

Two questions here:

2.1. How does he goes from (11) to (*)? I know the multiplication theorem for Jacobians (T. 7.2, pg. 140 in the same book) but I can not see how this theorem would justify Apostol's step. It does not match.

2.2. Maybe there is a typo in (*) and what he meant was:

F(g(t)) (Jacobian of theta in "phi(t)")(Jacobian of phi in "t") ?

Please send some aid.
 
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  • #2
I am attaching Apostol T. 10.30.
 

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  • #3
Or at least you can suggest some website where I can learn completely about jacobians?
 

FAQ: Change of variable in multiple integrals

What is a change of variable in multiple integrals?

A change of variable in multiple integrals is a technique used to simplify the evaluation of integrals by transforming the original variables into new variables. This is commonly used in cases where the original variables are difficult to integrate, or when the new variables can provide a more intuitive interpretation of the integral.

Why is a change of variable useful in multiple integrals?

A change of variable can be useful in multiple integrals because it allows for the evaluation of integrals that would otherwise be difficult or impossible to solve. By transforming the original variables into new ones, the integral can often be expressed in a simpler form, making it easier to evaluate.

What is the process for performing a change of variable in multiple integrals?

The process for performing a change of variable in multiple integrals involves identifying the appropriate substitution, calculating the Jacobian determinant, and then integrating the new function with respect to the new variables. It is important to carefully choose the substitution and to correctly calculate the Jacobian determinant to ensure an accurate evaluation.

What is the role of the Jacobian determinant in a change of variable?

The Jacobian determinant is a mathematical tool used in a change of variable to help transform the original integral into an integral with the new variables. It is calculated by taking the partial derivatives of the new variables with respect to the original variables. The Jacobian determinant helps to account for the change in variables and ensures an accurate evaluation of the integral.

Are there any common mistakes to avoid when using a change of variable in multiple integrals?

One common mistake when using a change of variable in multiple integrals is making an incorrect substitution, which can lead to an inaccurate evaluation. It is important to carefully choose the substitution and to correctly calculate the Jacobian determinant. Another mistake is forgetting to adjust the limits of integration to match the new variables. It is important to carefully review and check the steps of the change of variable process to avoid any errors.

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