Changing the order of integration: surefire method?

In summary, the conversation discussed the possibility of transforming the limits of integration for a multivariable integral without using geometrical manipulations. The example provided showed a transformation from a triple integral to a triple integral with different limits. It was also mentioned that finding the limits for the second integral can be challenging in higher dimensions. However, it was suggested that the process involves formally manipulating the system of inequalities defining the region of integration. It was also noted that there may not be a simple general algorithm for this task, as it may require splitting the integral into multiple regions.
  • #1
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Is there a way to transform the limits of integration for a multivariable integral without appealing to geometrical manipulations? For example:
[tex]\int_a^b \int_{y_1(x)}^{y_2(x)} \int_{z_1(x,y)}^{z_2(x,y)} f(x,y,z) \; dz \; dy\; dx \rightarrow \int_c^d \int_{y_3(z)}^{y_4(z)} \int_{x_3(y,z)}^{x_4(y,z)} f(x,y,z) \; dx \; dy \; dz[/tex]
But how does one determine the limits for the second integral (most importantly, the functions [tex]x_3(y,z)[/tex] & [tex]x_4(y,z)[/tex], etc.) without actually resorting to an illustration of the function and its integration subset? Clearly illustrations are of no use in higher dimensions. Are there any algorithms that generate these interval transformations?P.S: For simplicity, let us assume that [tex]f(x,y,z)[/tex] is continuous, bounded, and generally "nice".
 
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  • #2
The region of integration is simply the set defined by the system of inequalities

[tex]a \leq x \leq b,[/tex]
[tex]y_1(x) \leq y \leq y_2(x),[/tex]
[tex]z_1(x, y) \leq z \leq z_2(x, y).[/tex]

So, all you need to do is to formally manipulate these inequalities to put them into the form you want in the new integral.

I.E. You would first solve this system of inequalities for z, then for y in terms of z, then for x.
 
  • #3
I would not expect a simple general algorithm since you may be forced to split the integral into several regions: That can happen say when one of the z_i(x,y),y_j(x) functions is not one-to-one.
 
  • #4
Thanks Hurkyl and gammamcc.
 

FAQ: Changing the order of integration: surefire method?

What is the purpose of changing the order of integration?

The purpose of changing the order of integration is to make it easier to evaluate a double or triple integral. Sometimes, the original order of integration may lead to a complicated integral that is difficult to solve, but by changing the order, we can simplify the integral and make it more manageable.

How do you determine the new limits of integration when changing the order?

The new limits of integration can be determined by setting up inequalities between the variables and solving them for the desired variable. This can be done by looking at the regions of integration and finding the bounds of each variable in terms of the other variables.

Can the order of integration be changed for any type of integral?

Yes, the order of integration can be changed for any type of integral, whether it is a double integral, triple integral, or even a higher order integral. However, the process of changing the order may differ slightly depending on the type of integral and the number of variables involved.

Are there any specific rules or methods for changing the order of integration?

Yes, there are specific rules and methods that can be followed to change the order of integration. One of the most commonly used methods is called the "surefire method", which involves drawing the region of integration and using it to determine the new order of integration. Other methods, such as using symmetry or making substitutions, can also be used depending on the integral.

Is it always necessary to change the order of integration?

No, it is not always necessary to change the order of integration. In some cases, the original order may be more convenient and can lead to a simpler integral. However, if the original order leads to a complicated integral, it may be beneficial to change the order to make it easier to evaluate.

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