Oopsie, issue with change of variables to evaluate definite integral

In summary, I needed to evaluate the following integral (for constructing Chebyshev polynomials by an orthogonalisation process), but I just discovered that I'm having an issue with the change of variable technique: when I use the transformation g'(\theta)=-sin(\theta)d\theta, I get different signs for the integrand depending on which limit of integration I use. I know the answer has to be \pi because the integrand in terms of the original variable is always positive for x\in (-1,1), thus the integral has to be positive. But the sign of g'<0 should compensate the change in the order of the limits of integration and I shouldn't have to
  • #1
BobbyBear
162
1
I needed to evaluate the following integral (for constructing Chebyshev polynomials by an orthogonalisation process), but I just discovered that I'm having an issue with the change of variable technique:P The specific integral itself is unimportant as to the issue I'm having, but by means of an example this is the one I was solving when it arose:

[tex]
\int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx
[/tex]

And I believe this is done with the following change of variable:

[tex]
x = g(\theta) = cos (\theta); \ \ \rightarrow \ \ dx= g'(\theta) = -sin(\theta)d\theta
[/tex]

But since the transformation has to be bijective (or however you say:P), one would have to limit the range of [tex]\theta[/tex] otherwise the inverse relationship [tex]\theta = g^{-1}(x) [/tex] would not be a single valued function.

So for example, I can restrict [tex]\theta[/tex] as so: [tex]
0 \leq\theta \leq \pi
[/tex]
in which case [tex]g^{-1}(x=-1)=\pi ; \ \ \ g^{-1}(x=1)=0 [/tex]
and thus:
[tex]
\int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx = \int_{\pi}^{0} \frac{-sin(\theta)}{\sqrt{(sin(\theta)^2}} d\theta = \int_{\pi}^{0} -d\theta = \int_{0}^{\pi} d\theta = \pi
[/tex]

BUT! if for example I use the same transformation but restricting [tex]\theta[/tex] to: [tex]
\pi \leq\theta \leq 2\pi
[/tex]
then I have: [tex]g^{-1}(x=-1)=\pi ; \ \ \ g^{-1}(x=1)=2\pi [/tex]
and:
[tex]
\int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx = \int_{\pi}^{2\pi} \frac{-sin(\theta)}{\sqrt{(sin(\theta)^2}} d\theta = \int_{\pi}^{2\pi} -d\theta = -\pi
[/tex]

I know the answer has to be [tex]\pi[/tex] because the integrand in terms of the original variable is always positive for [tex]x\in (-1,1)[/tex], thus the integral has to be positive. And I know that different signs I'm getting is because in one case my transformation is such that [tex]\theta[/tex] is increasing with increasing x (ie. [tex]g'>0[/tex]) and in the other [tex]\theta[/tex] is decreasing with increasing x (ie. [tex]g'<0[/tex]), but . . . the sign of [tex]g'<0[/tex] should compensate the change in the order of the limits of integration and I shouldn't have to worry about that, no? I just can't see what I'm doing wrong in either case, although I'm certainly doing something wrong!:(
 
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  • #2
I'm not sure if this helps but I recognize that:
[tex]\frac{d}{dx}(arcsin(x)) = \frac{1}{\sqrt{1 - x^2}}[/tex]
[tex]where -\frac{\pi}{2} < x < \frac{\pi}{2}[/tex]
 
  • #3
People always forget that:

[tex] \sqrt{x^2}=|x|[/tex] and not simply x.

Frankly, i didn't bother to look your whole work, but i think that your problem is, as i just stated:


[tex]\sqrt{sin^2(\theta)}=|sin(\theta)|[/tex]

and not as you, somewhere along the lines, have done simply sin(@) (@=theta)


Now, i assume you know the definition of the abs value, right? Well, in case you cannot recall while reading this post:

|x|=x if x>0 and -x if x<0.

Now:

|sin(@)|=sin(@) if sin(@)<0 and -sin(@) if sin(@)>0

Look at your limits of integration, pi to 2pi. what do you notice? THis is your problem..
 
  • #4
sutupidmath, . . . yes!
People always forget that:
[tex] \sqrt{x^2}=|x| [/tex] and not simply x.

that includes me :blushing:

My problem was not with the change of variable theorem after all :P Now everything falls into place :)

Fanku, fanku, I am much indebted :P
 
  • #5
Thanku to Chaos2009 as well for their observation:P
 
  • #6
sutupidmath said:
|sin(@)|=sin(@) if sin(@)<0 and -sin(@) if sin(@)>0

..
this should have read |sin(@)|=sin@ if sin@>0 and -sin@ if sin@<0
My bad..
 
  • #7
Lol that's okay, actually, I got your meaning without even realising you said it the wrong way round:P
 

FAQ: Oopsie, issue with change of variables to evaluate definite integral

What is a change of variables in the context of evaluating definite integrals?

A change of variables in the context of evaluating definite integrals is a technique used to simplify the integration process by replacing the original variables in the integral with new variables. This can make the integral easier to solve or may allow for the use of a known integration formula.

Why might there be an issue with a change of variables when evaluating a definite integral?

There can be several reasons for an issue with a change of variables when evaluating a definite integral. One common issue is improper substitution, where the new variables do not properly represent the original variables. Another issue could be using an unsuitable substitution that does not simplify the integral. Additionally, there may be an error in performing the substitution or integrating the resulting expression.

How can I identify if there is an issue with the change of variables in a definite integral?

If there is an issue with the change of variables in a definite integral, it may result in an incorrect answer or an integral that cannot be solved. To identify if there is an issue, you can double-check the substitution by substituting the new variables back into the original integral and ensuring that it matches the original integral. You can also try a different substitution or use a computer program to verify the solution.

How can I avoid issues with a change of variables when evaluating definite integrals?

To avoid issues with a change of variables when evaluating definite integrals, it is important to carefully choose a suitable substitution and perform the substitution correctly. This may involve simplifying the integral beforehand or using trigonometric identities. It is also helpful to double-check the substitution and the final answer to ensure they are correct.

Are there any specific tips for successfully using a change of variables to evaluate definite integrals?

Yes, there are a few tips for successfully using a change of variables to evaluate definite integrals. First, choose a substitution that simplifies the integral or allows for the use of a known integration formula. Also, avoid using multiple substitutions, as this can often lead to errors. Finally, practice and familiarize yourself with different substitution techniques to become more comfortable with using them in integration problems.

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