Integration Limits Changing in Double Integral Order Change

In summary, the domains of the two integrals are the same, but the limits of integration have to be changed in order to make the inner function not be on of s.
  • #1
transmini
81
1
For part of a proof of a differential equations equivalence, we needed to use that $$\int_0^t [\int_0^s g(\tau,\phi(\tau))\space d\tau]\space ds = \int_0^t [\int_\tau^t ds]\space g(\tau,\phi(\tau))\space d\tau$$

I understand that the order is being changed to integrate with respect to s first instead of tau, however I don't understand what's happening with the limits of integration. It has something to do with changing the order of integration but I can't follow it if someone could help show the steps between that equality.

In case it is needed, g is a continuous function
 
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  • #2
Draw a picture of the domain of integration and convince yourself that [itex]\{ (s, \tau) : 0 < \tau < s, 0 < s < t\} = \{ (s, \tau) : \tau < s < t, 0 < \tau < t \}[/itex]
 
  • #3
pasmith said:
Draw a picture of the domain of integration and convince yourself that [itex]\{ (s, \tau) : 0 < \tau < s, 0 < s < t\} = \{ (s, \tau) : \tau < s < t, 0 < \tau < t \}[/itex]
I understand how the domain would be $${(s,\tau):0<\tau<s, 0<s<t}$$ but I don't see how and the second relation is true given the first. However, I don't see how we can just change the limits of integration like that since they are completely sections of a curve.
 
  • #4
The domain of integration of the integral on the left is those points of the [itex](s, \tau)[/itex] plane for which [itex]0 < s < t[/itex] and [itex]0 < \tau < s[/itex]. That's the triangle with corners (0,0), (t,0), and (t,t).

The domain of integration of the integral the right is those points of the [itex](s, \tau)[/itex] plane for which [itex]0 < \tau < t[/itex] and [itex]\tau < s < t[/itex]. That's the triangle with corners (0,0), (t,0) and (t,t).

These are exactly the same subset of the [itex](s,\tau)[/itex] plane.

That's all there is to it.
 
  • #5
pasmith said:
The domain of integration of the integral on the left is those points of the [itex](s, \tau)[/itex] plane for which [itex]0 < s < t[/itex] and [itex]0 < \tau < s[/itex]. That's the triangle with corners (0,0), (t,0), and (t,t).

The domain of integration of the integral the right is those points of the [itex](s, \tau)[/itex] plane for which [itex]0 < \tau < t[/itex] and [itex]\tau < s < t[/itex]. That's the triangle with corners (0,0), (t,0) and (t,t).

These are exactly the same subset of the [itex](s,\tau)[/itex] plane.

That's all there is to it.

Okay I can see that they're the same area now so it makes sense that the integrals would be equivalent, thank you. Now is the reason the bounds have to be changed, that the integration can't be switched with the original bounds since the inner integral is a function of s, so in order to reorder the integrals the bounds have to be changed to make the inner function no longer on of s?
 

What is integration limits changing in double integral order change?

Integration limits changing in double integral order change refers to the process of rearranging the order of integration in a double integral, which involves changing the limits of integration for the inner and outer integrals.

Why would you need to change the integration limits in a double integral?

Changing the integration limits in a double integral can make the integration process easier or more efficient. It can also be necessary when the original order of integration leads to a more complex or impossible integration.

What are the steps for changing the integration limits in double integral order change?

The steps for changing the integration limits in double integral order change are as follows: 1) Draw a diagram of the region of integration. 2) Determine the correct order of integration. 3) Change the integration limits for the inner integral to match the new order. 4) Change the integration limits for the outer integral to match the new order. 5) Evaluate the integral.

What are the common mistakes to avoid when changing integration limits in double integral order change?

Some common mistakes to avoid when changing integration limits in double integral order change include: 1) Forgetting to change the limits for both the inner and outer integrals. 2) Changing the limits in the wrong direction. 3) Mixing up the new order of integration. 4) Not correctly visualizing the region of integration. 5) Forgetting to evaluate the integral after changing the limits.

Can changing the integration limits affect the final result of a double integral?

Yes, changing the integration limits can affect the final result of a double integral. This is because the limits determine the range over which the function is being integrated, and changing the limits can lead to a different area or volume being calculated.

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