Change of variables; why do we take the absolute value?

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Discussion Overview

The discussion centers around the differences in applying the change of variables technique in one-dimensional versus multi-dimensional integrals, particularly focusing on the use of absolute values in the Jacobian determinant and the implications for integration boundaries.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • Some participants note that in one-dimensional integrals, the derivative is taken without absolute value because the integral boundaries change signs accordingly.
  • Others argue that in multi-dimensional integrals, the inability to track signs through integral borders necessitates the use of the absolute value of the Jacobian determinant.
  • A participant questions the validity of changing integration borders in multi-dimensional cases, suggesting that it may depend on the choice of parameters and provides an example involving a reflection across the y-axis.
  • Another participant suggests that the integral must always be set up so that the inner integral runs from a lower bound to an upper bound that is consistently greater over the entire domain.
  • One participant clarifies the change of variables formula and distinguishes between multiple integrals and iterated integrals, noting that the latter requires careful attention to bounds.
  • A later reply acknowledges confusion regarding the distinction between multiple and iterated integrals and references Fubini’s theorem, which explicitly states the requirement for upper bounds to be larger than lower bounds.

Areas of Agreement / Disagreement

Participants express differing views on the necessity and implications of using absolute values in the change of variables process, particularly in multi-dimensional integrals. The discussion remains unresolved regarding the appropriateness of changing integration borders in certain transformations.

Contextual Notes

Some limitations include the dependence on specific transformation choices and the need for clarity regarding the definitions of multiple versus iterated integrals. There are unresolved mathematical steps related to the integration boundaries in the context of the examples provided.

Hiero
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In transforming an integral to new coordinates, we multiply the “volume” element by the absolute value of the Jacobian determinant.

But in the one dimensional case (where “change of variables” is just “substitution”) we do not take the absolute value of the derivative, we just take the derivative, be it positive or negative.

Why is the single-variable method different from the multi-variable method (in that it lacks the absolute value)?
 
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In the one-dimensional case your integral borders will also change signs accordingly, so you don't need the absolute value. In the multi-dimensional case you can't use the integral borders to keep track of the sign.
 
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mfb said:
In the multi-dimensional case you can't use the integral borders to keep track of the sign.
Can you elaborate? We still change the boundaries according to the transformation (or it’s inverse) right? Doesn’t it depend on the choice of parameters? A simple example, (x, y)=(-u, v) (I mean a reflection across the y axis,)
$$1 = \int_0^1\int_0^1dxdy = \int_0^1\int_0^{-1}|J|dudv=-1$$
Why is that wrong to do? x = 1 corresponds to u = -1
 
I think in this case you shouldn't change the integration borders, or take the absolute value of the overall integral.
 
Is it just an unspoken part of the rule that we must make the integral over the region so that every inner integral always ‘runs upwards’? I.e. if we have an integral with lower-bound a and upper-bound b which are functions like b = b(x, y, ..., z) then we must make sure that b > a over the whole domain (x, y, ... z) which we might be integrating over?

Then I can understand it working with the absolute value |df/dx| in the 1d case, as well as how the previous example should go from 01∫∫-10dudv
 
The actual statement of the change of variables formula is that \int_S f dA=\int_T f\circ\phi |J| dA where \phi is diffeomorphism from T to S (In your example, \phi(u,v)=(-x,y)). Note that this formula doesn't give you iterated integrals with bounds; it only tells you the region that you're integrating over. You're right than when you write it as an iterated integral, each integral should go from the lower bound to the upper bound- this is because, for example, \iint_{[0,1]\times [-1,0]}dA unambiguously equals \int_0^1\int_{-1}^0 du dv
 
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Infrared said:
when you write it as an iterated integral, each integral should go from the lower bound to the upper bound-
Thanks. I was not distinguishing the idea of a “multiple-integral” from an “iterated-integral,” which caused me confusion.

Also, I should have read “Fubini’s theorem” more carefully, because it does explicitly state the upper bounds are larger than the lower bounds (so it’s not an unspoken rule, it’s just spoken in a different theorem).
 

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