Does integration commute with substitution t=0?

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Discussion Overview

The discussion centers around the conditions under which the integration of a function with respect to a variable commutes with substitution, specifically examining the case when the parameter \( t \) is set to zero. Participants explore whether the equality \( g(x,0) = \int f(k,x,0)\,dk \) holds true under various conditions, and whether this holds for non-zero values of \( t \) as well.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • Some participants question the conditions under which \( g(x,0) \) can be derived from \( g(x,t) \) by substituting \( t=0 \) directly or by substituting \( t=0 \) into \( f(k,x,t) \) before integrating.
  • There is a discussion about the integration limits and whether they depend on \( t \), with some asserting that the limits do not have a hidden dependency on \( t \).
  • One participant suggests that the equation must hold for all defined values of \( t \), particularly at \( t=0 \).
  • Another participant raises the question of whether the linearity of integration plays a role in the validity of the equation, while others argue that linearity is not relevant since \( t \) appears in the exponent.
  • A later reply introduces a redefinition of the function \( f(x,t_0) \) as \( h(x) \) to clarify the relationship between \( t \) and the integration process, suggesting that treating \( t \) as a constant during integration simplifies the discussion.
  • There is a sense of confusion expressed by participants regarding the explanations, indicating that the discussion may be becoming more complex than initially intended.

Areas of Agreement / Disagreement

Participants do not reach a consensus on whether the integration commutes with substitution in all cases, and multiple competing views remain regarding the role of \( t \) and the conditions for the equality to hold.

Contextual Notes

The discussion highlights potential limitations related to the assumptions about the function \( f(k,x,t) \) and the nature of the integration limits, which may not be fully resolved.

Happiness
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Let ##g(x,t)=\int f(k,x,t)\,dk##

Under what conditions is the following true?

##g(x,0)=\int f(k,x,0)\,dk##

That is, we can get the value of ##g(x,t)## when ##t=0##, by
(1) either substituting ##t=0## into ##g(x,t)## or
(2) by first substituting ##t=0## into ##f(k,x,t)## and then integrating wrt ##k##.

Does it work for non-zero values of ##t##?

EDIT: ##g(x,t)=\int f(x,t)\,dx## corrected to ##g(x,t)=\int f(k,x,t)\,dk##.
 
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Can you say something about the integration limits? As it stands, the integral is a function of ##t## and only of ##t##. Thus ##g(x,t)=\int f(x,t)dx = F(t)## and ##F(0) = g(x,0)## as ##t## is treated as a constant in the integral.
 
fresh_42 said:
Can you say something about the integration limits? As it stands, the integral is a function of ##t## and only of ##t##. Thus ##g(x,t)=\int f(x,t)dx = F(t)## and ##F(0) = g(x,0)## as ##t## is treated as a constant in the integral.

The integration is from ##-\infty## to ##\infty##.
Screen Shot 2017-05-17 at 3.51.14 AM.png
 
So the integration limits don't have a hidden dependency on ##t## and the above remains valid. The equation has to hold for all values of ##t## for which it is defined and thus especially for ##t=0##.
 
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fresh_42 said:
So the integration limits don't have a hidden dependency on ##t## and the above remains valid. The equation has to hold for all values of ##t## for which it is defined and thus especially for ##t=0##.

Is the equation true because integration is a linear operator, i.e., ##\int t\,f(x)\,dx = t\int f(x)\,dx##? If so, how can we proof it using linearity?
 
Happiness said:
Is the equation true because integration is a linear operator, i.e. ##\int t\,f(x)\,dx = t\int f(x)\,dx##? If so, how can we proof it using linearity?
No, it doesn't have anything to do with linearity and as ##t## is in the exponent, it even isn't linearly depending on ##t##
It is much simpler: We have a function ##\int f(x,t) dx##. But what if we wrote ##f(x,t_0)=:h(x)##. As long as ##t_0## is constant, this is allowed. We haven't changed anything. The original equation can be thought of as: ##\textrm{For all values } t=t_0 \textrm{ we have } g(x,t_0)=\int f(x,t_0)dx## and therefore also for ##t=t_0=0##. The integration has nothing to do with ##t## so ##t## is constant for the integration. One could even redefine ##h(x)=f(x,t)## and the integral would be the same, only that ##t## is now somewhere hidden in the definition of ##h(x)##, say ##h_t(x)##. Then ##g(x,t)= \int h_t(x)dx## again for all defined values ##t##, e.g. for ##t=0##.

I'm getting the feeling that the more I explain the more it might confuse you. At least it starts to confuse me. Maybe we should simply write ##t=c## and the entire equation looks a lot better: ##g(x,c)=g_c(x)=\int f(x,c)dx = \int f_c(x)dx##.
 
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