Integral change of variables formula confusion

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Discussion Overview

The discussion revolves around the confusion regarding the change of variables formula in volume integrals, particularly in one-dimensional cases. Participants explore the implications of transforming volume elements and the correct application of integration limits when changing variables.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • One participant expresses confusion about the change of variables formula, specifically questioning why it is incorrect to write the integral of the volume element directly in terms of the transformed variable without adjusting the limits accordingly.
  • Another participant clarifies that the domain of integration must be correctly identified, indicating that for the integral with respect to ##z##, the limits are defined by the original variable, while the transformed integral with respect to ##x## uses the inverse function's limits.
  • A later reply emphasizes the necessity of replacing all instances of the variable ##z## with the corresponding expressions in terms of ##x##, reinforcing the importance of consistency in variable substitution.
  • One participant notes that the transformation must be a diffeomorphism over the entire range of integration, requiring the function to be monotonous and differentiable throughout the interval for the change of variables to be valid.
  • Another participant provides a multivariate version of the substitution rule, suggesting that the principles discussed apply more broadly beyond one-dimensional integrals.

Areas of Agreement / Disagreement

Participants generally agree on the importance of correctly changing the integration limits and maintaining consistency in variable substitution. However, there remains some confusion regarding the application of the change of variables formula, indicating that the discussion is not fully resolved.

Contextual Notes

Limitations include the need for clarity on the conditions under which the change of variables is valid, such as the requirement for the function to be a diffeomorphism and the implications of variable substitution on the limits of integration.

SchroedingersLion
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Greetings all.

I just got confused by the following.
Consider volume integral, for simplicity in 1D.
$$
V(A) = \int_{A} dz.
$$

If ##z## can be written as an invertible function of ##x##, i.e. ##z=f(x)##, we know the change of variables formula
$$
V(A)=\int_{A} dz= \int_{z^{-1}(A)} |z'(x)|dx.
$$

Intuitively, this is clear. What confused me now was the notion that the volume element transforms according to
$$
dz = |z'(x)|dx.
$$

If this equality holds, it should be allowed to write
$$
\int_{A} dz= \int_{A} |z'(x)|dx,
$$
which is obviously wrong. Why exactly is this not allowed?
 
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Are you wondering whether A or ##z^{-1}(A)## the domain of integration is ?
It would be A for ##\int dz ...## and ##z^{-1}(A)## for ##\int dx ...##.
 
Last edited:
SchroedingersLion said:
Greetings all.

I just got confused by the following.
Consider volume integral, for simplicity in 1D.
$$
V(A) = \int_{A} dz.
$$

If ##z## can be written as an invertible function of ##x##, i.e. ##z=f(x)##, we know the change of variables formula
$$
V(A)=\int_{A} dz= \int_{z^{-1}(A)} |z'(x)|dx.
$$

Intuitively, this is clear. What confused me now was the notion that the volume element transforms according to
$$
dz = |z'(x)|dx.
$$

If this equality holds, it should be allowed to write
$$
\int_{A} dz= \int_{A} |z'(x)|dx,
$$
which is obviously wrong. Why exactly is this not allowed?
Because written out, the integral reads ##\displaystyle{\int_{z=a}^{z=b}}dz##, and you cannot substitute the variable in one place and ignore the other places. Here is the multivariate version:
https://en.wikipedia.org/wiki/Integration_by_substitution#Substitution_for_multiple_variables
 
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fresh_42 said:
Because written out, the integral reads ##\displaystyle{\int_{z=a}^{z=b}}dz##, and you cannot substitute the variable in one place and ignore the other places. Here is the multivariate version:
https://en.wikipedia.org/wiki/Integration_by_substitution#Substitution_for_multiple_variables
Thank you. Writing the integration domain explicitly in terms of the variable helps to clear my confusion. I need to replace everything ##z##-related with the corresponding ##x## expression, not just a part of the whole thing.
 
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Of course you have to change the integration range to the new variables. You also must make sure that the transformation is a diffeomorphism over the entire range of integration. For a 1D integral over an interval the function must be monotonous and differentiable verywhere along the interval. Then
$$\int_a^b \mathrm{d} z f(z) = \int_{z^{-1}(a)}^{z^{-1}(b)} \mathrm{d} u \frac{\mathrm{d}}{\mathrm{d}u} z(u)f[z(u)].$$
 
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