Integration Limits Changing in Double Integral Order Change

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Discussion Overview

The discussion revolves around the manipulation of limits in double integrals, specifically in the context of changing the order of integration. Participants explore the equivalence of two integrals and the implications of altering the limits of integration within a proof related to differential equations.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • One participant presents an integral equality involving a continuous function and seeks clarification on changing the order of integration and the corresponding limits.
  • Another participant suggests drawing a diagram of the integration domain to understand the relationship between the two sets of limits.
  • A participant expresses confusion about how the limits can be changed, questioning the validity of the transformation given the nature of the curves involved.
  • Several participants describe the domains of integration for both integrals, noting that they correspond to the same triangular area in the (s, τ) plane.
  • One participant concludes that the areas are equivalent and seeks confirmation on whether the change in bounds is necessary due to the dependence of the inner integral on s.

Areas of Agreement / Disagreement

Participants generally agree that the domains of integration are equivalent, but there remains uncertainty regarding the necessity and implications of changing the limits when switching the order of integration.

Contextual Notes

Some participants express limitations in understanding the transformation of limits, particularly in relation to the dependence of the integrand on the variable of integration.

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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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Draw a picture of the domain of integration and convince yourself that \{ (s, \tau) : 0 < \tau < s, 0 < s < t\} = \{ (s, \tau) : \tau < s < t, 0 < \tau < t \}
 
pasmith said:
Draw a picture of the domain of integration and convince yourself that \{ (s, \tau) : 0 < \tau < s, 0 < s < t\} = \{ (s, \tau) : \tau < s < t, 0 < \tau < t \}
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.
 
The domain of integration of the integral on the left is those points of the (s, \tau) plane for which 0 &lt; s &lt; t and 0 &lt; \tau &lt; s. 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 (s, \tau) plane for which 0 &lt; \tau &lt; t and \tau &lt; s &lt; t. That's the triangle with corners (0,0), (t,0) and (t,t).

These are exactly the same subset of the (s,\tau) plane.

That's all there is to it.
 
pasmith said:
The domain of integration of the integral on the left is those points of the (s, \tau) plane for which 0 &lt; s &lt; t and 0 &lt; \tau &lt; s. 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 (s, \tau) plane for which 0 &lt; \tau &lt; t and \tau &lt; s &lt; t. That's the triangle with corners (0,0), (t,0) and (t,t).

These are exactly the same subset of the (s,\tau) 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?
 

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