Iterated integrals wrt one variable

In summary, integrals in the form of \overbrace{\int \cdots \int \int}^{n \, \mathrm{times}} f(x) \overbrace{\,dx\,dx ... \dx}^{n \, \mathrm{times}} can be written using various notations, such as D-n f(x) or Jn f(x), depending on the context. It is also standard to use shorthand notations like \idotsint or \int\limits_A for multiple integrals. However, as long as it is not ambiguous, any notation can be used.
  • #1
lolgarithms
120
0
how are integrals in the form of [tex] \overbrace{\int \cdots \int \int}^{n \, \mathrm{times}} f(x) \overbrace{\,dx\,dx ... \dx}^{n \, \mathrm{times}}[/tex] written? ie. if you integrate with respect to x n times, then what is the shorthand notation for that?
 
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  • #2
MathWorld uses D-n f(x) for n repeated integrals; I guess Dn f(x) stands for ∂nf(x)/∂xn.
 
  • #3
i was wondering what the superscript number to the d was in the quantum filed theory integrals , like what does [tex]\int d^4 k[/tex] mean, and why it isn't written [tex]\int dk^4[/tex]
 
  • #4
lolgarithms said:
i was wondering what the superscript number to the d was in the quantum filed theory integrals , like what does [tex]\int d^4 k[/tex] mean, and why it isn't written [tex]\int dk^4[/tex]

It's a short-hand notation that is NOT meant to represent four repeated indefinite integrals. k is a four vector with four components, so the notation means you are to perform the integration over all four components of k, which some specified limits on each integral:

[tex]\int d^4k = \int_\alpha^\beta dk_x\int_\gamma^\delta dk_y\int_\epsilon^\eta dk_z\int_\lambda^\tau dk_{ct}[/tex]

For generality, I made all the limits different, but I guess usually all would have the same limits of integration.

Also, [itex]dk^4[/itex] would be easily confused with [itex]d(k^4) = 4k^3 dk[/itex].
 
  • #5
lolgarithms said:
how are integrals in the form of [tex] \overbrace{\int \cdots \int \int}^{n \, \mathrm{times}} f(x) \overbrace{\,dx\,dx ... \dx}^{n \, \mathrm{times}}[/tex] written? ie. if you integrate with respect to x n times, then what is the shorthand notation for that?

It is also standard notation to use Jn for n repeated indefinite integrals (assumed to be single-variable) in the study of integral equations. The form of your result would be (Jnf)(x). This notation is extended in fractional calculus so that n can take on any real value, such that J becomes a unified differintegral operator.
 
  • #6
is it standard to write it like this?
(integral sign) stuff (dx n times)
 
  • #7
lolgarithms said:
is it standard to write it like this?
(integral sign) stuff (dx n times)

As long as it is not ambiguous, there should be no problem. It is also usually written
[tex]\idotsint f(x) dx^n[/tex]
where the emphasis is placed on the differential form in the integrand. In other circumstances, the author will also write
[tex]\int\limits_A f[/tex]
where the emphasis is placed on A, the set being integrated over, and the coordinate-specific differential notation is suppressed. This notation is used in more abstract texts.
 

1. What is an iterated integral with respect to one variable?

An iterated integral with respect to one variable is the process of evaluating a double integral by first integrating with respect to one of the variables, and then integrating the resulting expression with respect to the other variable.

2. How is an iterated integral with respect to one variable different from a regular integral?

An iterated integral with respect to one variable is different from a regular integral in that it involves two successive integrations, while a regular integral only involves one integration.

3. What is the significance of the order of integration in an iterated integral with respect to one variable?

The order of integration in an iterated integral with respect to one variable determines which variable is being integrated first. This can affect the difficulty of the integral and can also change the limits of integration.

4. What is the purpose of using an iterated integral with respect to one variable?

An iterated integral with respect to one variable is used to evaluate a double integral when the function being integrated cannot be easily expressed as an antiderivative. It is also useful for calculating the area under a curve in a multi-variable system.

5. How do you set up an iterated integral with respect to one variable?

To set up an iterated integral with respect to one variable, you first choose the order of integration (which variable to integrate first). Then, you set the limits of integration for each variable based on the given problem. Finally, you integrate the function with respect to one variable, and then integrate the resulting expression with respect to the other variable using the new limits of integration.

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