Multivariable fundamental calculus theorem in Wald

In summary: F:\mathbb{R}^n\to\mathbb{R}## is a differentiable function, then$$F(x)=F(a)+\sum_{i=1}^n(x^i-a^i)H_i(x)$$where ##H_i(a)=\frac{\partial F}{\partial x^i}\bigg|_{x=a}##.
  • #1
sphyrch
35
9
i want to prove that if ##F:\mathbb{R}^n\to\mathbb{R}## is a differentiable function, then
$$F(x)=F(a)+\sum_{i=1}^n(x^i-a^i)H_i(x)$$
where ##H_i(a)=\frac{\partial F}{\partial x^i}\bigg|_{x=a}##. the hint is that with the 1-dimensional case, convert the integral into one with limits from ##0## to ##1## and then we'll get the 1-dimensional version of what we're trying to prove. then we have to extend it to ##n##-dimensional case. my try is like this -
$$F(x)=F(a)+\int_a^xF'(s)ds$$
if I substitute ##s=(x-a)t+a##, then the above becomes
$$F(x)=F(a)+(x-a)\int_0^1F'((x-a)t+a)dt$$
so the rhs integral should be my ##H(x)## so that ##H(a)=\frac{dF}{dx}\bigg|_{x=a}=F'(a)##

but first problem: if i evaluate the integral, i get ##H(x)=\frac{F((x-a)t+a)}{x-a}\big|_{t=1}-\frac{F((x-a)t+a)}{x-a}\big|_{t=0}=\frac{F(x)-F(a)}{x-a}## but i don't see how ##H(a)=\frac{dF}{dx}\bigg|_{x=a}=F'(a)##

second problem is, how should I extend to the ##n##-dimensional case? the most I can think of is that ##n##-dimensional ##F## will have several component functions ##F_1,\ldots,F_n## - to each of which we can apply the 1-D result, but how does that get us to the final result? Please help
 
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  • #3
$$x_1,x_2\in\mathbb{R}^m,\quad\int_0^1\frac{d}{ds}f(sx_1+(1-s)x_2)ds=f(x_1)-f(x_2);$$
$$\int_0^1\frac{d}{ds}f(sx_1+(1-s)x_2)ds=\int_0^1\frac{\partial f}{\partial x}(sx_1+(1-s)x_2)ds(x_1-x_2);$$
$$H_i=\int_0^1\frac{\partial f}{\partial x^i}(sx_1+(1-s)x_2)ds$$
ok?
 
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1. What is the Multivariable Fundamental Calculus Theorem in Wald?

The Multivariable Fundamental Calculus Theorem in Wald is a mathematical theorem that relates the integral of a function over a multi-dimensional region to the values of the function on the boundary of the region. It is a generalization of the Fundamental Theorem of Calculus in single-variable calculus.

2. How is the Multivariable Fundamental Calculus Theorem in Wald used?

The theorem is used to evaluate integrals over multi-dimensional regions by breaking them down into smaller, easier-to-solve integrals over the boundaries of the region. It also has applications in physics, engineering, and other fields that involve multi-dimensional functions.

3. Who is responsible for developing the Multivariable Fundamental Calculus Theorem in Wald?

The theorem is named after mathematician Abraham Wald, who first published it in 1944 in his paper "The Generalization of the Fundamental Theorem of Calculus to Multiple Integrals". However, the concept of the theorem has been studied and developed by many mathematicians throughout history.

4. What are the key components of the Multivariable Fundamental Calculus Theorem in Wald?

The theorem involves several key components, including the region of integration, the function being integrated, and the boundary of the region. It also requires an understanding of partial derivatives and line integrals, as well as the concept of a gradient vector field.

5. Are there any limitations or restrictions to the Multivariable Fundamental Calculus Theorem in Wald?

Like any mathematical theorem, there are certain conditions and assumptions that must be met in order for the theorem to be applied. For example, the function being integrated must be continuous and have continuous partial derivatives over the region of integration. Additionally, the region of integration must be a closed, bounded region in order for the theorem to be applied.

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