BobbyBear
- 162
- 1
I needed to evaluate the following integral (for constructing Chebyshev polynomials by an orthogonalisation process), but I just discovered that I'm having an issue with the change of variable technique:P The specific integral itself is unimportant as to the issue I'm having, but by means of an example this is the one I was solving when it arose:
<br /> \int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx<br />
And I believe this is done with the following change of variable:
<br /> x = g(\theta) = cos (\theta); \ \ \rightarrow \ \ dx= g'(\theta) = -sin(\theta)d\theta<br />
But since the transformation has to be bijective (or however you say:P), one would have to limit the range of \theta otherwise the inverse relationship \theta = g^{-1}(x) would not be a single valued function.
So for example, I can restrict \theta as so: <br /> 0 \leq\theta \leq \pi<br />
in which case g^{-1}(x=-1)=\pi ; \ \ \ g^{-1}(x=1)=0
and thus:
<br /> \int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx = \int_{\pi}^{0} \frac{-sin(\theta)}{\sqrt{(sin(\theta)^2}} d\theta = \int_{\pi}^{0} -d\theta = \int_{0}^{\pi} d\theta = \pi<br />
BUT! if for example I use the same transformation but restricting \theta to: <br /> \pi \leq\theta \leq 2\pi<br />
then I have: g^{-1}(x=-1)=\pi ; \ \ \ g^{-1}(x=1)=2\pi
and:
<br /> \int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx = \int_{\pi}^{2\pi} \frac{-sin(\theta)}{\sqrt{(sin(\theta)^2}} d\theta = \int_{\pi}^{2\pi} -d\theta = -\pi<br />
I know the answer has to be \pi because the integrand in terms of the original variable is always positive for x\in (-1,1), thus the integral has to be positive. And I know that different signs I'm getting is because in one case my transformation is such that \theta is increasing with increasing x (ie. g'>0) and in the other \theta is decreasing with increasing x (ie. g'<0), but . . . the sign of g'<0 should compensate the change in the order of the limits of integration and I shouldn't have to worry about that, no? I just can't see what I'm doing wrong in either case, although I'm certainly doing something wrong!:(
<br /> \int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx<br />
And I believe this is done with the following change of variable:
<br /> x = g(\theta) = cos (\theta); \ \ \rightarrow \ \ dx= g'(\theta) = -sin(\theta)d\theta<br />
But since the transformation has to be bijective (or however you say:P), one would have to limit the range of \theta otherwise the inverse relationship \theta = g^{-1}(x) would not be a single valued function.
So for example, I can restrict \theta as so: <br /> 0 \leq\theta \leq \pi<br />
in which case g^{-1}(x=-1)=\pi ; \ \ \ g^{-1}(x=1)=0
and thus:
<br /> \int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx = \int_{\pi}^{0} \frac{-sin(\theta)}{\sqrt{(sin(\theta)^2}} d\theta = \int_{\pi}^{0} -d\theta = \int_{0}^{\pi} d\theta = \pi<br />
BUT! if for example I use the same transformation but restricting \theta to: <br /> \pi \leq\theta \leq 2\pi<br />
then I have: g^{-1}(x=-1)=\pi ; \ \ \ g^{-1}(x=1)=2\pi
and:
<br /> \int_{-1}^{1} \frac{1}{\sqrt{1 - x^2}} dx = \int_{\pi}^{2\pi} \frac{-sin(\theta)}{\sqrt{(sin(\theta)^2}} d\theta = \int_{\pi}^{2\pi} -d\theta = -\pi<br />
I know the answer has to be \pi because the integrand in terms of the original variable is always positive for x\in (-1,1), thus the integral has to be positive. And I know that different signs I'm getting is because in one case my transformation is such that \theta is increasing with increasing x (ie. g'>0) and in the other \theta is decreasing with increasing x (ie. g'<0), but . . . the sign of g'<0 should compensate the change in the order of the limits of integration and I shouldn't have to worry about that, no? I just can't see what I'm doing wrong in either case, although I'm certainly doing something wrong!:(