Why does the first iterated integral exist but the second one does not?

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    Integration Zero
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Discussion Overview

The discussion revolves around the existence of iterated integrals for a specific function defined on the unit square. Participants explore why one iterated integral exists while the other does not, with references to concepts such as Riemann integrability and the behavior of the function at specific points.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant defines the function f(x,y) and states that the iterated integral with respect to dx exists and equals zero, while the iterated integral with respect to dy does not exist.
  • Another participant introduces the Dirichlet function as a comparison, noting that for fixed x = 0, the function f(x,y) is not Riemann integrable with respect to y.
  • A different participant expresses confusion regarding the Dirichlet function and requests alternative explanations.
  • One participant claims that the integral of f(x,y) with respect to dy exists for x ≠ 0 but does not exist for x = 0, citing a theorem about bounded functions and continuity.
  • This same participant questions their earlier assertion about the non-existence of the second iterated integral and seeks confirmation on their reasoning.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the existence of the second iterated integral, with some arguing it does not exist while others suggest it may exist under certain conditions.

Contextual Notes

There are references to the Riemann integrability conditions and the behavior of the function at specific points, which may influence the conclusions drawn by participants. The discussion reflects varying levels of familiarity with relevant mathematical concepts.

Who May Find This Useful

Readers interested in advanced calculus, particularly in the context of iterated integrals and Riemann integration, may find this discussion relevant.

kingwinner
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1) Let f(x,y)=1 for x=0, y E Q
f(x,y)=0 otherwise
on R=[0,1] x [0,1]

Then
1 1
∫ ∫ f(x,y) dxdy = 0 exists
0 0
but
1 1
∫ ∫ f(x,y) dydx does not exist
0 0



I don't understand why the first iterated integral exists, but the second interated integral does not exist, can someone please explain (perhaps in terms of the concept of zero content) ?

Thank you!
 
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The dirichlet function d(y) = 1 y in Q, d(y) = 0 y not in Q is not Riemann integrable.
So for fixed x = 0, f(x,y) = d(y) is not integrable with respect to y.

But [tex]\int_0^1 f(x,y) dx = 0[/tex], (regardless if f(0,y) = 1 or 0) so you can integrate the first expression.
 
I haven't learned about the dirichlet function, so I don't quite get your points. Are there any other ways of explaining? Anyone want to give it another try?

Thanks!
 
Please do not cross post.
 
1
∫ f(x,y) dy = F(x) exists for x not =0
0

1
∫ f(0,y) dy = F(0) does not exist
0

Theorem: If f is bounded on [a,b] and continuous at all except finitely many points in [a,b], then f is (Riemann) integrable on [a,b].

In our case, x=0 is just a single point (finitely many points!)
So actually
1 1
∫ ∫ f(x,y) dydx
0 0
1
=∫ F(x) dx exists as well and equal zero, am I right?
0

If so, then my claim in the first post that
1 1
∫ ∫ f(x,y) dydx does not exist must be wrong
0 0

I am not too sure about this, could someone please give an affirmative answer?
 

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