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A compactly supported Riemann integrand admits the global change-of-variables formula from a diffeomorphism near the relevant compact preimage

Statement

Let n1n\ge1, let URnU\subseteq\mathbb R^n be open, and let g:URng:U\to\mathbb R^n be injective and C1C^1, with Dg(x)Dg(x) invertible on UU. Let f:RnRf:\mathbb R^n\to\mathbb R be compactly supported Riemann integrable and suppose suppfg(U)\operatorname{supp}f\subseteq g(U). Define h(x)={f(g(x))detDg(x),xU,0,xU.h(x)=\begin{cases}f(g(x))|\det Dg(x)|,&x\in U,\\0,&x\notin U.\end{cases} Then hh is compactly supported Riemann integrable and Rnf(y)dy=Rnh(x)dx.\int_{\mathbb R^n}f(y)\,dy=\int_{\mathbb R^n}h(x)\,dx.

Facts & Assumptions

Given: The local diffeomorphism data and compactly supported ff in the statement.

[L1]

A compact subset of an open Euclidean set lies in the interior of a compact Jordan neighborhood contained in that open set (A compact subset of an open Euclidean set has a compact Jordan neighborhood inside that open set).

[L2]

Compact-Jordan change of variables gives the integral formula on such a neighborhood (Change of variables for an injective C1C^1 map on a compact Jordan set).

[L3]

Compactly supported integrals are independent of their bounding rectangles (The Riemann integral of a compactly supported function is independent of its bounding rectangle).

[L4]

The inverse function theorem gives a local C1C^1 inverse wherever the derivative is invertible (The Euclidean inverse function theorem).

Proof

technique · reduction
1.1

By [L4] and global injectivity, the local inverses patch to a continuous inverse on g(U)g(U). Thus C=g1(suppf)C=g^{-1}(\operatorname{supp}f) is compact and lies in UU. By [L1], choose compact Jordan KK with CintKKUC\subseteq\operatorname{int}K\subseteq K\subseteq U.

L1L4given
2.1

The function ff vanishes outside g(K)g(K), while hh vanishes outside KK. Apply [L2] to fg(K)f|_{g(K)}; its transformed integrand is hKh|_K, giving g(K)f=Kh.\int_{g(K)}f=\int_Kh.

L2step 1.1
3.1

The support of hh is contained in the compact set CC, because f(g(x))=0f(g(x))=0 away from its preimage. Thus hh is compactly supported and [L3] identifies the two integrals in step 2.1 with the corresponding integrals over Rn\mathbb R^n.

L3step 2.1

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