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Change of variables on bounded open Jordan sets when both integrands are bounded and Riemann integrable
Statement
Let , let be open, let be a bounded open Jordan set with , and let be injective and , with invertible derivative throughout . Put and assume is a bounded open Jordan set. If and are both bounded and Riemann integrable on their respective Jordan sets, then No improper-integral convention is implicit in this statement.
Facts & Assumptions
Given: The bounded open Jordan sets, map, and two bounded integrable functions in the statement.
A bounded open Jordan set has a compact grid exhaustion with vanishing-content remainder (A bounded open Jordan set has an increasing exhaustion by compact finite unions of grid rectangles with vanishing content remainder).
Compact-Jordan change of variables applies to every member of that exhaustion (Change of variables for an injective map on a compact Jordan set).
On a bounding rectangle, the absolute value of an integral is bounded by the integral of the absolute value (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ); zero extension gives the corresponding supremum-times-content bound on a Jordan subset.
For a map the derivative entries are continuous (Continuously differentiable maps, local inverses, and local diffeomorphisms); the determinant is a polynomial in those entries (For every fixed finite size at least one, the determinant of a real square matrix is a polynomial in its matrix entries), finite algebra preserves continuity (A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions), and a continuous real function on a nonempty compact metric space is bounded (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
Proof
If , then and both integrals are . Otherwise choose the compact grid exhaustion from [L1]. For every , [L2] gives
A bound for gives source error at most , which tends to zero by [L1] and [L3].
The compact set is nonempty, and [L4] gives a bound for on it. Apply [L2] to the compact Jordan remainder with the constant-one function. Its content tends to zero with , so . A bound for and [L3] make the image error tend to zero as well. Passing to the limit in step 1.1 proves the formula.
Depends on
- A bounded open Jordan set has an increasing exhaustion by compact finite unions of grid rectangles with vanishing content remainder
- Change of variables for an injective $C^1$ map on a compact Jordan set
- Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in $\mathbb{R}^m$
- Continuously differentiable maps, local inverses, and local diffeomorphisms
- For every fixed finite size at least one, the determinant of a real square matrix is a polynomial in its matrix entries
- A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
Used by
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Sources
- A. Leibman, Multidimensional Real Analysis, Theorem 5.5.7 (standard reference, not scraped)