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In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, [1] is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation , and can loosely be thought of as using the chain rule "backwards."
The image of a function f(x 1, x 2, …, x n) is the set of all values of f when the n-tuple (x 1, x 2, …, x n) runs in the whole domain of f.For a continuous (see below for a definition) real-valued function which has a connected domain, the image is either an interval or a single value.
Two other well-known examples are when integration by parts is applied to a function expressed as a product of 1 and itself. This works if the derivative of the function is known, and the integral of this derivative times is also known. The first example is (). We write this as:
Change of variables is an operation that is related to substitution. However these are different operations, as can be seen when considering differentiation or integration (integration by substitution). A very simple example of a useful variable change can be seen in the problem of finding the roots of the sixth-degree polynomial:
We start with a measure space (E, X, μ) where E is a set, X is a σ-algebra of subsets of E, and μ is a (non-negative) measure on E defined on the sets of X. For example, E can be Euclidean n-space R n or some Lebesgue measurable subset of it, X is the σ-algebra of all Lebesgue measurable subsets of E, and μ is the Lebesgue measure.
If is a discrete group, then the compact subsets coincide with the finite subsets, and a (left and right invariant) Haar measure on is the counting measure. The Haar measure on the topological group ( R , + ) {\displaystyle (\mathbb {R} ,+)} that takes the value 1 {\displaystyle 1} on the interval [ 0 , 1 ] {\displaystyle [0,1]} is equal to the ...
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero.
Sometimes integrals may have two singularities where they are improper. Consider, for example, the function 1/((x + 1) √ x) integrated from 0 to ∞ (shown right). At the lower bound of the integration domain, as x goes to 0 the function goes to ∞, and the upper bound is itself ∞, though the function goes to 0. Thus this is a doubly ...