Math 2.0

Real functions Counterexample

Function for which the iterated integrals differ

Builds on Fubini's theoremIterated integral

Counterexample

One could guess that the two iterated integrals of a function over a square are always equal when both exist. This is false. Let f(x,y)=x2−y2(x2+y2)2f(x, y) = \dfrac{x^2 - y^2}{(x^2 + y^2)^2} on (0,1]×(0,1](0, 1] \times (0, 1]. Then ∫01∫01f(x,y) dy dx=π4,∫01∫01f(x,y) dx dy=−π4.\int_0^1 \int_0^1 f(x, y) \, dy \, dx = \frac{\pi}{4}, \qquad \int_0^1 \int_0^1 f(x, y) \, dx \, dy = -\frac{\pi}{4}.

Remarks

For fixed x>0x > 0, ∂y(y/(x2+y2))=f(x,y)\partial_y \big( y / (x^2 + y^2) \big) = f(x, y). So the inner integral is 1/(1+x2)1/(1 + x^2), and its integral over [0,1][0, 1] is π/4\pi / 4. Since f(y,x)=−f(x,y)f(y, x) = -f(x, y), the other order gives −π/4-\pi / 4. The function is not integrable on the square: ∫01∫01∣f∣ dy dx=∞\int_0^1 \int_0^1 |f| \, dy \, dx = \infty. So Fubini's theorem does not apply. A discrete example is axy=1a_{xy} = 1 if x=yx = y, axy=−1a_{xy} = -1 if x=y+1x = y + 1, and axy=0a_{xy} = 0 otherwise, on the positive integers. The two iterated sums are 00 and 11.

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To understand this page from the ground up, read these 9 pages in order. The foundations come first.

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  1. Euclidean space object
  2. Function concept
  3. Function of several variables concept
  4. Iterated integral definition
  5. Limit of a function of several variables concept
  6. Continuity in R^n definition
  7. Double integral definition
  8. Fubini's theorem statement
  9. Function for which the iterated integrals differ counterexample

Further reading

  1. Web https://en.wikipedia.org/wiki/Fubini%27s_theorem, Failure of Fubini's theorem for non-integrable functions
  2. Web https://en.wikipedia.org/wiki/Iterated_integral, Lack of commutativity
About this page
Tag0GJZE2E4RX
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Aliasesfubini-counterexample
Kindcounterexample
WritingW0 stub
MSC26B15
UsesFubini's theorem, Iterated integral

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