Q&A

When can you exchange the order of integration?

When can you exchange the order of integration?

To change order of integration, we need to write an integral with order dydx. This means that x is the variable of the outer integral. Its limits must be constant and correspond to the total range of x over the region D.

When can I exchange integral and derivative?

You may interchange integration and differentiation precisely when Leibniz says you may. In your notation, for Riemann integrals: when f and ∂f(x,t)∂x are continuous in x and t (both) in an open neighborhood of {x}×[a,b]. There is a similar statement for Lebesgue integrals.

When can you swap integral and summation?

If it is a finite sum, then certainly you can exchange the two. Otherwise, things get more complicated. Let me give a toy example. so if the sum converges absolutely (to an integrable function), then the integral and the summation can be exchanged.

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When can we interchange integration and limit?

In this case, is the zeta function, This Dirichlet series is uniformly convergent in half planes real part of z >=d, where d>1, so you’re good as long as your path of integration lies in one of these. In general you can interchange “limit” and “integral” as long as both are uniformly convergent.

Does double integral order matter?

To compute a double integral, one cannot in general change the order of integration. As explained in many answers, changing the order of integration obviously changes the bounds. But the core of the problem is that the iterated integration method (ie, integrate x first, then y or vis versa) itself fails.

What is Lebanese rule?

The Leibniz integral rule gives a formula for differentiation of a definite integral whose limits are functions of the differential variable, (1) It is sometimes known as differentiation under the integral sign.

Can you integrate a sum?

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According to integral calculus, the integral of sum of two or more functions is equal to the sum of their integrals. The following equation expresses this integral property and it is called as the sum rule of integration.

Can limits go inside integrals?

Taking the limit inside the integral is not always allowed. There are several theorems that allow us to do so. The major ones being Lebesgue dominated convergence and monotone convergence theorems. The uniform convergence theorem is a special case of dominated convergence theorem.

Can you take a limit inside an integral?

The monotone convergence theorem and dominated convergence theorem form measure theory can often be used to pass the limit inside an integral, rephrasing convergence in terms of convergence of sequences when necessary.