align fix; theorem style; condition number
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@@ -391,17 +391,19 @@ By "iterated" we mean performing two different definite integrals. For example,
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The question then: under what conditions will the three integrals be equal?
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::: {.callout-note icon=false}
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## [Fubini](https://math.okstate.edu/people/lebl/osu4153-s16/chapter10-ver1.pdf)
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> [Fubini](https://math.okstate.edu/people/lebl/osu4153-s16/chapter10-ver1.pdf). Let $R \times S$ be a closed rectangular region in $R^n \times R^m$. Suppose $f$ is bounded. Define $f_x(y) = f(x,y)$ and $f^y(x) = f(x,y)$ where $x$ is in $R^n$ and $y$ in $R^m$. *If* $f_x$ and $f^y$ are integrable then
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>
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> $$
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> \iint_{R\times S}fdV = \iint_R \left(\iint_S f_x(y) dy\right) dx
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> = \iint_S \left(\iint_R f^y(x) dx\right) dy.
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> $$
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Let $R \times S$ be a closed rectangular region in $R^n \times R^m$. Suppose $f$ is bounded. Define $f_x(y) = f(x,y)$ and $f^y(x) = f(x,y)$ where $x$ is in $R^n$ and $y$ in $R^m$. *If* $f_x$ and $f^y$ are integrable then
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$$
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\iint_{R\times S}fdV = \iint_R \left(\iint_S f_x(y) dy\right) dx
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= \iint_S \left(\iint_R f^y(x) dx\right) dy.
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$$
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Similarly, if $f^y$ is integrable for all $y$, then $\iint_{R\times S}fdV =\iint_S \iint_R f(x,y) dx dy$.
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:::
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An immediate corollary is that the above holds for continuous functions when $R$ and $S$ are bounded, the case described here.
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@@ -939,11 +941,12 @@ In [Katz](http://www.jstor.org/stable/2689856) a review of the history of "chang
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We view $R$ in two coordinate systems $(x,y)$ and $(u,v)$. We have that
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$$
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\begin{align*}
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dx &= A du + B dv\\
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dy &= C du + D dv,
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\end{align*}
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$$
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where $A = \partial{x}/\partial{u}$, $B = \partial{x}/\partial{v}$, $C= \partial{y}/\partial{u}$, and $D = \partial{y}/\partial{v}$. Lagrange, following Euler, first sets $x$ to be constant (as is done in iterated integration). Hence, $dx = 0$ and so $du = -(B/A) dv$ and, after substitution, $dy = (D-C(B/A))dv$. Then Lagrange set $y$ to be a constant, so $dy = 0$ and hence $dv=0$ so $dx = Adu$. The area "element" $dx dy = A du \cdot (D - C(B/A)) dv = (AD - BC) du dv$. Since areas and volumes are non-negative, the absolute value is used. With this, we have "$dxdy = |AD-BC|du dv$" as the analog of $dx = g'(u) du$.
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@@ -952,11 +955,12 @@ where $A = \partial{x}/\partial{u}$, $B = \partial{x}/\partial{v}$, $C= \partial
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The expression $AD - BC$ was also derived by Euler, by related means. Lagrange extended the analysis to 3 dimensions. Before doing so, it is helpful to understand the problem from a geometric perspective. Euler was attempting to understand the effects of the following change of variable:
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$$
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\begin{align*}
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x &= a + mt + \sqrt{1-m^2} v\\
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y & = b + \sqrt{1-m^2}t -mv
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\end{align*}
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$$
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Euler knew this to be a clockwise *rotation* by an angle $\theta$ with $\cos(\theta) = m$, a *reflection* through the $x$ axis, and a translation by $\langle a, b\rangle$. All these *should* preserve the area represented by $dx dy$, so he was *expecting* $dx dy = dt dv$.
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@@ -1090,13 +1094,15 @@ Using the fact that the two vectors involved are columns in the Jacobian of the
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The absolute value of the determinant of the Jacobian is the multiplying factor that is seen in the change of variable formula for all dimensions:
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::: {.callout-note icon=false}
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## [Change of variable](https://en.wikipedia.org/wiki/Integration_by_substitution#Substitution_for_multiple_variables)
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> [Change of variable](https://en.wikipedia.org/wiki/Integration_by_substitution#Substitution_for_multiple_variables) Let $U$ be an open set in $R^n$, $G:U \rightarrow R^n$ be an *injective* differentiable function with *continuous* partial derivatives. If $f$ is continuous and compactly supported, then
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>
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> $$
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> \iint_{G(S)} f(\vec{x}) dV = \iint_S (f \circ G)(\vec{u}) |\det(J_G)(\vec{u})| dU.
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> $$
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Let $U$ be an open set in $R^n$, $G:U \rightarrow R^n$ be an *injective* differentiable function with *continuous* partial derivatives. If $f$ is continuous and compactly supported, then
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$$
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\iint_{G(S)} f(\vec{x}) dV = \iint_S (f \circ G)(\vec{u}) |\det(J_G)(\vec{u})| dU.
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$$
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:::
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For the one-dimensional case, there is no absolute value, but there the interval is reversed, producing "negative" area. This is not the case here, where $S$ is parameterized to give positive volume.
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@@ -1308,12 +1314,13 @@ What about other triangles, say the triangle bounded by $x=0$, $y=0$ and $y-x=1$
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This can be seen as a reflection through the line $x=1/2$ of the triangle above. If $G_1$ represents the mapping from $U [0,1]\times[0,1]$ into the triangle of the last problem, and $G_2$ represents the reflection through the line $x=1/2$, then the transformation $G_2 \circ G_1$ will map the box $U$ into the desired region. By the chain rule, we have:
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$$
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\begin{align*}
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\int_{(G_2\circ G_1)(U)} f dx &= \int_U (f\circ G_2 \circ G_1) |\det(J_{G_2 \circ G_1})| du \\
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&=
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\int_U (f\circ G_2 \circ G_1) |\det(J_{G_2}(G_1(u)))||\det(J_{G_1}(u))| du.
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\end{align*}
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$$
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(In [Katz](http://www.jstor.org/stable/2689856) it is mentioned that Jacobi showed this in 1841.)
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