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Euler substitution is a method for evaluating integrals of the form (, + +), where is a rational function of and + +. In such cases, the integrand can be changed to a rational function by using the substitutions of Euler.
Integration by substitution can be derived from the fundamental theorem of calculus as follows. Let f {\displaystyle f} and g {\displaystyle g} be two functions satisfying the above hypothesis that f {\displaystyle f} is continuous on I {\displaystyle I} and g ′ {\displaystyle g'} is integrable on the closed interval [ a , b ] {\displaystyle ...
The theorem also holds if balls are replaced, in the definition of the derivative, by families of sets with diameter tending to zero satisfying the Lebesgue's regularity condition, defined above as family of sets with bounded eccentricity. This follows since the same substitution can be made in the statement of the Vitali covering lemma.
Integration by parts can be extended to functions of several variables by applying a version of the fundamental theorem of calculus to an appropriate product rule. There are several such pairings possible in multivariate calculus, involving a scalar-valued function u and vector-valued function (vector field) V .
The Lebesgue integral, named after French mathematician Henri Lebesgue, is one way to make this concept rigorous and to extend it to more general functions. The Lebesgue integral is more general than the Riemann integral, which it largely replaced in mathematical analysis since the first half of the 20th century. It can accommodate functions ...
In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Wilhelm Leibniz, states that for an integral of the form () (,), where < (), < and the integrands are functions dependent on , the derivative of this integral is expressible as (() (,)) = (, ()) (, ()) + () (,) where the partial derivative indicates that inside the integral, only the ...
Euler substitution; F. Fresnel integral; Functional integration; G. ... Lebesgue's decomposition theorem; Lebesgue's density theorem; Leibniz integral rule; Limits of ...
In mathematics, the Riemann–Lebesgue lemma, named after Bernhard Riemann and Henri Lebesgue, states that the Fourier transform or Laplace transform of an L 1 function vanishes at infinity. It is of importance in harmonic analysis and asymptotic analysis .