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Functional integration is a collection of results in mathematics and physics where the domain of an integral is no longer a region of space, but a space of functions. Functional integrals arise in probability , in the study of partial differential equations , and in the path integral approach to the quantum mechanics of particles and fields.
Just as the definite integral of a positive function of one variable represents the area of the region between the graph of the function and the x-axis, the double integral of a positive function of two variables represents the volume of the region between the surface defined by the function (on the three-dimensional Cartesian plane where z = f(x, y)) and the plane which contains its domain. [1]
Integration is the basic operation in integral calculus.While differentiation has straightforward rules by which the derivative of a complicated function can be found by differentiating its simpler component functions, integration does not, so tables of known integrals are often useful.
In general, the integral of a real-valued function f(x) with respect to a real variable x on an interval [a, b] is written as (). The integral sign ∫ represents integration. The symbol dx, called the differential of the variable x, indicates that the variable of integration is x.
Here A is a real positive definite symmetric matrix. This integral is performed by diagonalization of A with an orthogonal transformation = = where D is a diagonal matrix and O is an orthogonal matrix. This decouples the variables and allows the integration to be performed as n one-dimensional integrations.
Integration by parts is often used in harmonic analysis, particularly Fourier analysis, to show that quickly oscillating integrals with sufficiently smooth integrands decay quickly. The most common example of this is its use in showing that the decay of function's Fourier transform depends on the smoothness of that function, as described below.
where and are real numbers, is an integer, which is called the order of the integrator, and where = = = =.Note that each of the operators and provides a symplectic map, so their product appearing in the right-hand side of also constitutes a symplectic map.
For example, every integral transform is a linear operator, since the integral is a linear operator, and in fact if the kernel is allowed to be a generalized function then all linear operators are integral transforms (a properly formulated version of this statement is the Schwartz kernel theorem).