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Integral of inverse functions

From Wikipedia, the free encyclopedia
Mathematical theorem, used in calculus
Part of a series of articles about
Calculus
abf(t)dt=f(b)f(a){\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}

Inmathematics,integrals of inverse functions can be computed by means of a formula that expresses theantiderivatives of theinversef1{\displaystyle f^{-1}} of acontinuous and invertible functionf{\displaystyle f}, in terms off1{\displaystyle f^{-1}} and an antiderivative off{\displaystyle f}. This formula was published in 1905 byCharles-Ange Laisant.[1]

Statement of the theorem

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LetI1{\displaystyle I_{1}} andI2{\displaystyle I_{2}} be twointervals ofR{\displaystyle \mathbb {R} }. Assume thatf:I1I2{\displaystyle f:I_{1}\to I_{2}} is a continuous and invertible function. It follows from theintermediate value theorem thatf{\displaystyle f} isstrictly monotone. Consequently,f{\displaystyle f} maps intervals to intervals, so is an open map and thus a homeomorphism. Sincef{\displaystyle f} and the inverse functionf1:I2I1{\displaystyle f^{-1}:I_{2}\to I_{1}} are continuous, they have antiderivatives by thefundamental theorem of calculus.

Laisant proved that ifF{\displaystyle F} is an antiderivative off{\displaystyle f}, then the antiderivatives off1{\displaystyle f^{-1}} are:

f1(y)dy=yf1(y)Ff1(y)+C,{\displaystyle \int f^{-1}(y)\,dy=yf^{-1}(y)-F\circ f^{-1}(y)+C,}

whereC{\displaystyle C} is an arbitrary real number. Note that it is not assumed thatf1{\displaystyle f^{-1}} isdifferentiable.

Illustration of the theorem

In his 1905 article, Laisant gave three proofs.

First proof

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First, under the additional hypothesis thatf1{\displaystyle f^{-1}} isdifferentiable, one may differentiate the above formula, which completes the proof immediately.

Second proof

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His second proof was geometric. Iff(a)=c{\displaystyle f(a)=c} andf(b)=d{\displaystyle f(b)=d}, the theorem can be written:

cdf1(y)dy+abf(x)dx=bdac.{\displaystyle \int _{c}^{d}f^{-1}(y)\,dy+\int _{a}^{b}f(x)\,dx=bd-ac.}

The figure on the right is aproof without words of this formula. Laisant does not discuss the hypotheses necessary to make this proof rigorous, but this can be proved iff{\displaystyle f} is just assumed to be strictly monotone (but not necessarily continuous, let alone differentiable). In this case, bothf{\displaystyle f} andf1{\displaystyle f^{-1}} are Riemann integrable and the identity follows from a bijection between lower/upperDarboux sums off{\displaystyle f} and upper/lower Darboux sums off1{\displaystyle f^{-1}}.[2][3] The antiderivative version of the theorem then follows from the fundamental theorem of calculus in the case whenf{\displaystyle f} is also assumed to be continuous.

Third proof

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Laisant's third proof uses the additional hypothesis thatf{\displaystyle f} is differentiable. Beginning withf1(f(x))=x{\displaystyle f^{-1}(f(x))=x}, one multiplies byf(x){\displaystyle f'(x)} and integrates both sides. The right-hand side is calculated using integration by parts to bexf(x)f(x)dx{\textstyle xf(x)-\int f(x)\,dx}, and the formula follows.

Details

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One may also think as follows whenf{\displaystyle f} is differentiable. Asf{\displaystyle f} is continuous at anyx{\displaystyle x},F:=0xf{\displaystyle F:=\int _{0}^{x}f} is differentiable at allx{\displaystyle x} by the fundamental theorem of calculus. Sincef{\displaystyle f} is invertible, its derivative would vanish in at most countably many points. Sort these points by...<t1<t0<t1<...{\displaystyle ...<t_{-1}<t_{0}<t_{1}<...}. Sinceg(y):=yf1(y)Ff1(y)+C{\displaystyle g(y):=yf^{-1}(y)-F\circ f^{-1}(y)+C} is a composition of differentiable functions on each interval(ti,ti+1){\displaystyle (t_{i},t_{i+1})}, chain rule could be appliedg(y)=f1(y)+y/f(y)ff1(y).1/f(y)+0=f1(y){\displaystyle g'(y)=f^{-1}(y)+y/f'(y)-f\circ f^{-1}(y).1/f'(y)+0=f^{-1}(y)} to seeg|(ti,ti+1){\displaystyle \left.g\right|_{(t_{i},t_{i+1})}} is an antiderivative forf|(ti,ti+1){\displaystyle \left.f\right|_{(t_{i},t_{i+1})}}. We claimg{\displaystyle g} is also differentiable on each ofti{\displaystyle t_{i}} and does not go unbounded ifI2{\displaystyle I_{2}} is compact. In such a casef1{\displaystyle f^{-1}} is continuous and bounded. By continuity and the fundamental theorem of calculus,G(y):=C+0yf1{\displaystyle G(y):=C+\int _{0}^{y}f^{-1}} whereC{\displaystyle C} is a constant, is a differentiable extension ofg{\displaystyle g}. Butg{\displaystyle g} is continuous as it's the composition of continuous functions. So isG{\displaystyle G} by differentiability. Therefore,G=g{\displaystyle G=g}. One can now use the fundamental theorem of calculus to computeI2f1{\displaystyle \int _{I_{2}}f^{-1}}.

Nevertheless, it can be shown that this theorem holds even iff{\displaystyle f} orf1{\displaystyle f^{-1}} is not differentiable:[3][4] it suffices, for example, to use the Stieltjes integral in the previous argument. On the other hand, even though general monotonic functions are differentiable almost everywhere, the proof of the general formula does not follow, unlessf1{\displaystyle f^{-1}} isabsolutely continuous.[4]


It is also possible to check that for everyy{\displaystyle y} inI2{\displaystyle I_{2}}, the derivative of the functionyyf1(y)F(f1(y)){\displaystyle y\mapsto yf^{-1}(y)-F(f^{-1}(y))} is equal tof1(y){\displaystyle f^{-1}(y)}.[citation needed] In other words:

xI1limh0(x+h)f(x+h)xf(x)(F(x+h)F(x))f(x+h)f(x)=x.{\displaystyle \forall x\in I_{1}\quad \lim _{h\to 0}{\frac {(x+h)f(x+h)-xf(x)-\left(F(x+h)-F(x)\right)}{f(x+h)-f(x)}}=x.}

To this end, it suffices to apply themean value theorem toF{\displaystyle F} betweenx{\displaystyle x} andx+h{\displaystyle x+h}, taking into account thatf{\displaystyle f} is monotonic.

Examples

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  1. Assume thatf(x)=exp(x){\displaystyle f(x)=\exp(x)}, hencef1(y)=ln(y){\displaystyle f^{-1}(y)=\ln(y)}. The formula above gives immediatelyln(y)dy=yln(y)exp(ln(y))+C=yln(y)y+C.{\displaystyle \int \ln(y)\,dy=y\ln(y)-\exp(\ln(y))+C=y\ln(y)-y+C.}
  2. Similarly, withf(x)=cos(x){\displaystyle f(x)=\cos(x)} andf1(y)=arccos(y){\displaystyle f^{-1}(y)=\arccos(y)},arccos(y)dy=yarccos(y)sin(arccos(y))+C.{\displaystyle \int \arccos(y)\,dy=y\arccos(y)-\sin(\arccos(y))+C.}
  3. Withf(x)=tan(x){\displaystyle f(x)=\tan(x)} andf1(y)=arctan(y){\displaystyle f^{-1}(y)=\arctan(y)},arctan(y)dy=yarctan(y)+ln|cos(arctan(y))|+C.{\displaystyle \int \arctan(y)\,dy=y\arctan(y)+\ln \left|\cos(\arctan(y))\right|+C.}

History

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Apparently, this theorem of integration was discovered for the first time in 1905 byCharles-Ange Laisant,[1] who "could hardly believe that this theorem is new", and hoped its use would henceforth spread out among students and teachers. This result was published independently in 1912 by an Italian engineer, Alberto Caprilli, in an opuscule entitled "Nuove formole d'integrazione".[5] It was rediscovered in 1955 by Parker,[6] and by a number of mathematicians following him.[7] Nevertheless, they all assume thatf orf−1 isdifferentiable. The general version of thetheorem, free from this additional assumption, was proposed by Michael Spivak in 1965, as an exercise in theCalculus,[2] and a fairly complete proof following the same lines was published by Eric Key in 1994.[3]This proof relies on the very definition of theDarboux integral, and consists in showing that the upperDarboux sums of the functionf are in 1-1 correspondence with the lower Darboux sums off−1. In 2013, Michael Bensimhoun, estimating that the general theorem was still insufficiently known, gave two other proofs:[4] The second proof, based on theStieltjes integral and on its formulae ofintegration by parts and ofhomeomorphicchange of variables, is the most suitable to establish more complex formulae.

Generalization to holomorphic functions

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The above theorem generalizes in the obvious way to holomorphic functions:LetU{\displaystyle U} andV{\displaystyle V} be two open and simply connected sets ofC{\displaystyle \mathbb {C} }, and assume thatf:UV{\displaystyle f:U\to V} is abiholomorphism. Thenf{\displaystyle f} andf1{\displaystyle f^{-1}} have antiderivatives, and ifF{\displaystyle F} is an antiderivative off{\displaystyle f}, the general antiderivative off1{\displaystyle f^{-1}} is

G(z)=zf1(z)Ff1(z)+C.{\displaystyle G(z)=zf^{-1}(z)-F\circ f^{-1}(z)+C.}

Because all holomorphic functions are differentiable, the proof is immediate by complex differentiation.

See also

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References

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  1. ^abLaisant, C.-A. (1905). "Intégration des fonctions inverses".Nouvelles annales de mathématiques, journal des candidats aux écoles polytechnique et normale.5 (4):253–257.
  2. ^abMichael Spivak,Calculus (1967), chap. 13, pp. 235.
  3. ^abcKey, E. (Mar 1994). "Disks, Shells, and Integrals of Inverse Functions".The College Mathematics Journal.25 (2):136–138.doi:10.2307/2687137.JSTOR 2687137.
  4. ^abcBensimhoun, Michael (2013). "On the antiderivative of inverse functions".arXiv:1312.3839 [math.HO].
  5. ^Read online
  6. ^Parker, F. D. (Jun–Jul 1955). "Integrals of inverse functions".The American Mathematical Monthly.62 (6):439–440.doi:10.2307/2307006.JSTOR 2307006.
  7. ^It is equally possible that some or all of them simply recalled this result in their paper, without referring to previous authors.
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