coarea formula

{{Short description|Mathematic formula}}

In the mathematical field of geometric measure theory, the coarea formula expresses the integral of a function over an open set in Euclidean space in terms of integrals over the level sets of another function. A special case is Fubini's theorem, which says under suitable hypotheses that the integral of a function over the region enclosed by a rectangular box can be written as the iterated integral over the level sets of the coordinate functions. Another special case is integration in spherical coordinates, in which the integral of a function on Rn is related to the integral of the function over spherical shells: level sets of the radial function. The formula plays a decisive role in the modern study of isoperimetric problems.

For smooth functions the formula is a result in multivariate calculus which follows from a change of variables. More general forms of the formula for Lipschitz functions were first established by Herbert Federer {{harv|Federer|1959}}, and for Bounded variation by {{harvtxt|Fleming|Rishel|1960}}.

A precise statement of the formula is as follows. Suppose that Ω is an open set in \R^n and u is a real-valued Lipschitz function on Ω. Then, for an L1 function g,

:\int_\Omega g(x) |\nabla u(x)|\, dx = \int_{\R} \left(\int_{u^{-1}(t)}g(x)\,dH_{n-1}(x)\right)\,dt

where Hn−1 is the (n − 1)-dimensional Hausdorff measure. In particular, by taking g to be one, this implies

:\int_\Omega |\nabla u| = \int_{-\infty}^\infty H_{n-1}(u^{-1}(t))\,dt,

and conversely the latter equality implies the former by standard techniques in Lebesgue integration.

More generally, the coarea formula can be applied to Lipschitz functions u defined in \Omega \subset \R^n, taking on values in \R^k where k ≤ n. In this case, the following identity holds

:\int_\Omega g(x) |J_k u(x)|\, dx = \int_{\R^k} \left(\int_{u^{-1}(t)}g(x)\,dH_{n-k}(x)\right)\,dt

where Jku is the k-dimensional Jacobian of u whose determinant is given by

:|J_k u(x)| = \left({\det\left(J u(x) J u(x)^\intercal\right)}\right)^{1/2}.

Applications

  • Taking u(x) = |x − x0| gives the formula for integration in spherical coordinates of an integrable function f:

::\int_{\R^n}f\,dx = \int_0^\infty\left\{\int_{\partial B(x_0;r)} f\,dS\right\}\,dr.

::\left(\int_{\R^n} |u|^{\frac{n}{n-1}}\right)^{\frac{n-1}{n}}\le n^{-1}\omega_n^{-\frac{1}{n}}\int_{\R^n}|\nabla u|

:where \omega_n is the volume of the unit ball in \R^n.

See also

References

  • {{citation|last=Federer|first=Herbert| authorlink = Herbert Federer| title = Geometric measure theory| publisher = Springer-Verlag New York Inc.| location = New York| year = 1969| pages = xiv+676| isbn = 978-3-540-60656-7| mr= 0257325 | series = Die Grundlehren der mathematischen Wissenschaften, Band 153 }}.
  • {{citation|last=Federer|first=Herbert|authorlink=Herbert Federer|title=Curvature measures|journal=Transactions of the American Mathematical Society|volume=93|year=1959|pages=418–491|jstor=1993504|doi=10.2307/1993504|issue= 3|publisher=Transactions of the American Mathematical Society, Vol. 93, No. 3|doi-access=free}}.
  • {{citation|last1=Fleming|first1=WH|last2=Rishel|first2=R|title=An integral formula for the total gradient variation|journal=Archiv der Mathematik|volume = 11|year=1960|doi=10.1007/BF01236935|pages=218–222|issue = 1}}
  • {{citation|last1=Malý|first1=J|last2=Swanson|first2=D|last3=Ziemer|first3=W|title=The co-area formula for Sobolev mappings| journal=Transactions of the American Mathematical Society|year=2002|volume=355|pages=477–492| url=https://www.ams.org/tran/2003-355-02/S0002-9947-02-03091-X/S0002-9947-02-03091-X.pdf|format=PDF|doi=10.1090/S0002-9947-02-03091-X|issue=2|doi-access=free}}.

Category:Measure theory