Difference between revisions of "Delta integral"
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There are a few equivalent definitions of $\Delta$-integration. | There are a few equivalent definitions of $\Delta$-integration. | ||
| − | ==Cauchy integral== | + | ==Cauchy definition of $\Delta$-integral== |
Let $\mathbb{T}$ be a [[time_scale]]. We say that $f$ is regulated if its right-sided limits exist (i.e. are finite) at all right-dense points of $\mathbb{T}$ and its left-sided limits exist (i.e. are finite) at all left-dense points of $\mathbb{T}$. We say that $f$ is pre-differentiable with region of differentiation $D$ if $D \subset \mathbb{T}^{\kappa}$, $\mathbb{T}^{\kappa} \setminus D$ is countable with no right-scattered elements of $\mathbb{T}$, and $f$ is $\Delta$-differentiable at each $t \in D$. | Let $\mathbb{T}$ be a [[time_scale]]. We say that $f$ is regulated if its right-sided limits exist (i.e. are finite) at all right-dense points of $\mathbb{T}$ and its left-sided limits exist (i.e. are finite) at all left-dense points of $\mathbb{T}$. We say that $f$ is pre-differentiable with region of differentiation $D$ if $D \subset \mathbb{T}^{\kappa}$, $\mathbb{T}^{\kappa} \setminus D$ is countable with no right-scattered elements of $\mathbb{T}$, and $f$ is $\Delta$-differentiable at each $t \in D$. | ||
Now suppose that $f$ is regulated. It is known that there exists a function $F$ which is pre-differentiable with region of differentiation $D$ such that $F^{\Delta}(t)=f(t)$. We define the indefinite integral of a regulated function $f$ by | Now suppose that $f$ is regulated. It is known that there exists a function $F$ which is pre-differentiable with region of differentiation $D$ such that $F^{\Delta}(t)=f(t)$. We define the indefinite integral of a regulated function $f$ by | ||
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$$F(t) = \displaystyle\int_{t_0}^t f(\tau) \Delta \tau$$ | $$F(t) = \displaystyle\int_{t_0}^t f(\tau) \Delta \tau$$ | ||
is an antiderivative of $f$. | is an antiderivative of $f$. | ||
| + | |||
| + | ==Riemann definition of $\Delta$-integral== | ||
| + | |||
| + | ==Related definitions== | ||
| + | If $a \in \mathbb{T}$, $\sup \mathbb{T}=\infty$, and $f$ is rd-continuous on $[a, \infty) \cap \mathbb{T}$ then we define the improper integral by | ||
| + | $$\displaystyle\int_a^{\infty} f(t) \Delta t = \displaystyle\lim_{b \rightarrow \infty} \displaystyle\int_a^b f(t) \Delta t$$ | ||
==Properties== | ==Properties== | ||
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$$\displaystyle\int_a^b (\alpha f)(t) \Delta t=\alpha \displaystyle\int_a^b f(t) \Delta t$$ | $$\displaystyle\int_a^b (\alpha f)(t) \Delta t=\alpha \displaystyle\int_a^b f(t) \Delta t$$ | ||
*$\displaystyle\int_a^b f(t) \Delta t = -\displaystyle\int_b^a f(t) \Delta t$ | *$\displaystyle\int_a^b f(t) \Delta t = -\displaystyle\int_b^a f(t) \Delta t$ | ||
| − | *$\displaystyle\int_a^b f(t) \Delta t = | + | *$\displaystyle\int_a^b f(t) \Delta t = \displaystyle\int_a^c f(t) \Delta t + \displaystyle\int_c^b f(t) \Delta t$ |
*$\displaystyle\int_a^b f(\sigma(t))g^{\Delta}(t) \Delta t = (fg)(b) - (fg)(a) - \displaystyle\int_a^b f^{\Delta}(t)g(t) \Delta t$ | *$\displaystyle\int_a^b f(\sigma(t))g^{\Delta}(t) \Delta t = (fg)(b) - (fg)(a) - \displaystyle\int_a^b f^{\Delta}(t)g(t) \Delta t$ | ||
*$\displaystyle\int_a^b f(t) g^{\Delta}(t) \Delta t = (fg)(b) - (fg)(a) - \displaystyle\int_a^b f^{\Delta}(t) g(\sigma(t)) \Delta t$ | *$\displaystyle\int_a^b f(t) g^{\Delta}(t) \Delta t = (fg)(b) - (fg)(a) - \displaystyle\int_a^b f^{\Delta}(t) g(\sigma(t)) \Delta t$ | ||
Revision as of 18:40, 20 May 2014
There are a few equivalent definitions of $\Delta$-integration.
Contents
Cauchy definition of $\Delta$-integral
Let $\mathbb{T}$ be a time_scale. We say that $f$ is regulated if its right-sided limits exist (i.e. are finite) at all right-dense points of $\mathbb{T}$ and its left-sided limits exist (i.e. are finite) at all left-dense points of $\mathbb{T}$. We say that $f$ is pre-differentiable with region of differentiation $D$ if $D \subset \mathbb{T}^{\kappa}$, $\mathbb{T}^{\kappa} \setminus D$ is countable with no right-scattered elements of $\mathbb{T}$, and $f$ is $\Delta$-differentiable at each $t \in D$. Now suppose that $f$ is regulated. It is known that there exists a function $F$ which is pre-differentiable with region of differentiation $D$ such that $F^{\Delta}(t)=f(t)$. We define the indefinite integral of a regulated function $f$ by $$\displaystyle\int f(t) \Delta t = F(t)+C$$ for an arbitrary constant $C$.
Now we define the definite integral, i.e. the Cauchy integral, by the formula $$\displaystyle\int_s^t f(\tau) \Delta \tau = F(t)-F(s)$$ for all $s,t \in \mathbb{T}$.
A function $F \colon \mathbb{T}\rightarrow \mathbb{R}$ is called an antiderivative of $f \colon \mathbb{T}\rightarrow \mathbb{R}$ if $F^{\Delta}(t)=f(t)$ for all $t \in \mathbb{T}^{\kappa}$. It is known that all rd-continuous functions possess an antiderivative, in particular if $t_0 \in \mathbb{T}$ then $F$ defined by $$F(t) = \displaystyle\int_{t_0}^t f(\tau) \Delta \tau$$ is an antiderivative of $f$.
Riemann definition of $\Delta$-integral
Related definitions
If $a \in \mathbb{T}$, $\sup \mathbb{T}=\infty$, and $f$ is rd-continuous on $[a, \infty) \cap \mathbb{T}$ then we define the improper integral by $$\displaystyle\int_a^{\infty} f(t) \Delta t = \displaystyle\lim_{b \rightarrow \infty} \displaystyle\int_a^b f(t) \Delta t$$
Properties
- $\displaystyle\int_t^{\sigma(t)} f(\tau) \Delta \tau = \mu(t)f(t)$
- $\displaystyle\int_a^b [f(t)+g(t)]\Delta t = \displaystyle\int_a^b f(t) \Delta t + \displaystyle\int_a^b g(t) \Delta t$
- If $\alpha$ is constant with respect to $t$, then
$$\displaystyle\int_a^b (\alpha f)(t) \Delta t=\alpha \displaystyle\int_a^b f(t) \Delta t$$
- $\displaystyle\int_a^b f(t) \Delta t = -\displaystyle\int_b^a f(t) \Delta t$
- $\displaystyle\int_a^b f(t) \Delta t = \displaystyle\int_a^c f(t) \Delta t + \displaystyle\int_c^b f(t) \Delta t$
- $\displaystyle\int_a^b f(\sigma(t))g^{\Delta}(t) \Delta t = (fg)(b) - (fg)(a) - \displaystyle\int_a^b f^{\Delta}(t)g(t) \Delta t$
- $\displaystyle\int_a^b f(t) g^{\Delta}(t) \Delta t = (fg)(b) - (fg)(a) - \displaystyle\int_a^b f^{\Delta}(t) g(\sigma(t)) \Delta t$
- $\displaystyle\int_a^a f(t) \Delta t = 0$
- if $|f(t)| \leq g(t)$ on $[a,b)$ then
$$\left| \displaystyle\int_a^b f(t) \Delta t \right| \leq \displaystyle\int_a^b g(t) \Delta t$$
- if $f(t) \geq 0$ for all $a \leq t < b$ then $\displaystyle\int_a^b f(t) \Delta t \geq 0$
