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Coarea formula

From Wikipedia, the free encyclopedia

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 (Federer 1959), and for BV functions by Fleming & Rishel (1960).

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

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

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 taking on values in where k ≤ n. In this case, the following identity holds

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

Applications

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

See also

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References

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  • Federer, Herbert (1969), Geometric measure theory, Die Grundlehren der mathematischen Wissenschaften, Band 153, New York: Springer-Verlag New York Inc., pp. xiv+676, ISBN 978-3-540-60656-7, MR 0257325.
  • Federer, Herbert (1959), "Curvature measures", Transactions of the American Mathematical Society, 93 (3), Transactions of the American Mathematical Society, Vol. 93, No. 3: 418–491, doi:10.2307/1993504, JSTOR 1993504.
  • Fleming, WH; Rishel, R (1960), "An integral formula for the total gradient variation", Archiv der Mathematik, 11 (1): 218–222, doi:10.1007/BF01236935
  • Malý, J; Swanson, D; Ziemer, W (2002), "The co-area formula for Sobolev mappings" (PDF), Transactions of the American Mathematical Society, 355 (2): 477–492, doi:10.1090/S0002-9947-02-03091-X.