Multiple integral in the context of Measure theory


Multiple integral in the context of Measure theory

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⭐ Core Definition: Multiple integral

In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, f(x, y) or f(x, y, z).

Integrals of a function of two variables over a region in (the real-number plane) are called double integrals, and integrals of a function of three variables over a region in (real-number 3D space) are called triple integrals. For repeated antidifferentiation of a single-variable function, see the Cauchy formula for repeated integration.

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Multiple integral in the context of Measure (mathematics)

In mathematics, the concept of a measure is a generalization and formalization of geometrical measures (length, area, volume) and other common notions, such as magnitude, mass, and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integration theory, and can be generalized to assume negative values, as with electrical charge. Far-reaching generalizations (such as spectral measures and projection-valued measures) of measure are widely used in quantum physics and physics in general.

The intuition behind this concept dates back to Ancient Greece, when Archimedes tried to calculate the area of a circle. But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of Émile Borel, Henri Lebesgue, Nikolai Luzin, Johann Radon, Constantin Carathéodory, and Maurice Fréchet, among others. According to Thomas W. Hawkins Jr., "It was primarily through the theory of multiple integrals and, in particular the work of Camille Jordan that the importance of the notion of measurability was first recognized."

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Multiple integral in the context of Vector calculus

Vector calculus or vector analysis is a branch of mathematics concerned with the differentiation and integration of vector fields, primarily in three-dimensional Euclidean space, The term vector calculus is sometimes used as a synonym for the broader subject of multivariable calculus, which spans vector calculus as well as partial differentiation and multiple integration. Vector calculus plays an important role in differential geometry and in the study of partial differential equations. It is used extensively in physics and engineering, especially in the description of electromagnetic fields, gravitational fields, and fluid flow.

Vector calculus was developed from the theory of quaternions by J. Willard Gibbs and Oliver Heaviside near the end of the 19th century, and most of the notation and terminology was established by Gibbs and Edwin Bidwell Wilson in their 1901 book, Vector Analysis, though earlier mathematicians such as Isaac Newton pioneered the field. In its standard form using the cross product, vector calculus does not generalize to higher dimensions, but the alternative approach of geometric algebra, which uses the exterior product, does (see § Generalizations below for more).

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Multiple integral in the context of Second moment of area

The second moment of area, or second area moment, or quadratic moment of area and also known as the area moment of inertia, is a geometrical property of an area which reflects how its points are distributed with regard to an arbitrary axis. The second moment of area is typically denoted with either an (for an axis that lies in the plane of the area) or with a (for an axis perpendicular to the plane). In both cases, it is calculated with a multiple integral over the object in question. Its dimension is L (length) to the fourth power. Its unit of dimension, when working with the International System of Units, is meters to the fourth power, m, or inches to the fourth power, in, when working in the Imperial System of Units or the US customary system.

In structural engineering, the second moment of area of a beam is an important property used in the calculation of the beam's deflection and the calculation of stress caused by a moment applied to the beam. In order to maximize the second moment of area, a large fraction of the cross-sectional area of an I-beam is located at the maximum possible distance from the centroid of the I-beam's cross-section. The planar second moment of area provides insight into a beam's resistance to bending due to an applied moment, force, or distributed load perpendicular to its neutral axis, as a function of its shape. The polar second moment of area provides insight into a beam's resistance to torsional deflection, due to an applied moment parallel to its cross-section, as a function of its shape.

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Multiple integral in the context of Surface integral

In mathematics, particularly multivariable calculus, a surface integral is a generalization of multiple integrals to integration over surfaces. It can be thought of as the double integral analogue of the line integral. Given a surface, one may integrate over this surface a scalar field (that is, a function of position which returns a scalar as a value), or a vector field (that is, a function which returns a vector as value). If a region R is not flat, then it is called a surface as shown in the illustration.

Surface integrals have applications in physics, particularly in the classical theories of electromagnetism and fluid mechanics.

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Multiple integral in the context of Iterated integral

In multivariable calculus, an iterated integral is the result of applying integrals to a function of more than one variable (for example or ) in such a way that each of the integrals considers some of the variables as given constants. For example, the function , if is considered a given parameter, can be integrated with respect to , . The result is a function of and therefore its integral can be considered. If this is done, the result is the iterated integral

It is key for the notion of iterated integrals that this is different, in principle, from the multiple integral

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