Limits of integration on a delta function of many arguments












1














I need to integrate the following expression involving a $delta$-function
$$int_0^1 mathrm{d}x int_0^1 mathrm{d}y int_0^1 mathrm{d}z , delta(x+y+z-1)$$ The textbook I'm using suggests this can be simplified by taking the $z$ integral first, then what remains is
$$int_0^1 mathrm{d}x int_0^{1-x} mathrm{d}y $$



This seems fine to me, although I'm not sure if my understanding is correct: after $z$-integration, the $delta$-function imposes the constraint $x+y=1$, which is just a straight line $y=-x+1$. Graphically, we have the following 2D integration region, which shows that for every allowed $x$, $, 0 le y le 1-x$, which is reflected by the bounds of integration.



I also have to deal with longer versions of the above integral. If we add another variable and integrate over $x_4$, we now have this 3D integration region and so my guess is that:



$$
small int_0^1 mathrm{d}x_1 int_0^1 mathrm{d}x_2 int_0^1 mathrm{d}x_3 int_0^1 mathrm{d}x_4 , delta(x_1+x_2+x_3+x_4-1) =
int_0^1 mathrm{d}x_1 int_0^{1-x_1} mathrm{d}x_2 int_0^{1-x_1-x_2} mathrm{d}x_3
$$



In general, I would like to evaluate this for an arbitrary numer of variables,



$$int_0^1 prod_{i=1}^nmathrm{d}x_i ; delta left(sum_{i=1}^n x_i -1 right)$$



where for $n>4$ such drawings are not possible any more as the integration region becomes 4D.



First of all, I would like to clarify if the two results above for $n=3$ and $n=4$ are correct. Moreover, is there another way of deriving these results, without having to resort to graphical interpretations of the constraint imposed by the $delta$-function?










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    1














    I need to integrate the following expression involving a $delta$-function
    $$int_0^1 mathrm{d}x int_0^1 mathrm{d}y int_0^1 mathrm{d}z , delta(x+y+z-1)$$ The textbook I'm using suggests this can be simplified by taking the $z$ integral first, then what remains is
    $$int_0^1 mathrm{d}x int_0^{1-x} mathrm{d}y $$



    This seems fine to me, although I'm not sure if my understanding is correct: after $z$-integration, the $delta$-function imposes the constraint $x+y=1$, which is just a straight line $y=-x+1$. Graphically, we have the following 2D integration region, which shows that for every allowed $x$, $, 0 le y le 1-x$, which is reflected by the bounds of integration.



    I also have to deal with longer versions of the above integral. If we add another variable and integrate over $x_4$, we now have this 3D integration region and so my guess is that:



    $$
    small int_0^1 mathrm{d}x_1 int_0^1 mathrm{d}x_2 int_0^1 mathrm{d}x_3 int_0^1 mathrm{d}x_4 , delta(x_1+x_2+x_3+x_4-1) =
    int_0^1 mathrm{d}x_1 int_0^{1-x_1} mathrm{d}x_2 int_0^{1-x_1-x_2} mathrm{d}x_3
    $$



    In general, I would like to evaluate this for an arbitrary numer of variables,



    $$int_0^1 prod_{i=1}^nmathrm{d}x_i ; delta left(sum_{i=1}^n x_i -1 right)$$



    where for $n>4$ such drawings are not possible any more as the integration region becomes 4D.



    First of all, I would like to clarify if the two results above for $n=3$ and $n=4$ are correct. Moreover, is there another way of deriving these results, without having to resort to graphical interpretations of the constraint imposed by the $delta$-function?










    share|cite|improve this question

























      1












      1








      1


      0





      I need to integrate the following expression involving a $delta$-function
      $$int_0^1 mathrm{d}x int_0^1 mathrm{d}y int_0^1 mathrm{d}z , delta(x+y+z-1)$$ The textbook I'm using suggests this can be simplified by taking the $z$ integral first, then what remains is
      $$int_0^1 mathrm{d}x int_0^{1-x} mathrm{d}y $$



      This seems fine to me, although I'm not sure if my understanding is correct: after $z$-integration, the $delta$-function imposes the constraint $x+y=1$, which is just a straight line $y=-x+1$. Graphically, we have the following 2D integration region, which shows that for every allowed $x$, $, 0 le y le 1-x$, which is reflected by the bounds of integration.



      I also have to deal with longer versions of the above integral. If we add another variable and integrate over $x_4$, we now have this 3D integration region and so my guess is that:



      $$
      small int_0^1 mathrm{d}x_1 int_0^1 mathrm{d}x_2 int_0^1 mathrm{d}x_3 int_0^1 mathrm{d}x_4 , delta(x_1+x_2+x_3+x_4-1) =
      int_0^1 mathrm{d}x_1 int_0^{1-x_1} mathrm{d}x_2 int_0^{1-x_1-x_2} mathrm{d}x_3
      $$



      In general, I would like to evaluate this for an arbitrary numer of variables,



      $$int_0^1 prod_{i=1}^nmathrm{d}x_i ; delta left(sum_{i=1}^n x_i -1 right)$$



      where for $n>4$ such drawings are not possible any more as the integration region becomes 4D.



      First of all, I would like to clarify if the two results above for $n=3$ and $n=4$ are correct. Moreover, is there another way of deriving these results, without having to resort to graphical interpretations of the constraint imposed by the $delta$-function?










      share|cite|improve this question













      I need to integrate the following expression involving a $delta$-function
      $$int_0^1 mathrm{d}x int_0^1 mathrm{d}y int_0^1 mathrm{d}z , delta(x+y+z-1)$$ The textbook I'm using suggests this can be simplified by taking the $z$ integral first, then what remains is
      $$int_0^1 mathrm{d}x int_0^{1-x} mathrm{d}y $$



      This seems fine to me, although I'm not sure if my understanding is correct: after $z$-integration, the $delta$-function imposes the constraint $x+y=1$, which is just a straight line $y=-x+1$. Graphically, we have the following 2D integration region, which shows that for every allowed $x$, $, 0 le y le 1-x$, which is reflected by the bounds of integration.



      I also have to deal with longer versions of the above integral. If we add another variable and integrate over $x_4$, we now have this 3D integration region and so my guess is that:



      $$
      small int_0^1 mathrm{d}x_1 int_0^1 mathrm{d}x_2 int_0^1 mathrm{d}x_3 int_0^1 mathrm{d}x_4 , delta(x_1+x_2+x_3+x_4-1) =
      int_0^1 mathrm{d}x_1 int_0^{1-x_1} mathrm{d}x_2 int_0^{1-x_1-x_2} mathrm{d}x_3
      $$



      In general, I would like to evaluate this for an arbitrary numer of variables,



      $$int_0^1 prod_{i=1}^nmathrm{d}x_i ; delta left(sum_{i=1}^n x_i -1 right)$$



      where for $n>4$ such drawings are not possible any more as the integration region becomes 4D.



      First of all, I would like to clarify if the two results above for $n=3$ and $n=4$ are correct. Moreover, is there another way of deriving these results, without having to resort to graphical interpretations of the constraint imposed by the $delta$-function?







      integration dirac-delta






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      asked Nov 30 at 13:10









      Jakub Kryś

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          You are correct.



          $ int_0^1 delta(x+y+z-1); dz = 1$ if $0$ is in the interval $(x+y-1, x+y)$, i.e. $0 < x+y < 1$, and $0$ if $x+y > 1$. Since $x+y>0$ is guaranteed when $0 < x < 1$ and $0 < y < 1$, the constraint is $x + y < 1$.



          More generally,



          $$ int_0^1 delta(x_1 + ldots + x_n - 1); d x_n = 1 text{if} 0 < x_1 + ldots + x_{n-1} < 1$$
          so your constraint is $x_1 + ldots + x_{n-1} < 1$, and the integral can be written as



          $$int_0^1 dx_1 int_0^{1-x_1} dx_2 ldots int_0^{1-x_1 - ldots - x_{n-2}} dx_{n-1} ; 1$$






          share|cite|improve this answer





























            0














            A heuristic idea: treat $delta$ as an ordinary function.



            Then, the $n$th anti-derivative of $delta(x)$ is
            $$underbrace{intcdotsint}_{ntext{ integrals}}delta(x)(dx)^n=frac{x^{n-1}}{(n-1)!}H(x)$$ where $H(x)$ is the Heaviside step function.



            (The $+C$ for each indefinite integral is intentionally neglected, as we will be using the result to deal with definite integrals.)



            Let $displaystyle{g_n=-1+sum^{n}_{i=1}x_i}$.



            $$I_nequivunderbrace{int^1_0cdotsint^1_0}_{ntext{ integrals}}
            delta(g_n)left(prod^n_{i=1}dx_iright)
            =frac{g_n^{n-1}}{(n-1)!}H(g_n)biggvert^{x_n=1}_{x_n=0}cdotsbiggvert^{x_1=1}_{x_1=0}$$



            It can be shown that
            $$I_n=frac1{(n-1)!}sum^n_{k=2}(-1)^{n-k}(k-1)^{n-1}P^n_k$$



            or equivalently
            $$I_{n+1}=(n+1)sum^n_{k=1}(-1)^{n-k}frac{k^n}{(k+1)!}$$






            share|cite|improve this answer























              Your Answer





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              2 Answers
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              2 Answers
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              0














              You are correct.



              $ int_0^1 delta(x+y+z-1); dz = 1$ if $0$ is in the interval $(x+y-1, x+y)$, i.e. $0 < x+y < 1$, and $0$ if $x+y > 1$. Since $x+y>0$ is guaranteed when $0 < x < 1$ and $0 < y < 1$, the constraint is $x + y < 1$.



              More generally,



              $$ int_0^1 delta(x_1 + ldots + x_n - 1); d x_n = 1 text{if} 0 < x_1 + ldots + x_{n-1} < 1$$
              so your constraint is $x_1 + ldots + x_{n-1} < 1$, and the integral can be written as



              $$int_0^1 dx_1 int_0^{1-x_1} dx_2 ldots int_0^{1-x_1 - ldots - x_{n-2}} dx_{n-1} ; 1$$






              share|cite|improve this answer


























                0














                You are correct.



                $ int_0^1 delta(x+y+z-1); dz = 1$ if $0$ is in the interval $(x+y-1, x+y)$, i.e. $0 < x+y < 1$, and $0$ if $x+y > 1$. Since $x+y>0$ is guaranteed when $0 < x < 1$ and $0 < y < 1$, the constraint is $x + y < 1$.



                More generally,



                $$ int_0^1 delta(x_1 + ldots + x_n - 1); d x_n = 1 text{if} 0 < x_1 + ldots + x_{n-1} < 1$$
                so your constraint is $x_1 + ldots + x_{n-1} < 1$, and the integral can be written as



                $$int_0^1 dx_1 int_0^{1-x_1} dx_2 ldots int_0^{1-x_1 - ldots - x_{n-2}} dx_{n-1} ; 1$$






                share|cite|improve this answer
























                  0












                  0








                  0






                  You are correct.



                  $ int_0^1 delta(x+y+z-1); dz = 1$ if $0$ is in the interval $(x+y-1, x+y)$, i.e. $0 < x+y < 1$, and $0$ if $x+y > 1$. Since $x+y>0$ is guaranteed when $0 < x < 1$ and $0 < y < 1$, the constraint is $x + y < 1$.



                  More generally,



                  $$ int_0^1 delta(x_1 + ldots + x_n - 1); d x_n = 1 text{if} 0 < x_1 + ldots + x_{n-1} < 1$$
                  so your constraint is $x_1 + ldots + x_{n-1} < 1$, and the integral can be written as



                  $$int_0^1 dx_1 int_0^{1-x_1} dx_2 ldots int_0^{1-x_1 - ldots - x_{n-2}} dx_{n-1} ; 1$$






                  share|cite|improve this answer












                  You are correct.



                  $ int_0^1 delta(x+y+z-1); dz = 1$ if $0$ is in the interval $(x+y-1, x+y)$, i.e. $0 < x+y < 1$, and $0$ if $x+y > 1$. Since $x+y>0$ is guaranteed when $0 < x < 1$ and $0 < y < 1$, the constraint is $x + y < 1$.



                  More generally,



                  $$ int_0^1 delta(x_1 + ldots + x_n - 1); d x_n = 1 text{if} 0 < x_1 + ldots + x_{n-1} < 1$$
                  so your constraint is $x_1 + ldots + x_{n-1} < 1$, and the integral can be written as



                  $$int_0^1 dx_1 int_0^{1-x_1} dx_2 ldots int_0^{1-x_1 - ldots - x_{n-2}} dx_{n-1} ; 1$$







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Nov 30 at 13:45









                  Robert Israel

                  318k23207458




                  318k23207458























                      0














                      A heuristic idea: treat $delta$ as an ordinary function.



                      Then, the $n$th anti-derivative of $delta(x)$ is
                      $$underbrace{intcdotsint}_{ntext{ integrals}}delta(x)(dx)^n=frac{x^{n-1}}{(n-1)!}H(x)$$ where $H(x)$ is the Heaviside step function.



                      (The $+C$ for each indefinite integral is intentionally neglected, as we will be using the result to deal with definite integrals.)



                      Let $displaystyle{g_n=-1+sum^{n}_{i=1}x_i}$.



                      $$I_nequivunderbrace{int^1_0cdotsint^1_0}_{ntext{ integrals}}
                      delta(g_n)left(prod^n_{i=1}dx_iright)
                      =frac{g_n^{n-1}}{(n-1)!}H(g_n)biggvert^{x_n=1}_{x_n=0}cdotsbiggvert^{x_1=1}_{x_1=0}$$



                      It can be shown that
                      $$I_n=frac1{(n-1)!}sum^n_{k=2}(-1)^{n-k}(k-1)^{n-1}P^n_k$$



                      or equivalently
                      $$I_{n+1}=(n+1)sum^n_{k=1}(-1)^{n-k}frac{k^n}{(k+1)!}$$






                      share|cite|improve this answer




























                        0














                        A heuristic idea: treat $delta$ as an ordinary function.



                        Then, the $n$th anti-derivative of $delta(x)$ is
                        $$underbrace{intcdotsint}_{ntext{ integrals}}delta(x)(dx)^n=frac{x^{n-1}}{(n-1)!}H(x)$$ where $H(x)$ is the Heaviside step function.



                        (The $+C$ for each indefinite integral is intentionally neglected, as we will be using the result to deal with definite integrals.)



                        Let $displaystyle{g_n=-1+sum^{n}_{i=1}x_i}$.



                        $$I_nequivunderbrace{int^1_0cdotsint^1_0}_{ntext{ integrals}}
                        delta(g_n)left(prod^n_{i=1}dx_iright)
                        =frac{g_n^{n-1}}{(n-1)!}H(g_n)biggvert^{x_n=1}_{x_n=0}cdotsbiggvert^{x_1=1}_{x_1=0}$$



                        It can be shown that
                        $$I_n=frac1{(n-1)!}sum^n_{k=2}(-1)^{n-k}(k-1)^{n-1}P^n_k$$



                        or equivalently
                        $$I_{n+1}=(n+1)sum^n_{k=1}(-1)^{n-k}frac{k^n}{(k+1)!}$$






                        share|cite|improve this answer


























                          0












                          0








                          0






                          A heuristic idea: treat $delta$ as an ordinary function.



                          Then, the $n$th anti-derivative of $delta(x)$ is
                          $$underbrace{intcdotsint}_{ntext{ integrals}}delta(x)(dx)^n=frac{x^{n-1}}{(n-1)!}H(x)$$ where $H(x)$ is the Heaviside step function.



                          (The $+C$ for each indefinite integral is intentionally neglected, as we will be using the result to deal with definite integrals.)



                          Let $displaystyle{g_n=-1+sum^{n}_{i=1}x_i}$.



                          $$I_nequivunderbrace{int^1_0cdotsint^1_0}_{ntext{ integrals}}
                          delta(g_n)left(prod^n_{i=1}dx_iright)
                          =frac{g_n^{n-1}}{(n-1)!}H(g_n)biggvert^{x_n=1}_{x_n=0}cdotsbiggvert^{x_1=1}_{x_1=0}$$



                          It can be shown that
                          $$I_n=frac1{(n-1)!}sum^n_{k=2}(-1)^{n-k}(k-1)^{n-1}P^n_k$$



                          or equivalently
                          $$I_{n+1}=(n+1)sum^n_{k=1}(-1)^{n-k}frac{k^n}{(k+1)!}$$






                          share|cite|improve this answer














                          A heuristic idea: treat $delta$ as an ordinary function.



                          Then, the $n$th anti-derivative of $delta(x)$ is
                          $$underbrace{intcdotsint}_{ntext{ integrals}}delta(x)(dx)^n=frac{x^{n-1}}{(n-1)!}H(x)$$ where $H(x)$ is the Heaviside step function.



                          (The $+C$ for each indefinite integral is intentionally neglected, as we will be using the result to deal with definite integrals.)



                          Let $displaystyle{g_n=-1+sum^{n}_{i=1}x_i}$.



                          $$I_nequivunderbrace{int^1_0cdotsint^1_0}_{ntext{ integrals}}
                          delta(g_n)left(prod^n_{i=1}dx_iright)
                          =frac{g_n^{n-1}}{(n-1)!}H(g_n)biggvert^{x_n=1}_{x_n=0}cdotsbiggvert^{x_1=1}_{x_1=0}$$



                          It can be shown that
                          $$I_n=frac1{(n-1)!}sum^n_{k=2}(-1)^{n-k}(k-1)^{n-1}P^n_k$$



                          or equivalently
                          $$I_{n+1}=(n+1)sum^n_{k=1}(-1)^{n-k}frac{k^n}{(k+1)!}$$







                          share|cite|improve this answer














                          share|cite|improve this answer



                          share|cite|improve this answer








                          edited Nov 30 at 14:30

























                          answered Nov 30 at 13:44









                          Szeto

                          6,4262926




                          6,4262926






























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