{
  "aliases": [
    "fubini-counterexample"
  ],
  "backlinks": null,
  "body": "\n## Counterexample\n\nOne could guess that the two [[iterated integrals|0P4WX7Y502]] of a function over a square are always equal when both exist.\nThis is false.\nLet $f(x, y) = \\dfrac{x^2 - y^2}{(x^2 + y^2)^2}$ on $(0, 1] \\times (0, 1]$. Then\n$$\\int_0^1 \\int_0^1 f(x, y) \\, dy \\, dx = \\frac{\\pi}{4}, \\qquad \\int_0^1 \\int_0^1 f(x, y) \\, dx \\, dy = -\\frac{\\pi}{4}.$$\n\n## Remarks\n\nFor fixed $x \u003e 0$, $\\partial_y \\big( y / (x^2 + y^2) \\big) = f(x, y)$. So the inner integral is $1/(1 + x^2)$, and its integral over $[0, 1]$ is $\\pi / 4$. Since $f(y, x) = -f(x, y)$, the other order gives $-\\pi / 4$.\nThe function is not integrable on the square: $\\int_0^1 \\int_0^1 |f| \\, dy \\, dx = \\infty$. So [[Fubini's theorem|0R0T1VWH5X]] does not apply.\nA discrete example is $a_{xy} = 1$ if $x = y$, $a_{xy} = -1$ if $x = y + 1$, and $a_{xy} = 0$ otherwise, on the positive integers. The two iterated sums are $0$ and $1$.\n\n## Explanations\n\n### L1 human\n\nNear the corner $(0, 0)$ the function has large positive values and large negative values.\nThe two orders of integration cancel these parts in different ways, so they give different answers.\n",
  "commit": "6ac761d40018146541484a9e8b9eafd6ecc303dc",
  "front": {
    "aliases": [
      "fubini-counterexample"
    ],
    "kind": "counterexample",
    "msc": [
      "26B15"
    ],
    "name": "Function for which the iterated integrals differ",
    "sources": [
      {
        "locator": "Failure of Fubini's theorem for non-integrable functions",
        "url": "https://en.wikipedia.org/wiki/Fubini%27s_theorem"
      },
      {
        "locator": "Lack of commutativity",
        "url": "https://en.wikipedia.org/wiki/Iterated_integral"
      }
    ],
    "tag": "0GJZE2E4RX",
    "uses": [
      "0R0T1VWH5X",
      "0P4WX7Y502"
    ]
  },
  "kind": "counterexample",
  "link": "https://math2.tamnd.com/node/0GJZE2E4RX/",
  "links": [
    {
      "field": "uses",
      "target": "0R0T1VWH5X"
    },
    {
      "field": "uses",
      "target": "0P4WX7Y502"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/0GJZE2E4RX.md",
  "msc": [
    "26B15"
  ],
  "name": "Function for which the iterated integrals differ",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/0GJ/0GJZE2E4RX.md",
  "status": null,
  "tag": "0GJZE2E4RX",
  "uri": "m2://0GJZE2E4RX",
  "url": "https://math2.tamnd.com/wiki/function-for-which-the-iterated-integrals-differ/",
  "writing": {
    "tag": "0GJZE2E4RX",
    "kind": "counterexample",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      },
      {
        "what": "edge refutes or not_instance_of out",
        "have": 0,
        "want": 1
      }
    ]
  }
}
