What does the Stieltjes integral represent? Can it be seen as an area?
$begingroup$
The Stieltjes integral of $f$ w.r.t. $g$ is $$int_0^T f(t),mathrm dg(t)=lim_{nto infty }sum_{i=0}^{n-1} f(t_i)(g(x_{i+1})-g(x_i)),$$
where $t_iin [x_i,x_{i+1}]$ and ${x_0,...,x_n}$ is a partition of $[0,T]$.
What does it represent concretely ? Can it be seen as an area ? I see it often, but I don't see in what this integral is worth.
For example, what could represent $$int_0^1 x,mathrm d x^2 ?$$
(despite the fact that it's equal to $int_0^1 2x^2,mathrm d x$)
real-analysis integration
edited Jan 1 at 2:58
clathratus
4,725337
asked Dec 31 '18 at 10:53
user623855user623855
1457
$endgroup$
add a comment |
$begingroup$
The Stieltjes integral of $f$ w.r.t. $g$ is $$int_0^T f(t),mathrm dg(t)=lim_{nto infty }sum_{i=0}^{n-1} f(t_i)(g(x_{i+1})-g(x_i)),$$
where $t_iin [x_i,x_{i+1}]$ and ${x_0,...,x_n}$ is a partition of $[0,T]$.
What does it represent concretely ? Can it be seen as an area ? I see it often, but I don't see in what this integral is worth.
For example, what could represent $$int_0^1 x,mathrm d x^2 ?$$
(despite the fact that it's equal to $int_0^1 2x^2,mathrm d x$)
real-analysis integration
edited Jan 1 at 2:58
clathratus
4,725337
asked Dec 31 '18 at 10:53
user623855user623855
1457
$endgroup$
5
$begingroup$
it represent a "weighted sum of quantities", something similar to the mass of an object with variable density in each of it points
$endgroup$
– Masacroso
Dec 31 '18 at 11:21
$begingroup$
You can also look at it as a change of variable when the function is not a diffeomorphism
$endgroup$
– lcv
Dec 31 '18 at 17:24
$begingroup$
Roughly speaking, it can be understood as the area under the curve $gamma(t) = (g(t), f(t))$. Indeed, if both $f$ and $g$ are $C^1$, then the Stieltjes integral $int_{a}^{b} f(t) , mathrm{d}g(t)$ is the same as the line integral $int_{gamma} y , mathrm{d}x$ where $gamma$ is defined as above. And this interpretation can be extended to the case where $g$ is non-decreasing (such as $g(t) = lfloor t rfloor$).
$endgroup$
– Sangchul Lee
Jan 1 at 3:29
$begingroup$
On the other hand, it is good to depart from the 'area-interpretation of integral' and consider integral as simply sum of weighted quantities. This greatly helps understanding other types of integrals, such as integrals in vector calculus, contour integral in complex analysis, etc.
$endgroup$
– Sangchul Lee
Jan 1 at 3:30
add a comment |
$begingroup$
The Stieltjes integral of $f$ w.r.t. $g$ is $$int_0^T f(t),mathrm dg(t)=lim_{nto infty }sum_{i=0}^{n-1} f(t_i)(g(x_{i+1})-g(x_i)),$$
where $t_iin [x_i,x_{i+1}]$ and ${x_0,...,x_n}$ is a partition of $[0,T]$.
What does it represent concretely ? Can it be seen as an area ? I see it often, but I don't see in what this integral is worth.
For example, what could represent $$int_0^1 x,mathrm d x^2 ?$$
(despite the fact that it's equal to $int_0^1 2x^2,mathrm d x$)
real-analysis integration
edited Jan 1 at 2:58
clathratus
4,725337
asked Dec 31 '18 at 10:53
user623855user623855
1457
$endgroup$
The Stieltjes integral of $f$ w.r.t. $g$ is $$int_0^T f(t),mathrm dg(t)=lim_{nto infty }sum_{i=0}^{n-1} f(t_i)(g(x_{i+1})-g(x_i)),$$
where $t_iin [x_i,x_{i+1}]$ and ${x_0,...,x_n}$ is a partition of $[0,T]$.
What does it represent concretely ? Can it be seen as an area ? I see it often, but I don't see in what this integral is worth.
For example, what could represent $$int_0^1 x,mathrm d x^2 ?$$
(despite the fact that it's equal to $int_0^1 2x^2,mathrm d x$)
real-analysis integration
real-analysis integration
edited Jan 1 at 2:58
clathratus
4,725337
asked Dec 31 '18 at 10:53
user623855user623855
1457
edited Jan 1 at 2:58
clathratus
4,725337
asked Dec 31 '18 at 10:53
user623855user623855
1457
edited Jan 1 at 2:58
clathratus
4,725337
edited Jan 1 at 2:58
clathratus
4,725337
edited Jan 1 at 2:58
clathratus
4,725337
4,725337
asked Dec 31 '18 at 10:53
user623855user623855
1457
asked Dec 31 '18 at 10:53
user623855user623855
1457
asked Dec 31 '18 at 10:53
user623855user623855
1457
1457
5
$begingroup$
it represent a "weighted sum of quantities", something similar to the mass of an object with variable density in each of it points
$endgroup$
– Masacroso
Dec 31 '18 at 11:21
$begingroup$
You can also look at it as a change of variable when the function is not a diffeomorphism
$endgroup$
– lcv
Dec 31 '18 at 17:24
$begingroup$
Roughly speaking, it can be understood as the area under the curve $gamma(t) = (g(t), f(t))$. Indeed, if both $f$ and $g$ are $C^1$, then the Stieltjes integral $int_{a}^{b} f(t) , mathrm{d}g(t)$ is the same as the line integral $int_{gamma} y , mathrm{d}x$ where $gamma$ is defined as above. And this interpretation can be extended to the case where $g$ is non-decreasing (such as $g(t) = lfloor t rfloor$).
$endgroup$
– Sangchul Lee
Jan 1 at 3:29
$begingroup$
On the other hand, it is good to depart from the 'area-interpretation of integral' and consider integral as simply sum of weighted quantities. This greatly helps understanding other types of integrals, such as integrals in vector calculus, contour integral in complex analysis, etc.
$endgroup$
– Sangchul Lee
Jan 1 at 3:30
add a comment |
5
$begingroup$
it represent a "weighted sum of quantities", something similar to the mass of an object with variable density in each of it points
$endgroup$
– Masacroso
Dec 31 '18 at 11:21
$begingroup$
You can also look at it as a change of variable when the function is not a diffeomorphism
$endgroup$
– lcv
Dec 31 '18 at 17:24
$begingroup$
Roughly speaking, it can be understood as the area under the curve $gamma(t) = (g(t), f(t))$. Indeed, if both $f$ and $g$ are $C^1$, then the Stieltjes integral $int_{a}^{b} f(t) , mathrm{d}g(t)$ is the same as the line integral $int_{gamma} y , mathrm{d}x$ where $gamma$ is defined as above. And this interpretation can be extended to the case where $g$ is non-decreasing (such as $g(t) = lfloor t rfloor$).
$endgroup$
– Sangchul Lee
Jan 1 at 3:29
$begingroup$
On the other hand, it is good to depart from the 'area-interpretation of integral' and consider integral as simply sum of weighted quantities. This greatly helps understanding other types of integrals, such as integrals in vector calculus, contour integral in complex analysis, etc.
$endgroup$
– Sangchul Lee
Jan 1 at 3:30
5
5
$begingroup$
it represent a "weighted sum of quantities", something similar to the mass of an object with variable density in each of it points
$endgroup$
– Masacroso
Dec 31 '18 at 11:21
$begingroup$
it represent a "weighted sum of quantities", something similar to the mass of an object with variable density in each of it points
$endgroup$
– Masacroso
Dec 31 '18 at 11:21
$begingroup$
You can also look at it as a change of variable when the function is not a diffeomorphism
$endgroup$
– lcv
Dec 31 '18 at 17:24
$begingroup$
You can also look at it as a change of variable when the function is not a diffeomorphism
$endgroup$
– lcv
Dec 31 '18 at 17:24
$begingroup$
Roughly speaking, it can be understood as the area under the curve $gamma(t) = (g(t), f(t))$. Indeed, if both $f$ and $g$ are $C^1$, then the Stieltjes integral $int_{a}^{b} f(t) , mathrm{d}g(t)$ is the same as the line integral $int_{gamma} y , mathrm{d}x$ where $gamma$ is defined as above. And this interpretation can be extended to the case where $g$ is non-decreasing (such as $g(t) = lfloor t rfloor$).
$endgroup$
– Sangchul Lee
Jan 1 at 3:29
$begingroup$
Roughly speaking, it can be understood as the area under the curve $gamma(t) = (g(t), f(t))$. Indeed, if both $f$ and $g$ are $C^1$, then the Stieltjes integral $int_{a}^{b} f(t) , mathrm{d}g(t)$ is the same as the line integral $int_{gamma} y , mathrm{d}x$ where $gamma$ is defined as above. And this interpretation can be extended to the case where $g$ is non-decreasing (such as $g(t) = lfloor t rfloor$).
$endgroup$
– Sangchul Lee
Jan 1 at 3:29
$begingroup$
On the other hand, it is good to depart from the 'area-interpretation of integral' and consider integral as simply sum of weighted quantities. This greatly helps understanding other types of integrals, such as integrals in vector calculus, contour integral in complex analysis, etc.
$endgroup$
– Sangchul Lee
Jan 1 at 3:30
$begingroup$
On the other hand, it is good to depart from the 'area-interpretation of integral' and consider integral as simply sum of weighted quantities. This greatly helps understanding other types of integrals, such as integrals in vector calculus, contour integral in complex analysis, etc.
$endgroup$
– Sangchul Lee
Jan 1 at 3:30
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
Here is a visualization I had previously made for myself when I was trying to get a "geometric intuition" for these integrals.
I think it's useful to consider the one of the sums in the limit,
$$
sum_{i} f(x_i) Delta g(x_i)
= sum_{i} f(x_i) (g(x_{i+1}) - g(x_{i}))
$$
The first image shows $f(x)$ on $[0,1]$, and the arrows represent the contributions $f(x_i)$ for 15 $x_i$ uniformly spaced on this interval.
The second images shows $g(x)$ on $[0,1]$, and the arrows represent the contributions $Delta g(x_i)$. Note that when $g(x)$ is more rapidly changing, the size of $Delta g(x_i)$ is larger. This corresponds to the weighting which @Masacroso mentions in his comment. If $g(x)$ were just $x$ then each $g(x_i)$ would be the same (like in Riemann integrals).
Finally, the right side of the animation shows the partial sums of the sum above, while the left shows the individual terms of these sums.
The plot is a parametric plot, where the horizontal axis is $g(x)$ and the vertical axis is $f(x)$. In this arrangement, the contribution $f(x_i)Delta g(x_i)$ is a rectangle on the parametric plot.
Note that the orientation of the rectangles on the left determines their signs. Summing up these areas, taking into account the sign (determined by if the horizontal arrow is pointing left or right), gives the value of the sum.
It might also help to imagine what would happen if we replaced $g(x)$ with $x$. Then the visualization would be exactly the classic visualization of Riemann sums.
edited Jan 1 at 16:15
aventurin
109117
answered Dec 31 '18 at 15:13
tchtch
803310
$endgroup$
$begingroup$
Very nice answer, thanks a lot for the effort :)
$endgroup$
– user623855
Jan 1 at 11:45
add a comment |
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1 Answer
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1 Answer
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oldest
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active
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votes
$begingroup$
Here is a visualization I had previously made for myself when I was trying to get a "geometric intuition" for these integrals.
I think it's useful to consider the one of the sums in the limit,
$$
sum_{i} f(x_i) Delta g(x_i)
= sum_{i} f(x_i) (g(x_{i+1}) - g(x_{i}))
$$
The first image shows $f(x)$ on $[0,1]$, and the arrows represent the contributions $f(x_i)$ for 15 $x_i$ uniformly spaced on this interval.
The second images shows $g(x)$ on $[0,1]$, and the arrows represent the contributions $Delta g(x_i)$. Note that when $g(x)$ is more rapidly changing, the size of $Delta g(x_i)$ is larger. This corresponds to the weighting which @Masacroso mentions in his comment. If $g(x)$ were just $x$ then each $g(x_i)$ would be the same (like in Riemann integrals).
Finally, the right side of the animation shows the partial sums of the sum above, while the left shows the individual terms of these sums.
The plot is a parametric plot, where the horizontal axis is $g(x)$ and the vertical axis is $f(x)$. In this arrangement, the contribution $f(x_i)Delta g(x_i)$ is a rectangle on the parametric plot.
Note that the orientation of the rectangles on the left determines their signs. Summing up these areas, taking into account the sign (determined by if the horizontal arrow is pointing left or right), gives the value of the sum.
It might also help to imagine what would happen if we replaced $g(x)$ with $x$. Then the visualization would be exactly the classic visualization of Riemann sums.
edited Jan 1 at 16:15
aventurin
109117
answered Dec 31 '18 at 15:13
tchtch
803310
$endgroup$
$begingroup$
Very nice answer, thanks a lot for the effort :)
$endgroup$
– user623855
Jan 1 at 11:45
add a comment |
$begingroup$
Here is a visualization I had previously made for myself when I was trying to get a "geometric intuition" for these integrals.
I think it's useful to consider the one of the sums in the limit,
$$
sum_{i} f(x_i) Delta g(x_i)
= sum_{i} f(x_i) (g(x_{i+1}) - g(x_{i}))
$$
The first image shows $f(x)$ on $[0,1]$, and the arrows represent the contributions $f(x_i)$ for 15 $x_i$ uniformly spaced on this interval.
The second images shows $g(x)$ on $[0,1]$, and the arrows represent the contributions $Delta g(x_i)$. Note that when $g(x)$ is more rapidly changing, the size of $Delta g(x_i)$ is larger. This corresponds to the weighting which @Masacroso mentions in his comment. If $g(x)$ were just $x$ then each $g(x_i)$ would be the same (like in Riemann integrals).
Finally, the right side of the animation shows the partial sums of the sum above, while the left shows the individual terms of these sums.
The plot is a parametric plot, where the horizontal axis is $g(x)$ and the vertical axis is $f(x)$. In this arrangement, the contribution $f(x_i)Delta g(x_i)$ is a rectangle on the parametric plot.
Note that the orientation of the rectangles on the left determines their signs. Summing up these areas, taking into account the sign (determined by if the horizontal arrow is pointing left or right), gives the value of the sum.
It might also help to imagine what would happen if we replaced $g(x)$ with $x$. Then the visualization would be exactly the classic visualization of Riemann sums.
edited Jan 1 at 16:15
aventurin
109117
answered Dec 31 '18 at 15:13
tchtch
803310
$endgroup$
$begingroup$
Very nice answer, thanks a lot for the effort :)
$endgroup$
– user623855
Jan 1 at 11:45
add a comment |
$begingroup$
Here is a visualization I had previously made for myself when I was trying to get a "geometric intuition" for these integrals.
I think it's useful to consider the one of the sums in the limit,
$$
sum_{i} f(x_i) Delta g(x_i)
= sum_{i} f(x_i) (g(x_{i+1}) - g(x_{i}))
$$
The first image shows $f(x)$ on $[0,1]$, and the arrows represent the contributions $f(x_i)$ for 15 $x_i$ uniformly spaced on this interval.
The second images shows $g(x)$ on $[0,1]$, and the arrows represent the contributions $Delta g(x_i)$. Note that when $g(x)$ is more rapidly changing, the size of $Delta g(x_i)$ is larger. This corresponds to the weighting which @Masacroso mentions in his comment. If $g(x)$ were just $x$ then each $g(x_i)$ would be the same (like in Riemann integrals).
Finally, the right side of the animation shows the partial sums of the sum above, while the left shows the individual terms of these sums.
The plot is a parametric plot, where the horizontal axis is $g(x)$ and the vertical axis is $f(x)$. In this arrangement, the contribution $f(x_i)Delta g(x_i)$ is a rectangle on the parametric plot.
Note that the orientation of the rectangles on the left determines their signs. Summing up these areas, taking into account the sign (determined by if the horizontal arrow is pointing left or right), gives the value of the sum.
It might also help to imagine what would happen if we replaced $g(x)$ with $x$. Then the visualization would be exactly the classic visualization of Riemann sums.
edited Jan 1 at 16:15
aventurin
109117
answered Dec 31 '18 at 15:13
tchtch
803310
$endgroup$
Here is a visualization I had previously made for myself when I was trying to get a "geometric intuition" for these integrals.
I think it's useful to consider the one of the sums in the limit,
$$
sum_{i} f(x_i) Delta g(x_i)
= sum_{i} f(x_i) (g(x_{i+1}) - g(x_{i}))
$$
The first image shows $f(x)$ on $[0,1]$, and the arrows represent the contributions $f(x_i)$ for 15 $x_i$ uniformly spaced on this interval.
The second images shows $g(x)$ on $[0,1]$, and the arrows represent the contributions $Delta g(x_i)$. Note that when $g(x)$ is more rapidly changing, the size of $Delta g(x_i)$ is larger. This corresponds to the weighting which @Masacroso mentions in his comment. If $g(x)$ were just $x$ then each $g(x_i)$ would be the same (like in Riemann integrals).
Finally, the right side of the animation shows the partial sums of the sum above, while the left shows the individual terms of these sums.
The plot is a parametric plot, where the horizontal axis is $g(x)$ and the vertical axis is $f(x)$. In this arrangement, the contribution $f(x_i)Delta g(x_i)$ is a rectangle on the parametric plot.
Note that the orientation of the rectangles on the left determines their signs. Summing up these areas, taking into account the sign (determined by if the horizontal arrow is pointing left or right), gives the value of the sum.
It might also help to imagine what would happen if we replaced $g(x)$ with $x$. Then the visualization would be exactly the classic visualization of Riemann sums.
edited Jan 1 at 16:15
aventurin
109117
answered Dec 31 '18 at 15:13
tchtch
803310
edited Jan 1 at 16:15
aventurin
109117
edited Jan 1 at 16:15
aventurin
109117
edited Jan 1 at 16:15
aventurin
109117
109117
answered Dec 31 '18 at 15:13
tchtch
803310
answered Dec 31 '18 at 15:13
tchtch
803310
answered Dec 31 '18 at 15:13
tchtch
803310
803310
$begingroup$
Very nice answer, thanks a lot for the effort :)
$endgroup$
– user623855
Jan 1 at 11:45
add a comment |
$begingroup$
Very nice answer, thanks a lot for the effort :)
$endgroup$
– user623855
Jan 1 at 11:45
$begingroup$
Very nice answer, thanks a lot for the effort :)
$endgroup$
– user623855
Jan 1 at 11:45
$begingroup$
Very nice answer, thanks a lot for the effort :)
$endgroup$
– user623855
Jan 1 at 11:45
add a comment |
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5
$begingroup$
it represent a "weighted sum of quantities", something similar to the mass of an object with variable density in each of it points
$endgroup$
– Masacroso
Dec 31 '18 at 11:21
$begingroup$
You can also look at it as a change of variable when the function is not a diffeomorphism
$endgroup$
– lcv
Dec 31 '18 at 17:24
$begingroup$
Roughly speaking, it can be understood as the area under the curve $gamma(t) = (g(t), f(t))$. Indeed, if both $f$ and $g$ are $C^1$, then the Stieltjes integral $int_{a}^{b} f(t) , mathrm{d}g(t)$ is the same as the line integral $int_{gamma} y , mathrm{d}x$ where $gamma$ is defined as above. And this interpretation can be extended to the case where $g$ is non-decreasing (such as $g(t) = lfloor t rfloor$).
$endgroup$
– Sangchul Lee
Jan 1 at 3:29
$begingroup$
On the other hand, it is good to depart from the 'area-interpretation of integral' and consider integral as simply sum of weighted quantities. This greatly helps understanding other types of integrals, such as integrals in vector calculus, contour integral in complex analysis, etc.
$endgroup$
– Sangchul Lee
Jan 1 at 3:30