Product Measure and Fubini's Theorem · seed 1 · A4, ink-friendly. The answer key prints on its own page for grown-ups.

Integrate one variable at a time

Mathematics · Calculus & Analysis · ages 22-24
Name ______________________   Date ____________
  1. Integrate f(x, y) = 2x over 0 to 1 in x and 0 to 4 in y.

    Answer: ______________

  2. For f(x, y) = x minus y on the unit square, which theorem can license swapping the order?

    • Fubini, since the absolute integral is finite
    • Tonelli, since f is measurable on the square
    • Tonelli, since the square is a closed rectangle
    • Neither, since f takes negative values
  3. Which statement gives the difference between the Tonelli and Fubini hypotheses?

    • Tonelli needs a finite absolute integral while Fubini needs nonnegativity
    • Both theorems need the function to be continuous and bounded
    • Tonelli needs nonnegativity while Fubini needs a finite absolute integral
  4. Exchanging the order of a double integral is licensed when the Tonelli or Fubini hypotheses hold.

    Circle one:   True   False

  5. Some sign changing function has two iterated integrals that both exist but differ, because its absolute integral diverges.

    Circle one:   True   False

  6. For f(x, y) = (x squared minus y squared) divided by (x squared plus y squared) squared on (0, 1] by (0, 1], the two iterated integrals are equal. Is this true?

    Circle one:   True   False

  7. On the unit square, f(x, y) = y times e to the (x y). Integrating in x first gives e minus 2. What does integrating in y first give, and why?

    • 2 minus e, because swapping the order flips the sign
    • A different value, since integrating in y first has no closed form
    • e minus 2, because f is continuous and bounded on the square
    • No value, since the iterated integrals of e to the xy diverge
  8. Why may you exchange the order for a continuous function on a closed rectangle?

    • A closed and bounded rectangle makes the function bounded, so Fubini applies
    • Continuity alone licenses the swap on every domain, including unbounded ones
    • A closed rectangle is not a product of intervals, so Tonelli is needed instead
  9. A sign changing function on a square has two iterated integrals that both exist but differ. Which hypothesis failed?

    • Continuity at a single point
    • Absolute integrability, since the integral of the absolute value is infinite
    • The domain being a rectangle
  10. f(x, y) = x times e to the minus y, with x from 0 to 2 and y from 0 to infinity. Tonelli lets you integrate in either order. What is the value?

    Answer: ______________

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Answer key

For grown-ups. Fold this page away before handing over the rest.

Integrate one variable at a time W1-mt_1VzzVmMjTB-s1

  1. 4 · Integrating in y first gives 2x times 4, which is 8x. Integrating 8x from 0 to 1 gives 4.
  2. Fubini, since the absolute integral is finite · f changes sign, so Tonelli does not apply. But |x minus y| is at most 1 on the unit square, so the absolute integral is finite and Fubini applies.
  3. Tonelli needs nonnegativity while Fubini needs a finite absolute integral · Tonelli asks only for nonnegativity, while Fubini asks for a finite absolute integral.
  4. True · These two theorems are exactly what licenses the exchange of integration order.
  5. True · Sign changing examples show both iterates can exist yet disagree when absolute integrability fails.
  6. False · Integrating in y first gives pi over 4, and in x first gives minus pi over 4. The integral of |f| is infinite, so Fubini does not force the orders to agree.
  7. e minus 2, because f is continuous and bounded on the square · f is continuous on the closed unit square, so it is bounded and its absolute integral is finite. Fubini then says both orders agree, so the y-first order also gives e minus 2.
  8. A closed and bounded rectangle makes the function bounded, so Fubini applies · Boundedness on the closed and bounded rectangle makes the absolute integral finite, so Fubini applies.
  9. Absolute integrability, since the integral of the absolute value is infinite · Tonelli was never available because the function changes sign. If the integral of |f| were finite, Fubini would make both orders agree, so that integral must be infinite.
  10. 2 · f is non-negative, so Tonelli applies. Integrating in y first gives x times 1, and integrating x from 0 to 2 gives 2.
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