Monday, 4 July 2011

ca.analysis and odes - Transforming a multivariable integral to make it separable

In the following I will omit requirements of smoothness, extent of domain, finiteness, etc, both to simplify the exposition and because I don't know exactly what the requirements are. Please imagine that such requirements are stated correctly.



Let's say that a function F:mathbbCntomathbbC separates (where mathbbC is the complex numbers) if we can factorize it like
F(z1,ldots,zn)=F1(z1)timescdotstimesFn(zn). In this case we can factorize the integral of F like iiintF(z1,ldots,zn) dz1cdotsdzn=intF1(z1)dz1timescdotstimesintFn(zn)dzn.



In case F does not separate, we might be able to change variables to make it separate. If g:mathbbCntomathbbCn is nice enough and Delta is its Jacobian determinant (or maybe its inverse depending on which way you like to define it), then
iiintF(z1,ldots,zn) dz1cdotsdzn=iiintG(w1,ldots,wn) dw1cdotsdwn, where G(w1,ldots,wn)=F(g(w1,ldots,wn))Delta(w1,ldots,wn)1.



My question is: for which F can g be chosen so that G separates?



An example everyone knows is F(z1,ldots,zn)=exp(Q(z1,ldots,zn)), where Q is a quadratic form. Then g can be chosen to be a linear transformation that diagonalizes the quadratic form. In general, a non-linear transformation will be required.

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