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Cauchy formula for repeated integration : ウィキペディア英語版
Cauchy formula for repeated integration
The Cauchy formula for repeated integration, named after Augustin Louis Cauchy, allows one to compress ''n'' antidifferentiations of a function into a single integral (cf. Cauchy's formula).
==Scalar case==
Let ''ƒ'' be a continuous function on the real line. Then the ''n''th repeated integral of ''ƒ'' based at ''a'',
:f^(x) = \int_a^x \int_a^ \cdots \int_a^) \, \mathrm\sigma_ \cdots \, \mathrm\sigma_2 \, \mathrm\sigma_1,
is given by single integration
:f^(x) = \frac \int_a^x\left(x-t\right)^ f(t)\,\mathrmt.
A proof is given by induction. Since ''ƒ'' is continuous, the base case follows from the Fundamental theorem of calculus:
:\fracx} f^(x) = \fracx}\int_a^x f(t)\,\mathrmt = f(x);
where
:f^(a) = \int_a^a f(t)\,\mathrmt = 0.
Now, suppose this is true for ''n'', and let us prove it for ''n+1''. Apply the induction hypothesis and switching the order of integration,
:
\begin
f^(x) &= \int_a^x \int_a^ \cdots \int_a^) \, \mathrm\sigma_ \cdots \, \mathrm\sigma_2 \, \mathrm\sigma_1 \\
&= \frac \int_a^x \int_a^\left(\sigma_1-t\right)^ f(t)\,\mathrmt\,\mathrm\sigma_1 \\
&= \frac \int_a^x \int_t^x\left(\sigma_1-t\right)^ f(t)\,\mathrm\sigma_1\,\mathrmt \\
&= \frac \int_a^x \left(x-t\right)^n f(t)\,\mathrmt
\end

The proof follows.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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