|
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'', :, is given by single integration :. A proof is given by induction. Since ''ƒ'' is continuous, the base case follows from the Fundamental theorem of calculus: :; where :. 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, : 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)』 ■ウィキペディアで「Cauchy formula for repeated integration」の詳細全文を読む スポンサード リンク
|