\subsection{Line Integrals} \begin{subbox}{Integrals for $f:I \to \R^n$} \smalltext{$I = [a,b] \text{ closed \& bounded},\quad f: I \to \R^n \text{ cont.}$} $$\int_a^b f(t)\ dt = \Biggl( \int_a^b f_1(t)\ dt,\ldots, \int_a^b f_n(t)\ dt \Biggr)$$ \end{subbox} \definition \textbf{Piecewise Continuity}\\ $\exists k \geq 1$, and a Partition $a = t_0 < \cdots < t_k = b$\\ s.t. $f_j: [t_{j-1},t_j]\to\R^n$ has $f_j \in C^1$ for all $j \leq k$\\ \subtext{For $f: I \to \R^n$} \definition \textbf{Parametrized Curve} $\gamma: [a,b] \to \R^n$ pw.-cont.\\ \subtext{Also called \textit{Path} from $\gamma(a)$ to $\gamma(b)$} \begin{subbox}{Line Integral} \smalltext{$\gamma: [a,b] \to \R^n$ is path$,\quad X \subset \R^n$ s.t. $\gamma\bigl([a,b]\bigr) \subset X\\ f:X\to\R^n \text{ continuous}$} $$ \int_\gamma f(s)\cdot\ ds := \int_a^b f\Bigl( \gamma(t) \Bigr) \cdot \gamma'(t)\ dt $$ \end{subbox} \definition \textbf{Continuous integrals are linear} $$ \int_a^b\Bigl( f(t) + g(t) \Bigr)\ dt = \int_a^b f(t)\ dt + \int_a^b g(t)\ dt $$ \subtext{$f,g: I \to \R^n \text{ continuous}$} \remark $f: X \to \R^n$ is called a \textit{Vector Field}. \definition \textbf{Oriented Reparametrization}\\ \smalltext{For $\gamma: [a,b] \to \R^n$ (param. curve), $\phi:[c,d] \to [a,b]$ continuous} $$ \sigma: [c,d] \to \R^n \text{ s.t. } \sigma = \gamma \circ \phi $$ \subtext{diff.-able on $(c,d)$, strictly increasing and $\phi(c) = a, \phi(d) = b$} \newpage % to keep the elements below together \lemma \textbf{Oriented Reparametrizations preserve Integrals} $$ \int_\gamma f(s)\cdot ds = \int_\sigma f(s)\cdot ds $$ \subtext{$\gamma: [a,b] \to \R^n$ param. curve$,\quad \sigma$ oriented reparam.$,\\ \gamma([a,b]) \subset X,\quad f: X \to \R^n \text{ cont.}$} \remark Line Integrals of the form $\int_\gamma \nabla f(s) \cdot ds$ have: $$ \int_\gamma \nabla f(s) \cdot ds = \int_a^b \sum_{i=1}^{n}\frac{\partial g}{\partial x_i}\Bigl( \gamma(t) \Bigr) \gamma_i'(t) = f\Bigl( \gamma(b) \Bigr) - f\Bigl( \gamma(a) \Bigr) $$ \subtext{Follows from the Chain rule for $h(t) = g(\gamma(t))$}\\ \subtext{$X \subset \R^n \text{ open},\quad f: X \to \R,\quad f \in C^1,\quad \gamma: [a,b] \to X \text{ param. curve}$} \definition \textbf{Conservative Vector Field}\\ \smalltext{$f: X\to\R$ conservative $\iffdef \forall \gamma_1,\gamma_2$ s.t. start \& end points match:} $$ \int_{\gamma_1} f(s)\cdot ds = \int_{\gamma_2} f(s)\cdot ds $$ \subtext{No matter which path, if start \& end match, the integral matches} \remark \textbf{Closed Curves in Conservative Vector Fields} $$ \forall\ \gamma: [a,a] \to \R:\quad \int_\gamma f(s) \cdot ds = 0 $$ \subtext{This is actually equivalent to $f$ being conservative.} \begin{subbox}{The Potential exists in Conservative Vector Fields} \smalltext{$X \subset \R^n \text{ open},\quad f \text{ conservative}$} \begin{align*} \exists g \in C^1:\quad f = \nabla g \end{align*} \smalltext{If $x_1,x_2 \in X$ are joined by a $\gamma$, $g$ is unique up to $C \in \R$} \begin{align*} \nabla g_1 = f \implies g - g_1 \text{ is constant on } X \end{align*} \end{subbox} \definition \textbf{Path-Connected Set}\\ $\forall x_1,x_2 \in X: \exists \gamma: [a,b] \to X$ s.t. $\gamma(a) = x_1, \gamma(b) = x_2$ \newpage \lemma \textbf{Property of Conservative Vector Fields}\\ \smalltext{Easy way to e.g. disprove $f$ being conservative:} $$ \forall 1 \leq i \neq j \leq n:\quad \frac{\partial f_i}{\partial x_j} = \frac{\partial f_j}{\partial x_i} $$ \subtext{$X \subset \R^n \text{ open},\quad f: X\to\R^n,\quad f \in C^1,\quad f \text{ conserv.}$}\\ \subtext{Only this was: This being true does not imply $f$ is conservative!} \definition \textbf{Star Shaped Set}\\ $\exists x_0 \in X: \forall x \in X$ Line seg. $x_0 \to x$ is in $X$ \definition \textbf{Convex Set}\\ $\forall x_1,x_2 \in X:$ Line seg. $x_1 \to x_2$ is in $X$\\ \subtext{Convex implies star shaped.} \theorem \textbf{Some Star Shaped Sets are conservative}\\ \smalltext{In open star-shaped sets $X \subset \R^n$:} \subtext{$f \in C^1$} $$ \forall 1 \leq i \neq j \leq n: \frac{\partial f_i}{\partial x_j} = \frac{\partial f_j}{\partial x_i} \implies f \text{ conservative} $$ \definition $\text{curl}(f) := \begin{bmatrix} \partial_y f_3 - \partial_z f_2 \\ \partial_z f_1 - \partial_x f_3 \\ \partial_x f_2 - \partial_y f_1 \end{bmatrix}$ \subtext{$f: X \to \R^3,\quad f \in C^1$} \remark $\text{curl}(f) = 0 \iff \forall 1 \leq i \neq j \leq 3: \displaystyle\frac{\partial f_i}{\partial x_j} = \displaystyle\frac{\partial f_j}{\partial x_i}$ \newpage \subsection{The Riemann Integral in $\R^n$} \smalltext{For $f: X \to \R$ ($X \subset \R^n$ bounded \& closed), $\displaystyle\int_X f(x)\ dx$ fulfills:} \begin{enumerate} \item \textbf{Composability}\\ \smalltext{$\displaystyle\int_X f(x)\ dx = \int_a^b f(x)\ dx$} \subtext{$n=1, X=[a,b]$} \item \textbf{Linearity}\\ \smalltext{$\displaystyle\int_X \Bigl( af_1(x) + bf_2(x) \Bigr)\ dx = a \int_X f_1(x)\ dx + b \int_X f_2(x)\ dx$}\\ \subtext{$f,g$ cont. on $X$, $a,b \in \R$} \item \textbf{Positivity}\\ \smalltext{$f \leq g \implies \displaystyle\int_X f(x)\ dx \leq \int_X g(x)\ dx$} \item \textbf{Upper Bound}\\ \smalltext{$\left\lvert \displaystyle\int_X f(x)\ dx \right\rvert \leq \int_X |f(x)|\ dx$} \item \textbf{Triangle Inequality}\\ \smalltext{$\left\lvert \displaystyle\int_X \Bigl( f(x) + g(x) \Bigr)\ dx \right\rvert \leq \displaystyle\int_X |f(x)|\ dx + \displaystyle\int_X |g(x)|\ dx$} \item \textbf{Volume}\\ \smalltext{$\displaystyle\int_X f(x)\ dx}$ is the volume of $\Bigl\{ (x,y) \in X \times \R \ \Big\vert\ 0 \leq y \leq f(x) \Bigr\}$\\ \subtext{So the intuitive idea of $\int_a^b f(x)\ dx$ being the area carries over.} \item \textbf{Domain Additivity}\\ \smalltext{$\displaystyle\int_{X_1 \cup X_2} f(x)\ dx + \int_{X_1 \cap X_2} f(x)\ dx = \int_{X_1} f(x)\ dx + \int_{X_2} f(x)\ dx$}\\ \subtext{If $X_1,X_2$ are compact, $f$ is cont. on $X_1 \cup X_2$} \end{enumerate} \begin{subbox}{Fubini's Theorem: Multiple Integrals} \smalltext{$f: X \to \R,\quad n = n_1 + n_2,\quad n_1,n_2 \geq 1$} \begin{align*} & X_{x_1} &:=\quad& \Bigl\{ x_2 \in \R^{n_2} \ \Big\vert\ (x_1,x_2) \in X \Bigr\} \subset \R^{n_2} \\ & X_{1} &:=\quad& \Bigl\{ x_1 \in \R^{n_1} \ \Big\vert\ X_{x_1} \neq \emptyset \Bigr\} \subset \R^{n_1} \end{align*} If $g(x_1) := \displaystyle\int_{X_{x_1}}f\Bigl( (x_1,x_2) \Bigr)\ dx_2$ is continuous on $X_1$: $$ \int_X f(x)\ dx = \int_{X_1}\Biggl( \int_{X_{x_1}} f\Bigl( (x_1,x_2) \Bigr)\ dx_2 \Biggr)\ dx_1 $$ \smalltext{The role of $x_1,x_2$ can be swapped, if $f$ is continuous.} \end{subbox} \newpage