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Consider the following change of variables formula for $f:X\rightarrow Y$, that holds for any "reasonable" $g:B\subseteq Y \rightarrow \mathbb{R}$ and $A\subseteq X$

$$ \int_B g(x)\ {\rm d}(x)=\int_Ag\bigl(f(u)\bigr)\>|J_f(u)|\>{\rm d}(u),$$where $|J_f(u)|$ denotes the jacobian, and $f(A)=B$ and $f$ is essentially injective.

I have two questions regarding this formula:

1) What would be the most general $g$ that would pass as "reasonable" and the most general notion of integral for that the transformation formula holds ?

2) One can define that a function $f:X\rightarrow Y$ is area-preserving, if $$\mu\bigl(f^{-1}(B)\bigr)=\mu(B)\qquad\forall B\subset Y\ \tag{1}$$and then show, if $f$ is essentially injective, as it is done in this answer (to which this question is a follow-up), by using the above formula and the fact that $(1)$ is for such an $f$ equivalent to $\mu(f(A))=\mu(A)\ \forall A\subseteq X$, that $(1)$ is equivalent to $\det( J_f(u))=\pm 1$ for all $u\in A$ and all $A\subseteq X$.
Now if moreover we had $J_f(u)=+1$, then intuitively (by analogy to linear algebra) this should mean that $f$ is also orientation-preserving. But is there is geometric definition of "orientation-preserving" other than defining by $\det (J_f(u)) =+1$ (just as there is a geometric definition of "area-preserving", different than defining "area-preserving to mean $\det( J_f(u)) =±1$), so that I could you that definition and then try to show, maybe by using the change of variables formula similar to the linke answer, that that implies $\det( J_f(u))=+1$ ?

(I'd also be thankful for a reference to books or articles, if these answer my question, to spare you from typing a lot - although I don't have anything against a complety written answer :) )

1 Answers1

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As for your first question, this is an old and extensively studied problem. This depends on the kind of integral used. For example, the Kurzweil-Henstock integral has a nice multidimensional change of variable theorem (see any serious book on the Kurzweil-Henstock integral). There is also the so-called geometric integral, with nice Stokes formulae. Notice also that it has been shown that Fubini's theorem and the change of variable theorem are in some sense contradictory each with the other: you cannot build an integral that has at the same time a "good" Fubini theorem and a "good" change of variable theorem (I think this is shown in a book of Pfeffer).

Regarding your question about orientation, I think the right question is first of all: what is orientation? the only simple way to define it seems to be, indeed, with the notion of determinant. So, I don't think there is something "bad" by defining $f$ to be "orientation preserving" using the determinant of the Jacobian. Furthermore, it seems necessary to use the differentials of $f$ because your notion of "orientation preserving" is essential local (have you another "global" interpretation?). On the contrary, the fact that |det(J)|=1 implies area preservation is a theorem, that depends on some hypothese about $f$ (at least differentiability). So, the two things are not similar. And to answer more prosaically, I have personally never seen such a notion.

MikeTeX
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  • Thanks for this interesting answer. Could you please also tell me in your answer to my first question, what do you mean by a geometric integral ? And what the conditions on $g$ would be in case the Riemann and in the case Lebesgue intergal is used ? –  Feb 14 '15 at 09:25
  • Regarding your answer to my second questin, can you please tell me why "|detJ|=1 implies area-presereving" requires differentiability ? –  Feb 14 '15 at 09:28
  • Isn't the Jacobian of $f$ defined with the partial differentials of $f$ ? – MikeTeX Feb 14 '15 at 17:37
  • Regarding your first comment, the conditions for the Riemann and Lebesgue integral are well known, and can be found in any integration book (or simply google them). Regarding what I called the "geometric algebra" (I am not sure this is a licit name), it is to be found inside a very interesting area called "geometric algebra" (google it), and may also be called "directed integral" (google it too). I believe that "geometric algebra" (sometimes more or less called "multivector calculus") is exactly what you are expecting for. – MikeTeX Feb 14 '15 at 17:47
  • Ah, of course, I didn't see the forrest because of the trees, already the definition of jacobian needs differentiability. –  Feb 15 '15 at 06:53