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While looking at the solution here: https://www.stumblingrobot.com/2015/12/01/evaluate-the-integral-of-axa-x12/

Evaluate the following integral for $a>0$. $$\newcommand{\dd}{\; \mathrm{d}} \int\sqrt{\frac{a+x}{a-x}} \dd x.$$ First, we multiply the numerator and denominator in the fraction inside the square root by $a+x$ and do some simplification, \begin{align*} \int \sqrt{\frac{a+x}{a-x}} \, dx &= \int \sqrt{\frac{(a+x)^2}{(a-x)(a+x)}} \, dx \\[9pt] &= \int \frac{a+x}{\sqrt{a^2-x^2}} \, dx \\[9pt] &= \int \frac{a}{\sqrt{a^2-x^2}} \,dx + \int \frac{x}{\sqrt{a^2-x^2}} \, dx \\[9pt] &= \int \frac{1}{\sqrt{1 - \left( \frac{x}{a} \right)^2}} \, dx + \int \frac{x}{\sqrt{a^2-x^2}} \, dx. \end{align*} Now, we evaluate these two integrals separately. ...

I wondered why it is fine to multiply the numerator and denominator by $(a+x)$?

In the original integrand, the square root has to be non-negative and the denominator has to be non-0, so $x \in [-a, a)$. Therefore, the end point $-a$ is still in the domain of the integrand, but it is not in the domain of the new integrand when we extend it with $(a+x)/(a+x)$, so I'm not sure why exactly that is justified.

If that's justified, please explain why. If that's not justified, please provide a full correct solution.

Quanto
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S11n
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    I prefer to assume $\dfrac{a+x}{a-x}=t^2$. – Mikasa Jan 29 '22 at 09:31
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    Actually, even there you assume that $dt$ exists, which requires $x \ne -a$, right? So at the end it is equivalent, and the question why it is valid to ignore that end point remains. – S11n Jan 29 '22 at 10:40
  • Sorry for the late answer. I was trying to prove that myself, but still didn't manage to do it properly, because it seems much easier to prove the small span theorem for closed intervals, than for open ones (and that small span can later be used for proving the integrability of continuous functions)... – S11n Feb 09 '22 at 12:37
  • I added some extra detail to my answer you can have a look. Hopefully that clears it. – Bertrand Wittgenstein's Ghost Feb 10 '22 at 09:17

2 Answers2

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$\sqrt{\frac{a+x}{a-x}}$, $a>0$, implies $\frac{a+x}{a-x} \geq 0$

So we have, $\frac{a+x}{a-x}=0$, implying $a+x=0$, which is trivial and uninteresting since $\int 0 dx=C$. Meaning, this is a special case for some particular value of $x$.

Or, we have $b>\frac{a+x}{a-x}>0$ for some $b\in \mathbb R^{+}$ which implies $b(a-x)>(a+x)>0$ which implies $a>-x$

This is not limited to end-points, we can generalize it to an arbitraty discontinuity that is isolated, given one trivial assumption that $F(x)$ is defined for $x=-a$, consider the second FTC:

Given a continous, integrable, function $f(x)$ on some interval $[a,b]$, $\int_a^bf(x)=F(b)-F(a)$, given that $F'(x)=f(x)$.

In this case, suppose our function g(x) is continous, and integrable, on $[a,b]\setminus \{c\}$ which means $g(x)$ is integrable on $[a, c- \epsilon ] \cup [c + \epsilon ,b]$.

We get, $$\lim \limits_{d^{-} \to c}\int_a^dg(x)dx + \lim \limits_{e^{+} \to c}\int_e^b g(x)dx = \lim \limits_{d^{-}\to c}G(d)-G(a)+G(b)-\lim \limits_{e^{+}\to c}G(e)=G(c)-G(a)+G(b)-G(c)=G(b)-G(a)$$

The assumption here is that the two limits exist and are equal, which is guaranteed by the fact that $a=-x$ is a special case for some particular value of $x$. If you integrate the the function, $\sqrt{\frac{a+x}{a-x}}$, under the assumption that $x\neq -a$ and check the Limit, $x\to -a$ you can see that it exists, and is one and the same from both directions, then you can discharge the assumption.

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    Yes, my question is exactly how could we formalize the reason why that end point is uninteresting here (as mentioned in the comment above). Maybe the reason for my confusion is that the Tom Apostol's integral definition in the Calculus book I am reading is only given for the functions which are bounded on a closed interval. – S11n Feb 09 '22 at 12:28
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    Thank you, that answers my question! I suppose you wanted to write $g(x)$ instead of $f(x)$ here "...which means $f(x)$ is integrable on..." – S11n Feb 14 '22 at 09:20
  • @S11n yes, it was supposed to be $g(x)$. – Bertrand Wittgenstein's Ghost Feb 15 '22 at 11:46
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There's a theorem that goes:$\quad$If $A{\cap}B$ has measure zero,$\quad$$f:A{\cup}B\to\mathbb R,$$\quad$and $f$ is integrable over each of $A,B$ and $A{\cap}B,$$\quad$then $\int_{A{\cup}B}f=\int_Af+\int_Bf.$

To justify excluding $-a$ from the given solution, we can apply the above theorem, letting $A=\{-a\}$ and $B=(-a,p)$ for each $p$ smaller than $a.$

ryang
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  • Thank you! I also thought it should have something to do with the lines having zero area (i.e. measure zero), so a piecewise continuous function should be integrable as well, if there is a continuous function which is equal on those piecewise segments, but which is defined over the whole closed interval, but I do not know at the moment how to prove that exactly....It seems like you are mentioning a well known theorem, so could you please also point me to its proof, so I can understand better the formal logic behind it? – S11n Feb 09 '22 at 12:22
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    @S11n The proof can be found in Marsden & Hoffman's Elementary Classical Analysis (2nd ed.) on page 481. P.S. I just wrote this maybe-related Answer today. – ryang Feb 09 '22 at 15:01
  • Thank you for the reference! For now @Bertrand Wittgenstein's Ghost answered the question in simple enough terms that I could understand already now. – S11n Feb 14 '22 at 09:14
  • That's great! @S11n – ryang Feb 14 '22 at 09:17