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I recently learned about Jacobians and how the change of variables is used to ease out the calculations of an integral in context of double integrals.

This led me to wonder when there's a change of variables possible for every integral such that it results in integration over constant limits, ie, it would map the region of integration to a rectangle(for a double integral, boxes for triple integrals, etc.):

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Edit:

After going through the comments, I have now realised how general and deep this question was. As someone into their first multivariable calculus course, I must admit I don't know a lot about topology or advanced calculus. Feel free to make any edits and thoughts in the post that you feel maybe necessary to make the question more accurate.

DatBoi
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    Rectangles are homemorphic to any closed regions without hole, i.e. it can be deformed continuously into it; however, these mappings will not be continuously differentiable because of the corners, which will prevent you from computing smoothly the Jacobian of your change of variables. N.B.: I studied topology long ago, a confirmation of a topologist would be appreciated. – Abezhiko Dec 28 '22 at 14:07
  • @Abezhiko This is also my guess. I would also say that the inverse map should also be differentiable. But we will need a confirmation. This is why I am following this question. – KBS Dec 28 '22 at 16:16
  • @Abezhiko Polar coordinates gives a sort of quasi-counterexample to what you said, where you unwind the circle into a half-open interval. So two of the corners that are actually in the domain don't create any problems; $r=0$ still creates a problem, though. – Ian Dec 28 '22 at 16:26
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    @Abezhiko: the important quality is that the mapping be continuously differentiable on the interior of the region, so the fact that regions do/don't have corners on their boundaries isn't automatically a disqualifying feature. Consider the square-root map from the upper half-disk in the complex plane onto the quarter-disk in the first quadrant: the new region has a corner at the origin, but the map (which can be considered as a function of two real variables) is still continuously differentiable everywhere inside the region. – Greg Martin Dec 28 '22 at 17:01
  • doesn't the Riemann mapping Theorem guarante the existence of such transformations in the 2-d Case? – Bruno Krams Dec 28 '22 at 18:47
  • It depends by what exactly do you mean by change of variables: There is no canonical definition and different definitions will yield different answers. – Moishe Kohan Dec 28 '22 at 21:58
  • Could you elaborate? Thsi is the first time I heard that there are more than one definition of change of variables @MoisheKohan – Clemens Bartholdy Dec 28 '22 at 23:00
  • @TrystwithFreedom: For instance, one definition requires $f: X\to Y$ to be a diffeomorphism between closed regions in $R^n$. Another definition only requires a diffeomorphism of interiors. More options: A diffeomorphism of interiors continuous at the boundary. Etc. If you look through the comments to the question, you will see that different commenters have different definitions in mind. – Moishe Kohan Dec 29 '22 at 02:33
  • I believe I fixed the question, what do you think? @MoisheKohan – Clemens Bartholdy Dec 29 '22 at 07:22
  • @TrystwithFreedom: In the current form, the question obviously has negative answer, but I very much doubt that OP had in mind the most general compact subsets of $R^d$. As an example, consider, say, a zero measure Cantor subset $C\subset R^d$. It does have a continuous surjection to the unit cube, but nobody in a right mind would call this a "change of variables." – Moishe Kohan Dec 29 '22 at 08:24
  • By change of variables, I believe they mean diffeomorphism, not just continous map @MoisheKohan – Clemens Bartholdy Dec 29 '22 at 08:49
  • @TrystwithFreedom: Maybe, except in an engineering calculus class nobody defines diffeomorphisms. If you truly know what the question is, edit it to make it clear what kind of a map a "change of variables" is: As I said, opinions vary. (By the way, what do you mean by a diffeomorphism of compact sets? I know several inequivalent notions!) In any case, taking your compact to be totally disconnected (say, countable or a Cantor set), will defeat any reasonable notion of a diffeomorphism since there is no even a homeomorphism. – Moishe Kohan Dec 29 '22 at 09:17
  • I concede. Maybe an answer explaining that the question is unanswerable even when considering compact sets would be the way to go about it. – Clemens Bartholdy Dec 29 '22 at 09:34

1 Answers1

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Here is an answer of sorts: It is more of a long comment aimed to help you to understand the shortcomings of your post.

First of all, there is a confusion in your question:

"This led me to wonder if there's a change of variables possible for every integral such that it results in integration over constant limits, ie, it would map the region of integration to a rectangle."

In fact, in order to achieve integration with constant limits, one has to use a map going in the opposite direction: From a rectangle (or a cube as in the current title) to the original domain of integration.

Nevertheless, since you use the (wrong in my opinion) direction of the map thrice in your post (once in the title, once in the above sentence and once in a picture), so be it.

In either case, let's first try to figure out what kind of maps qualify as "change of variable maps"? Typical undergraduate calculus textbooks address this question by ... simply ignoring it and using the terminology as if it so clear to everybody that discussing this notion is completely unnecessary.

Let me, at least, assume that the maps in question are surjective and you are asking for the existence of a surjective (aka onto) map $f$ from the given (compact) $C\subset {\mathbb R}^d$ to the unit cube $Q\subset {\mathbb R}^d$ (I will assume that $d\ge 1$). A further question is of the regularity of such a map (this vague notion pertains to properties such as continuity and differentiability of maps).

Here are several quick examples proving that such a map (regardless of its regularity) does not always exist.

Example 1. $C$ is empty.

Example 2. $C$ is finite.

Example 3. $C$ is countably-infinite (and compact), for instance, $C=\{0\}\cup \{\frac{1}{n}: n\in {\mathbb N}\}$.

Since these sets are (at most) countable, they do not admit surjective maps to uncountable sets such as $Q$.

However, once you assume that $C$ has the cardinality of continuum (for instance, this is the case provided that every point of $C$ is an accumulation point of $C$ and $C$ is nonempty), then $C$ admits a bijective (one-to-one and onto) map to $Q$. This is something that you learn when taking an upper-division math class. However, maps used in such constructions have no use in calculus since they (frequently) lack any degree of regularity. Hence, let me assume that change-of-variables maps are at least continuous. (Actually, opinions differ even here and some commonly used change-of-variables are discontinuous, but are "piecewise-continuous"!) However, let me stick with continuous maps. Then, seemingly, you are in luck:

Theorem. Every compact subset $C\subset {\mathbb R}^d$ of the cardinality of continuum admits a surjective continuous map $f: C\to Q$.

I will not explain a proof of this theorem (one can find these in books on general topology). A good example of such a map is the "Cantor function" (or "devil's staircase function") mapping the usual "ternary" Cantor set continuously onto the unit interval $[0,1]$. However, such maps, while continuous, are still not regular enough to be useful for the purpose of the change of variables: In many cases, they are non-differentiable and, hence, you cannot talk about their Jacobians.

Now, if you like a specific example:

The ternary Cantor set does not admit a differentiable surjective map to the unit interval.

Does this answer your question? I am not sure. Maybe you do not assume differentiability of your maps, maybe you do not even assume continuity. At least, it provides you with an example to ponder. Now, if (as in the title) you meant to ask "Which Cantor subsets of ${\mathbb R}$ admit surjective differentiable maps to the unit interval $[0,1]$?" the answer becomes: Precisely those, which have positive Lebesgue measure. Would such maps qualify as "change of variable maps"? It is up to you to decide.

Moishe Kohan
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  • I really appreciate the well thought out answer that you posted. First things first, as I mentioned in my edits, I'm a mere beginner starting out with a multivariable calculus course. I do understand that the map goes the other way around. However, the point of interest is simplifying the bounds to constants, which ofcourse is (possibly)identified by a $xy$ to $uv$ map, which is precisely what I mentioned. As for the title, the org. version simply defined it as the area of integration, which I presume encapsulates all sorts of differentiability or continuity assumptions that I do not know of. – DatBoi Dec 29 '22 at 19:59
  • The newly edited question as is now is very general and I'm pretty sure that I do not have adequate knowledge to comment anything at all about it. I'd let others who know these talk about it, while I spectate, hoping to grasp something here and there! :) – DatBoi Dec 29 '22 at 20:03