It is clear that $$\int_{[0,1]\times[0,1]}dxdy=1.$$ Let $z=xy$ then $(x,y)\mapsto (x,z)$ is injective from $[0,1]^2$ to $[0,1]^2$. The Jacobian is $J=\frac{1}{x}$. Then we have the integral $$\int_{[0,1]\times[0,1]}\frac{1}{x}dxdz=\infty.$$ What is going wrong?
2026-03-26 09:17:44.1774516664
Integration with change of variables $(x,y)\mapsto (x,xy)$?
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$$\int_{x=0}^{x=1}\int_{y=0}^{y=1} dy\,dx=\int_{x=0}^{x=1}\int_{\frac zx=0}^{\frac zx=1}\frac1x\,dz\,dx=\int_{x=0}^{x=1}\int_{z=0}^{z=x}\frac1x\,dz\,dx=\int_{x=0}^{x=1}\frac xx\,dx.$$