Tuesday, 24 November 2015

integration - Why does integral and the imaginary part commute?



I have many a times encountered (and used myself) the following technique:



sinxdx=Im(eix)dx=Im(eixdx)=Im(ieix)+C=cosx+C



Not only in this case, but I've used this kind of transform many a times, instinctively, to solve many of those monster trig integrals (and it works like a miracle) but never justified it.




Why and how is this interchange of integral and imaginary part justified?



At first, I thought it might be always true that we can do such a type of interchange anywhere, so, I tried the following: Im(f(z))=f(Im(z)). But this is clearly not true, as the LHS is always real but RHS can be, possibly, complex too.



Second thoughts. I realized that we are dealing with operators here and not functions really. Both integral and imaginary parts are operators. So we have a composition of operators and we are willing to check when do these operators commute? I couldn't really make out any further conclusions from here and am stuck with the following questions:



When and why is the following true: Im(f(z))dz=Im(f(z)dz)? (Provided that f is integrable)



Is it always true? (Because like I've used it so many times and never found any counter example)




Edit : I am unfamiliar with integration of complex-valued functions but what I have in mind is that while doing such a thing, I tend to think of i as just as some constant (Ah! I hope this doesn't sounds like really weird), as I stated in the example in the beginning. To be more precise, I have something of like this in my mind: because a complex-valued function f(z) can be thought of as f(z)=f(x+iy)=u(x,y)+iv(x,y) where u and v are real-valued functions and we can now use our definition for integration of real-valued functions as
f(z)dz=(u(x,y)+iv(x,y))d(x+iy)=(udxvdy)+i(vdx+udy)


Answer



You can always write f=Re(f)+iIm(f). Then, by linearity f=Re(f)+iIm(f). But this is clearly the unique decomposition of f in its real and imaginary part since both Re(f) and Im(f) are real numbers, hence we must have Ref=Ref and the same for the imaginary part.



This is by the way a special case of the following more general observation:



If E,F are complex Banach lattices and T:EF is a real operator, i.e. mapping real elements to real elements, then TRe=ReT.
Positive Operators are a special case of real operators and your question is a special case if we set E=L1,F=C,T=.


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