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)=(∫udx−∫vdy)+i(∫vdx+∫udy)
Answer
You can always write f=Re(f)+iIm(f). Then, by linearity ∫f=∫Re(f)+i∫Im(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 Re∫f=∫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:E→F is a real operator, i.e. mapping real elements to real elements, then T∘Re=Re∘T.
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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