Coarea formula

In the mathematical field of geometric measure theory, the coarea formula expresses the integral of a function over an open set in Euclidean space in terms of the integral of the level sets of another function. A special case is Fubini's theorem, which says under suitable hypotheses that the integral of a function over the region enclosed by a rectangular box can be written as the iterated integral over the level sets of the coordinate functions. Another special case is integration in spherical coordinates, in which the integral of a function on Rⁿ is related to the integral of the function over spherical shells: level sets of the radial function. The formula plays a decisive role in the modern study of isoperimetric problems.

For smooth functions the formula is a result in multivariate calculus which follows from a simple change of variables. More general forms of the formula for Lipschitz functions were first established by Herbert Federer (Federer 1959), and for $BV$ functions by Fleming & Rishel (1960).

A precise statement of the formula is as follows. Suppose that Ω is an open set in Rⁿ, and u is a real-valued Lipschitz function on Ω. Then, for an L¹ function g,

\int_\Omega g(x) |\nabla u(x)|\, dx = \int_{-\infty}^\infty \left(\int_{u^{-1}(t)}g(x)\,dH_{n-1}(x)\right)\,dt

where H_n − 1 is the (n − 1)-dimensional Hausdorff measure. In particular, by taking g to be one, this implies

\int_\Omega |\nabla u| = \int_{-\infty}^\infty H_{n-1}(u^{-1}(t))\,dt,

and conversely the latter equality implies the former by standard techniques in Lebesgue integration.

More generally, the coarea formula can be applied to Lipschitz functions u defined in Ω ⊂ Rⁿ, taking on values in R^k where k < n. In this case, the following identity holds

\int_\Omega g(x) |J_k u(x)|\, dx = \int_{\mathbb{R}^k} \left(\int_{u^{-1}(t)}g(x)\,dH_{n-k}(x)\right)\,dt

where J_ku is the k-dimensional Jacobian of u.

Applications

Taking u(x) = |x − x₀| gives the formula for integration in spherical coordinates of an integrable function ƒ:

\int_{\mathbb{R}^n}f\,dx = \int_0^\infty\left\{\int_{\partial B(x_0;r)} f\,dS\right\}\,dr.

Combining the coarea formula with the isoperimetric inequality gives a proof of the Sobolev inequality for W^1,1 with best constant:

\left(\int_{\mathbb{R}^n} |u|^{n/(n-1)}\right)^{\frac{n-1}{n}}\le n^{-1}\omega_n^{-1/n}\int_{\mathbb{R}^n}|\nabla u|

where ω_n is the volume of the unit ball in Rⁿ.

References

Federer, Herbert (1969), Geometric measure theory, Die Grundlehren der mathematischen Wissenschaften, Band 153, New York: Springer-Verlag New York Inc., pp. xiv+676, ISBN 978-3-540-60656-7, MR 0257325 .
Federer, H (1959), "Curvature measures", Transactions of the American Mathematical Society, Transactions of the American Mathematical Society, Vol. 93, No. 3, 93 (3): 418–491, doi:10.2307/1993504, JSTOR 1993504 .
Fleming, WH; Rishel, R (1960), "An integral formula for the total gradient variation" (PDF), Archiv der Mathematik, 11 (1): 218–222, doi:10.1007/BF01236935
Malý, J; Swanson, D; Ziemer, W (2002), "The co-area formula for Sobolev mappings" (PDF), Transactions of the American Mathematical Society, 355 (2): 477–492, doi:10.1090/S0002-9947-02-03091-X .

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Coarea formula

Applications

See also

References