Mathlib theorem · Existing formal mathematics

Existing in Mathlib · Analysis

Change of Variables Formula

An injective map that is differentiable within a measurable set transforms integration over that set into integration over its image, with the absolute determinant of the derivative correcting for local volume change.

Exact theorem

Exact Mathlib statement

theorem MeasureTheory.integral_image_eq_integral_abs_det_fderiv_smul {E F : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [FiniteDimensional ℝ E] [NormedAddCommGroup F] [NormedSpace ℝ F] {s : Set E} {f : E → E} {f' : E → E →L[ℝ] E} [MeasurableSpace E] [BorelSpace E] (μ : Measure E) [IsAddHaarMeasure μ] (hs : MeasurableSet s) (hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x) (hf : InjOn f s) (g : E → F) : ∫ x in f '' s, g x ∂μ = ∫ x in s, |(f' x).det| • g (f x) ∂μ

The theorem at a glance

Change of variables at a glance

A visual guide to the theorem's hypotheses, structure, and conclusion; the exact statement gives the formal detail.

Integration over the image balances determinant-weighted integration over the measurable source set. Explanatory diagram.
Detailed visual description

The poster foregrounds the measurable-set, within-set differentiability, and injectivity hypotheses with the editorial integral formula. Its central plate pairs a bounded source region with a non-self-overlapping image region and compares one local source cell with its stretched image cell. The retained transcript then names the source route through restriction, weighted-measure transport, measurable-embedding integration, and scalar-density rewriting, while the scope footer rules out a global diffeomorphism or derivative-invertibility assumption.

Statement structure

Statement and scope

Statement map for Change of Variables FormulaA determinant-weighted source integral equals the integral over the injective differentiable image of a measurable set. Claim boundary: This page indexes Mathlib's finite-dimensional Bochner-integral change-of-variables declaration for a measurable set s and a map f that is injective and differentiable within s with recorded derivative f'. The endpoint is exactly the equality between the integral of an F-valued function g on f '' s and the source integral weighted by the absolute determinant of f'. It does not assume or conclude a global diffeomorphism, global injectivity or surjectivity, an open domain, a continuously differentiable map, or an everywhere-invertible derivative. The formal declaration quantifies over g : E → F without a separate measurability or integrability hypothesis; its exact Mathlib set-integral semantics remain authoritative. The pinned upstream declaration is MeasureTheory.integral_image_eq_integral_abs_det_fderiv_smul. The complete formal statement is available in the Exact Mathlib statement section.Mathematical readingA determinant-weightedsource integral equalsthe integral over theinjective differentiableimage of a measurableset.Claim boundaryThis page indexesMathlib'sfinite-dimensionalBochner-integralchange-of-variablesdeclaration for ameasurable set s and amap f that is injectiveand differentiablewithin s with recordedderivative f'. Theendpoint is exactly theequality between theintegral of an F-valuedfunction g on f '' s andthe source integralweighted by the absolutedeterminant of f'. Itdoes not assume orconclude a globaldiffeomorphism, globalinjectivity orsurjectivity, an opendomain, a continuouslydifferentiable map, oran everywhere-invertiblederivative. The formaldeclaration quantifiesover g : E → F without aseparate measurabilityor integrabilityhypothesis; its exactMathlib set-integralsemantics remainauthoritative.Pinned declarationmathlib ·MeasureTheory.integral_image_eq_integral_abs_det_fderiv_smulStatement map for Change of Variables FormulaA determinant-weighted source integral equals the integral over the injective differentiable image of a measurable set. Claim boundary: This page indexes Mathlib's finite-dimensional Bochner-integral change-of-variables declaration for a measurable set s and a map f that is injective and differentiable within s with recorded derivative f'. The endpoint is exactly the equality between the integral of an F-valued function g on f '' s and the source integral weighted by the absolute determinant of f'. It does not assume or conclude a global diffeomorphism, global injectivity or surjectivity, an open domain, a continuously differentiable map, or an everywhere-invertible derivative. The formal declaration quantifies over g : E → F without a separate measurability or integrability hypothesis; its exact Mathlib set-integral semantics remain authoritative. The pinned upstream declaration is MeasureTheory.integral_image_eq_integral_abs_det_fderiv_smul. The complete formal statement is available in the Exact Mathlib statement section.Mathematical readingA determinant-weightedsource integral equalsthe integral over theinjective differentiableimage of a measurableset.Claim boundaryThis page indexesMathlib'sfinite-dimensionalBochner-integralchange-of-variablesdeclaration for ameasurable set s and amap f that is injectiveand differentiablewithin s with recordedderivative f'. Theendpoint is exactly theequality between theintegral of an F-valuedfunction g on f '' s andthe source integralweighted by the absolutedeterminant of f'. Itdoes not assume orconclude a globaldiffeomorphism, globalinjectivity orsurjectivity, an opendomain, a continuouslydifferentiable map, oran everywhere-invertiblederivative. The formaldeclaration quantifiesover g : E → F without aseparate measurabilityor integrabilityhypothesis; its exactMathlib set-integralsemantics remainauthoritative.Pinned declarationmathlib ·MeasureTheory.integral_image_eq_integral_abs_det_fderiv_smul

Read the exact Mathlib declaration

This map summarizes the statement's structure; the exact Mathlib declaration remains authoritative.

Six injective local correspondences pair source cells with image cells while six gold intensity disks encode their differing volume changes. Explanatory scientific diagram.
Detailed visual description

Two bounded warm-paper mesh regions contain exactly six blue source point-cell pairs and six corresponding image point-cell pairs. Six left-to-right noncrossing arrows preserve their vertical order, the image cells vary in area, and six separate antique-gold contour disks at the far left vary in intensity.

Why it matters

A mathematical landmark

The change-of-variables formula is one of the central bridges between differentiation, geometry, measure, and integration. Mathlib's selected theorem is notable for its precise set-level form: within-set differentiability and injectivity support a vector-valued integral identity under weaker hypotheses than the global diffeomorphism version often taught first.

ProofAtlas record

What has been checked

Upstream indexedPinned source bytes verified locally
Locally reproducedExact upstream declaration replayed
Reviewed pageCurrent public presentation reviewed
Accepted Atlas resultNot recorded for the preferred artifact

Mathlib is the source of the theorem; the local Lean replay and page review are separate.

Claim boundary

No new theorem is claimed

This page indexes Mathlib's finite-dimensional Bochner-integral change-of-variables declaration for a measurable set s and a map f that is injective and differentiable within s with recorded derivative f'. The endpoint is exactly the equality between the integral of an F-valued function g on f '' s and the source integral weighted by the absolute determinant of f'. It does not assume or conclude a global diffeomorphism, global injectivity or surjectivity, an open domain, a continuously differentiable map, or an everywhere-invertible derivative. The formal declaration quantifies over g : E → F without a separate measurability or integrability hypothesis; its exact Mathlib set-integral semantics remain authoritative.

Source and local evidence

Where the theorem comes from

Existing declaration
MeasureTheory.integral_image_eq_integral_abs_det_fderiv_smul in mathlib
Relationship
The checked artifact is the upstream declaration itself
Local Lean evidence
artifact.library.mathlib.change-of-variables-formula.v001
Source
Open the pinned upstream reference