82
The Integration Methods
Let us consider an arbitrary function
p
of
x
and
t
and the integral
which, of course, will generally depend on time
t.
In the case
I
does not depend
on time, no matter how
U
is chosen, we shall say that
I
is an integral invariant
for the system (4.1).
In order for
I
to be an integral invariant,
p
is required to satisfy suitable
conditions.
Let
us
start from the natural characterization of an integral invari-
ant, which is given by
In the above expression, the transfer
of
time derivative under the integral sign
is
not permitted, since the integration region depends on time. The difficulty
is easily overcome by using the change of variables given by
Eq.
(4.2).
In this
way, we obtain
where
ij
=
PO&
is
the composed function between
p
and
Eq.
(4.2);
i.e.
~(zo,
t)
=
p(x(zo,
t), t)
and
J
is the Jacobian determinant
(4.4)
of the transformation
Eq.
(4.2).
Remark
7
The theorem on the change
of
variables
in
the integrals
requires, really, the absolute value
of
the determinant. In our case, however,
the Jacobian matrix at initial time
to
coincides with the unit matrixZ. Then,
by the continuity, it exasts a neighborhood
of
to
(an interval
of
time)
an
which
the Jacobian determinant is always positive.
It follows that
where we have used the property that the Jacobian
of
the inverse transforma-
tion is the inverse of the Jacobian.