hckrnws

Upvoted for the cute proof- without-words geometrical diagram of the Legendre transform, but the fact that you defined the inverse map as (x, y) to (\hat y, \hat x) I found impossible to keep my head straight. Probably it's easy if I slow down and stop skimming the article.

IMO the easier derivation — may just be personal tastes as someone more on the engineering side — is just another integration by parts.

So with f(g(x)) = g(f(x)) = x, define y = g(x) for U-substitution with x = f(y):

    ∫ g(x) dx = ∫ g(f(y)) f'(y) dy
              = ∫ y f'(y) dy
              = y f(y) – ∫ f(y) dy
              = g(x) x – F(g(x)) + C

Yes, there's a similar diagram on the Wikipedia page for Integration by Parts.

And it links to the more specific page on Integral of inverse functions:

https://en.wikipedia.org/wiki/Integral_of_inverse_functions

haha this stuff twists my brain up but i love the visual angle. makes me wonder if breaking things down more like this really changes the way i remember them long-term. stuff like diagrams actually help or am i just tricking myself?

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