Applying Leibniz's Rule to Differentiate Integrals

In summary, the question is asking to calculate the derivative of an integral with varying limits of integration and a function with two variables. This is known as Leibniz's rule, which states that the derivative of an integral is equal to the upper limit multiplied by the derivative of the upper limit, minus the lower limit multiplied by the derivative of the lower limit, plus the integral of the partial derivative of the function with respect to the variable of integration.
  • #1
mathmadx
17
0
Dear all, a question which has puzzled me for some days:
(Assume that all are differentiable enough times):

Calculate:
[tex]
\frac{\mathrm{d} }{\mathrm{d} x}\int_{g(x)}^{h(x)} f(x,t) dt
[/tex]
 
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  • #2
mathmadx said:
Dear all, a question which has puzzled me for some days:
(Assume that all are differentiable enough times):

Calculate:
[tex]
\frac{\mathrm{d} }{\mathrm{d} x}\int_{g(x)}^{h(x)} f(x,t) dt
[/tex]

Leibniz's rule, which generalizes the fundamental theorem of Calculus:
[tex]\frac{d}{dx} \int_{g(x)}^{h(x)} f(x,t)dt= \frac{dh}{dx}f(x, h(x))- \frac{dg}{dx}f(x,g(x))+ \int_{g(x)}^{h(x)} \frac{\partial f(x,t)}{\partial x} dt[/tex]
 

FAQ: Applying Leibniz's Rule to Differentiate Integrals

What is the definition of differentiation of an integral?

Differentiation of an integral is the process of finding the derivative of a function that is defined as the integral of another function. It involves using the fundamental theorem of calculus and the rules of differentiation to find the derivative of the integral.

Why is differentiation of an integral important?

Differentiation of an integral is important because it allows us to find the rate of change of a quantity that is defined by an integral. This is useful in many areas of mathematics, physics, and engineering where the rate of change is crucial in understanding a system.

What are the steps involved in differentiating an integral?

The steps involved in differentiating an integral include using the fundamental theorem of calculus to rewrite the integral in terms of the original function, applying the rules of differentiation to the function, and then simplifying the resulting expression.

Are there any special cases or exceptions when differentiating an integral?

Yes, there are some special cases and exceptions when differentiating an integral. These include using the chain rule when the limits of integration are functions of the variable of differentiation, using the product rule when the integrand is a product of two functions, and using the quotient rule when the integrand is a quotient of two functions.

Can differentiation of an integral be applied to any type of integral?

No, differentiation of an integral can only be applied to definite integrals, meaning those with specified limits of integration. Indefinite integrals, which have no specified limits, cannot be differentiated as they result in a family of functions rather than a single function.

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