Differentiation for a function in the integral form.
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I want to know generally how we differentiate a function $F(x)$ in the following form,
$$F(x)=int_a^x f(x,t)dt$$
For example, if we can work out the explicit form of $F(x)$ as the example below $$F(x)=int_0^x e^{xt}dt=frac{e^{x^2}-1}{x}$$
if we differentiate $F(x)$, we get
$$frac {dF(x)}{dx}=frac{2x^2e^{x^2}-e^{x^2}+1}{x^2}$$
This simple example shows a very different approach from the case when we different $F(x)=int_a^xf(t)dt$, which simply gives us $f(x)$.
Now suppose I have the formula for calculating the money I get after $T$ years, $P(T)$ with continuous depositing, of which the rate is given by $S(t)$, and continuous compounding, of which the annual rate is given by $r$. The formula is $$P(T)=int_0^TS(t)e^{r(T-t)}dt$$
Since the $S(t)$ is not given explicitly, then how do I get an expression for $frac{dP(T)}{dT}$?
I have tried using the first principle by
$$frac{dP(T)}{dT}=lim_{Delta Tto0} frac{P(T+Delta T)-P(T)}{Delta T}$$ and I could not figure it out. Is there a way to find an expression for the derivative $frac{dP(T)}{dT}$?
calculus derivatives implicit-differentiation
$endgroup$
add a comment |
$begingroup$
I want to know generally how we differentiate a function $F(x)$ in the following form,
$$F(x)=int_a^x f(x,t)dt$$
For example, if we can work out the explicit form of $F(x)$ as the example below $$F(x)=int_0^x e^{xt}dt=frac{e^{x^2}-1}{x}$$
if we differentiate $F(x)$, we get
$$frac {dF(x)}{dx}=frac{2x^2e^{x^2}-e^{x^2}+1}{x^2}$$
This simple example shows a very different approach from the case when we different $F(x)=int_a^xf(t)dt$, which simply gives us $f(x)$.
Now suppose I have the formula for calculating the money I get after $T$ years, $P(T)$ with continuous depositing, of which the rate is given by $S(t)$, and continuous compounding, of which the annual rate is given by $r$. The formula is $$P(T)=int_0^TS(t)e^{r(T-t)}dt$$
Since the $S(t)$ is not given explicitly, then how do I get an expression for $frac{dP(T)}{dT}$?
I have tried using the first principle by
$$frac{dP(T)}{dT}=lim_{Delta Tto0} frac{P(T+Delta T)-P(T)}{Delta T}$$ and I could not figure it out. Is there a way to find an expression for the derivative $frac{dP(T)}{dT}$?
calculus derivatives implicit-differentiation
$endgroup$
add a comment |
$begingroup$
I want to know generally how we differentiate a function $F(x)$ in the following form,
$$F(x)=int_a^x f(x,t)dt$$
For example, if we can work out the explicit form of $F(x)$ as the example below $$F(x)=int_0^x e^{xt}dt=frac{e^{x^2}-1}{x}$$
if we differentiate $F(x)$, we get
$$frac {dF(x)}{dx}=frac{2x^2e^{x^2}-e^{x^2}+1}{x^2}$$
This simple example shows a very different approach from the case when we different $F(x)=int_a^xf(t)dt$, which simply gives us $f(x)$.
Now suppose I have the formula for calculating the money I get after $T$ years, $P(T)$ with continuous depositing, of which the rate is given by $S(t)$, and continuous compounding, of which the annual rate is given by $r$. The formula is $$P(T)=int_0^TS(t)e^{r(T-t)}dt$$
Since the $S(t)$ is not given explicitly, then how do I get an expression for $frac{dP(T)}{dT}$?
I have tried using the first principle by
$$frac{dP(T)}{dT}=lim_{Delta Tto0} frac{P(T+Delta T)-P(T)}{Delta T}$$ and I could not figure it out. Is there a way to find an expression for the derivative $frac{dP(T)}{dT}$?
calculus derivatives implicit-differentiation
$endgroup$
I want to know generally how we differentiate a function $F(x)$ in the following form,
$$F(x)=int_a^x f(x,t)dt$$
For example, if we can work out the explicit form of $F(x)$ as the example below $$F(x)=int_0^x e^{xt}dt=frac{e^{x^2}-1}{x}$$
if we differentiate $F(x)$, we get
$$frac {dF(x)}{dx}=frac{2x^2e^{x^2}-e^{x^2}+1}{x^2}$$
This simple example shows a very different approach from the case when we different $F(x)=int_a^xf(t)dt$, which simply gives us $f(x)$.
Now suppose I have the formula for calculating the money I get after $T$ years, $P(T)$ with continuous depositing, of which the rate is given by $S(t)$, and continuous compounding, of which the annual rate is given by $r$. The formula is $$P(T)=int_0^TS(t)e^{r(T-t)}dt$$
Since the $S(t)$ is not given explicitly, then how do I get an expression for $frac{dP(T)}{dT}$?
I have tried using the first principle by
$$frac{dP(T)}{dT}=lim_{Delta Tto0} frac{P(T+Delta T)-P(T)}{Delta T}$$ and I could not figure it out. Is there a way to find an expression for the derivative $frac{dP(T)}{dT}$?
calculus derivatives implicit-differentiation
calculus derivatives implicit-differentiation
asked Dec 5 '18 at 9:39
Kenneth NyeKenneth Nye
19210
19210
add a comment |
add a comment |
3 Answers
3
active
oldest
votes
$begingroup$
We have that
$$
eqalign{
& F(x + dx) - F(x) = int_{t = a}^{x + dx} {f(x + dx,t)dt} - int_{t = a}^x {f(x,t)dt} = cr
& = int_{t = a}^x {left( {f(x + dx,t) - f(x,t)} right)dt} + int_{t = x}^{x + dx} {f(x + dx,t)dt} = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x + dx,x)dx = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x,x)dx + f_x (x,x)left( {dx} right)^2 quad Rightarrow cr }$$
$$ Rightarrow quad {d over {dx}}F(x) = int_{t = a}^x {{partial over {partial x}}f(x,t)dt} + f(x,x)
$$
So in your example
$$
eqalign{
& {d over {dx}}F(x) = int_{t = 0}^x {{partial over {partial x}}e^{,x,t} dt} + e^{,x^{,2} } = cr
& = int_{t = 0}^x {te^{,x,t} dt} + e^{,x^{,2} } = left. {{{e^{,x,t} left( {tx - 1} right)} over {x^2 }},} right|_{t = 0}^x + e^{,x^{,2} } = cr
& = {{e^{,x^{,2} } left( {,x^{,2} - 1} right)} over {x^2 }} + {1 over {x^2 }} + e^{,x^{,2} }
= {{,2e^{,x^{,2} } x^{,2} - e^{,x^{,2} } + 1} over {x^2 }} cr}
$$
$endgroup$
$begingroup$
Thanks for providing the detailed but simply proof for Leibniz integral rule. I will stop the discussion at your answer since my question was totally solved by this rule.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 11:12
add a comment |
$begingroup$
You can impose $a=Tt$ so you have that the integral is
$P(T)=frac{1}{T}int_0^1 S(frac{a}{T})e^{rfrac{(T^2-a)}{T}}da$
So
$frac{d}{dT}P(T)=frac{1}{T}int_0^1[-frac{a}{T^2}S’(frac{a}{T})e^{rfrac{(T^2-a)}{T}}+$
$+r(1+frac{a}{T^2}) e^{rfrac{(T^2-a)}{T}} S(frac{a}{T})]da$
$endgroup$
$begingroup$
I get what you mean, basically try to get rid of variables for the limits, but I think your substitution result is not right.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:54
$begingroup$
Now I think it is right
$endgroup$
– Federico Fallucca
Dec 5 '18 at 9:55
$begingroup$
Is it generally true you can simply swap differentiation and integration when the limits are constant? Can you refer me a theorem? Thanks
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:56
1
$begingroup$
I realize it is the lebiz integral rule. en.m.wikipedia.org/wiki/Leibniz_integral_rule I need to upgrade my knowledge.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:33
add a comment |
$begingroup$
You want to use Leibniz integral rule. If $f(x,t)$ is regular enough the following formula holds
$$frac{d}{dx} int_{a(x)}^{b(x)} f(x,t), dt = fbig(x,b(x)big) b'(x) - fbig(x,a(x)big)a'(x) + int_{a(x)}^{b(x)}frac{partial}{partial x}f(x,t), dt,.$$
$endgroup$
$begingroup$
Thanks. Just now i searched and already found this formula on wiki. I need to upgrade my knowledge. Currently I only have math knowledge at uni year 3 level. Hahaha.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:41
add a comment |
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3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
We have that
$$
eqalign{
& F(x + dx) - F(x) = int_{t = a}^{x + dx} {f(x + dx,t)dt} - int_{t = a}^x {f(x,t)dt} = cr
& = int_{t = a}^x {left( {f(x + dx,t) - f(x,t)} right)dt} + int_{t = x}^{x + dx} {f(x + dx,t)dt} = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x + dx,x)dx = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x,x)dx + f_x (x,x)left( {dx} right)^2 quad Rightarrow cr }$$
$$ Rightarrow quad {d over {dx}}F(x) = int_{t = a}^x {{partial over {partial x}}f(x,t)dt} + f(x,x)
$$
So in your example
$$
eqalign{
& {d over {dx}}F(x) = int_{t = 0}^x {{partial over {partial x}}e^{,x,t} dt} + e^{,x^{,2} } = cr
& = int_{t = 0}^x {te^{,x,t} dt} + e^{,x^{,2} } = left. {{{e^{,x,t} left( {tx - 1} right)} over {x^2 }},} right|_{t = 0}^x + e^{,x^{,2} } = cr
& = {{e^{,x^{,2} } left( {,x^{,2} - 1} right)} over {x^2 }} + {1 over {x^2 }} + e^{,x^{,2} }
= {{,2e^{,x^{,2} } x^{,2} - e^{,x^{,2} } + 1} over {x^2 }} cr}
$$
$endgroup$
$begingroup$
Thanks for providing the detailed but simply proof for Leibniz integral rule. I will stop the discussion at your answer since my question was totally solved by this rule.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 11:12
add a comment |
$begingroup$
We have that
$$
eqalign{
& F(x + dx) - F(x) = int_{t = a}^{x + dx} {f(x + dx,t)dt} - int_{t = a}^x {f(x,t)dt} = cr
& = int_{t = a}^x {left( {f(x + dx,t) - f(x,t)} right)dt} + int_{t = x}^{x + dx} {f(x + dx,t)dt} = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x + dx,x)dx = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x,x)dx + f_x (x,x)left( {dx} right)^2 quad Rightarrow cr }$$
$$ Rightarrow quad {d over {dx}}F(x) = int_{t = a}^x {{partial over {partial x}}f(x,t)dt} + f(x,x)
$$
So in your example
$$
eqalign{
& {d over {dx}}F(x) = int_{t = 0}^x {{partial over {partial x}}e^{,x,t} dt} + e^{,x^{,2} } = cr
& = int_{t = 0}^x {te^{,x,t} dt} + e^{,x^{,2} } = left. {{{e^{,x,t} left( {tx - 1} right)} over {x^2 }},} right|_{t = 0}^x + e^{,x^{,2} } = cr
& = {{e^{,x^{,2} } left( {,x^{,2} - 1} right)} over {x^2 }} + {1 over {x^2 }} + e^{,x^{,2} }
= {{,2e^{,x^{,2} } x^{,2} - e^{,x^{,2} } + 1} over {x^2 }} cr}
$$
$endgroup$
$begingroup$
Thanks for providing the detailed but simply proof for Leibniz integral rule. I will stop the discussion at your answer since my question was totally solved by this rule.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 11:12
add a comment |
$begingroup$
We have that
$$
eqalign{
& F(x + dx) - F(x) = int_{t = a}^{x + dx} {f(x + dx,t)dt} - int_{t = a}^x {f(x,t)dt} = cr
& = int_{t = a}^x {left( {f(x + dx,t) - f(x,t)} right)dt} + int_{t = x}^{x + dx} {f(x + dx,t)dt} = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x + dx,x)dx = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x,x)dx + f_x (x,x)left( {dx} right)^2 quad Rightarrow cr }$$
$$ Rightarrow quad {d over {dx}}F(x) = int_{t = a}^x {{partial over {partial x}}f(x,t)dt} + f(x,x)
$$
So in your example
$$
eqalign{
& {d over {dx}}F(x) = int_{t = 0}^x {{partial over {partial x}}e^{,x,t} dt} + e^{,x^{,2} } = cr
& = int_{t = 0}^x {te^{,x,t} dt} + e^{,x^{,2} } = left. {{{e^{,x,t} left( {tx - 1} right)} over {x^2 }},} right|_{t = 0}^x + e^{,x^{,2} } = cr
& = {{e^{,x^{,2} } left( {,x^{,2} - 1} right)} over {x^2 }} + {1 over {x^2 }} + e^{,x^{,2} }
= {{,2e^{,x^{,2} } x^{,2} - e^{,x^{,2} } + 1} over {x^2 }} cr}
$$
$endgroup$
We have that
$$
eqalign{
& F(x + dx) - F(x) = int_{t = a}^{x + dx} {f(x + dx,t)dt} - int_{t = a}^x {f(x,t)dt} = cr
& = int_{t = a}^x {left( {f(x + dx,t) - f(x,t)} right)dt} + int_{t = x}^{x + dx} {f(x + dx,t)dt} = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x + dx,x)dx = cr
& = left( {int_{t = a}^x {f_x (x,t)dt} } right)dx + f(x,x)dx + f_x (x,x)left( {dx} right)^2 quad Rightarrow cr }$$
$$ Rightarrow quad {d over {dx}}F(x) = int_{t = a}^x {{partial over {partial x}}f(x,t)dt} + f(x,x)
$$
So in your example
$$
eqalign{
& {d over {dx}}F(x) = int_{t = 0}^x {{partial over {partial x}}e^{,x,t} dt} + e^{,x^{,2} } = cr
& = int_{t = 0}^x {te^{,x,t} dt} + e^{,x^{,2} } = left. {{{e^{,x,t} left( {tx - 1} right)} over {x^2 }},} right|_{t = 0}^x + e^{,x^{,2} } = cr
& = {{e^{,x^{,2} } left( {,x^{,2} - 1} right)} over {x^2 }} + {1 over {x^2 }} + e^{,x^{,2} }
= {{,2e^{,x^{,2} } x^{,2} - e^{,x^{,2} } + 1} over {x^2 }} cr}
$$
edited Dec 5 '18 at 10:51
answered Dec 5 '18 at 10:45
G CabG Cab
18.8k31238
18.8k31238
$begingroup$
Thanks for providing the detailed but simply proof for Leibniz integral rule. I will stop the discussion at your answer since my question was totally solved by this rule.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 11:12
add a comment |
$begingroup$
Thanks for providing the detailed but simply proof for Leibniz integral rule. I will stop the discussion at your answer since my question was totally solved by this rule.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 11:12
$begingroup$
Thanks for providing the detailed but simply proof for Leibniz integral rule. I will stop the discussion at your answer since my question was totally solved by this rule.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 11:12
$begingroup$
Thanks for providing the detailed but simply proof for Leibniz integral rule. I will stop the discussion at your answer since my question was totally solved by this rule.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 11:12
add a comment |
$begingroup$
You can impose $a=Tt$ so you have that the integral is
$P(T)=frac{1}{T}int_0^1 S(frac{a}{T})e^{rfrac{(T^2-a)}{T}}da$
So
$frac{d}{dT}P(T)=frac{1}{T}int_0^1[-frac{a}{T^2}S’(frac{a}{T})e^{rfrac{(T^2-a)}{T}}+$
$+r(1+frac{a}{T^2}) e^{rfrac{(T^2-a)}{T}} S(frac{a}{T})]da$
$endgroup$
$begingroup$
I get what you mean, basically try to get rid of variables for the limits, but I think your substitution result is not right.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:54
$begingroup$
Now I think it is right
$endgroup$
– Federico Fallucca
Dec 5 '18 at 9:55
$begingroup$
Is it generally true you can simply swap differentiation and integration when the limits are constant? Can you refer me a theorem? Thanks
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:56
1
$begingroup$
I realize it is the lebiz integral rule. en.m.wikipedia.org/wiki/Leibniz_integral_rule I need to upgrade my knowledge.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:33
add a comment |
$begingroup$
You can impose $a=Tt$ so you have that the integral is
$P(T)=frac{1}{T}int_0^1 S(frac{a}{T})e^{rfrac{(T^2-a)}{T}}da$
So
$frac{d}{dT}P(T)=frac{1}{T}int_0^1[-frac{a}{T^2}S’(frac{a}{T})e^{rfrac{(T^2-a)}{T}}+$
$+r(1+frac{a}{T^2}) e^{rfrac{(T^2-a)}{T}} S(frac{a}{T})]da$
$endgroup$
$begingroup$
I get what you mean, basically try to get rid of variables for the limits, but I think your substitution result is not right.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:54
$begingroup$
Now I think it is right
$endgroup$
– Federico Fallucca
Dec 5 '18 at 9:55
$begingroup$
Is it generally true you can simply swap differentiation and integration when the limits are constant? Can you refer me a theorem? Thanks
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:56
1
$begingroup$
I realize it is the lebiz integral rule. en.m.wikipedia.org/wiki/Leibniz_integral_rule I need to upgrade my knowledge.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:33
add a comment |
$begingroup$
You can impose $a=Tt$ so you have that the integral is
$P(T)=frac{1}{T}int_0^1 S(frac{a}{T})e^{rfrac{(T^2-a)}{T}}da$
So
$frac{d}{dT}P(T)=frac{1}{T}int_0^1[-frac{a}{T^2}S’(frac{a}{T})e^{rfrac{(T^2-a)}{T}}+$
$+r(1+frac{a}{T^2}) e^{rfrac{(T^2-a)}{T}} S(frac{a}{T})]da$
$endgroup$
You can impose $a=Tt$ so you have that the integral is
$P(T)=frac{1}{T}int_0^1 S(frac{a}{T})e^{rfrac{(T^2-a)}{T}}da$
So
$frac{d}{dT}P(T)=frac{1}{T}int_0^1[-frac{a}{T^2}S’(frac{a}{T})e^{rfrac{(T^2-a)}{T}}+$
$+r(1+frac{a}{T^2}) e^{rfrac{(T^2-a)}{T}} S(frac{a}{T})]da$
edited Dec 5 '18 at 10:00
answered Dec 5 '18 at 9:47
Federico FalluccaFederico Fallucca
1,90219
1,90219
$begingroup$
I get what you mean, basically try to get rid of variables for the limits, but I think your substitution result is not right.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:54
$begingroup$
Now I think it is right
$endgroup$
– Federico Fallucca
Dec 5 '18 at 9:55
$begingroup$
Is it generally true you can simply swap differentiation and integration when the limits are constant? Can you refer me a theorem? Thanks
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:56
1
$begingroup$
I realize it is the lebiz integral rule. en.m.wikipedia.org/wiki/Leibniz_integral_rule I need to upgrade my knowledge.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:33
add a comment |
$begingroup$
I get what you mean, basically try to get rid of variables for the limits, but I think your substitution result is not right.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:54
$begingroup$
Now I think it is right
$endgroup$
– Federico Fallucca
Dec 5 '18 at 9:55
$begingroup$
Is it generally true you can simply swap differentiation and integration when the limits are constant? Can you refer me a theorem? Thanks
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:56
1
$begingroup$
I realize it is the lebiz integral rule. en.m.wikipedia.org/wiki/Leibniz_integral_rule I need to upgrade my knowledge.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:33
$begingroup$
I get what you mean, basically try to get rid of variables for the limits, but I think your substitution result is not right.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:54
$begingroup$
I get what you mean, basically try to get rid of variables for the limits, but I think your substitution result is not right.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:54
$begingroup$
Now I think it is right
$endgroup$
– Federico Fallucca
Dec 5 '18 at 9:55
$begingroup$
Now I think it is right
$endgroup$
– Federico Fallucca
Dec 5 '18 at 9:55
$begingroup$
Is it generally true you can simply swap differentiation and integration when the limits are constant? Can you refer me a theorem? Thanks
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:56
$begingroup$
Is it generally true you can simply swap differentiation and integration when the limits are constant? Can you refer me a theorem? Thanks
$endgroup$
– Kenneth Nye
Dec 5 '18 at 9:56
1
1
$begingroup$
I realize it is the lebiz integral rule. en.m.wikipedia.org/wiki/Leibniz_integral_rule I need to upgrade my knowledge.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:33
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I realize it is the lebiz integral rule. en.m.wikipedia.org/wiki/Leibniz_integral_rule I need to upgrade my knowledge.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:33
add a comment |
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You want to use Leibniz integral rule. If $f(x,t)$ is regular enough the following formula holds
$$frac{d}{dx} int_{a(x)}^{b(x)} f(x,t), dt = fbig(x,b(x)big) b'(x) - fbig(x,a(x)big)a'(x) + int_{a(x)}^{b(x)}frac{partial}{partial x}f(x,t), dt,.$$
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Thanks. Just now i searched and already found this formula on wiki. I need to upgrade my knowledge. Currently I only have math knowledge at uni year 3 level. Hahaha.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:41
add a comment |
$begingroup$
You want to use Leibniz integral rule. If $f(x,t)$ is regular enough the following formula holds
$$frac{d}{dx} int_{a(x)}^{b(x)} f(x,t), dt = fbig(x,b(x)big) b'(x) - fbig(x,a(x)big)a'(x) + int_{a(x)}^{b(x)}frac{partial}{partial x}f(x,t), dt,.$$
$endgroup$
$begingroup$
Thanks. Just now i searched and already found this formula on wiki. I need to upgrade my knowledge. Currently I only have math knowledge at uni year 3 level. Hahaha.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:41
add a comment |
$begingroup$
You want to use Leibniz integral rule. If $f(x,t)$ is regular enough the following formula holds
$$frac{d}{dx} int_{a(x)}^{b(x)} f(x,t), dt = fbig(x,b(x)big) b'(x) - fbig(x,a(x)big)a'(x) + int_{a(x)}^{b(x)}frac{partial}{partial x}f(x,t), dt,.$$
$endgroup$
You want to use Leibniz integral rule. If $f(x,t)$ is regular enough the following formula holds
$$frac{d}{dx} int_{a(x)}^{b(x)} f(x,t), dt = fbig(x,b(x)big) b'(x) - fbig(x,a(x)big)a'(x) + int_{a(x)}^{b(x)}frac{partial}{partial x}f(x,t), dt,.$$
answered Dec 5 '18 at 10:38
Paolo IntuitoPaolo Intuito
953318
953318
$begingroup$
Thanks. Just now i searched and already found this formula on wiki. I need to upgrade my knowledge. Currently I only have math knowledge at uni year 3 level. Hahaha.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:41
add a comment |
$begingroup$
Thanks. Just now i searched and already found this formula on wiki. I need to upgrade my knowledge. Currently I only have math knowledge at uni year 3 level. Hahaha.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:41
$begingroup$
Thanks. Just now i searched and already found this formula on wiki. I need to upgrade my knowledge. Currently I only have math knowledge at uni year 3 level. Hahaha.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:41
$begingroup$
Thanks. Just now i searched and already found this formula on wiki. I need to upgrade my knowledge. Currently I only have math knowledge at uni year 3 level. Hahaha.
$endgroup$
– Kenneth Nye
Dec 5 '18 at 10:41
add a comment |
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