Leibniz Integral Rule

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Theorem

Let $f \left({x, t}\right)$, $a \left({t}\right)$, $b \left({t}\right)$ be continuously differentiable functions on some region $R$ of the $\left({x, t}\right)$ plane.


Then for all $\left({x, t}\right) \in R$:

$\displaystyle \frac \rd {\rd t} \int_{a \left({t}\right)}^{b \left({t}\right)} f \left({x, t}\right) \rd x = f \left({t, b \left({t}\right)}\right) \frac {\rd b} {\rd t} - f \left({t, a \left({t}\right)}\right) \frac {\rd a} {\rd t} + \int_{a \left({t}\right)}^{b \left({t}\right)} \frac {\partial} {\partial t} f \left({x, t}\right) \rd x$


Proof


Also see

$\displaystyle \frac {\rd} {\rd t} \int_a^b f \left({x, t}\right) \rd x = \int_a^b \frac {\partial} {\partial t} f \left({x, t}\right) \rd x$


Source of Name

This entry was named for Gottfried Wilhelm von Leibniz.


Sources