Leibniz integral rule

For [math]\displaystyle{ f: {}^{(\omega)}\mathbb{K}^{n+1} \rightarrow {}^{(\omega)}\mathbb{K}, a, b: {}^{(\omega)}\mathbb{K}^{n} \rightarrow {}^{(\omega)}\mathbb{K}, \curvearrowright B x := {(s, {x}_{2}, ..., {x}_{n})}^{T} }[/math] and [math]\displaystyle{ s \in {}^{(\omega)}\mathbb{K} \setminus \{{x}_{1}\} }[/math], choosing [math]\displaystyle{ \curvearrowright D a(x) = a(\curvearrowright B x) }[/math] and [math]\displaystyle{ \curvearrowright D b(x) = b(\curvearrowright B x) }[/math],

[math]\displaystyle{ \frac{\partial }{\partial {{x}_{1}}}\left( \int\limits_{a(x)}^{b(x)}{f(x,t)dDt} \right)=\int\limits_{a(x)}^{b(x)}{\frac{\partial f(x,t)}{\partial {{x}_{1}}}dDt}+\frac{\partial b(x)}{\partial {{x}_{1}}}f(\curvearrowright Bx,b(x))-\frac{\partial a(x)}{\partial {{x}_{1}}}f(\curvearrowright Bx,a(x)). }[/math]

Proof

[math]\displaystyle{ \begin{aligned}\frac{\partial }{\partial {{x}_{1}}}\left( \int\limits_{a(x)}^{b(x)}{f(x,t)dDt} \right) &={\left( \int\limits_{a(\curvearrowright Bx)}^{b(\curvearrowright Bx)}{f(\curvearrowright Bx,t)dDt}-\int\limits_{a(x)}^{b(x)}{f(x,t)dDt} \right)}/{\partial {{x}_{1}}}\; \\ &={\left( \int\limits_{a(x)}^{b(x)}{(f(\curvearrowright Bx,t)-f(x,t))dDt}+\int\limits_{b(x)}^{b(\curvearrowright Bx)}{f(\curvearrowright Bx,t)dDt}-\int\limits_{a(x)}^{a(\curvearrowright Bx)}{f(\curvearrowright Bx,t)dDt} \right)}/{\partial {{x}_{1}}}\; \\ &=\int\limits_{a(x)}^{b(x)}{\frac{\partial f(x,t)}{\partial {{x}_{1}}}dDt}+\frac{\partial b(x)}{\partial {{x}_{1}}}f(\curvearrowright Bx,b(x))-\frac{\partial a(x)}{\partial {{x}_{1}}}f(\curvearrowright Bx,a(x)).\square\end{aligned} }[/math]

Remark

Integrating happens in the complex plane over a path whose start and end points are the limits of integration. If [math]\displaystyle{ \curvearrowright D a(x) \ne a(\curvearrowright B x) }[/math], then the final summand must be multiplied by [math]\displaystyle{ (\curvearrowright D a(x) - a(x))/(a(\curvearrowright B x) - a(x)) }[/math], and if [math]\displaystyle{ \curvearrowright D b(x) \ne b(\curvearrowright B x) }[/math], then the penultimate summand must be multiplied by [math]\displaystyle{ (\curvearrowright D b(x) - b(x))/(b(\curvearrowright B x) - b(x)) }[/math].

Siehe auch

• List of mathematical symbols
• Leibniz integral rule