# Integration & differentiation

by helenwang413
Tags: differentiation, integration
 P: 5 Under what condition can we change the order of integration and differentiation? Thanks!
 P: 1,236 What do you mean by "change"?
P: 4,006
 Quote by helenwang413 Under what condition can we change the order of integration and differentiation? Thanks!
The order of integration can be changed always. If i remember correctly, that's one of the key requirements for an integral to exist.

Changing the order of integration is done to facilitate the actual integration, ie the integrand and the equation of the boundaries.

marlon

 Sci Advisor HW Helper PF Gold P: 12,016 Integration & differentiation Eeh, NO, marlon! To take a trivial example, have a continuous, but non-differentiable integrand. An anti-derivative of this function is certainly differentiable, and yields back the integrand, by FOTC. However, since your integrand is non-differentiable, you cannot differentiate it first, and then compute that non-existent function's anti-derivative. The upshot of this is that you may change the order of differentiation/integration as long as your integrand is sufficiently nice.
P: 4,006
 Quote by arildno Eeh, NO, marlon! To take a trivial example, have a continuous, but non-differentiable integrand. An anti-derivative of this function is certainly differentiable, and yields back the integrand, by FOTC. However, since your integrand is non-differentiable, you cannot differentiate it first, and then compute that non-existent function's anti-derivative. The upshot of this is that you may change the order of differentiation/integration as long as your integrand is sufficiently nice.
Oppps, thanks for the correction.

marlon
 Math Emeritus Sci Advisor Thanks PF Gold P: 39,682 Libnitz's formula: If $\phi (x,t)$ is continuous in t and differentiable in x, then $$\frac{d }{dx}\int_{\alpha (x)}^{\beta(x)} \phi(x,t)dt= \frac{d\alpha}{dx}\phi(x,\alpha(x))- \frac{d\beta}{dt}\phi(x,\beta(x))+ \int_{\alpha (x)}^{\beta(x)} \frac{\partial \phi}{\partial x} dt[/itex] In particular, if the limits of integration are constant, then [tex]\frac{d }{dx}\int_a^b \phi(x,t)dt= \int_a^b\frac{\partial \phi}{\partial x}dt$$

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