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Second derivative of an integral |
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| Dec4-11, 10:58 AM | #1 |
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Second derivative of an integral
Good day,
I don't understand the following: [tex]\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\phi''(t)[/tex] All I know is: [tex]\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\frac{d^{2}}{dt^{2}}\int_{0}^{t}t \cdot \phi (\epsilon)d\epsilon-\frac{d^{2}}{dt^{2}}\int_{0}^{t}\epsilon \cdot \phi (\epsilon)d\epsilon[/tex] Is it allowed to say: [tex]\frac{d^{2}}{dt^{2}}\int_{0}^{t}t \cdot \phi (\epsilon)d\epsilon=\frac{d^{2}}{dt^{2}}\cdot t\int_{0}^{t}\phi (\epsilon)d\epsilon[/tex]? And if so, why is this correct? This is only correct when [tex]t\neq f(\epsilon )[/tex], right? But I am not sure whether this is the case... Thank you in advance! |
| Dec4-11, 11:38 AM | #2 |
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Recognitions:
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The result (if correct; I haven't checked) will follow from the Liebniz rule:
[tex]\frac{d}{dt}\int_{\alpha(t)}^{\beta(t)} du~f(u,t) = \int_{\alpha(t)}^{\beta(t)}du~ \frac{\partial}{\partial t}f(u,t) + f(t,t)\frac{d\beta}{dt} - f(t,t)\frac{d\alpha}{dt}[/tex] Then you have to do the derivative again, so you would have to use the Liebniz rule on the integral term again. |
| Dec5-11, 09:06 AM | #3 |
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[tex]\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\phi(t)[/tex] |
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