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Second derivative of an integral

 
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Dec4-11, 10:58 AM   #1
 

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!
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Dec4-11, 11:38 AM   #2
 
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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
 
Quote by Pietair View Post
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]
I think it's

[tex]\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\phi(t)[/tex]
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