Definite integration and stuff

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SUMMARY

The discussion revolves around solving the integral equation f(x) = x² + 7x + ∫₀ˣ(e⁻ᵗ f(x-t) dt. The initial approach incorrectly treats variables and constants, leading to confusion in deriving f(x). Key errors include misapplication of the Leibniz rule and incorrect assumptions about the integral's behavior. The correct interpretation involves recognizing the integral as a convolution, which can be effectively solved using Laplace transforms.

PREREQUISITES
  • Understanding of integral equations and their properties
  • Familiarity with the Leibniz rule for differentiation under the integral sign
  • Knowledge of Laplace transforms and their applications in solving differential equations
  • Basic calculus, including integration and differentiation techniques
NEXT STEPS
  • Study the application of the Leibniz rule in detail to avoid common pitfalls
  • Learn about Laplace transforms and how they simplify solving integral equations
  • Explore convolution integrals and their significance in functional analysis
  • Practice solving similar integral equations to reinforce understanding
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Students and professionals in mathematics, particularly those studying differential equations, integral equations, and mathematical analysis. This discussion is beneficial for anyone looking to deepen their understanding of solving complex equations involving integrals.

  • #31
certainly said:
No the leibniz integral rule is:-
$$\frac{\partial}{\partial x}\int_{a(x)}^{b(x)}f(x,t)\ dt=\int_{a(x)}^{b(x)}\frac{\partial f}{\partial x}\ dt+f(b(x),x)\frac{\partial b}{\partial x}-f(a(x),x)\frac{\partial a}{\partial x}$$
 
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  • #32
certainly said:
What are you talking about ?

I think he is worried about the effects of having ##a(x)## in the lower limit.
 
  • #33
Raghav Gupta said:
Isn't Leibniz rule
$$ \frac{d}{dx} \int_{g(x)}^{h(x)} f(t) = f(h(x))h'(x) - f(g(x)) g'(x) $$ ?
So it should be
$$ \frac{d}{dx} \int_0^x e^{-t} f(x-t) = e^{-x}f(0) ? $$ as second term would be zero because differentiation of a constant which is the lower limit is zero

No. It should be exactly what I wrote in #22.
 
  • #34
$$-f(a(x),x)\frac{\partial a}{\partial x}$$
That last term is not visible in post 25 , that is what I am talking about.
I had to quote to see.
 
  • #35
It's visible here, @Ray Vickson is it not visible to you too...
 
  • #36
certainly said:
It's visible here, @Ray Vickson is it not visible to you too...
I think I am using a mobile device and you desktop.
 
  • #37
certainly said:
It's visible here, @Ray Vickson is it not visible to you too...

Yes, it was visible to me as soon as you posted your response.
 
  • #38
Raghav Gupta said:
I think I am using a mobile device and you desktop.

I have found that on a mobile device, a long LaTeX expression might not display properly. Some of it can run off the right side of the screen, and the device does not start a new line for it. It will start a new line for pure text, but not on a typeset LaTeX/TeX expression.
 
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  • #39
Raghav Gupta said:
Isn't Leibniz rule
$$ \frac{d}{dx} \int_{g(x)}^{h(x)} f(t) = f(h(x))h'(x) - f(g(x)) g'(x) $$ ?
So it should be
$$ \frac{d}{dx} \int_0^x e^{-t} f(x-t) = e^{-x}f(0) ? $$ as second term would be zero because differentiation of a constant which is the lower limit is zero

Your fundamental mistake is to treat x as a constant when you are differentiating by x. The definite integral will depend on x not just as a limit of the integral but also in the value of the integrand.
 
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  • #40
certainly said:
No the leibniz integral rule is:-
$$\frac{\partial}{\partial x}\int_{a(x)}^{b(x)}f(x,t)\ dt=\int_{a(x)}^{b(x)}\frac{\partial f}{\partial x}\ dt+f(b(x),x)\frac{\partial b}{\partial x}-f(a(x),x)\frac{\partial a}{\partial x}$$
Problems arising for me.
Getting first term in R.H.S
$$\int_0^x e^{-t} f'(x-t)$$ second term 0 and third term also 0 as δa/δx is 0.
 
  • #41
Raghav Gupta said:
Problems arising for me.
Getting first term in R.H.S
∫x0e−tf′(x−t)
\int_0^x e^{-t} f'(x-t) second term 0 and third term also 0 as δa/δx is 0.
i'm going to call the function to be integrated ##g(x,t)## (i.e ##f## in the equation you quoted) because it might cause some confusion.
Now, ##g(x,t)=e^{-t}f(x-t)## (this is the ##f## in the original problem)
therefore ##g(x,x)\frac{\partial x}{\partial x} = e^{-x}f(0)##
and the third term vanishes not only because ##\frac{\partial a}{\partial x} = 0## but also if look closely you'll notice that the limits of integration are 0 and 0 (EDIT:- In the recursive definition of f), thus making the integral 0 as well. This is a necessary step since the integral could diverge in which case we would have to take the limit.
 
Last edited:
  • #42
N42dgCt1LyHE0h68Y4bDMLYD.jpg
Attached
 
  • #43
It is incorrect to assume that ##f(0)=0##...
And if it was mentioned in the question, you should have told us so...
 
  • #44
certainly said:
It is incorrect to assume that ##f(0)=0##...
And if it was mentioned in the question, you should have told us so...
No.. it wasn't mentioned in the question.
 
  • #45
mooncrater said:

Homework Statement


The question says:
f (x)=x2+7x +∫0x(e-tf (x-t)dt.
Find f (x).
But definitely f(0) = 0
As integral from 0 to 0 is zero.
 
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  • #46
errrrr... yes, sorry for that, looks like I'm finally getting sleepy...
 
  • #47
certainly said:
errrrr... yes, sorry for that, looks like I'm finally getting sleepy...
For you :sleep:.
 
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