Derivative of an integral function

muzialis
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Hello there,

I have the function

$$f(t) = \int_0 ^{t} \frac{1}{\sqrt{t-\tau}} \mathrm{d}\tau$$

The integral can be found, yielding an expression as

$$f(t) = 2 \sqrt{t} $$

The question is, if I tried to calculate the derivative of $$f$$, using the "derivation under the integral " rule I get

$$\frac {\mathrm{d} f }{\mathrm{d}t} = \int_0 ^{t} \frac{\mathrm{d}}{\mathrm{d}t} \frac{1}{\sqrt{t-\tau}} \mathrm{d}\tau + \frac{1}{\sqrt{t-t}} $$

which is a problem I never run across.
I went through the derivation of the "derivation under the integral " but I am not getting anywhere, for the moment.
Anybody's help would be appreciated, thanks
 
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muzialis said:
Hello there,

I have the function

$$f(t) = \int_0 ^{t} \frac{1}{\sqrt{t-\tau}} \mathrm{d}\tau$$

The integral can be found, yielding an expression as

$$f(t) = 2 \sqrt{t} $$

The question is, if I tried to calculate the derivative of $$f$$, using the "derivation under the integral " rule I get

$$\frac {\mathrm{d} f }{\mathrm{d}t} = \int_0 ^{t} \frac{\mathrm{d}}{\mathrm{d}t} \frac{1}{\sqrt{t-\tau}} \mathrm{d}\tau + \frac{1}{\sqrt{t-t}} $$

which is a problem I never run across.
I went through the derivation of the "derivation under the integral " but I am not getting anywhere, for the moment.
Anybody's help would be appreciated, thanks

Loosely speaking, the first term with the derivative inside the integral will generate a "##-1/\sqrt{t-t}##" term, as ##d(t-\tau)^{-1/2}/dt = -d(t-\tau)^{-1/2}/d\tau##, so the diverging terms cancel out.

If you change variables to ##y = t - \tau## before taking the t derivative you also avoid the problem altogether.
 
Mute,

as always, much appreciated.

thanks
 
you can write out the Newton quotient in terms of t then write

(t + Δt-\tau)^{-1/2} in a Taylor series
 
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