Derivative of an integral function

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Discussion Overview

The discussion revolves around the calculation of the derivative of an integral function defined as $$f(t) = \int_0 ^{t} \frac{1}{\sqrt{t-\tau}} \mathrm{d}\tau$$. Participants explore the application of the "derivation under the integral" rule and the complications that arise during the differentiation process.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant presents the function and its integral, leading to the expression $$f(t) = 2 \sqrt{t}$$, and seeks help with the derivative calculation.
  • Another participant notes that applying the "derivation under the integral" rule leads to a problematic term $$\frac{1}{\sqrt{t-t}}$$, indicating a potential issue with divergence.
  • A suggestion is made to change variables to $$y = t - \tau$$ to avoid the problematic term when taking the derivative.
  • Another participant proposes using the Newton quotient and a Taylor series expansion for further analysis of the derivative.

Areas of Agreement / Disagreement

Participants express differing views on how to approach the derivative calculation, with no consensus on the best method to resolve the issues presented.

Contextual Notes

The discussion highlights potential complications with divergence in the derivative calculation and the need for careful handling of variable changes and series expansions. Specific assumptions about the behavior of the integral and its derivative are not fully resolved.

Who May Find This Useful

This discussion may be useful for students or practitioners interested in advanced calculus, particularly those dealing with integrals and differentiation techniques.

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-[itex]\tau[/itex])[itex]^{-1/2}[/itex] in a Taylor series
 

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