Derivative of Integrals: Calculating with the Fundamental Theorem of Calculus

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SUMMARY

The discussion focuses on calculating the derivative of an integral using the Fundamental Theorem of Calculus. Specifically, it examines the expression \(\frac{d}{da}\int^{\infty}_{a} f_{1}(ax)f_{2}(x)dx\) and introduces the function \(g(a, b) = \int_a^\infty f_1(bx)f_2(x) \,dx\). The application of the chain rule leads to the result \(\frac{d}{da} g(a, a) = g_1(a, a) + g_2(a, a)\), where \(g_1\) and \(g_2\) represent the partial derivatives of \(g\) with respect to its arguments. The discussion emphasizes the importance of the Fundamental Theorem of Calculus and the technique of moving the derivative under the integral sign for accurate calculations.

PREREQUISITES
  • Understanding of the Fundamental Theorem of Calculus
  • Knowledge of partial derivatives
  • Familiarity with chain rule in calculus
  • Basic concepts of improper integrals
NEXT STEPS
  • Study the application of the Fundamental Theorem of Calculus in various contexts
  • Explore techniques for moving derivatives under the integral sign
  • Learn about improper integrals and their convergence criteria
  • Investigate advanced topics in multivariable calculus, particularly partial derivatives
USEFUL FOR

Mathematicians, calculus students, educators, and anyone interested in advanced calculus techniques and applications of the Fundamental Theorem of Calculus.

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What is the result of this derivative: [tex]\frac{d}{da}[/tex][tex]\int^{\infty}_{a} f_{1}(ax)f_{2}(x)dx[/tex]
 
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You can write, say, [tex]g(a, b) = \int_a^\infty f_1(bx)f_2(x) \,dx[/tex]; then using the chain rule you get [tex]\frac{d}{da} g(a, a) = g_1(a, a) + g_2(a, a)[/tex], where g1 is the partial derivative of g with respect to the first argument, and similarly for g2. For calculating g1, use the fundamental theorem of calculus; for calculating g2, move the derivative under the integral sign.
 

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