Derivative of multivariate integral

In summary, the problem is to solve for the derivative of W with respect to σ, where W is equal to 2π times the integral of y times H(x,σ) over the interval from 0 to ∞. The attempt at a solution involved using the Leibniz rule, but the correct solution involves using the chain rule for partial differentiation. The solution also includes the function y' which represents the derivative of y.
  • #1
supaveggie
2
0

Homework Statement



Trying to figure our how to solve the following: [itex]\frac{dW}{dσ}[/itex]
where [itex] W(σ) = 2π\int_0^∞y(H(x,σ))x,dx [/itex]

Homework Equations


both y and H(x,y) are continuous functions from 0 to Infinity

The Attempt at a Solution


Tried using the leibniz rule but it's not really getting me anywhere...

[itex]\frac{dW}{dσ} = 0+0+2π\int_0^∞\frac{\partial(y(H(x,σ))x)}{\partial \sigma},dx[/itex]

I'm not familiar with a chain rule for partial differentiation...

The solution I have is showing
[itex]\frac{dW}{dσ}= 2π\int_0^∞y'(H(x,σ))\frac{dH(x,σ)}{dσ}x,dx [/itex] I'm not understanding how they arrived at this.
It is also unclear what y' represents as ' is not necessarily used for derivative or defined anywhere...
Thanks
 
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  • #2
supaveggie said:

Homework Statement



Trying to figure our how to solve the following: [itex]\frac{dW}{dσ}[/itex]
where [itex] W(σ) = 2π\int_0^∞y(H(x,σ)x,dx [/itex]

Homework Equations





The Attempt at a Solution


Tried using the leibniz rule but it's not really getting me anywhere...

Thanks

Assuming nice enough conditions on H and the convergence of the improper integral (which I haven't checked), I would expect$$
W'(\sigma) = 2π\int_0^∞y\frac{\partial(H(x,σ)}{\partial \sigma}x,dx$$
 
  • #3
supaveggie said:

Homework Statement



Trying to figure our how to solve the following: [itex]\frac{dW}{dσ}[/itex]
where [itex] W(σ) = 2π\int_0^∞y(H(x,σ)x,dx [/itex]

Homework Equations


The Attempt at a Solution


Tried using the leibniz rule but it's not really getting me anywhere...

Thanks

The syntax is wrong, there is a missing ). Also, I see no attempt. And what is H?
 
  • #4
updated the original post. Not seeing why the partial was pushed through the function y
 
  • #5
Hint: let ##f(x, σ) := y \circ H##.

I think this is about as much help as I can give. Best of luck.
 

1. What is a multivariate integral?

A multivariate integral is an extension of a single variable integral to integrate functions with multiple variables. It involves finding the area under a surface or volume in higher dimensions.

2. What is the purpose of finding the derivative of a multivariate integral?

The derivative of a multivariate integral helps in finding the rate of change of the integral with respect to its variables. It is useful in optimization problems and in understanding the behavior of a function in higher dimensions.

3. How is the derivative of a multivariate integral calculated?

The derivative of a multivariate integral is calculated using the same rules as for single variable derivatives, such as the chain rule and product rule. The variables that are being differentiated with respect to are treated as constants while differentiating.

4. What are some applications of the derivative of a multivariate integral?

The derivative of a multivariate integral has various applications in fields such as physics, engineering, economics, and statistics. It is used in optimization problems, in finding maximum and minimum values of functions, and in calculating rates of change in multivariate systems.

5. Are there any limitations to finding the derivative of a multivariate integral?

One limitation of finding the derivative of a multivariate integral is that it can be difficult to calculate analytically for complex functions. In such cases, numerical methods are often used to approximate the derivative. Additionally, the derivative may not always exist for certain functions, making it challenging to find the derivative of the multivariate integral.

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