How Do I Compute the Derivative of an Integral with a Single Variable Change?

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    Derivative Integral
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SUMMARY

The discussion focuses on computing the derivative of an integral with respect to a specific variable change, specifically for the expression \int^{1}_{0}(s^{\alpha}(i))di. The correct application of Leibniz's rule is confirmed, leading to the conclusion that the derivative with respect to s(J) is \alpha \int_0^1 s^{\alpha-1}(i)di. This approach clarifies that the contribution to the integral from a single s(i) is not infinitesimal when considering the derivative with respect to a specific index J.

PREREQUISITES
  • Understanding of integral calculus, specifically the properties of definite integrals.
  • Familiarity with Leibniz's rule for differentiation under the integral sign.
  • Knowledge of the notation and operations involving power functions, particularly s^{\alpha}.
  • Basic concepts of measure theory as it relates to continuous distributions.
NEXT STEPS
  • Study the application of Leibniz's rule in various contexts of calculus.
  • Explore advanced topics in measure theory relevant to continuous functions.
  • Learn about the implications of variable changes in integrals and their derivatives.
  • Investigate the properties of power functions and their derivatives in mathematical analysis.
USEFUL FOR

Mathematicians, students of calculus, and researchers in fields requiring advanced integration techniques will benefit from this discussion, particularly those interested in the differentiation of integrals with respect to specific variables.

carlosmg1982
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Hi all,

This is my question. Suppose that I have a continuum of people on the measure [0,1]. Then, I want to aggregate their spending as follows,

\int^{1}_{0}(s^{\alpha}(i))di

where i is any person in [0,1]. Suppose that I want to compute the derivative of the previous expression if s^{\alpha } goes up for only one specific i\in[0,1]. That is, I want,

\frac{d(\int^{1}_{0}(s^{\alpha}(i))di)}{d(s(i))}

How can I compute that derivative...? First, I thought that it would be zero since the contribution to the integral is infinitesimal, but I am not sure about that...

Thank you!
 
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Is s^{\alpha} s to the \alpha power? If so Leibniz's rule:
\frac{d}{dx}\int_{\alpha(x)}^{\beta(x)} f(x,t)dt= \frac{d\beta}{dx}f(x,\beta(x))- \frac{d\alpha}{dx}f(x,\alpha(x))+ \int_{\alpha(x)}^{\beta(x)}\frac{\partial f}{\partial x}dt
Works: the derivative is
\alpha \int_0^1 s^{\alpha- 1}(i)di
 
Sorry, I did not write the problem properly. There is one specific J\in(0,1), and I want
\frac{d(\int^{1}_{0}(s(i)^{\alpha})di)}{d(s(J))}. That is, the derivative with respect to that specific s(J). And yes, it is to the power of \alpha.
 

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