How to Evaluate the Integral in the PDE Solution for U(x,t)?

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SUMMARY

The discussion focuses on solving the partial differential equation (PDE) for the function U(x,t) defined by the equation d/dt(U) = d/dx(U) + V(x,t)U, with the initial condition U(x,0) = f(x). The proposed solution is U(x,t) = e^(Integral from 0 to 1 [V(x+s,t-s)]ds) * f(x+t). Participants emphasize the use of the Leibniz integral rule to evaluate the time derivative of the integral term. The discussion also explores a change of variables, setting Alpha = x+t and Gamma = x-t, to demonstrate that the proposed solution satisfies the PDE.

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Homework Statement



U is a function of x and t

d/dt(U) = d/dx(U) + V(x,t)U
U(x,0) = f(x)

Suppose:
U(x,t) = e^(Integral from 0 to 1 [V(x+s,t-s)]ds) * f(x+t)

Show directly (no change of variables) that this solves the above PDE
Show using change of variables that this solves the above PDE letting
Alpha = x+t
Gamma = x-t

The Attempt at a Solution



My main question is how to evlauate d/dt { Integral from 0 to 1 [V(x+s,t-s)]ds }
 
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Use the Liebniz integral rule, described in these articles at http://en.wikipedia.org/wiki/Leibniz_integral_rule" .
 
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