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Integral depending on a parameter

  1. Jul 31, 2007 #1
    1. The problem statement, all variables and given/known data

    Let I(y) = [tex] \int_0^y f(x,y)dx[/tex].
    Find I'(y).

    2. Relevant equations

    3. The attempt at a solution

    I have the solution which involves making an auxiliary function [tex]J(t,u) = \int_0^tF(x,u)dx[/tex] and expressing I'(y) in terms of the partial derivatives of J(t,u). It uses the FTC and the Multivariable Chain Rule. However, it is extremely confusing and if someone could break it down for me that would be great. :)
  2. jcsd
  3. Jul 31, 2007 #2


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    Staff Emeritus
    Science Advisor

    You could use the chain rule. Or you could use Leibniz's rule which is slightly more general than that:

    [tex]\frac{d}{dy}\int_{\alpha(y)}^{\beta(y)} F(x,y)dx= \int_{\alpha(y)}^{\beta(y)}\frac{\partial F}{\partial y}dx+ \frac{d\alpha}{dy}F(\alpha(y),y)-\frac{d\beta}{dy}F(\beta(y),y)[/tex]
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