Leibniz Rule (derivative of an integral)

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SUMMARY

The discussion centers on the Leibniz rule, which states that if a continuous two-variable function f(x,y) has a continuous partial derivative f_1 with respect to x, then the derivative of the integral F(x) = ∫[y0, y1] f(x,y) dy exists and is given by F'(x) = ∫[y0, y1] f_1(x,y) dy. The conversation highlights the use of uniform continuity to interchange limits and integrals, specifically in the context of Riemann integrability. The participants reference simpler proofs found on Wikipedia and discuss the conditions under which limits can be exchanged with integrals.

PREREQUISITES
  • Understanding of the Leibniz rule for differentiation under the integral sign
  • Familiarity with Riemann integrability concepts
  • Knowledge of uniform continuity and its implications in calculus
  • Basic proficiency in calculus, particularly the Mean Value Theorem
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  • Study the conditions for differentiating under the integral sign using the Leibniz rule
  • Learn about Riemann integrability and its criteria
  • Explore the concept of uniform continuity and its applications in analysis
  • Review proofs of the Leibniz rule from various calculus resources
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Mathematicians, calculus students, and educators seeking to deepen their understanding of the Leibniz rule and its applications in analysis and integration techniques.

Castilla
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The Leibniz rule:

1. Let f(x,y) be a continuous two variable real function defined on (closed intervals) {x0, x1} x {y0, y1}.
2. Let f_1 (partial derivative of f with respect to the first variable) exists and be continuous on the same subset of RxR.
3. Let F be defined as F(x) = (int) (lim x = y0, x = y1) f(x,y)dy

Then F' exists and F'(x) = (int) (lim x = y0, x = y1) f_1(x,y)dy.

I know and understand the proof that uses the Mean Value Theorem of elementary calculus. Yet in Wikipedia (Leibniz's rule: derivatives and integrals) they use a simpler proof. They arrived to this point, which I understood:

F'(y) = lim (h->0) (int)(lim x=c, x=d) ( f(x+h, y) - f(x,y)) dy
h

BUt then they say: "... and using uniform continuity the right hand side equals to

(int) (lim x=c, x=d) f_1(x,y)dy."

How do they manage to use uniform continuity to introduce the limit inside the integral ?

Thanks.
 
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