Leibniz rule for differentiating an integral w.r.t a parameter

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SUMMARY

The discussion centers on applying the Leibniz rule for differentiating an integral with respect to a parameter to verify that the function u(x,t) = (1/2c) ∫[x-ct, x+ct] g(ξ) dξ is a solution to the wave equation. The participants clarify that the variable ξ is a dummy variable and suggest renaming it to y for clarity. They emphasize the importance of correctly applying the chain rule when differentiating with respect to x and t, which is crucial for equating the second time derivative u_tt with the second spatial derivative c²u_xx. The final consensus is that proper application of these rules leads to the correct verification of the wave equation.

PREREQUISITES
  • Understanding of the Leibniz rule for differentiation of integrals
  • Familiarity with wave equations in mathematical physics
  • Knowledge of chain rule in calculus
  • Proficiency in handling dummy variables in integrals
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  • Study the application of the Leibniz rule in various contexts
  • Learn about wave equations and their solutions in mathematical physics
  • Review chain rule applications in multivariable calculus
  • Practice problems involving dummy variables in integrals
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Students studying calculus, particularly those focusing on differential equations, as well as educators and tutors looking to clarify the application of the Leibniz rule in solving wave equations.

richyw
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Homework Statement


I have the functionu(x,t)=\frac{1}{2c}\int^{x+ct}_{x-ct}g(\xi)d\xiwhere g is continuously differentiable and c is a constant. I need to verify that this is a solution to the wave equation.

Homework Equations



My prof gave me the formula\frac{d}{dt}\int^{b(t)}_{a(t)}F(y,t)dy=\int^{b(t)}_{a(t)}F_t(y,t)dy+F(b(t),t)b'(t)-F(a(t),t)a'(t)

The Attempt at a Solution



I really don't see how I can use this rule when trying to take these derivatives. The \xi is really messing me up. Do I need to use this rule right off the bat on my first derivative (I am trying to take the x derivatives first). It seems like this question is just as easy as using a formula, but I cannot seem to get an answer that works out...
 
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richyw said:

Homework Statement


I have the functionu(x,t)=\frac{1}{2c}\int^{x+ct}_{x-ct}g(\xi)d\xiwhere g is continuously differentiable and c is a constant. I need to verify that this is a solution to the wave equation.

Homework Equations



My prof gave me the formula\frac{d}{dt}\int^{b(t)}_{a(t)}F(y,t)dy=\int^{b(t)}_{a(t)}F_t(y,t)dy+F(b(t),t)b'(t)-F(a(t),t)a'(t)

The Attempt at a Solution



I really don't see how I can use this rule when trying to take these derivatives. The \xi is really messing me up. Do I need to use this rule right off the bat on my first derivative (I am trying to take the x derivatives first). It seems like this question is just as easy as using a formula, but I cannot seem to get an answer that works out...

That ##xi## is a dummy variable. Would it lessen your confusion if you called it ##y##?$$
u(x,t)=\frac{1}{2c}\int^{x+ct}_{x-ct}g(y)dy$$Now the integrand looks just like your Leibnitz formula except it's simpler, having no ##t## variable.
 
LCKurtz said:
That ##xi## is a dummy variable. Would it lessen your confusion if you called it ##y##?$$
u(x,t)=\frac{1}{2c}\int^{x+ct}_{x-ct}g(y)dy$$Now the integrand looks just like your Leibnitz formula except it's simpler, having no ##t## variable.

Yes, but it does have both x and t in the integration limits. Maybe that is causing the OP's headaches.
 
Ray Vickson said:
Yes, but it does have both x and t in the integration limits. Maybe that is causing the OP's headaches.

Could be. He may need an Excedrin before he's done.
 
so the y still didn't do much for me. If I have g(y only), then how all of a sudden I have g(b(t),t)?
 
richyw said:

Homework Statement


I have the functionu(x,t)=\frac{1}{2c}\int^{x+ct}_{x-ct}g(\xi)d\xiwhere g is continuously differentiable and c is a constant. I need to verify that this is a solution to the wave equation.

Homework Equations



My prof gave me the formula\frac{d}{dt}\int^{b(t)}_{a(t)}F(y,t)dy=\int^{b(t)}_{a(t)}F_t(y,t)dy+F(b(t),t)b'(t)-F(a(t),t)a'(t)

More useful is the special case
<br /> \frac{\partial}{\partial x} \int_{a(x,t)}^{b(x,t)} f(y)\,dy = f(b(x,t))\frac{\partial b}{\partial x} - f(a(x,t))\frac{\partial a}{\partial x}
 
ok, so first of all, how can you say the integral in the general formula is zero? because F is a function of y only?

second, working this all out, I get something that looks like the wave equation kinda, but I don't see how I exactly haveu_{tt}=c^2u_{xx}

Is it okay if I just upload an image instead of typing out my work?
 
http://media.newschoolers.com/uploads/images/17/00/70/22/72/702272.jpeg
 
Last edited by a moderator:
see on the last two lines, I don't think I have an equality here? also the denominator in the last line is a typo. I know it should be c^2/2c
 
  • #10
richyw said:
ok, so first of all, how can you say the integral in the general formula is zero? because F is a function of y only?

Yes, that's why the integrand with the ##F_t## is zero.

second, working this all out, I get something that looks like the wave equation kinda, but I don't see how I exactly haveu_{tt}=c^2u_{xx}

Is it okay if I just upload an image instead of typing out my work?

richyw said:
http://media.newschoolers.com/uploads/images/17/00/70/22/72/702272.jpeg

That's why I don't like images. It makes us retype things. In the step where you have$$
\frac 1 {2c}(g_t(x+ct)c + g_t(x-ct)c$$you should have$$
\frac 1 {2c}g'(x+ct)c - g'(x-ct)(-c)$$The second g should have a negative sign in all your calculations because it came from the lower limit and the last -c is from the chain rule.
 
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  • #11
sorry. I can type stuff out from now on. I'm confused by your primed notation now. what does that mean? even accounting for the negative sign I missed, I do not see how these can be equal, because one I am differentiating wrt x and the other one I am differentiating wrt t.

u_{tt}=\frac{c^2}{2c} \left( g_t(x+ct)-g_t(x-ct) \right)c^2u_{xx}=\frac{c^2}{2c}\left( g_x(x+ct)+g_x(x-ct) \right)I don't see c^2u_{xx}=u_{tt} here...
 
  • #12
wait. am I messing up the chain rule here?
 
  • #13
ok. I see where I went wrong with the chain rule now, I had to write the chain rule in leibniz notation (with ANOTHER dummy variable) and now I think I have the answer. Thanks a lot for your help.It seems so easy now. Although I guess it's always easy once you have figured it out haha.
 
  • #14
richyw said:
sorry. I can type stuff out from now on. I'm confused by your primed notation now. what does that mean? even accounting for the negative sign I missed, I do not see how these can be equal, because one I am differentiating wrt x and the other one I am differentiating wrt t.

u_{tt}=\frac{c^2}{2c} \left( g_t(x+ct)\color{red}-g_t(x-ct) \right)c^2u_{xx}=\frac{c^2}{2c}\left( g_x(x+ct)+g_x(x-ct) \right)I don't see c^2u_{xx}=u_{tt} here...

Once you get the chain rule correct in your ##u_t## and ##u_{tt}## derivatives you will have a + sign where I have the red and your two right sides will be identical.

About the prime, ##g## is a function of one variable. Think of it as ##g(u)## where ##u=x\pm ct## (either way). If you want to differentiate ##g## with respect to ##t## you would use the chain rule$$
g_t = g'(u)u_t = g'(x\pm ct)(\pm c)$$
[Edit]:Although your answers will agree once you fix the chain rule thing, both signs between the two g terms should be negative once you take into account my comment about lower limits (the last sentence in post #10).
 
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  • #15
Please note the editing in post #14. Your final result should have$$
\frac{c^2}{2c} \left( g_t(x+ct)-g_t(x-ct) \right)$$on the right side of both.
 

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