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Leibniz's rule

  1. Sep 17, 2011 #1
    Can anyone explain Leibniz's rule?

    When would one use it and why?

    Examples?
     
  2. jcsd
  3. Sep 17, 2011 #2

    Stephen Tashi

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    Which Leibniz rule? How to differentiate a definite integral when the variable appears as limit of integration? How to differentiate the nth power of a product of functions?
     
  4. Sep 17, 2011 #3
    Leibniz integral rule.
     
  5. Sep 18, 2011 #4

    Stephen Tashi

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    You might find a forum member with a pent-up enthusiasm for explaining the Leibniz integral rule. Failing at that, I suggest you ask a more specific question. After all, there are all sorts of treatments of the Leibniz integral rule on the web. What answers one persons "why?" may not satisify another. What do you want to see? a physics problem that uses it? the usual calculus of variations stuff? how to work tricky integrals with it?
     
  6. Sep 18, 2011 #5
    Oh man like all the time in math just doing regular stuff. Just a few days ago I ran into this real-life problem:

    If:

    [tex]k\int_c^d \frac{e^{b\sqrt{s^2-a^2}}}{\sqrt{s^2-s^2}}e^{sx}ds=I_0(a \sqrt{x^2-b^2})[/tex]

    then find:

    [tex]k\int_c^d e^{b\sqrt{s^2-a^2}}e^{sx}ds[/tex]

    Now, look up Leibniz rule, then differentiate the first expression with respect to b, and find the solution to the second integral.
     
    Last edited: Sep 18, 2011
  7. Sep 18, 2011 #6
    The other day, I was reading a paper that claimed that

    [tex]x(t)=x(0) \exp (at)+b\int_0^t \exp(a(t-\tau))\; u(\tau) d\tau[/tex]

    was a solution to

    [tex]{{dx(t)}\over{dt}}=a\; x(t)+b\; u(t)[/tex]

    I wanted to quickly verify this and used the integral rule to check it. I also double checked it with a Laplace transform method, just for practice, but that's not relevant here.

    The integral here is a convolution integral, and differentiating a convolution integral is one example where the rule comes in handy. Note that the derivative with respect to t can not just be moved into the integral without additional modifications because the upper limit depends on t. The Leibniz rule, lets you write the answer correctly and quickly. It does this by adding terms that depend on the derivatives of the limits.
     
    Last edited: Sep 18, 2011
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