Second derivative of an integral

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SUMMARY

The discussion centers on the application of the Leibniz rule for differentiating under the integral sign, specifically regarding the second derivative of the integral \(\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon\). Participants confirm that this expression simplifies to \(\phi''(t)\) under certain conditions. The conversation also explores the validity of expressing \(\frac{d^{2}}{dt^{2}}\int_{0}^{t}t \cdot \phi (\epsilon)d\epsilon\) as \(\frac{d^{2}}{dt^{2}} \cdot t\int_{0}^{t}\phi (\epsilon)d\epsilon\), emphasizing the necessity of ensuring \(t \neq f(\epsilon)\). The Leibniz rule is identified as a crucial tool for these calculations.

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  • Understanding of the Leibniz rule for differentiation under the integral sign
  • Familiarity with second derivatives in calculus
  • Knowledge of integral calculus and its properties
  • Basic understanding of functions and their derivatives
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  • Explore examples of differentiating integrals with variable limits
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Students and professionals in mathematics, particularly those studying calculus and analysis, as well as educators looking to clarify concepts related to differentiation under the integral sign.

Pietair
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Good day,

I don't understand the following:

\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\phi''(t)

All I know is:

\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\frac{d^{2}}{dt^{2}}\int_{0}^{t}t \cdot \phi (\epsilon)d\epsilon-\frac{d^{2}}{dt^{2}}\int_{0}^{t}\epsilon \cdot \phi (\epsilon)d\epsilon

Is it allowed to say:

\frac{d^{2}}{dt^{2}}\int_{0}^{t}t \cdot \phi (\epsilon)d\epsilon=\frac{d^{2}}{dt^{2}}\cdot t\int_{0}^{t}\phi (\epsilon)d\epsilon?

And if so, why is this correct? This is only correct when t\neq f(\epsilon ), right? But I am not sure whether this is the case...

Thank you in advance!
 
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The result (if correct; I haven't checked) will follow from the Liebniz rule:

\frac{d}{dt}\int_{\alpha(t)}^{\beta(t)} du~f(u,t) = \int_{\alpha(t)}^{\beta(t)}du~ \frac{\partial}{\partial t}f(u,t) + f(t,t)\frac{d\beta}{dt} - f(t,t)\frac{d\alpha}{dt}

Then you have to do the derivative again, so you would have to use the Liebniz rule on the integral term again.
 
Pietair said:
Good day,

I don't understand the following:

\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\phi''(t)

I think it's

\frac{d^{2}}{dt^{2}}\int_{0}^{t}(t-\epsilon )\phi (\epsilon)d\epsilon=\phi(t)
 
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