Second derivative of an integral

In summary, the conversation is discussing the correctness of using the Liebniz rule to find the second derivative of an integral. The result follows from the Liebniz rule and requires using it multiple times.
  • #1
Pietair
59
0
Good day,

I don't understand the following:

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

All I know is:

[tex]\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[/tex]

Is it allowed to say:

[tex]\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[/tex]?

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

Thank you in advance!
 
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  • #2
The result (if correct; I haven't checked) will follow from the Liebniz rule:

[tex]\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}[/tex]

Then you have to do the derivative again, so you would have to use the Liebniz rule on the integral term again.
 
  • #3
Pietair said:
Good day,

I don't understand the following:

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

I think it's

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

Related to Second derivative of an integral

1. What is the second derivative of an integral?

The second derivative of an integral is the derivative of the first derivative of the original function. It measures the rate of change of the slope of the function at a given point.

2. How is the second derivative of an integral calculated?

The second derivative of an integral is calculated by taking the derivative of the first derivative of the original function, using the chain rule if necessary.

3. What is the significance of the second derivative of an integral in calculus?

The second derivative of an integral is significant in calculus as it helps to determine the concavity of a function. A positive second derivative indicates a function is concave up, while a negative second derivative indicates a function is concave down.

4. Can the second derivative of an integral be negative?

Yes, the second derivative of an integral can be negative. This indicates that the original function is concave down at that point, meaning the slope of the function is decreasing.

5. How is the second derivative of an integral used in real-life applications?

The second derivative of an integral is used in various real-life applications, such as in physics to calculate acceleration and in economics to determine the marginal cost and revenue of a product.

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