Verifying derivative of multivariable integral equation

In summary, the conversation discusses a formula related to a previous question and asks for clarification on how to get from the left side of the equation to the right. The answer is provided by using Leibniz' rule and the derivative of the composition, showing how the formula can be derived.
  • #1
transmini
81
1
I had posted a question earlier which this is related to, but a different equation.
$$\frac{d}{dt} \int_0^t H(t,s)ds = H(t,t) + \int_0^t \frac{\partial H}{\partial t}(t,s)ds$$

This was another formula needed in a proof however I don't see how this one holds either. I tried following a proof of the formula from http://www.math.uconn.edu/~kconrad/blurbs/analysis/diffunderint.pdf (bottom of page 13) but it seemed like it contradicted itself by passing the partial derivative through the integral even though the limits aren't independent of the variable. That and replacing dI/da(t) with dI/da even though a in the second operation is just a constant.

Could someone explain how to get from the LHS of the equation to the right? Thanks in advance.
 
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  • #2
transmini said:
Could someone explain how to get from the LHS of the equation to the right? Thanks in advance.
This follows directly from Leibniz' rule.
 
  • #3
You must see ##\int_{a(t)}^{b(t)}f(t,s)ds=I(t,a(t),b(t))##, so ##\int_{0}^{t}H(t,s)ds= I(t,a(t),b(t))## where ##a(t)=0## and ##b(t)=t##, the partial derivative is

##\frac{\partial}{\partial t}I(t,a(t),b(t))=\frac{\partial}{\partial t}I(t,a(t),b(t))\frac{d t}{d t}+\frac{\partial}{\partial a}I(t,a(t),b(t))\frac{da(t)}{dt}+\frac{\partial}{\partial b}I(t,a(t),b(t))\frac{d b(t)}{d t}##

where we used the derivative of the composition... , by the fact that ##a(t)=0## this is

##=\int_{0}^{t}\frac{\partial}{\partial t}H(t,s)ds\cdot \frac{dt}{dt}- 0 +H(t,t)\cdot \frac{dt}{dt},##

now ##\frac{dt}{dt}=1## so your formula.
 

1. What is a multivariable integral equation?

A multivariable integral equation is an equation that involves multiple variables and their corresponding integrals. It represents the relationship between the integrals of these variables and is often used in mathematical modeling and analysis.

2. Why is it important to verify the derivative of a multivariable integral equation?

Verifying the derivative of a multivariable integral equation is important to ensure that the equation is accurate and can be used to make accurate predictions or solve problems in various fields such as physics, economics, and engineering. It also allows for the identification of any errors or inconsistencies in the equation.

3. How is the derivative of a multivariable integral equation verified?

The derivative of a multivariable integral equation can be verified using various mathematical techniques, such as the chain rule, product rule, and partial derivatives. It is also important to check for any inconsistencies or errors in the equation, as well as ensuring that the equation follows the fundamental principles of calculus.

4. Can a multivariable integral equation have multiple derivatives?

Yes, a multivariable integral equation can have multiple derivatives. Each derivative represents the rate of change of the equation with respect to a specific variable. It is important to verify each derivative separately to ensure the accuracy of the entire equation.

5. Are there any common mistakes when verifying the derivative of a multivariable integral equation?

Yes, some common mistakes when verifying the derivative of a multivariable integral equation include forgetting to use the chain rule or product rule, incorrect application of the fundamental principles of calculus, and computational errors. It is important to double-check all steps and calculations to avoid these mistakes.

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