Verifying derivative of multivariable integral equation

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SUMMARY

The discussion centers on verifying the derivative of the multivariable integral equation $$\frac{d}{dt} \int_0^t H(t,s)ds = H(t,t) + \int_0^t \frac{\partial H}{\partial t}(t,s)ds$$. The proof utilizes Leibniz's rule for differentiating under the integral sign, specifically applying it to the integral with variable limits. The key steps involve recognizing the integral as a function of both the upper limit and the integrand, leading to the conclusion that the left-hand side simplifies to the right-hand side through careful application of partial derivatives and the chain rule.

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  • Understanding of multivariable calculus, specifically differentiation under the integral sign.
  • Familiarity with Leibniz's rule for differentiation of integrals.
  • Knowledge of partial derivatives and their application in multivariable functions.
  • Basic proficiency in mathematical notation and manipulation of integrals.
NEXT STEPS
  • Study Leibniz's rule in detail, focusing on its application to integrals with variable limits.
  • Explore examples of differentiating under the integral sign in multivariable calculus.
  • Practice solving problems involving partial derivatives of functions of multiple variables.
  • Review the implications of the chain rule in the context of multivariable integrals.
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Students and professionals in mathematics, particularly those studying calculus and analysis, as well as researchers dealing with multivariable integrals and their derivatives.

transmini
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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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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.
 
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.
 

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