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单词 differentiation under the integral sign
释义
differentiation under the integral sign

Mathematics
  • This states that

    ddαabf(t,α)dt=abfα(t,α)dt.

    This is a special case of Leibniz’s integral rule. As an example, for α‎ > 0 define

    I(α)=0exeαxxdx.

    Then

    I(α)=0xeαxxdx=0eαxdx=1α,

    and integrating gives I(α‎)= c + lnα‎ for some constant c. As I(1) = 0 then I(α‎) = lnα‎.


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