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词汇 Differentiation under the integral sign
分类 英语词汇 英语翻译词典
释义

Differentiation under the integral sign

中文百科

积分符号内取微分

积分符号内取微分是一个在数学的微积分领域中很有用的运算。它是说,假定

F(x)=\int_{a(x)}^{b(x)}f(x,t)\,dt,在\,x_0\leq x\leq x_1\,

f(x,t)\,\frac{\partial}{\partial x}\,f(x,t)\,t\,x\,(t,x)\, 平面连续, a(x)\leq t\leq b(x)\,, x_0\leq x\leq x_1\,, 且若对于x_0\leq x\leq x_1\,, a(x)\,b(x)\, 及其导数连续,那幺


\begin{align}
\frac{d}{dx}\,F(x)
&= \left(\frac{\partial F}{\partial b}\right)\frac{db}{dx} - \left(\frac{\partial F}{\partial a}\right)\frac{da}{dx} 
+ \int_{a(x)}^{b(x)}\frac{\partial}{\partial x}f(x,t)\; dt
\\
&= f(x,b(x))\,b'(x) - f(x,a(x))\,a'(x) + \int_{a(x)}^{b(x)} \frac{\partial}{\partial x}\, f(x,t)\; dt\,
\end{align}
  \,x_0\leq x\leq x_1\,\,.
英语百科

Differentiation under the integral sign 积分符号内取微分

Differentiation under the integral sign is a useful operation in calculus. Formally it can be stated as follows:

This formula is the general form of the Leibniz integral rule and can be derived using the fundamental theorem of calculus. The (first) fundamental theorem of calculus is just a particular case of the above formula, for a(x) = a, a constant, b(x) = x and f(x, t) = f(t).

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