Real functions Riemann and related integrals Theorem
Differentiation under the integral sign
Builds on Partial derivativeContinuity in R^nChain rule in several variables
Statement
Let be continuous, and suppose that its partial derivative exists and is continuous on . Then is continuously differentiable on , and If, in addition, are continuously differentiable, then
Remarks
The second formula follows from the first, the fundamental theorem of calculus and the chain rule, applied to . A measure theory version: let be integrable for each in an open set, let exist for almost all , and let for an integrable . Then the same rule holds. Its proof uses the dominated convergence theorem. Example: let for . For the measure version, with , gives . Since is continuous with , .
Reading path
To understand this page from the ground up, read these 11 pages in order. The foundations come first.
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- no evidence level
- Euclidean space object
- Function concept
- Function composition concept
- Fréchet derivative definition
- Function of several variables concept
- Limit of a function of several variables concept
- Continuity in R^n definition
- Differentiable function of several variables definition
- Partial derivative definition
- Chain rule in several variables statement
- Differentiation under the integral sign statement
Where this leads
5 pages build on this one.
Further reading
- Web https://en.wikipedia.org/wiki/Leibniz_integral_rule, General form: differentiation under the integral sign
- Web https://en.wikipedia.org/wiki/Leibniz_integral_rule, Measure theory statement
About this page
| Tag | 0AR06W1E1B |
|---|---|
| URI | m2://0AR06W1E1B |
| Aliases | leibniz-integral-rule |
| Kind | statement, theorem |
| Writing | W1 stated |
| MSC | 26B15 |
| Status | This copy of the site has no build data. Run m2 status 0AR06W1E1B. |
| Uses | Partial derivative, Continuity in R^n, Chain rule in several variables |
| Same as |
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