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In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Wilhelm Leibniz, states that for an integral of the form () (,), where < (), < and the integrands are functions dependent on , the derivative of this integral is expressible as (() (,)) = (, ()) (, ()) + () (,) where the partial derivative indicates that inside the integral, only the ...
The proof of the general Leibniz rule [2]: 68–69 proceeds by induction. Let and be -times differentiable functions.The base case when = claims that: ′ = ′ + ′, which is the usual product rule and is known to be true.
In calculus, the product rule (or Leibniz rule [1] or Leibniz product rule) is a formula used to find the derivatives of products of two or more functions.For two functions, it may be stated in Lagrange's notation as () ′ = ′ + ′ or in Leibniz's notation as () = +.
Logarithmic differentiation is a technique which uses logarithms and its differentiation rules to simplify certain expressions before actually applying the derivative. [ citation needed ] Logarithms can be used to remove exponents, convert products into sums, and convert division into subtraction — each of which may lead to a simplified ...
When taking the antiderivative, Lagrange followed Leibniz's notation: [7] = ′ = ′. However, because integration is the inverse operation of differentiation, Lagrange's notation for higher order derivatives extends to integrals as well. Repeated integrals of f may be written as
Once the derivatives of a few simple functions are known, the derivatives of other functions are more easily computed using rules for obtaining derivatives of more complicated functions from simpler ones. This process of finding a derivative is known as differentiation. [29]
The problem of the differentiation of integrals is much harder in an infinite-dimensional setting. Consider a separable Hilbert space ( H , , ) equipped with a Gaussian measure γ . As stated in the article on the Vitali covering theorem , the Vitali covering theorem fails for Gaussian measures on infinite-dimensional Hilbert spaces.
In differential calculus, the Reynolds transport theorem (also known as the Leibniz–Reynolds transport theorem), or simply the Reynolds theorem, named after Osborne Reynolds (1842–1912), is a three-dimensional generalization of the Leibniz integral rule. It is used to recast time derivatives of integrated quantities and is useful in ...