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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] ... The rule for integration by parts is derived from the product rule, as is (a weak version of) the quotient rule.
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.
A line integral (sometimes called a path integral) is an integral where the function to be integrated is evaluated along a curve. [42] Various different line integrals are in use. In the case of a closed curve it is also called a contour integral. The function to be integrated may be a scalar field or a vector field.
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. Two results of ...
Integration is the basic operation in integral calculus.While differentiation has straightforward rules by which the derivative of a complicated function can be found by differentiating its simpler component functions, integration does not, so tables of known integrals are often useful.
Leibniz's rule (named after Gottfried Wilhelm Leibniz) may refer to one of the following: Product rule in differential calculus; General Leibniz rule, a generalization of the product rule; Leibniz integral rule; The alternating series test, also called Leibniz's rule