LECTURE 4

LEIBNIZ THEOREM (RULE)

Leibniz Rule
d
dx
v(x)

u(x)
f(x, t)dt =
v(x)

u(x)
f
x
dt + f(x, v(x))
dv
dx
f(x, u(x))
du
dx
.
SOME BASIC INTEGRALS

x
n
dx =
x
n+1
n + 1
+ C for n = 1

1
x
dx = ln |x| + C

e
ax
dx =
e
ax
a
+ C

sin(ax) dx =
cos(ax)
a
+ C

cos(ax) dx =
sin(ax)
a
+ C

sec
2
(ax) dx =
tan(ax)
a
+ C
Leibniz Rule is one of the truly complicated equations in mathematics. It deals with
the subtle problem of what happens when we start dierentiating integrals of functions
of several variables. Dierentiation and integration are of course opposing processes so it
would seem reasonable to suspect that dierentiating integrals would have some specic
consequences! We will motivate the rule with a simple example in Example 2 but rst a
little revision on integration theory:
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Example 1 Evaluate each of the following integrals:
a)

e
7x
dx
b)

sin(3x)dx
c)

0
cos

x
2

dx
d)

x
x
2
+ 1
dx
2
Example 2 Find
d
dx
2x

1
x
6
t
2
dt
rst directly and then using Leibniz Rule.
24x
8
2x
5

The problem with the direct approach above is that often the original integral is
dicult or even impossible to evaluate. Leibniz Rule then becomes the only alternative!
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It is perhaps best to remember Leibniz Rule in terms of words rather than symbols.
It says:
d
dx
v(x)

u(x)
f(x, t)dt =
{bring the derivative inside the integral and make it partial}+
{replace variable of integration with the upper limit times the derivative of the upper}
{replace variable of integration with the lower limit times the derivative of the lower}.
Example 3 Use Leibniz rule to nd
d
dx
x

x
sin(tx)
t
dt .
2
sin(x
2
)
x

3
2
sin(x
3
2
)
x

4
It is important to still be able to implement the rule when the variables are dierent!!
Example 4 Evaluate
d
d

1
ln(1 +
8
) d.
2ln(1 +
16
)
Example 5 You are given that

0
1
cos
d =

2
1
.
Using Leibnitz Rule evaluate

0
1
( cos )
2
d.

(
2
1)
3
2

4
You can now do Q 30 to 35 and all of Problem Class 1
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