ee Bhillat, zuver ivi asim i 1 tatonary values of Gee y+ 22 subject to ax? + by? + 22 = 1 and fx + my + m2 ‘ y, find pIFFERENTIATION UNDER THE INTEGRAL SIGN ra function £2 0 of two variables x and o (called a parameter), be integrated with respect to x between a + souandbythen [fe 0) di is afanction of «Ma, say. To find the derivative of Fa), when it exISS pe ent . sgainays posible to first evaluate this integral and then to find the derivative, Such problems are solved is plowing rules (a) Leibnita’s rule” af (x.0) ijfte,a) and LE" be continuous functions of x and a, then . » aif f(x, a) ax|= i oe ‘dx where, a,b are constants independent of See font note on p. 139.Eq Hicker g, aig se Let r fix, dx = Fle), then Fateseye mane (Ore ee fr fix, oda : (fla, a+ BO) Fe aya. v (x, Ay = Ba fo ee E+ OO Gy, (Q<0< 1 tee ime Ea bras “oe Proceeding to limits as a0, Lt Lie da FO f ge OMG. se ba50 5 o or ae g SL Gy. whieh is the desired result. Obs. 1. Leibnitz’s rule e is e value of a simple definite integral, the valyg integral which sy ent2's Mule enables us to derive from the val oe of any ‘ay otherwise be difficult, or even impossible, to evaluate, n Obs. 2. The rule for differentiation under the integral sign of an infinite integral is the Same integral, a A a Example 5.52. Evaluate i a ; wang} Solution. Let F(a) = i arly, Jo Tog x then a P21 a 2 p xt lox " Re= f, da (Tors) = I) “Tope = fixtae =| 1 [: d gt + Le-|e5| a arene Now integrating both sides w.r.t. o, Fla) = log (1 +0) +¢ From (), when « = 0, F(0) = 0 From (i), F(O) = log (1) + ¢, i¢., ¢ = 0. Hence (ii) gives, F(a) = log (1 + a). SG SUSE Ea le 5.53. Given ce , Example 6.53. Given [" at bess oh (a>), i =f Yin! = cosx evaluate f* dang ("8 ® og, : Mad f (@+b cos x 0 (a+ bcos xP et Solution. We have —_ fa? — 6) Differentiating both sides of (@) w.r.t. a, { 2(-+ ~\are 0 da arb eos) = 9g 1enrnscarons ees ae Give ay rable lini ¥ sae fo 8 of integra : on te eee tions of x and «th, ie oo a Vai SS Cree i aif } dx 5 Nal Oye ot bok. alata ia fag oo REED aot hens hea Sa that fon (issar, 2008 8) Log (1 + ax) Fa) [fT 92, #8 (log (1 + ax) did dx 4 Ha) log + 02) Jo aa as x da 1 rule, FC) = f phe above F > 1 Tegesrres tears \d into partial fracti a the intesran ons, ee see af ot 1 i ees) eb etmek et ie his 1 [logit + ox) ff +——* | toga + 2°) [ beara OTOL at L log(1 + a) , log(.+a*) _ eee + et +a 2 +0") logit +02) lue in (ii), F(a) = oo 2a + a") sobsttuting this val iw integrating both sides w.r-t. i 2,2 oe Ean a Ro= 5 flow +o! ate J aoe {Integrating by parts] li 2 tant ada + [ot +02)-tan? o- I ae | et 2 = flog(l +0%)-tant ate - But fom (i), when a= 0, FO) = 0. ‘ 1 ae + From ii), F(0)'= 0 +6, ie.,¢ = 0. Hence (ii) ive, tener ee * c log +2) ge 2 FUL Frog. a Jo +x Putting a = 1, we get