Differentiation under the integral sign theorems and Application

A Report

On Some Techniques of Differentiation

under Integral Sign:
Related Theorems and Applications

Submitted To:

Mr. Wasim Zahid

Submitted by:

M. Shahid
Manzoor

(MC180403686)

Mahvish Amir

(MC140402161)

Khalida Ismail

(Mc180201937)

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 Differentiation under the integral sign theorems and Application

Intodution:
.

Set : “A set is well defined collection of distintic objects.”

Each object belonging to a set is called an element or member of set.The symbol  is

used to indicate “belongs to “ or is an element of for example x  A,x is an
element of A.
 is used to indicat ‘does not belong to’ or is not element of,for example x 
The symbol
A mean x is not element A.

Example:Let P is set of prime number then

2 P 6 p

Operations on Sets:

In set theory, the operations of the sets are carried when two or more sets combined to
form a single set under some of the given conditions. The basic operations on sets are:

 Union of sets
 Intersection of sets
 A complement of a set
 Cartesian product of sets.
 Set difference

Union of Sets:

If set A and set B are two sets, then A Union B is the set that contains all the elements of
set A and set B. It is denoted as A ∪ B.

Example: Set A = {1,2,3} and B = {4,5,6}, then A Union B is:

A ∪ B = {1,2,3,4,5,6}

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 Differentiation under the integral sign theorems and Application

Intersection of Sets:

If set A and set B are two sets, then AIntersection B is the set that contains only the
common elements between set A and set B. It is denoted as A ∩ B.

Example: Set A = {1,2,3} and B = {4,5,6}, then AIntersection B is:

A ∩ B = { } or Ø

Because A and B do not have any elements in common, so their intersection will give
null set.

Complement of Sets:

The complement of any set, say P, is the set of all elements in the universal set that are
not in set P. It is denoted by P’.

Properties of Complement sets:

1. P ∪ P′ = U
2. P ∩ P′ = Φ
3. Law of double complement: (P′) ′ = P
4. Laws of empty/null set(Φ) and universal set(U), Φ′ = U and U′ = Φ.

Sets Formulas:

Some of the most important set formulas are:

For any three sets A, B and C

1. n ( A ∪ B ) = n(A) + n(B) – n ( A ∩ B)
2. If A ∩ B = ∅, then n ( A ∪ B ) = n(A) + n(B)
3. n( A – B) + n( A ∩ B ) = n(A)
4. n( B – A) + n( A ∩ B ) = n(B)
5. n( A – B) + n ( A ∩ B) + n( B – A) = n ( A ∪ B )
Properties of Sets

Commutative Property:

 A∪B = B∪A
 A∩B = B∩A

Associative Property:

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 Differentiation under the integral sign theorems and Application

 A ∪ (B ∪ C) = (A∪ B) ∪ C
 A ∩ ( B ∩ C) = ( A ∩ B) ∩ C

Distributive Property:

 A ∪(B ∩ C) = (A∪B) ∩ (A ∪ C)
 A ∩ ( B ∪ C) = ( A ∩ B) ∪ ( A ∩ C)

De Morgan’s Law:

 Law of union             : ( A ∪ B )’ = A’ ∩ B’

 Law of intersection : ( A ∩ B )’ = A’ ∪ B’

Complement Law:

 A ∪ A’ = A’  ∪ A =U
 A ∩ A’ = ∅

Idempotent Law and Law of a null and universal set:

For any finite set A

 A∪A=A
 A∩A=A
 ∅’ = U
 ∅ = U’

Functons:

“A function is a rule define from set X to set Y such that each and every
element of X has a unique image in Y”

f : X 
f
Y

An Ordered pair:

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 Differentiation under the integral sign theorems and Application

An ordered pair is a pair elements written according to specified order .If a and b are two
elements , then the ordered pair in which a take the first place and b in second place is
written as (a,b).

The order in which the elements occur in an ordered pair is important

(a,b)=(b,a) iff a=b

(a,b)=(c,d) iff a=c and b=d

Cartesian product:

Let A and B be two sets .The set of all ordered pairs (a,b) whereas a  A and b  B
A  B  {(a, b) : a  A, b  B}
is called the Cartesian product of A and B .It is denoted by

For example: If A  {1, 2,3} and B  {0, 1} then

A B  {(1, 0), (1, 1), (2, 0), (2, 1), (3, 0), (3, 1)}

B A  {( a, b) : a  B, b  A}  {(0,1), (0, 2), (0,3), (1,1), ( 1, 2), ( 1,3)}

Clearly A B  B  A

 If A has m elements and B has n elements ,then A B  m n elements

 {( x, y ) : x  R, y  R}
Let R set of real numbers. Then R x R=
2
 RxR is the set of points in the Cartesian Plane .It is denoted by R

Example:Write down Cartesian product of the three sets A,B,C where

A  {1, 2}, B  { , e}, C  {1, e}
A B  {(1,  ), (1, e), (2,  ), (2, e)}
A B  C  {(1,  ,1), (1,  , e), (1, e,1), (1, e, e), (2,  ,1), (2,  , e), (2, e,1), (2, e, e)}

Domain of Function :The set X is called domain of function.If x is an element of X then

the element of Y which correspond to it is called value of function at x .It is donated by
f(x).

Range of Function:

The range of function is the set of all those elements of Y which are values of the
function.

Range of f(x)= { f ( x) : x  X } ,Clearly f  Y

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 Differentiation under the integral sign theorems and Application

Bounded Function:

A function is said to be bounded if its range is bounded ,otherwise it is unbounded. A

function f(x) is bounded in domain D,if there exit two real numbers k and K such that
k  f ( x)  K for all x  D

Example 1:

f ( x )  sinx xR
The function f defined by for all is bounded function because its
range is closed interval [-1,1] which is bounded set.

Example2:

x  (0, ) has its range (, ) which is not bounded.

The function f(x)=log x for all

(0, )
Thus function f is unbounded in the domain

Monotonically increasing function:

Let f : X  Y

 f is called montonically increasing function if x1 , x2  X with

x1  x2  f ( x1 )  ( f ( x2 ) .

Monotonically decreasing function:

 f is called montonically decreasing function if x1 , x2  X with

x1  x2  f ( x1 )  ( f ( x2 )

One-one Function:

 f is called one-one function if x1 , x2  X with x1  x2  f ( x1 )  ( f ( x2 ) .

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 Differentiation under the integral sign theorems and Application

Onto function:

 F is called an onto function if to each y  Y, at least one x  X satisfied

f(x)=y

Example: Prove that the function f : R  R defined by f ( x )  cos x is neither one-one nor
onto.

  
 R  
Solution: 3 and 3 3

    1
f ( )  cos     cos 
3  3 3 2

    1
f ( )  cos    cos 
3 3 3 2

Different elements of the domain have the same f-image.

 f is not one-one.

Now 2  R the domain of f. Let x be pre-image under f .Then f ( x )  2  cos x  2

Thus an element in the co-domain which has no pre-image under f .

 f is not onto.

Bijective Function :

A function
f : X  Y which as both one-to-one and onto is called a bijective function or
one-to-one correspondence.
Example :
Let f : R  R be defined by f(x)= x .It is easy to see that f is bijective function .
3

Let f and g be given function .The sum f+g,the difference f-g,the product fg and the

quotient f/g are functions deifne by

i. ( f +g)(x)= f (x)+g(x)

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 Differentiation under the integral sign theorems and Application

ii. ( f -g)(x)= f (x)-g(x)

iii. ( f g)(x)= f (x)g(x)
iv. ( f /g)(x)= f (x)/g(x) provided g(x)  0.
The above combinations exist only at those values of x that are common to the
domains of both f and g i-e

Dom( f  g )  Domf  Domg

Dom( fg )  Domf  Domg
 f 
Dom    Domf  Domg  {x : g ( x)  0
g
Example: Let f and g e functions defined by
f ( x )  x  1, x  3
g ( x)  2 x  3, x  4
then
( f  g ) x  f ( x)  g ( x)  x  1  2 x  3  3 x  2, 3  x  4
f  f ( x) x 1
  ( x)   , 3  x  4
g g ( x) 2 x  3
3
x
2

Limit of Function at a point:

“A function f (x) is said to tend to a limit l as x tends to a it to each given 

>0,there exit a positive number  such that

f ( x)  l   0 xa 
whenever

f ( x)  (l   , l   ) for allthose values of x (except at x  a )which belong to (a   , a   )

This is denoted by Lim xa f ( x)  l

Left hand limit and right hand limits:

A function f is said to have the left hand limit as x tends to a through values less than
f ( x)  l  
a .If every  >0 there exit a  >0 such that

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 Differentiation under the integral sign theorems and Application

where a   x  a

The lmit in this case is called Left hand limit and it is denoted by

f (a  0)  lim x  a o f ( x)

Similarly ,if f(x) tend to l as tends to l as x tend to a through values which are greater than
a .e,I .,if given  >0 and  >0 such that

f ( x)  l  
when a  x  a  

Then f(x) s said to l from the right and the limit so obtain is called the Right hand limit
and iyt is denoted by

f (a  0)  lim x a  o f ( x )

 Existence of a lmit at a point :f(x) s said to said to tend a limit as x tends to “a” if both
the left and right hand limits exist and are equal ,and their common value is called the
limit of the function .

How to find the left –hand and right hand limits

f (a  0)or lim f ( x)
To find x  a 0 ,we first put x=a-h,h>0 in f(x) and then the limit as h  0 
.Thus

lim f ( x)  lim f (a  h)
x a  0 h 0

f (a  0)or lim f ( x)
To find x a  0 ,we first put x  a  h, h  0 in f(x) and then take the limit as
lim f ( x)  lim f (a  h)
h  0  .Thus x a  0 h 0 

Example1: Check whether the limit exist .

1
lim x sin
x o x

1
L.H .L  lim x sin
x 00 x

1 1
 lim(0  h) sin  limh sin  0
h 0 (0  h) h o h

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 Differentiation under the integral sign theorems and Application

1
R .H .L  lim x sin
x 0 0 x

1 1
 lim(0  h) sin  limh sin  0
h 0 (0  h) ho h

1
lim x sin
Thus L.H.L and R.H.L both exist and are equal,and hence x o x exists and is equal to zero.

1
lim x sin 0
x o x

lim x a f ( x)  l  lim xa h( x)

Example 2: If f ( x )  g ( x)  h( x) and ,then proved that
lim x a g( x) exists and equal to l.

Solution: f ( x )  g ( x)  h( x )

 given  0, 1 ,  2  0 such that

f ( x)  l   o  x  a  1
for

h( x)  l   o  x  a  2
for

l    f ( x)  l   o  x  a  1
for

l    h( x )  l   o  x  a  2
for

Let   min{1 2 },then

l    f ( x)  l   and l    h( x)  l   0  xa 
for …..(i)

f(x)  g(x)  h(x) …….(ii)

0 xa 
from (i)and(ii) l    g ( x)  l   for

g ( x)  l   0  x  a   lim x a g ( x)  l
for =

CONTINUITY

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Continuity at point: A function f :A  R s said to be continous at the pont a  A if

given  <0 is small,a real number  >0 such that

f( x)  f (a )   xa 
whenever x  A and

f(x)  (f(a)-  ,f(a)+  whenever x ( a   , a   )

Equivalently: f is continuous at x=a If Right Hand and Left Hand continous at

x=a

Example: Check the continuity of f ( x)  2 x  5 at x=1

Solution:

lim f ( x)  2  5  7  f (1)
x 1

Hence f is continuous at x=1

Continuity on an Open Interval :

A function f f is said to be continuous in an open interval (a,b) if f is continuous

at every point of (a,b).

Thus f is continuous in the open interval (a,b) iff for every c  (a,b), lim x c f ( x)  f (c) .

Continuity on Closed Interval : A function f is said to be continuous in an closed

interval if it is

lim f ( x)  f (a)
 Right continuous at point a i.e x a

lim f ( x)  f (c)
 Continuous in the open interval (a,b) x c for every c  ( a, b)
lim f ( x)  f (b)
 Left contiuous at b i.e x b

 x2
 a  a, for 0  x  a

f ( x )  0, forx  a
 3
 a  a2 , forx  a
Example: Prove that the function  x is continous at x=a

Solution: Here f(a)  0

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 x2 
lim f ( x)  lim   a 
x 0 x 0
 a 
putx  a  h, h  0
 ( a  h) 2   a 2  2ah  h 2  a 2   h 2  2ah 
 lim   a   lim   lim
 h 0  0
h 0
 a  h 0  a   a 

 a3 
lim f ( x)  lim  a  2 
x 0 x0
 x 
Putx  a  h, h  0
 a3   a (a 2  2ah  h 2 )  a 3  2a 2 h  ah 2
 lim  a    lim   lim
 h  0 0
h 0
 ( a  h ) 2  h  0  ( a  h) 2  ( a  h) 2

lim f ( x )  lim f ( x )  f (a )
Since x a xa

F is continuous at x=a

Continuity on semi closed interval:

1 A function f is said to be continuous in semi-closed interval (a,b] if it is

lim f ( x)  f (c)
 Continuous on open interval(a,b) i.e x c for every c  (a, b)
lim f ( x)  f (b)
 Left continuous at b i.e x b
2 A function f is said to be continuous in semi-closed interval [a,b) if it is
lim f ( x)  f ( a)
 Right continous at a i.e x a 

lim f ( x)  f (c)
 Continuous in the open interval (a,b) x c for every c  ( a, b)

Continuity on a set:

f is said to be contiuous on an arbitrary set S(  R) if for

A function
f( x)  f (a )  
each  <0 and for every a  S,  a real number  >0 such that
xa 
whenever x  S and

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Equivalently, a function f is said to be continuous on A if it continuous at every point of

lim f ( x)  f (a)
aS x a
S i.eif for every

Continuous Function:

A function f :A  R is said to be continuous if it is continuous on A .

Thus f is contiuous if it is continuous at point of its Domain.

x
Example: Prove that is continuous .

x
Sol:let f(x)= Domain of f=R

a
Let a be a real number so that f(a)=

Let  >0 be gven

f( x)  f (a ) x  a  xa xa 
= < for <

F is continuous at every point a  R.

Discontinuity of a function:

A function f which is not continuous at a point “a” is said to be discontinuous at a point

“a”. A function which is discontinuous even at a single point of interval is said to be
discontinuous in the interval .

A function is discontinuous at a point because of any one of the following reason

 f is not defined at a
lim f ( x) lim f ( x)  lim f ( x)
 x a does not exist i.e x a _ x a

lim f ( x)
 x a and f(a) both exist but not equal.

Derivative of function :

Let f be a function defined on an open interval containing a point x.The derivative of f

'
at x ,denoted by f ( x ) is defined by the formula

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f ( x  h)  f ( x)
' lim h0
f ( x) = h

Provided the limit exists.

'
Limit on Right Hand Side of f ( x )

f ( x  h)  f ( x )
lim h0 
h
'
Limit on the Left Hand Side of f ( x )

f ( x  h)  f ( x )
lim h0
h
'
exit and are equal .If these Limits exist, they are respectively denoted by L f ( x) and R
f ' ( x) .

' '
If L f ( x )  R f ( x) , then the function f posses left hand and right hand derivative but
is not differentiable.

Algebraic properties of the derivative:

A fundamental property of the derivative is that it is a linear operation. In addition, we
have the following product and quotient rules.

If f , g :(a , b)→ R are differentiable at c∈(a , b)and k ∈ R, then kf , f +g, andfg are
differentiable at c with

(kf )(c)  kf (c)

( f  g )(c)  f (c)  g (c)

( fg )(c)  f (c ) g (c)  f (c) g (c)

f  f (c ) g(c)  f (c) g (c)

  (c ) 
g  g 2 (c)

Derivability and continuity:

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Theorem: If a function is derivable at a point ,then it is contiuous at that point.

f ( x)  f (a)
lim x a  '
Proof: Let f be derivable at x=a then xa exists and is f ( x)

f ( x)  f (a)
xa
f ( x)  f (a) = xa

 f ( x)  f (a) 
lim x a [ f ( x)  f (a)]  lim x a   x  a
 xa 

f ( x )  f (a)
lim x a  lim x a ( x  a)
= xa

'
= f ( x )  0=0

lim x a f ( x)  lim x a f (a) =0

lim x a f ( x)  lim x a f (a) = f (a)

lim x a f ( x)  f (a)

So f is continuous at x=a.

Derivability at a point  continuity at that point

Note: The converse of this theorem need not be true.That is ,if f is continous at a
point ,then it is not necessary that f must be derivable at that point.

Example:

x
f(x)= is continuous but not derivable.

Pr oof :
f ( x )  f (0)  0
lim x0 f ( x)  lim h0  h  lim h0 h  0
lim x0 f ( x)  lim h0 h  lim h0 h  0
then
lim x0 f ( x)  lim x 0 f ( x)  f(0)

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 Differentiation under the integral sign theorems and Application

f (x) is continuous at x-=0

f ( x)  f (0) x x
Lf ' (0)  lim x0  lim x 0  lim x0  1
x0 x x
f ( x)  f (0) x x
Rf ' (0)  lim x 0  lim x 0  lim x 0 1
x0 x x
Lf ' (0)  Rf ' (0)
Now

So f (x) is not derivate at x=0

Note: If f is not continuous at a, it cannot be derivable at a.

DERIVABILITY IN AN INTEVAL:

A function f :[a, b]  R is said to be derivable in the open interval (a,b) if f (c) exist
'

for each c such that a <c <b.

A function f :[a, b]  R is said to be [a,b] if

i. f ' (c ) exist for each c  (a,b),

'
ii. R f (a) exist ,
'
iii. L f (b) exist.

ROLLE’S THEOREM:

f
Statement: If a function is defined on[a, b] is

i. Continuous in the closed interval[a, b]

ii. Derivable in the open interval (a, b) iii. f(a)=f(b)

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 Differentiation under the integral sign theorems and Application

c  (a, b) such that f ' (c ) =0.

Then there exists at least one real number
Proof: Since f is continuous on closed interval [a, b] ,therefore it is bounded

and attains its bounds in [a, b] .

Thus if M and m are the lower upper bound(suprimum) and the greatest lower
bound (infimum),then there exist points c and d in [a, b] such that

f(c)  M and f ( d )  m
There are two possibilities :either M=m or M  m

Case 1: If M=m then f(x)=m=M throughout [a ,b]

 f is a constant function on [a ,b]

 f (x) =0 x  [a, b]
'

In particular f ' (c) =0 when x  (a, b)

Hence in case 1 theorem is true for any c  (a, b)

Case 2: If M  m ,then since f(a)=f(b) as given ,at least one of the number M and m will
be different from the equal values of f(a) and f(b).

Suppose M=f(c) is different from f(a) and f(b).

M  f (c )  f ( a )  c  a
M  f (c )  f (b)  c  b
ca
and
c  b  c  (a , b )

Since f is derivable in (a,b) and c  (a, b)

F is derivable at c.

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 Differentiation under the integral sign theorems and Application

f ( x )  f (c )
 Lf ' (c)  lim x c
xc
f ( x  h)  f (c)
 lim h0
h
f ( x )  f (c)
Rf ' (c)  lim x c
xc
f ( x  h )  f (c )
 lim h0
h
'
Both exist and are equal ,each f (c) .

f (c)=M=lowest upper bound of f

f (c  h )  f (c )
f (c  h )  f (c )  0
Lf ' (c)  0
and
f (c  h )  f (c )
f (c )  f ( h )  f (c )  0
f (h)  0
Rf ' (c )  0

The two derivable will be equal if each =0

f ' (c) =0

Similarly when m=f(d) is different from f(a) andf(b),we can prove that

f ' (d) =0 where d  (a, b)

FAILURE OF ROLL’S THEOREM:

Roll’s theorem fails to hold good for a function which does not satisfy all the three
conditions of the theorem .The theorem is not applicable if either

i. f is discontinuous at a point[a,b].
ii. f is not derivable at (a,b).
iii. f(a)  f(b)

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 Differentiation under the integral sign theorems and Application

LAGRANGE’S MEAN VALUE THEOREM:

Statement If a function f defined on [a,b] is

i. continuous on the closed interval [a,b] and

ii. derivable on the open inverval(a,b)

f (b)  f (a )
 f ' (c)
then there exist at least one real number c  (a,b) such that ba

Proof:

Consider the function  ( x)  f ( x)  Ax

Where A is a constant to be determined such that  (a)   (b)

Now

 ( a )   (b )
 f (a )  Aa  f (b)  Ab
 A( a  b)  f (b)  f (a)
f (b)  f (a )
A
ba

Since f is continuous on [a,b] and Ax is continuous on R

 is continuous on [a,b]

Also f is derivable on (a,b) and Ax is derivable on R

 is derivable on (a,b)

Futher from definition of  ,  (a)=  (b)

The function  satisfies all the three condition of ROLL’s theorem.Therefore,there exist at

least one real number c  (a,b) such that  (c)  0

'

 ' (x)  f ' ( x)  A

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 Differentiation under the integral sign theorems and Application

 ' (c)  0
 f ' (c)  A  0
 A   f ' (c)
f (b)  f ( a)
A
ba

The Riemann Integral:

This notion of integral as summation is associated with intuitive dependence on

geometrical concept.The first satisfactory rigorous arithmetic treatment of definite
integral was given by a German mathematician George Friedrich Bernhard Riemann
(1826-1866).

Partition Of A Closed Interval:

Let I  [a, b] be a finite closed interval.If a  x0  x 1  x2  x3  .............xn  b

Then the finite ordered set P  [ x0 , x 1 , x2 , x3 ,..........xn ] is called partition of I .The n

closed sub interval are called segment of the P.

The length of rth sub-interval I r  [ xr 1 , xr ] is denoted by  r . Thus  r .  xr  xr 1

Norm of A partition :

The maximum of the lengths of the sub-intervals of a partition P is called the norm or
P
mesh of the partition P and is denoted by .

P  max{ r : r  1, 2,3............, n}

Refinement Of Partition: If P and P be two partitions of [a,b] and P  P ,then the

' '

' '
partition P is called a refinement of partition P on [a,b]. P has one additional point then
P.

Example : Consider the partitions of [0, 1] with endpoints

P = {0, 1/2, 1},

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 Differentiation under the integral sign theorems and Application

Q = {0, 1/3, 2/3, 1},

R = {0, 1/4, 1/2, 3/4, 1}.

Thus, P, Q, and R partition [0, 1] into intervals of equal length 1/2, 1/3, and 1/4,

respectively. Then Q is not a refinement of P but R is a refinement of P.

THE UPPER AND LOWER RIEMANN SUM:

f :[a, b]  R be a bounded function and P  [ x0 , x 1 , x2 , x3 ,..........xn ]

Let be partition of
[a,b].

Since f is bounded on [a,b], f is also bounded on each of the sub-intervals. Let M and m
be supremum and infimum of f in [a,b] and

M r  sup remun
mr  inf imum

Then the upper Riemann sum is

n
U (f, P)   M r r
r 1 and

The lower Riemann sum is

n
L(f, P)   mr r
r 1 .

UPPER AND LOWER RIEMANN INTEGRALS:

Let f :[a, b]  R be a bounded function.Then for every P  P[ a, b]

We have

m(b  a)  L( P, f )  U ( P, f )  M (b  a )

Where m and M are the infimum and superimum of f on [a,b].

sup{L(P, f)} p p[ a ,b ]
Lower Riemann Integral of f on [a,b] is defined as and it is denoted
by

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 Differentiation under the integral sign theorems and Application

 f ( x)dx
a
.

inf{L( P, f ) p p[ a ,b ]
Upper Riemann Integral of f on [a,b] is defined as and it is denoted
b

 f ( x)dx
a .

Riemann Integral:

A bounded function f is said to be Riemann integral on [a,b] if its lower and upper
b b

 f ( x )dx  f ( x)dx
Riemann are equal i-e a
=a .

The common value of these integrals is called the Riemann Inegral of f on [a,b] and it is
denoted by
b

 f ( x)dx
a .The interval [a,b] is called range of integration.

Theorem:
b b

 f ( x)dx   f ( x)dx
If f :[a, b]  R is bounded function ,then a a

Proof: Let

P1 , P2  P[a, b]
then
L( P1 , f )  U ( P2 , f )

{L(P1 , f)} p`  p[ a ,b ]
This is true for each P1  P[a, b] .Keeping P2 fixed ,the set 1
has an upper
bound U ( P2 , f ) .
b
sup{L(P1 , f)} p`  p[ a,b ]   f ( x)dx
1
a

Since superimum  any upper bound

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 Differentiation under the integral sign theorems and Application

 f ( x)dx  U (P , f ) 2

This is true for each P2  P[a, b] .Thus the set

{U(P2 , f)} p`2  p[ a ,b ]
a
has
b

 f ( x)dx
lower bound a

But
b
inf{U(P2 , f)} p`2 p[ a ,b ]   f ( x) dx
a

Since any lower bound  infimum

b b

 f ( x)dx   f ( x) dx
a a
.

Theorem 2: If f :[a, b]  R is bounded function,

b b
m(b  a )   f ( x )dx   f ( x )dx  M (b  a )
a a

where m and M are the infimum and suprimum of f on [a,b]

b b
m(b  a )   f ( x )dx   f ( x )dx  M (b  a )
Proof: For every P  P[ a, b] we have a a
….(i)
b
sup{L(P, f)} p` p[ a ,b ]   f ( x) dx
a

b
L(P, f)   f ( x) dx
a
……..…………(ii)

b b
inf{U(P, f)   f ( x) dx U(P, f)} p p[ a ,b ]   f ( x) dx
a  a ……..(iii)
b b

 f ( x)dx   f ( x) dx
a a
………(iv)

From (i),(ii),(iii)and (iv) we have

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 Differentiation under the integral sign theorems and Application

b b
m(b  a )  L( P , f )   f ( x )dx   f ( x )dx  U ( P, f )  M (b  a )
a a

b b
m(b  a )   f ( x )dx   f ( x )dx  M (b  a )
Hence a a
……..

Example:

If f is defined on [0,a],a>0 by f ( x)  x  x  [0, a] ,then

3

a
a4
f  R[0, a]and  f ( x) dx 
0
4

 a 2a (r  1)a ra na 
P  0, , ,........ , ,......  a
Solution: Let  n n n n n  be any partition of
[0,a].

 ( r  1)a ra 
Ir   ,  , r  1, 2,3..........n
Then for Any interval  n n

We have

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 Differentiation under the integral sign theorems and Application

r 3a3 (r  1)3 a 3
M r  3 , mr  ,
n n3
ra  (r  1)a a
r   r 
n n
n n 3 3
ra a
U ( P, f )   M r  r  3 .
r 1 r 1 n n
a4 n
a 4 n 2 (n  1) 2 (n  1) 2 a 4

n4
 r3 
r 1 n4
.
4

4n 2
n n
(r  1)3 a 3 a
L( P, f )   mr r  .
r 1 r 1 n3 n
a4 n
a 4 (n  1) 2 n 2 (n  1) 2 a 4

n4
 (r  1)3 
r 1 n4
.
4

4n 2
a

 f ( x)dx  sup  L( P, f )
0 p p[0,a]
2
 (n  1) a  2 4
a4  1  a4
 lim  2   lim 1   
n 
 4n  n 4  n  4
a

 f ( x)dx  inf  U( P, f )
0
2
 (n  1) 2 a 4  a4  1  a4
 lim  2
 lim
 n 4  n 1  
n 
 4n    4
a a
a4

0
f ( x)dx   f ( x)dx 
0
4
a
a4
f  R[0, a]and  f ( x )dx 
0
4

Differentiation Under Integral Sign

Introdution:

Differentiation under the integral sign is an operation used to evaluate certain

integrals .Differentiation under the integral sign allows one to interchange the order of
integration and differentiation. If the integrand is a function of one or more parameters in

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 Differentiation under the integral sign theorems and Application

addition to the variable of integration, then the integral between the limits which may be
constants or function of the parameters.

For example:
 
 cos  x  2   
2
1  1
0 sin  xdx     0     cos( 2 )  1   1  cos 2    F ( )
(i)
2
2
 ( x   )3  1 1
1      3   3  (2   )  (1   )   3  3  9  7   F ( )
2 3 3 2
( x ) dx
(ii)  1

In general:

 f(x, ) dx  F ( )
1

 f(x,  ,  ) dx  F ( ,  )
a

Where a,b may be constant or function of parameters.

Sometime f ( x,  ) is such that the evaluation of the integral is very complicated or impossible .

f
However the integral with integrand  may be easily evaluated.

LEIBNITHZ’S RULE FOR DIFFERENTITION UNDER INTEGRAL

SIGN:
f ( x )
Theorem: If f ( x ,  ) and  are continuous function of x and  , For a  x  b
and c    d a,b being independent of  , Then

b b
d 
d  f ( x, )dx   x f ( x,  )dx
a a

Proof: Let

b
F ( )   f ( x,  )dx
a …………………..(i)

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 Differentiation under the integral sign theorems and Application

Let  change to    as c    d and

c      d It mean (  and    both in [c,d] then a,b
,x being independent of  remain unchanged and F ( ) changed to F (   ) .

b
F (   )   f ( x,    )dx
a …………..(ii)

Subtracting (i) from (ii) we get

b
F (   )  F( )   [ f ( x,    )  f(x,  )]dx
a ………….(iii)

f ( x,  )
Now f(x,  ) is a continuous function of  in [  ,    ] and  exists.

 By mean value theorem ,

f ( x,  ) is continuous at [  ,    ] and

f ( x,  ) is differentiable at (  ,    ) then we take a point (   )  (  ,    )

 f ( x,    )  f ( x,  )
f ( x,    ) 
     
 f ( x,    )  f ( x,  )
f ( x,    ) 
 

 . f ( x,    )  f ( x,    )  f ( x,  )


From eq(iii),we get

b

F (   )  F( )    . f ( x,    ) dx
a 
b

F (   )  F( )    f ( x,    )dx
a

F (   )  F( )
b

 f ( x,    )dx
 a


Taking limits as   0

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 Differentiation under the integral sign theorems and Application

F (   )  F( )
b

Lim  Lim  f ( x,    )dx
 0   0 
a

F (   )  F( )
b

Lim   Lim f ( x,    )dx
 0  a
  0 
b
d 
( F ( ))   f ( x, )dx
d a


b b
d 

d a
(f(x,  ) dx  
a

f ( x,  )dx
Hence

b b

F ( )   (f(x,  ) dx  F'( )   f ( x,  )dx
 a a

Thus Leibnitz’s rule states

b b

F ( ,  )   (f(x,  ,  ) dx  F'( ,  )   f ( x,  ,  )dx
a a

Similarly

Example:
1
xa 1
0 log x dx(  1)
Evaluate the integral by applying differentiating under integral
sign.

1
xa 1
F ( )   dx
log x
Solution: Let 0 …………..(i)

Differentiating both sides w.r.t  we get

1
  x a  1
F '( )    log x dx
0   
1
1 a
 x logx dx
0 log x
1
  x a dx
0
1
 x a 1 
  for  1
   1 0
1

1 

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 Differentiation under the integral sign theorems and Application

Integrating both sies w.r.t 

F '( )  log(1   )  c …………(ii)

From (i) when   0 ,

1
1 1
F (0)   dx  0
0
log x

From (ii)

0  log1  c  0  0  c
c0
F( )  log(1   )

1
xa 1
0 log x dx  log(1   )
Hence .


2
dx

a cos 2 x  b 2 sin 2 x 
2 2
0
Example: Evaluate


2
dx

a cos 2 x  b 2 sin 2 x 
2 2
0
Solution: Let I= ………….(i)


2
dx
a
0
2
cos x  b 2 sin 2 x
2
First evaluate

2
Dividing the numerator and denominator by cos x


2
sec 2 xdx
0 a 2  b2 tan 2 x 
[put x=t, sec xdx  dt ,when x=0,t=0 when x= 2 ,t= 
2
=

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 Differentiation under the integral sign theorems and Application

1
 
1 1  1 t 
 
dt 1 dt
0 a 2  b2t 2  b2 0 2 a 2  b2 . a  tan a 
t  2  
b b b 0
1
 [tan 1   tan 1 0]
ab


2ab

2
1 
           dx 
0
a cos x  b sin x
2 2 22
2ab
……..(ii)

Differentiating both sides w.r.t a we get


2
 1  
  [ 2 ]dx  ( )
0
a a cos x  b sin x
2 2 2
a 2ab

2

 ( a cos 2 x  b 2 sin 2 x) 2 .2a cos 2 xdx  ( a 2 )
2

0
2b

2
2a cos 2 xdx 
 
a cos 2 x  b 2 sin 2 x 
2
0
2 2a 2 b

Dividing both sides with -2a


2
cos 2 xdx 
 
a cos 2 x  b 2 sin 2 x 
2
0
2 4 a 3b
……(iii)

Similarly differentiating (ii) w.r.t b we get


2
sin 2 xdx 
 
a cos 2 x  b 2 sin 2 x 
2
0
2 4ab3
………(iv)

Adding(iii) and (iv) we get


2
sin 2 x  cos 2 xdx  
   3
a cos 2 x  b 2 sin 2 x 
2 3
0
2 4ab 4a b

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 Differentiation under the integral sign theorems and Application


2
dx 
  (a 2  b 2 )
a cos 2 x  b 2 sin 2 x 
2
0
2 4 a 3b 3


I (a 2  b 2 )
Hence 4 a 3b 3

LEIBNITZ’S RULE IS APPLIED IN THE FOLLOWING TWO WAYS

b

 f ( x, )dx
a
1:Two evaluate a given integral
b
F ( )   f ( x,  )dx
i. Let a

ii. Differentiate both sides w.r.t,  using Leibnitz’s rule .Thus

b

F '( )   f ( x,  )dx
a

iii. Evaluate the integral on R.H.S.
iv. Integrate both sides w.r.t  adding constant of integration on R.H.S.
v. Evaluate the constant of integration by giving suitable value to the parameter  .

2: New integral can be deduced by differentiating certain standard known integrals.

Theorem:

f ( x,  )
If f ( x,  )  are continuous functions of x and  for a  x  b, c    d
and

And a ,b are themselves function of  , possessing continuous first order derivation,then

b b
d  db da
d  a
f ( x, )dx  
a

f ( x,  )dx 
d
f (b, a ) 
d
f (a,  )

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 Differentiation under the integral sign theorems and Application

Proof:
b
F( )   f ( x, ) dx
Let a ……….(i)

Since a,b are functions of  ,when  changes to    ,let a changes to a+  a , b change to

b+  b and F ( ) changes to F (   ) .

b  b
F(   )  
a  a
f ( x,   ) dx
……(ii)

Subtracting (i) from (ii) we get

b  b b
F(   )  F( )  
a  a
f ( x,   )dx   f ( x,  )dx
a

b  b


a  a
f ( x, )dx
By adding and subtracting

b  b b  b b
 
a  a
[ f ( x,   )dx  f ( x,  )]dx  
a  a
f ( x,  )dx   (f(x,  ) dx
a
b  b b b  b b
 
a  a
[ f ( x,   )dx  f ( x,  )]dx  
a  a
f ( x,  )dx  
b
f ( x,  )dx   (f(x,  ) dx
a
b  b a  a b  b b
 
a a
[ f ( x,   )dx  f ( x,  )]dx  
b
f ( x,  )dx  
b
f ( x,  )dx   (f(x,  ) dx
a
b  b b  b a  a
 b

 
a a
[ f ( x,   )dx  f ( x,  )]dx  
b
f ( x,  )dx    (f(x,  ) dx 
a

b
f ( x,  ) dx 

b  b b  b a  a
 
a  a
[ f ( x,   )dx  f ( x,  )]dx  b
f ( x,  ) dx  
a
f ( x,  ) dx
……..(iii)

Now

 By Langrange’s mean value theorem ,

f ( x,  ) is continuous at [  ,    ] and

f ( x,  ) is differentiable at (  ,    ) then we take a point (   )  (  ,    )

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 Differentiation under the integral sign theorems and Application

 f ( x,    )  f ( x,  )
f ( x,    ) 
     
 f ( x,    )  f ( x,  )
f ( x,    ) 
 

 . f ( x,    )  f ( x,    )  f ( x,  )


f ( x,  ) [a, a   a]
Since is continuous function of x in

1 in (0,1) such that

A real number

a  a


a
f ( x,  )dx   af (a  1 a,  )

Also f ( x,  ) [b, a   b]
is continuous function of x in

A real number
 2 in [0,1] such that

b  b


b
f ( x,  )dx   bf (b  2 b,  )

From (iii) we get

b  b

 F (   )  F ( )     
a a
 .

f ( x,   )dx   bf (b   2 b,  )   af (a  1 a,  )

b  b
F (   )  F ( )  b a
     f ( x,   )dx  f (b  2 b,  )  f (a  1 a,  )
 a  a
  

Taking limits as   0 and hence  a  0 ,  b  0 ,we get

b  b
F (   )  F ( )  b a
Lim    Lim  f ( x,   )dx  Lim f (b  2 b,  )  Lim f (a  1 a,  )
 0    0
a  a
   0    0 

b
d  db da
( F ( ))   f ( x ,  ) dx  f (b,  )  f (a,  )
d a
 d d

Hence

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33
 Differentiation under the integral sign theorems and Application

b b
d  db da
d  f ( x, )dx    f ( x,  )dx  d
a a
f (b, a ) 
d
f (a,  )
.

d  
2
a
1 x 1
  tan
1
  2a tan a  log(a  1)
2

da  0 a  2
Example: Prove that and verify by direct
integration.

d   a   1 x 
2 2
a 2
1 x d 2 1 a d 0
 tan   
 tan dx  ( a ).tan ( )  (0).tan 1 ( )
da  0 a  0 a  a da a da a
a2
x 1
  x a 2
dx  2a.tan 1 a  0
2
.
0
1  
a
a2
x
  dx  2a tan 1 a
0
a  x2 2

a2
1 2x

2 a
0
2
 x2
dx  2a tan 1 a

1 a2
   log(a 2  x 2 )   2a tan 1 a
2 0

1
   log(a 2  a 4 )  log a 2   2a tan 1 a
2
1 1 a2  1  a2 
 2a tan a  log
2 a2
1
 2a tan 1 a  log  1  a 2 
2

Now

a2 a2
x 1 x
0 tan a dx  0 tan a .1dx
1

……….(i)

Integration by parts

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 Differentiation under the integral sign theorems and Application

a2 a2
x 1 x
0 tan a dx  0 tan a .1dx
1

a2 a2
 x  1
1
  tan 1 .x    . .x.dx
2
 a 0 0  x a
1  
a
a2
a2 x
 a tan
2
0a 2
1
dx
a 0
a  x2
a2
a 2x
a
1
 a tan a 
2
dx
2 0
2
 x2
a a2
 a 2 tan 1 a   log(a 2  x 2 ) 
2 0

a
 a 2 tan 1 a   log(a 2  a 4 )  log a 2 
2
1 a a2  1  a2 
 a tan a  log
2

2 a2
a
 a 2 tan 1 a  log  1  a 2 
2
d   d  2
2
a
1 x a 
  tan dx    a tan 1 a  log  1  a 2  
da  0 a  da  2 
1 1 a 1
 2a tan 1 a  a 2 .  log  1  a 2   . .2a
1 a 2
2
2 1  a2
a2 1 a2
 2a tan 1 a 
1 a2 2
 log  1  a 2
 1 a2


1
 2a tan 1 a  log  1  a 2 
2

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Differentiation under the integral sign theorems and Application

a2 a2
x 1 x
0 tan a dx  0 tan a .1dx
1

a2 a2
 x  11
  tan 1 .x    . .x.dx
2
 a 0 0 x a
1  
a
a2
a2 x
 a tan
2
0a 2
1
dx
a 0
a  x2
a2
a 2x
a
1
 a tan a 
2
dx
2 0
2
 x2
a a2
 a 2 tan 1 a  log( a 2  x 2 ) 
2 0

a
 a 2 tan 1 a  log( a 2  a 4 )  log a 2 
2
1 a a2  1 a2 
 a tan a  log
2

2 a2
a
 a 2 tan 1 a  log  1  a 2 
2
d   d  2
2
a
1 x a 
  tan dx    a tan 1 a  log  1  a 2  
da  0 a  da  2 
1 1 a 1
 2a tan 1 a  a 2 .  log  1  a 2   . .2a
1 a 22
2 1  a2
a2 1 a2
 2a tan 1 a 
1  a2 2
 log  1  a 2
 1  a2


1
 2a tan 1 a  log  1  a 2 
2

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 Differentiation under the integral sign theorems and Application

d   a   1 x 
2 2
a 2
1 x d 2 1 a d 0
 tan   
 tan dx  ( a ).tan ( )  (0).tan 1 ( )
da  0 a  0 a  a da a da a
a2
x 1
  x a 2
dx  2a.tan 1 a  0
2
.
0
1  
a
a2
x
  dx  2a tan 1 a
0
a  x2 2

a2
1 2x

2 a
0
2
 x2
dx  2a tan 1 a

1 a2
   log(a 2  x 2 )   2a tan 1 a
2 0

1
   log(a 2  a 4 )  log a 2   2a tan 1 a
2
1 1 a2  1  a2 
 2a tan a  log
2 a2
1
 2a tan 1 a  log  1  a 2 
2

Example:


2


 sin  cos 1 (cos  cos ec )d 
2
(1  cos  )

Prove that 2


2
F( ) 

 sin  cos 1 (cos  cos ec )d

Solution: Let 2 ……..(i)

Differentiating both sides w.r.t  we have

Herethe lower limit involve the parameter 


2
 d    
F '( ) 

 
[sin  cos 1 (cos  cos ec )]d  ( ).sin cos 1  cos  cos ec 
d 2 2  2

2

d     
 (   ).sin(   ) cos 1  cos  cos ec(   ) 
d 2 2  2 

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 Differentiation under the integral sign theorems and Application


2
1


 sin  .
1  cos  cos ec 
2 2
( sin  cos ec ) d  0  (1) cos  cos 1 (cos  sec  )

2

2
1
 sin 

 cos 
2
 cos  cos 1 (1)
2
 1
sin 2 

2
sin  d
 sin 

 sin 2   cos 2 
 cos  .0

2

2
sin  d
 sin 

 1  cos 2   cos 2 

2

2
sin  d
 sin 

 sin 2   cos 2 

2

Put cos   t so that  sin  d  dt or sin  d  dt

  
   , t  sin   , t  cos  0
When 2 when 2 2

0
dt
F '( )  sin  
sin  sin 2  t 2
sin 
dt
F '( )  sin  0 sin 2  t 2

sin 
 t 
 sin  sin 1
 sin   0

 sin  [sin 1 1  sin 1 0]


 sin 
2

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 Differentiation under the integral sign theorems and Application


F '( )  sin 
2

Integrating w.r.t  we get


F ( )  cos   c
2 ……..(ii)

When   0 from equation(i)


2
F(0) 

 sin  cos 1 (cos  cos ec ) d

2

 
F (0)   c 0   c
Putting   0 in (ii) 2 or 2


c
2

  
F ( )   cos    (1  cos  )
From (ii) 2 2 2


2


 sin  cos 1 (cos  cos ec )d 
2
(1  cos  )

2

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Differentiation under the integral sign theorems and Application

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40