Calculus

Leibniz Integration Rule / Moving a derivative under the integral sign

Let us begin with an example (adapted from Schey) as our motivation. Recall from elementary calculus that the mass M of a volume V can be expressed as the triple integral of the density function \rho(x,y,z) over V:

M = \iiint\limits_V \, \rho(x,y,z) \, \mathrm{d}V

If density varies with time, i.e. \frac{\partial \rho}{\partial t} \neq 0, then M will also vary with time:

\frac{\partial M}{\partial t} = \frac{\partial}{\partial t}M = \frac{\partial}{\partial t} \iiint\limits_V \, \rho(x,y,z) \, \mathrm{d}V = \iiint\limits_V \, \frac{\partial \rho}{\partial t} \, \mathrm{d}V

The \frac{\partial}{\partial t} can be moved “inside” the integral sign thanks to the Leibniz Integration Rule (formula below from the Wikipedia page), which states that:

\frac{d}{dx} \left(\int_{a}^{b} f(x,t)\,dt \right)= \int_{a}^{b}\frac{\partial}{\partial x} f(x,t) \,dt.

Caveats:

  • According to Schey (p. 50), “to be able to move the derivative under the integral sign this way requires \frac{\partial \rho}{\partial t} to be continuous.”

Applications:

References: