Differentiation Under The Integral Sign
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Differentiation Under The Integral Sign
In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Leibniz, states that for an integral of the form \int_^ f(x,t)\,dt, where -\infty < a(x), b(x) < \infty and the integral are functions dependent on x, the derivative of this integral is expressible as \frac \left (\int_^ f(x,t)\,dt \right )= f\big(x,b(x)\big)\cdot \frac b(x) - f\big(x,a(x)\big)\cdot \frac a(x) + \int_^\frac f(x,t) \,dt, where the partial derivative \tfrac indicates that inside the integral, only the variation of f(x, t) with x is considered in taking the derivative. In the special case where the functions a(x) and b(x) are constants a( ...
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Calculus
Calculus, originally called infinitesimal calculus or "the calculus of infinitesimals", is the mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizations of arithmetic operations. It has two major branches, differential calculus and integral calculus; the former concerns instantaneous Rate of change (mathematics), rates of change, and the slopes of curves, while the latter concerns accumulation of quantities, and areas under or between curves. These two branches are related to each other by the fundamental theorem of calculus, and they make use of the fundamental notions of convergence (mathematics), convergence of infinite sequences and Series (mathematics), infinite series to a well-defined limit (mathematics), limit. Infinitesimal calculus was developed independently in the late 17th century by Isaac Newton and Gottfried Wilhelm Leibniz. Later work, including (ε, δ)-definition of limit, codify ...
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Interchange Of Limiting Operations
In mathematics, the study of interchange of limiting operations is one of the major concerns of mathematical analysis, in that two given limiting operations, say ''L'' and ''M'', cannot be ''assumed'' to give the same result when applied in either order. One of the historical sources for this theory is the study of trigonometric series. Formulation In symbols, the assumption :''LM'' = ''ML'', where the left-hand side means that ''M'' is applied first, then ''L'', and ''vice versa'' on the right-hand side, is not a valid equation between mathematical operators, under all circumstances and for all operands. An algebraist would say that the operations do not commute. The approach taken in analysis is somewhat different. Conclusions that assume limiting operations do 'commute' are called ''formal''. The analyst tries to delineate conditions under which such conclusions are valid; in other words mathematical rigour is established by the specification of some set of sufficient cond ...
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Differential Geometry And Topology
Differential geometry is a mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of differential calculus, integral calculus, linear algebra and multilinear algebra. The field has its origins in the study of spherical geometry as far back as antiquity. It also relates to astronomy, the geodesy of the Earth, and later the study of hyperbolic geometry by Lobachevsky. The simplest examples of smooth spaces are the plane and space curves and surfaces in the three-dimensional Euclidean space, and the study of these shapes formed the basis for development of modern differential geometry during the 18th and 19th centuries. Since the late 19th century, differential geometry has grown into a field concerned more generally with geometric structures on differentiable manifolds. A geometric structure is one which defines some notion of size, distance, shape, volume, or other rigidifying structu ...
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Volume Element
In mathematics, a volume element provides a means for integrating a function with respect to volume in various coordinate systems such as spherical coordinates and cylindrical coordinates. Thus a volume element is an expression of the form :dV = \rho(u_1,u_2,u_3)\,du_1\,du_2\,du_3 where the u_i are the coordinates, so that the volume of any set B can be computed by :\operatorname(B) = \int_B \rho(u_1,u_2,u_3)\,du_1\,du_2\,du_3. For example, in spherical coordinates dV = u_1^2\sin u_2\,du_1\,du_2\,du_3, and so \rho = u_1^2\sin u_2. The notion of a volume element is not limited to three dimensions: in two dimensions it is often known as the area element, and in this setting it is useful for doing surface integrals. Under changes of coordinates, the volume element changes by the absolute value of the Jacobian determinant of the coordinate transformation (by the change of variables formula). This fact allows volume elements to be defined as a kind of measure on a manifold. On an ori ...
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Lagrangian And Eulerian Coordinates
__NOTOC__ In classical field theories, the Lagrangian specification of the flow field is a way of looking at fluid motion where the observer follows an individual fluid parcel as it moves through space and time. Plotting the position of an individual parcel through time gives the pathline of the parcel. This can be visualized as sitting in a boat and drifting down a river. The Eulerian specification of the flow field is a way of looking at fluid motion that focuses on specific locations in the space through which the fluid flows as time passes. This can be visualized by sitting on the bank of a river and watching the water pass the fixed location. The Lagrangian and Eulerian specifications of the flow field are sometimes loosely denoted as the Lagrangian and Eulerian frame of reference. However, in general both the Lagrangian and Eulerian specification of the flow field can be applied in any observer's frame of reference, and in any coordinate system used within the chosen fra ...
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Reynolds Transport Theorem
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. It is used to recast time derivatives of integrated quantities and is useful in formulating the basic equations of continuum mechanics. Consider integrating over the time-dependent region that has boundary , then taking the derivative with respect to time: :\frac\int_ \mathbf\,dV. If we wish to move the derivative into the integral, there are two issues: the time dependence of , and the introduction of and removal of space from due to its dynamic boundary. Reynolds transport theorem provides the necessary framework. General form Reynolds transport theorem can be expressed as follows: L. G. Leal, 2007, p. 23. O. Reynolds, 1903, Vol. 3, p. 12–13 J.E. Marsden and A. Tromba, 5th ed. 2003 :\frac\int_ \mathbf\,dV = \int_ \f ...
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Fluid Dynamics
In physics and engineering, fluid dynamics is a subdiscipline of fluid mechanics that describes the flow of fluids— liquids and gases. It has several subdisciplines, including ''aerodynamics'' (the study of air and other gases in motion) and hydrodynamics (the study of liquids in motion). Fluid dynamics has a wide range of applications, including calculating forces and moments on aircraft, determining the mass flow rate of petroleum through pipelines, predicting weather patterns, understanding nebulae in interstellar space and modelling fission weapon detonation. Fluid dynamics offers a systematic structure—which underlies these practical disciplines—that embraces empirical and semi-empirical laws derived from flow measurement and used to solve practical problems. The solution to a fluid dynamics problem typically involves the calculation of various properties of the fluid, such as flow velocity, pressure, density, and temperature, as functions of space and time. ...
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Line Integral
In mathematics, a line integral is an integral where the function to be integrated is evaluated along a curve. The terms ''path integral'', ''curve integral'', and ''curvilinear integral'' are also used; ''contour integral'' is used as well, although that is typically reserved for line integrals in the complex plane. The function to be integrated may be a scalar field or a vector field. The value of the line integral is the sum of values of the field at all points on the curve, weighted by some scalar function on the curve (commonly arc length or, for a vector field, the scalar product of the vector field with a differential vector in the curve). This weighting distinguishes the line integral from simpler integrals defined on intervals. Many simple formulae in physics, such as the definition of work as W=\mathbf\cdot\mathbf, have natural continuous analogues in terms of line integrals, in this case \textstyle W = \int_L \mathbf(\mathbf)\cdot d\mathbf, which computes the work d ...
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Surface Integral
In mathematics, particularly multivariable calculus, a surface integral is a generalization of multiple integrals to integration over surfaces. It can be thought of as the double integral analogue of the line integral. Given a surface, one may integrate a scalar field (that is, a function of position which returns a scalar as a value) over the surface, or a vector field (that is, a function which returns a vector as value). If a region R is not flat, then it is called a ''surface'' as shown in the illustration. Surface integrals have applications in physics, particularly with the theories of classical electromagnetism. Surface integrals of scalar fields Assume that ''f'' is a scalar, vector, or tensor field defined on a surface ''S''. To find an explicit formula for the surface integral of ''f'' over ''S'', we need to parameterize ''S'' by defining a system of curvilinear coordinates on ''S'', like the latitude and longitude on a sphere. Let such a parameterization be ...
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Vector Cross Product
In mathematics, the cross product or vector product (occasionally directed area product, to emphasize its geometric significance) is a binary operation on two vectors in a three-dimensional oriented Euclidean vector space (named here E), and is denoted by the symbol \times. Given two linearly independent vectors and , the cross product, (read "a cross b"), is a vector that is perpendicular to both and , and thus normal to the plane containing them. It has many applications in mathematics, physics, engineering, and computer programming. It should not be confused with the dot product (projection product). If two vectors have the same direction or have the exact opposite direction from each other (that is, they are ''not'' linearly independent), or if either one has zero length, then their cross product is zero. More generally, the magnitude of the product equals the area of a parallelogram with the vectors for sides; in particular, the magnitude of the product of two perpendicu ...
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Divergence
In vector calculus, divergence is a vector operator that operates on a vector field, producing a scalar field giving the quantity of the vector field's source at each point. More technically, the divergence represents the volume density of the outward flux of a vector field from an infinitesimal volume around a given point. As an example, consider air as it is heated or cooled. The velocity of the air at each point defines a vector field. While air is heated in a region, it expands in all directions, and thus the velocity field points outward from that region. The divergence of the velocity field in that region would thus have a positive value. While the air is cooled and thus contracting, the divergence of the velocity has a negative value. Physical interpretation of divergence In physical terms, the divergence of a vector field is the extent to which the vector field flux behaves like a source at a given point. It is a local measure of its "outgoingness" – the extent to ...
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American Mathematical Monthly
''The American Mathematical Monthly'' is a mathematical journal founded by Benjamin Finkel in 1894. It is published ten times each year by Taylor & Francis for the Mathematical Association of America. The ''American Mathematical Monthly'' is an expository journal intended for a wide audience of mathematicians, from undergraduate students to research professionals. Articles are chosen on the basis of their broad interest and reviewed and edited for quality of exposition as well as content. In this the ''American Mathematical Monthly'' fulfills a different role from that of typical mathematical research journals. The ''American Mathematical Monthly'' is the most widely read mathematics journal in the world according to records on JSTOR. Tables of contents with article abstracts from 1997–2010 are availablonline The MAA gives the Lester R. Ford Awards annually to "authors of articles of expository excellence" published in the ''American Mathematical Monthly''. Editors *2022– ...
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