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DIFFERENTIATING UNDER THE INTEGRAL SIGN

DIFFERENTIATING UNDER THE INTEGRAL SIGNKEITH CONRADI had learned to do integrals by various methods shown in a book that my highschool physics teacher Mr. Bader had given me. [It] showed how to differentiateparameters UNDER the INTEGRAL sign it s a certain operation. It turns out that snot taught very much in the universities; they don t emphasize it. But I caught onhow to use that method, and I used that one damn tool again and again. [If] guysat MIT or Princeton had trouble doing a certain INTEGRAL , [then] I come along andtry DIFFERENTIATING UNDER the INTEGRAL sign, and often it worked.

(1.2) involves integrals and derivatives with respect to separate variables: integration with respect to xand di erentiation with respect to t. Example 1.2. We saw in Example1.1that R 1 0 (2x+t3)2 dx= 4=3+2t3 +t6, whose t-derivative is 6t2 + 6t5. According to (1.2), we can also compute the t-derivative of the integral like this: d dt Z 1 0 (2x ...

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