DIFFERENTIATING UNDER THE INTEGRAL SIGN
(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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