Continuum mechanics/Leibniz formula

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The Leibniz rule

The integral

F(t)=a(t)b(t)f(x,t)dx

is a function of the parameter t. Show that the derivative of F is given by

dFdt=ddt(a(t)b(t)f(x,t)dx)=a(t)b(t)f(x,t)tdx+f[b(t),t]b(t)tf[a(t),t]a(t)t.

This relation is also known as the Leibniz rule.

Proof:

We have,

dFdt=limΔt0F(t+Δt)F(t)Δt.

Now,

F(t+Δt)F(t)Δt=1Δt[a(t+Δt)b(t+Δt)f(x,t+Δt)dxa(t)b(t)f(x,t)dx]1Δt[a+Δab+Δbf(x,t+Δt)dxabf(x,t)dx]=1Δt[aa+Δaf(x,t+Δt)dx+ab+Δbf(x,t+Δt)dxabf(x,t)dx]=1Δt[aa+Δaf(x,t+Δt)dx+abf(x,t+Δt)dx+bb+Δbf(x,t+Δt)dxabf(x,t)dx]=abf(x,t+Δt)f(x,t)Δtdx+1Δtbb+Δbf(x,t+Δt)dx1Δtaa+Δaf(x,t+Δt)dx.

Since f(x,t) is essentially constant over the infinitesimal intervals a<x<a+Δa and b<x<b+Δb, we may write

F(t+Δt)F(t)Δtabf(x,t+Δt)f(x,t)Δtdx+f(b,t+Δt)ΔbΔtf(a,t+Δt)ΔaΔt.

Taking the limit as Δt0, we get

limΔt0[F(t+Δt)F(t)Δt]=limΔt0[abf(x,t+Δt)f(x,t)Δtdx]+limΔt0[f(b,t+Δt)ΔbΔt]limΔt0[f(a,t+Δt)ΔaΔt]

or,

dF(t)dt=a(t)b(t)f(x,t)tdx+f[b(t),t]b(t)tf[a(t),t]a(t)t.


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