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Ex 3.1 Differentiation Under Integral Sign

This document discusses the continuity and differentiation of integrals that depend on parameters, particularly focusing on theorems related to integrals of functions of one or more parameters. It introduces the concept of Leibniz's rule for differentiation under the integral sign and provides proofs and examples to illustrate these principles. The document also includes specific examples of evaluating integrals involving logarithmic and trigonometric functions.

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Kunwar Abhay rai
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54 views16 pages

Ex 3.1 Differentiation Under Integral Sign

This document discusses the continuity and differentiation of integrals that depend on parameters, particularly focusing on theorems related to integrals of functions of one or more parameters. It introduces the concept of Leibniz's rule for differentiation under the integral sign and provides proofs and examples to illustrate these principles. The document also includes specific examples of evaluating integrals involving logarithmic and trigonometric functions.

Uploaded by

Kunwar Abhay rai
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Integral as a Function of a Parameter In this chapter, we shall study the Property of continuity and subse: : : ave : é quently the operations of aitterentietan: and integration to integrals of a funétion of single parameter. In definite integral, if the integrand is a function of one or more parameters in addition to the } variable of integration, then the integration of this function is a function of these parameters, For example, suppose f(x, a) is a function of variable x and a, where x is the variable of ° {ntegration, then I f(x, a) dx isa function of one parameter a. which is a function of single parameter ‘a’. Now, we shall first discuss the continuity of the integrals whose integrand is bounded and is integrable on a finite range of integration such as the integral of the form. [ire 0 a) ae 1) ee where f(c, a) is continuous in a 0 such that |gG)| <2 for all'x € (a, 6) wll) Since f (x, a) is continuous, therefore for a given > 0, there exists 5 > 0 such that lf le, a+8a)-f,a)| 0 ‘Therefore, F(a) is a continuous function of « on [2y, Ay) D> 85. Derivasitiry oF tiie ivTEGRAL (Leibnitz Rule when Limits of Integration are Independent of Parameter) Theorem. [By (1) and (2) IEF(@)= [” F(x, a) gle) de, where fx, 0), > F(x, «) are continuousina 0, there exists 6 > 0 such that [fi(ee, + 8a) — f(r, 0) | There exists # > 0 such that |g(x)| 0 —a Scanned with CamScanner ¥ — = [Reston He _ [fats e) ele) de| 0, ba a Ne) =f hale, a) gle) de , d ave) = f° 2 ; aoe P(a)= J) = J, Gq £0) ale) dx on [hy 7), Ifftx, a) and © f (x, a) are continuous functions of'x and a for a inal, 1 (t+cos fanz? | Stoo sina. 0 (+t?) + 2t cosa . t sin a dt 0 (t+ cos a)* + si a. sina. = 4] tan” (32%2)- tan“ (cot «| sin a 2 cos? + = -4/ tan“! ——_2 __ tan“! (cot a) 2sin 5 cos 2 P(@) =-20 Now integrating w.r.t. ‘a’, we get F(a) =—a? +c, where c is a constant of integration 7 ea (5) ga ° Also, F/2] =0 (i) 2 = -tte =0 > ene 4a? Hence, F(a) =~ a” + for alla € (—x, x). as TIE, I, [By given Fel Scanned with CamScanner | } | s ( # re _—_——. P example 2. ——=———— Show that | o ats dx = 1. log x oe A+), [M.D.U. 2018, 15, 14; K.U. 2013) Solution. Let F(a) = —— iy log x Here f(x, a) = a: 1 -1andg() = i 8G) = Teg? Where ccis a parameter. : ae : The functions f(x, @) and >> (x" — 1) = x* log x are continuous in (0, 1] and a>—1and iaa)= 4 is bounded and integrable. od : Therefore F’(c) = (F(a) exists and is given by 1 F@= (2 famewar a a But ae a gt next jt iq MO Go" =I) = x log x , tx loge (lig Fale [age "hs xott a. 1 or F(a) = * 41) a+}, lta Integrating (1) w.r-t. ‘a’, we have g (1 +) +e, where c is a constant of integration. | Now, FO) =log1+e=¢ and FO) = f'odr=0 i & c=0 Hence F(a) = log (1 + @). es ne 2 sin%0) d0, where a>0,B>0. Evaluate f Jog (02 cos*0 +B? sin®0) {K.U. 2018, 08; M.D.U. 2016, 13, 12] us 2 eos? 6 +B sin® 0) do ) Solution. Let F(o, B) = f log (a" cos Scanned with CamScanner Here g (0) = 1 and (0, a, B) = log (a? cos? 6 + B? sin? 6) This function isa function of two parameters « and P and we can difforentiats respect to any of the parameter « or . But in problems we must differentiate w.r.t, that“ eter, which makes the solution simpler. Pa Differentiating (2) w.r.t. parameter a, we get | é 2a. cos? 0 2a. | = F0,0,) = se | aa fee a” cos? 0+" sin? 0 a? +f? tan? 6 By theorem 3.3, we have d m2 9 — Fo, B) = F(a, p)= [2 aq BB) = FG, B) i Jaq 1 (0c B) g(0) do prea 46 =[ Fa fron B) it ic 2a. ‘ | 0 a? +B” tan? 0 Put tan 0 =¢ so that sec? 0 d0 = dt dt 1+? > (1+tan?9)d0=dt > do Now when @=0, ¢=0 and when 0= 5,t=2 " - dt Fo, p)= 20 [° ___“_ Be aes +B )G+e) [Using partial fraction! F@,a, B) = ="; Integrating w.r.t. ‘a’, we get = {= F@, a, B) J B date = log (a + B) +c, where c is a constant of integration. ~_ Scanned with CamScanner qe TTY so ‘taking B (1), we get =a F(0,a,a) = [” @) k 2 10g a? dO = 2 lop a [0]? = at, From (3), we have jo = tog FO, a, @) = log (2a) 4¢ - log a = m log (2a) +¢ T [log a — log (20)) 2 c = ae 1 log 3 = log 1 =~ nog 2 From (3), we get F(6, a, B) = x [log (a+ B) ~ log 2) = rlog 28 oa ——$— = e”*sin bs Prove that [° <—S"°% gs —tan-'® and hence deduce that a f= Pie =F, [K.U. 2009; M.D.U. 2008, 07, 051 x Solution. This integral is a function of two parameters a and b, so let — * sin bx Fa,b)= [" © de @ x Here g(x) = t and f(x, a,b) =e" sin bx Both functions g(x) and f (x, a,b) satisfy the conditions of theorem 3.5, therefore the func- tion F(a, b) can be differentiated w.r.t. one parameter ‘b’ (say) as: © 8 (g-° sin bx) de ate, ®) F(a,b)= i a sin bx) = fr eM (008 be) ge = [er cos be de = o = Integrating by parts, we get F'(@,b)= [= sine e , oc a,b) = i Load fem sinbe de bo Scanned with CamScanner aM : Pir, o$f-e 2] -Ler ogee 2 ato o* cos be de= 5 15 Fa, b) 2 a > F'@,b) = 1x 6? (a? + 6?) Integrating w.r.t. 'b’, we get by ntant eae Foa,d) = a4 tan? > a a a | where ‘c’ is a constant of integration. Putting b = 0 in both (1) and (2), we get F(a,0) = [“¢-« 5 = [Pew = @,0) = fre |," Mdr=0 and F(a, 0) =tan10+ce=0+e=c e=0 % From (2), we have F(a, b) = tan? 2 a fe Oe ting tan Om ten fe lox owt Gg Hence, ie an bx. a | (3) | Deduction : Putting a = 0 in (1) and (3), we get | | | | | | f It | Iff(, a) and , (x, a) are continuous functions pees a : a s ina 0. (K.U. 2012; M.D.U. 2009, 06} Solution. Here the integral involves the parameter a in the limits of integration. fae c log (1+ ax) Let "aaa? AD) : log (1. + ox) The functions /'(x, a) = ~~ —3— and f,{a, a) satisfy the conditions of the modified result, therefore we can differentiate F(a) w.r-t.‘o’ as: f craps Peed= [f 2 EAE ae WEDGE) do 1080-29 oy a cates Isa? do 1+0 rf Lz lta) 5 “to L+ox 14x? 1+? : Jog (1+?) 2) aye: ft ee mn} P= |; G+x)d+an) lsat . ea as] By partial fractions, wehave 7——a) Gy qq) d+a%)|itax 1+x . eres 8) aoe OS ——7 \Vinas 1+" From(2), Pia) = [) aon lies iss ae © Jog (1 +a?) 4 : [- meat an)e gine ess 0s J, dee) aig), ee ee 1 [-mwaisevegiare sem oy are) -Gsa) Scanned with CamScanner led +0%) ; Z [-fiowa +24) +a tanta] “ase 2 a+a?) 1 1 2. -1 = 5 oe 1 + @*) + @ tan’ o| G+) E . Integrating w.r.t. ‘a’, we get 2 a1 Foa) = 2 f EGO ge 5 ( A1OP 4 da +, 2 1+a’ l+a where c is the constant of integration 20 1+a? . if (+a) tan“ (a) a tan! «dal + [xtante log (1 +?) tan“? F@) = = log (1 + a2) tanta +e To find c : Putting o = 0 in (1) and (3), we get F(0)=0 and F(0)=c ce=0 “log (+ax) , 1 Hence Fo) = f° eG+ox) 9, 1 2) tan} ip aoe 3 log (1+ 02) tant a, Tn case an integral is given with its value, then differentiating both the sides wrt. parameter, Wwe get a new integral on one side and its value on the other as shown it the following example. he (a> 0), deduce that (ee m 1.3.5 -3) 0 (x? 4a)" ~ Qgm-T 2g, By Hence, deduce that fe cos®* 9 qo-1 a 5 Scanned with CamScanner or ~~ sc p golution. Wehave [dx _ 0 xt +a? “9 @>0) ifferentiating both sides wt, ta, w, ie ie Sides w.r.t. ‘a’, Bet Valsts ‘ fois : Ser a 0 eae Again differentiating w.r.t‘a’, we get "= 9) nif 3 CGP az t( 8) Again differentiating w.r.t. ‘a’, we get (8) (2a) 0 (x? +a) fg dx or 0 aay Repeating this process (n — 4) times more, we obtain Gillin 19 8 Gr-)_ 1 i 0 dp 1.86 .(2n - 3) 7 { Gat gam? 2.4.6. -(2n = 2) Deduction : Put x =a tan 0 so that dx = a sec? 0.d0 Alsowhenx=0, @=0 and when x=, 0= From (1 have m (1), we hav 1.3.5... 2n-9) e135 0n-9 wa asec go-ar9 4.6.) it (a? tan? 0+ Scanned with CamScanner 3.14 */2_ asec? 0 —asee 8 doe 2/2 or Jf cost-? 00 = Jo Changing n to (n + 1) on both sides, we get (Feanpie ‘i =) a x(a? +b*) Prove shat | xi bcos x) daebe "D.U, 264 a/2 Solution. First we shall determine [ poeta loa sin? x +? cos" x dx s (ie sec? x dx a? sin? x+6? cos?x to a? tan? x +b" Wividing the numerator and denominator by co? Put tanx =¢so that sec? x dx = dt Now, when =0, #=0 and whenx= 5, t=2. ki =f oH Thus ie de . 3 eer as ia 0 a? sin? x +b? cos" x 2ab Differentiating both sides of () w.rt ‘a’, we get at pia 9 af aa es ales] Scanned with CamScanner y ST ea 7m ’ 2 [ "2 sin® x ae (sin? x4 Beast pe te = 2 Similarly, differentiating both sides of 1) w 4.4 4 : Wor. BY, we got 22 | 2b cos? x . 0 GP sin? a4 FF oat gh & ps i —__¢08? i @ sin? xe bP age pe = aa (3) Adding (2) and (3), we get -— | f sin? x + cos? = T Tr 7.7 Toy de = to @ sin? x +87 cos? a? 405 * dab 1 Evaluate ["108.1+.e¢08 2) Jo dx for |a|<1. [K.U. 2014, 11; M.D.U. 2013] cos x 2/2 2 Prove that if a> p, tog( 228828 -1 nO.) oe ai a—fsin 6) sing ale (M.D.U. 2017, 09, 07; K.U. 2006} 2/2 Brg ce 8. Prove that [log (a eos? 0 + B sin® 0) dO = x log Wei] for a> 0 and B > 0. K [K.U. 2008; M.D.U. 2007, 06) 14; M.D.U. 2015, 11; C.D.L.U. 2013] Cs Riatuate ae ifaz0. [KU. 2017, 1 + x’ ‘ IK.U. 20151 m dx no a> 72 * 5. Evaluate i ja>0 and deduce that Jp ( +008 me @- 0 a + cos x Scanned with CamScanner f © log (1+. a2x%) 6. Evaluate He rd Ku, 2, 12 +asin? x. 7. Prove that [” Rede gs D deer ra -1,a>-1. HU, ang 8. Prove that [sin 0 cos-1 (cos a cosce 0) d0 = 4x -eos 2). (W.D.U. 2014; Ky, 2005, 9. Prove that ["_—@ __ , @>0, [b| 0), deduce that lo +a? 2a « 2n-3) : ae f zy rag’ Where n is a positive integer. a fe . 1. Prove that ae (KU, 201 S @ cos x+sin?x 2a : 12. Evaluate : dx,a>P>—1 Jo log x 18. State and prove Leibnitz’s rule when limits of integration are functions of the parameter. 1. xsin a a ples +a) 4 6. log Scanned with CamScanner ex of of fat

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