Variable-limit Integrals and Extension

When the limits of integration are themselves functions of xx, use the variable-limit differentiation formula—this generalizes the upper-limit integral function.

Variable-Limit Integrals

Theorem2

Let f(x)f(x) be continuous on [a,b][a, b], and u(x),v(x)u(x), v(x) be differentiable on [c,d][c, d]. Then

ddx∫u(x)v(x)f(t) dt=f(v(x))⋅v′(x)−f(u(x))⋅u′(x)\frac{d}{dx} \int_{u(x)}^{v(x)} f(t) \, dt = f\bigl(v(x)\bigr) \cdot v'(x) - f\bigl(u(x)\bigr) \cdot u'(x)

Proof sketch: split the integral into two upper-limit integrals and apply the chain rule.

Worked Examples

Example 1: F(x)=∫0x2sin⁡t dtF(x) = \int_0^{x^2} \sin t \, dt, find F′(x)F'(x)

Solution: Upper limit v(x)=x2v(x)=x^2, so

F′(x)=sin⁡(x2)⋅2x=2xsin⁡(x2)F'(x) = \sin(x^2) \cdot 2x = 2x \sin(x^2)

Example 2: A Typical Graduate-Entrance-Exam Problem

Given f(x)=∫0xet2sin⁡t dtf(x) = \int_0^x e^{t^2} \sin t\,dt, g(x)=∫0xet2dt⋅sin⁡2xg(x) = \int_0^x e^{t^2} dt \cdot \sin^2 x, determine whether x=0x=0 is an extremum or inflection point of f(x)f(x).

Solution:

  1. Upper-limit derivative
    • f′(x)=ex2sin⁡xf'(x) = e^{x^2} \sin x
    • f′′(x)=2xex2sin⁡x+ex2cos⁡xf''(x) = 2x e^{x^2} \sin x + e^{x^2} \cos x
  2. Check extremum
    • f′(0)=0f'(0) = 0
    • f′′(0)=1>0f''(0) = 1 > 0
  3. Conclusion: x=0x=0 is a local minimum of f(x)f(x). This mirrors common exam tasks: differentiate the integral, then use higher derivatives to classify the point.

Summary

Symbols Used in This Article

SymbolTypePronunciation/ExplanationMeaning in This Article
u(x),v(x)u(x), v(x)function symbolfunction of the variableA differentiable function used as the limits of integration
f(t)f(t)function symbolintegrandThe function that is integrated
ddx\frac{d}{dx}mathematical symbolderivative with respect to xThe differentiation operator applied to the variable-limit integral
v′(x),u′(x)v'(x), u'(x)mathematical symbolv prime of x, u prime of xThe derivatives of the two limits, produced by the chain rule
F(x)F(x)function symbolF of xThe variable-limit integral itself, treated as a function of xx
F′(x)F'(x)mathematical symbolF prime of xThe derivative of that function, equal to the integrand at the upper limit
f′(x),f′′(x)f'(x), f''(x)mathematical symbolf prime of x, f double prime of xThe higher derivatives used to classify x=0x = 0 as a local minimum
et2e^{t^2}mathematical symbole to the t squaredThe exponential factor in the integrand of the graduate-exam example
sin⁡t,cos⁡t\sin t, \cos tmathematical symbolsine of t, cosine of tThe trigonometric functions appearing as integrands and in the derivatives
ttvariableteeThe integration variable inside the integral sign, distinct from the free variable xx

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