3. A proof of Leibniz's Rule Leibniz's Rule says that if f is con- tinuous on [a, b] and if u(x) and v(x) are differentiable functions of x whose values lie in [a, b], then ru(x) d dv f(t) dt = f(v(x)) dx du f(u(x)) dx dx u(х) Prove the rule by setting g(и, v) f(t) dt, и 3 и(х), v = v(x) and calculating dg/ dx with the Chain Rule.

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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3. A proof of Leibniz's Rule Leibniz's Rule says that if f is con-
tinuous on [a, b] and if u(x) and v(x) are differentiable functions
of x whose values lie in [a, b], then
ru(x)
d
dv
f(t) dt = f(v(x))
dx
du
f(u(x))
dx
dx
u(х)
Prove the rule by setting
g(и, v)
f(t) dt,
и 3 и(х),
v = v(x)
and calculating dg/ dx with the Chain Rule.
Transcribed Image Text:3. A proof of Leibniz's Rule Leibniz's Rule says that if f is con- tinuous on [a, b] and if u(x) and v(x) are differentiable functions of x whose values lie in [a, b], then ru(x) d dv f(t) dt = f(v(x)) dx du f(u(x)) dx dx u(х) Prove the rule by setting g(и, v) f(t) dt, и 3 и(х), v = v(x) and calculating dg/ dx with the Chain Rule.
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