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In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Wilhelm Leibniz, states that for an integral of the form () (,), where < (), < and the integrands are functions dependent on , the derivative of this integral is expressible as (() (,)) = (, ()) (, ()) + () (,) where the partial derivative indicates that inside the integral, only the ...
The proof of the general Leibniz rule [2]: 68–69 proceeds by induction. Let and be -times differentiable functions.The base case when = claims that: ′ = ′ + ′, which is the usual product rule and is known to be true.
In calculus, the product rule (or Leibniz rule [1] or Leibniz product rule) is a formula used to find the derivatives of products of two or more functions.For two functions, it may be stated in Lagrange's notation as () ′ = ′ + ′ or in Leibniz's notation as () = +.
Logarithmic differentiation is a technique which uses logarithms and its differentiation rules to simplify certain expressions before actually applying the derivative. [ citation needed ] Logarithms can be used to remove exponents, convert products into sums, and convert division into subtraction—each of which may lead to a simplified ...
When taking the antiderivative, Lagrange followed Leibniz's notation: [7] = ′ = ′. However, because integration is the inverse operation of differentiation, Lagrange's notation for higher order derivatives extends to integrals as well. Repeated integrals of f may be written as
Nevertheless, Newton and Leibniz remain key figures in the history of differentiation, not least because Newton was the first to apply differentiation to theoretical physics, while Leibniz systematically developed much of the notation still used today. Since the 17th century many mathematicians have contributed to the theory of differentiation.
The problem of the differentiation of integrals is much harder in an infinite-dimensional setting. Consider a separable Hilbert space ( H , , ) equipped with a Gaussian measure γ . As stated in the article on the Vitali covering theorem , the Vitali covering theorem fails for Gaussian measures on infinite-dimensional Hilbert spaces.
Leibniz's rule (named after Gottfried Wilhelm Leibniz) may refer to one of the following: Product rule in differential calculus; General Leibniz rule, a ...