By combining the chain rule with the (second) Fundamental Theorem
of Calculus, we can solve hard problems involving derivatives of integrals.
Example:
Compute ddx∫x21tan−1(s)ds.
Solution:
Let F(x) be the anti-derivative of tan−1(x). Finding a
formula for F(x) is hard, but we don't actually need the formula!
∫x21tan−1(s)ds=F(x2)−F(1),
so
ddx∫x21tan−1(s)ds=2xF′(x2)=2xf(x2)=2xtan−1(x2).
This method generalizes:
If f is a continuous function and g and h are differentiable functions,
then
ddx∫h(x)g(x)f(s)ds=ddx[F(h(x))−F(g(x))]