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In calculus, Leibniz's rule for differentiation under the integral sign, named after Gottfried Leibniz, tells us that if we have an integral of the form
: \int_{y_0}^{y_1} f(x, y) \,\mathrm{d}y
then for x in (x0, x1) the derivative of this integral is thus expressible
: {\mathrm{d}\over \mathrm{d}x} \left ( \int_{y_0}^{y_1} f(x, y) \,\mathrm{d}y \right )= \int_{y_0}^{y_1} f_x(x,y)\,\mathrm{d}y
provided that f and its partial derivative fx are both continuous over a region in the form [x0, x1] × [y0, y1].
Thus under certain conditions, one may interchange the integral and partial di...