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Differentiation under an improper multiple integral under an integrable derivative bound

Statement

Let DRn be open and IR be an open interval. Suppose f and tf are continuous on D×I, one slice ft is absolutely improperly integrable, and for every compact interval CI there is a nonnegative improperly integrable gC with tf(x,t)gC(x) for xD and tC. Then every slice is absolutely improperly integrable, the function F(t)=Df(x,t)dx is continuously differentiable, and

F(t)=Dtf(x,t)dx.

The parameter derivative may be passed through the improper multiple integral under an integrable uniform derivative bound.

Facts & Assumptions

Given: The domain, interval, integrand, derivative, base slice, and dominators of the Statement; fix t0I.

[L1]

The mean value theorem gives an interior c with h(b)h(a)=h(c)(ba) for a continuous function differentiable inside an interval (The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c(a,b) with f(b)f(a)=f(c)(ba)).

[L2]

If locally integrable slices ut satisfy utg on a compact parameter set, where g0 and Dg<+, then their improper-integral tails outside one compact Jordan core are uniformly small (An integrable dominator gives uniform tail control on every compact parameter set).

[L3]

If u:D×IR is continuous and locally dominated near every parameter by a nonnegative improperly integrable function, then tDu(x,t)dx is continuous in the relative topology (Locally dominated parameter-dependent improper multiple integrals are continuous).

[L4]

If ug and g has finite nonnegative improper integral, then u is absolutely improperly integrable (Comparison and absolute comparison tests for improper multiple integrals).

[L5]

A continuous map from a compact metric space is uniformly continuous (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous).

[L6]

Proper multidimensional integrals are linear and satisfy uu (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in Rm).

[L7]

If u is absolutely improperly integrable, its proper integrals along every compact Jordan exhaustion converge to Du (Absolute convergence makes signed improper multiple integrals independent of exhaustion).

Proof

technique · direct
1.1

On the compact parameter interval between t and any tI, [L1] gives f(x,t)f(x,t)ttgC(x) pointwise. Fact [L4] makes the difference absolutely improperly integrable. Proper linearity in [L6] along one exhaustion and convergence in [L7] show that a sum of two absolutely improperly integrable functions is again absolutely improperly integrable, so ft=ft+(ftft) is absolutely improperly integrable.

L1L4L6L7algebra
1.2

For nonzero h with t0+hI, [L1] bounds the difference quotient qh(x):=(f(x,t0+h)f(x,t0))/h by one integrable dominator. On a compact Jordan core, [L5] and [L1] make qhtf(,t0) uniformly as h0.

L1L2L5
2.1

Use [L2] to make the tails of both qh and tf(,t0) uniformly small, then use the uniform convergence from step 1.2 on the core and [L6]. It follows that DqhDtf(x,t0)dx. On every compact member of one exhaustion, proper linearity in [L6] gives qh=(ft0+hft0)/h; applying [L7] to the three absolutely integrable functions passes this identity to D. Hence the left side is the difference quotient of F, proving the asserted derivative formula.

step 1.2L2L6L7
3.1

Apply [L4] to each derivative slice and [L3] to the continuous integrand tf, using the same local dominators, to see that the derivative integral is continuous in t. Thus F is C1 on I.

step 2.1L3L4

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