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The Product Rule
On this page we'll be looking at the product rule, or the Leibniz rule as it's more eruditely called. As usual our goal is to visualize it. We'll also be looking at the complementary rule for integration: integration by parts.
Though our goal on this page is to present a visual motivation for the rule, it's also easy to derive algebraically, and we will start with that.
We're given the product of two functions, u(x) and v(x). We want to find the derivative.
We start with the difference in their product as u and v
Multiplying it out,
We take the limit, letting Δu and Δv approach zero; their second order product, Δu ⋅ Δv, vanishes. Replacing Δu and Δv with du and dv, we write the limit in terms of our beloved sloppy infinitesimals:
And finally, dividing through by dx, we obtain the derivative:
In fact, we've dealt with this exact problem, when we tried to visualize x2, here. From the point of view of finding the derivative, the only significant difference between x2 and u(x)⋅v(x) is that u and v are not generally the same value, so the area they form is not necessarily a square.
We've borrowed our image from the discussion of the derivative of x2 and modified it slightly (mostly by making it a rectangle rather than a square) to produce figure 1, to the right. And that's really all there is to it.
The conclusion from the image is, of course, the same as the conclusion we arrived at algebraically. A few things should be emphasized.
If we're trying to integrate the product of two functions, and we know the integral of one of them, then we can do that part of the problem by itself, and (hopefully) reduce the complexity of the problem as a whole. That's what "integration by parts" is; we integrate one part of the problem at a time. Suppose we're integrating v(x)⋅w(x), and we know that u'(x) = w(x); then we can do this:
To derive this from the product rule, we start with equation (1.4), above. We multiply both sides by dx, so we have an equation of differentials:
And we put integral signs on both sides:
Evaluate the integral on the left side, rearrange things a bit, and we're done.
A tad opaque but you can't beat it for conciseness, and it highlights the fact that it's just the product rule run backwards.
Integration by Parts
The approach we're going to take is the simple one of just drawing the integral as an area under a curve. The general case of integration by parts may prove awkward, but there's one case where it's simple. Given
If u(x) is monotonic, then it's also invertible. In that case, we can treat v as a function of u by composing it with u-1:
where we've replaced v with V to emphasize that V is defined on the range of u rather than on the original domain of v.
If V, also, is monotonic, and if both V and u are increasing functions, then the visualization is easy. We picture V as a function of u, as shown in figure 2, and integrate V(u) from u0 to u1. By "turning the graph on its side" we can equally well picture u as a function of V, and then integrate u(V) from V0 to V1. The area of the large rectangle, minus the area of the small rectangle, is the region covered by the two integrals. So, we can see:
And that is all there is to it in this case.
|Figure 3: Integration by
parts, V(u) decreasing
When V(u) is a monotonic decreasing function of u, the diagram is rather more complicated but still straightforward (figure 3).
As before, we have drawn vertical lines at u0 and u1 showing the bounds of the area of integration. We've also drawn horizontal lines at V0 and V1 which bound the area of integration when we're viewing the curve as a function of V. The lines split the area under the curve into four pieces, A1, A2, A3, and A4.
By inspection, we see the lower rectangle -- areas 3 and 4 -- has height V1 and width u1, and hence has area u1⋅V1. Similarly, the left hand rectangle, made of areas 3 and 4, has area u0⋅V0. In summary, we have:
The minus sign on the last integral is due to the bounds of integration being "swapped", in that V0 > V1.
Putting equations (5.1) together in pairs, we have:
and finally we arrive at:
which is identical to equation (4.3), for the "increasing" case.
If u is monotonic and decreasing, we can still invert it and treat V as a function of u. Since u is running "right to left" as a function of x, u0 and u1 change places in the analysis. The result is the same, however. We're going to skip the details.
We can just slice the region of integration up into pieces on which u and V are monotonic, and since each of the segments has the same formula, the result will be the same. If I feel inspired at some point, I may write out the actual sum and show it in detail.