Using Leibniz's Rule to Prove 𝑈′( 𝑥 ) = 𝑈( 𝑥 ) From an Integral Definition

Solution Proof of U'(x) = U(x)

Given that

\[ U(x) = 1 + \int_0^x U(t) \, dt \]

Show that \( U'(x) = U(x) \)

Solution

\[ U(x) = 1 + \int_0^x U(t) \, dt \]

Solving equation (1) using Leibniz's Rule, which states:

\[ \frac{d}{dx} \left( \int_{g(x)}^{h(x)} f(t, x) \, dt \right) = f(h(x), x) \cdot h'(x) - f(g(x), x) \cdot g'(x) \]

In this case:

  • \( g(x) = 0 \quad \text{(Lower limit)} \)
  • \( g'(x) = 0 \)
  • \( h(x) = x \quad \text{(Upper limit)} \)
  • \( h'(x) = \frac{d}{dx}(x) = 1 \)
  • \( f(t, x) = U(t) \)

So:

\[ \frac{d}{dx} \left( \int_0^x U(t) \, dt \right) = U(x) \cdot 1 - U(0) \cdot 0 = U(x) \]

Now differentiate equation (1):

\[ \frac{d}{dx} U(x) = \frac{d}{dx} \left( 1 + \int_0^x U(t) \, dt \right) = U(x) \]
\[ \therefore \quad U'(x) = U(x) \quad \

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