I have a continuous function $f:[0,1] \rightarrow \mathbb R$ and I would like to find the second derivative of $$G(x) = \int_x^1(t-x)f(t)dt$$
I started off by using partial integration and got:
$$G(x) = [(t-x)\int_0^tf(s)ds]|_x^1 – \int_x^1\Big ( \int_0^tf(s)ds\Big )dt=$$
$$(1-x)\int_0^1f(s)ds-\int_x^1\Big ( \int_0^tf(s)ds\Big )dt$$
This is where I get stuck. If, what I have so far is correct, I would move on trying to take the derivative of $G$ now with the Fundamental theorem of calculus. However, since I am using it for the first time, I do not quite know what to do, especially with the limits of my integral being switched up ($x$ is the lower limit instead of the upper limit). How do I proceed here? Any help is greatly appreciated!
Best Answer
You can use the Leibniz integral rule: $$\frac{d}{dx}\int_{a(x)}^{b(x)} c(x,t)\,dt = \int_{a(x)}^{b(x)}\frac{dc}{dx}(x,s)\,ds + c[x,b(x)]\frac{db}{dx} - c[(x,a(x)]\frac{da}{dx}.$$
This will give $$G'(x) = \int_{x}^1 -f(t)\,dt + 0 - 0$$ $$G''(x) = 0+0+f(x).$$