1. Newton–Leibniz Rule (Differentiation of Definite Integral w.r.t. a Limit) JEE Main & Advanced

When the limits of a definite integral are functions of x, we differentiate using the following rule:

ddxu(x)v(x)f(t)dt=f(v(x))v(x)f(u(x))u(x)

Special Cases

Form Derivative Reason
ddxaxf(t)dt f(x) Lower limit constant; v(x)=x, v(x)=1
ddxxbf(t)dt f(x) Upper limit constant; u(x)=x, minus sign
ddxax2f(t)dt f(x2)2x Chain rule: v(x)=x2, v(x)=2x
ddxxx2f(t)dt f(x2)2xf(x) Both limits variable — apply full formula

Worked Example 1

Find F(x) if F(x)=1x2lntdt.

F(x)=ln(x2)ddx(x2)=2lnx2x=4xlnx

Worked Example 2

Find ddxxx2sintdt.

=sin(x2)2xsin(x)1=2xsin(x2)sinx

Application — Evaluating Limits via FTC + L'Hôpital

Many JEE limits of the form limxaaxf(t)dtg(x) are 00 forms. Apply L'Hôpital by differentiating numerator and denominator:

limxaaxf(t)dtg(x)=limxaf(x)g(x)

Example: limx00xtsintdtx2

L'Hlimx0xsinx2x=limx0sinx2=02=0

2. Differentiation Under the Integral Sign (DUIS) — Feynman's Technique JEE Advanced

If an integral contains a parameter (say a) inside the integrand, we can differentiate w.r.t. that parameter to create a simpler integral, solve it, then integrate back.

If I(a)=cdf(x,a)dx, then under suitable conditions:

I(a)=dIda=cdfadx

The key idea: differentiating w.r.t. the parameter a is often much simpler than computing the original integral directly.

The Classic Example: 01xa1lnxdx

Let I(a)=01xa1lnxdx.

Step 1 — Differentiate w.r.t. a:

I(a)=01a(xa1lnx)dx=01xalnxlnxdx=01xadx=1a+1

Step 2 — Integrate back:

I(a)=1a+1da=ln(a+1)+C

Step 3 — Determine constant using a known value:

I(0)=01x01lnxdx=010dx=0. So C=0.

I(a)=ln(a+1)

Now evaluate any integral of this family instantly:

  • 01x1lnxdx=I(1)=ln2
  • 01x21lnxdx=I(2)=ln3
  • 01x3x2lnxdx=I(3)I(2)=ln4ln3=ln43

When to Use DUIS

Look for these signals in the integrand:

  • xalnx or xaxblnx — the lnx in the denominator "cancels" on differentiation.
  • An integral you cannot evaluate by standard methods but could simplify by adding a parameter.
  • An integral family where one member is easy (e.g., a=0 gives a known value).

3. Integral Equations — Finding f(x) from a Functional Equation JEE Advanced

JEE Advanced frequently poses problems of the form: "Given that f(x) satisfies f(x)=g(x)+abh(t)f(t)dt, find f(x)."

The key observation: abh(t)f(t)dt is a definite integral — just a number. So we call it c (a constant), solve for f(x) in terms of c, substitute back to find c.

Standard Method

  1. Let c=abh(t)f(t)dt   (c is a constant).
  2. Then f(x)=g(x)+c — express f in terms of c.
  3. Substitute f(t)=g(t)+c into the definition of c:
  4. Solve the resulting algebraic equation for c.
  5. Substitute back to get explicit f(x).

Worked Example

Find f(x) if f(x)=x+01tf(t)dt.

Step 1: Let c=01tf(t)dt (a constant).

Step 2: Then f(x)=x+c, so f(t)=t+c.

Step 3: Substitute: c=01t(t+c)dt=01(t2+ct)dt=[t33+ct22]01=13+c2

Step 4: Solve: cc2=13c2=13c=23.

Step 5: f(x)=x+23.

Verification: 01t(t+23)dt=01(t2+2t3)dt=13+13=23=c

4. Summation Using Integration (Limit as a Riemann Sum) JEE Advanced

This technique (introduced in Topic 3) is extended here. The master formula is:

limn1nr=1nf(rn)=01f(x)dx

More generally: limn1nr=pqnf(rn)=pqf(x)dx

Step-by-Step Identification

Signal in the sum Interpretation
1n multiplied overall This is dx (width of each strip)
rn appearing This is x (position of strip)
r runs from 1 to n Limits 0 to 1
r runs from 0 to n1 Limits 0 to 1 (same integral)

Worked Example

Evaluate: limn(1n2+12+1n2+22++1n2+n2)

=limnr=1n1n2+r2=limn1nr=1n11+(rn)2

=0111+x2dx=[ln(x+1+x2)]01=ln(1+2)ln1=ln(1+2)

5. Estimation and Comparison of Definite Integrals JEE Advanced

When an integral cannot be computed exactly, its value can be bounded using:

Bound Property

If mf(x)M for all x[a,b], then:

m(ba)abf(x)dxM(ba)

Comparison Property

If f(x)g(x) for all x[a,b], then:

abf(x)dxabg(x)dx

Example — Bounding 01ex2dx

On [0,1]: e1ex2e0=1. So:

e1101ex2dx1, i.e., 1e01ex2dx1

(This integral has no closed form — the bound is the best we can do analytically.)