In calculus the Leibniz integral rule for differentiation under the integral sign is based on the following theorem.
Theorem for differentiation under the integral sign:
Suppose $a \le b$ and $c \le d$ are four real constants.
Suppose also that $f(x,y) : P \to \mathbb{R}$ is a function which is continuous and has a continuous partial derivative $f_y(x,y)$ in the rectangle
$$P = \{(x,y) | a \le x \le b, c \le y \le d\} \tag{1}$$
Suppose also that the functions
$$\alpha(y), \beta(y) : [c,d] \to [a,b]$$
are differentiable in the interval $[c,d]$. Then the integral
$$\Phi(y) = \int\limits_{\alpha(y)}^{\beta(y)} f(x,y) \ dx$$
(which is a function of $y \in [c,d]$) is a differentiable function of $y$ in the interval $[c,d]$ and
$$\Phi'(y) = f(\beta(y),y)\cdot \beta'(y) - f(\alpha(y),y)\cdot \alpha'(y) + \int\limits_{\alpha(y)}^{\beta(y)} f'_{y}(x,y) \ dx \tag{2}$$
Note:
In the special case when $\alpha(y) = \alpha$ and $\beta(y) = \beta$ are constant functions equality $(2)$ takes the form
$$\Phi'(y) = \int\limits_{\alpha}^{\beta} f'_{y}(x,y) \ dx \tag{3}$$
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