Appendix A: Leibniz's Rule

Leibniz's Rule is to find the derivative with respect to t of a quantity

# ( t ) which is an integral of a function f of variables over a domain that is a

function o f t . Geometrically, the domain of integration of variables can be a
space that varies with time t. We derive Leibniz's rule for the integral of an
arbitrary function f in one dimension, two dimensions, and three dimensions
to illustrate its geometric meaning.

A.l One 1)imensional Intepral

dA(t)= lim A(t + At) - A(1)

dl

A/

A~+O

1
= A,+O
lim [~1 " A
,(I+A
' I)( x /

+A

From Taylor series expansion,

b(t

+ At) = b(t) +-db A t + ...

dl

We have, to the limit of At + 0

Therefore, the Leibniz's rule for 1 -D integral is written.

) - f'("f(x,/)dx
((11

Let's now examine the geometric intcrpretation as show in Fig. A l , where A

(t) is the area obtained by the integration off (x, t) with respect to x, over the
one - di~nensionaldomain ( a (t), b (t)). Ilere, a and b are the boundary
points of (a, b).
In tcrllxi or vector, the velocitie s at a and b arc

da
v a = -I
dt

and

V, =

db
dt

-I,

From Figure A l , Let's define the unit vector outward normal to dolnain
bo~~ndaries
as

n,=-i

and

n. Then, for

1-D case, where the domain is given by (a, b),

nb=i, where i

is the unit vector in x-direction. Then the

1,eibniz's r ~ ~inl evector notation becomes

-.-.

.,...

,,\,\\,,

I,\\\\\,

T .f'

----I

Arecr Clzcrnge jrom Time t to t

+ Vt

rcspcctivc ly

A.2 Two Dimensional lntegral

Let's consider the 2-D case for the integral V(t) obtained by the integration
o f f (x, y, t) over the domain A(t) that change with t.

where, A(t) is the area (domain) laying on the x-y plane with dA=dxdy and is
enclosed by the boundary line-loop C(t) as iliustrated in Figure A.2. The
change o f V(t) with respect to t, now, according to L,eibniz's rule, can be
written as

-dA

(I)
dt

4
0

f d dn c
'

dt

where dA at the boundary C(t) is expressed as dA=dndc. Hence, (n,c) is the

local coordinate with dc being tangential and dn being normal to C(t).
If v is the velocity on C(t), the velocity co~nponentof v outward normal to
tin
the outward normal velocity vector. I-lere, we have,
dt

C(/) is v. =v* n=-,

where d c

d c n is the outward

normal vector of d c on C(t)

The 1,eibniz' s rule in 2 - D then becomes

x
Fig. A.2

A.3 Threc I)imensional Integral

Let's consider the 3-D case where the integral, K(t) is obtained by the
intcgral o f f (x, y, z, t) over the volurne domain V(/)that change with t,

Hence, V(t) is the volume (domain) laying on the x-y-z space with
dV-dxdydz and is enclosed by the surl'ace boundary S(t) as illustrated in
1;igure A.3. The change ol'K(t) with respect to t, now, according to 1,eibniz3s
rulc, can bc writtcn as

where dV = ~Inds wit11 CIJ. being the area increament on S and (in
being the increament in the direction outward normal to S
dV
dn
- -ds
= v , , d s = v n d s = v U'S
NO^ lhul, -dl
d/

where

dn

-=

' dl

v,,

d s = nds
In1 = 1

= v a n

Summary
"f' can be any quantity either a scalar, vector or tensor. Iffis any tensor, e.g.

density, energy of ''f(x, y, z, and t)", which is fi~nctionof x, y, z and t , then it

is true that:
Kfi)

ll~,~,,,ffx,.~,z,~)~/xd~dz