Dear pradyot
Leibniz Integral Rule
The Leibniz integral rule gives a formula for differentiation of a definite integral whose limits are functions of the differential variable,

where the partial derivative of f indicates that inside the integral only the variation of ƒ ( x, α ) with α is considered in taking the derivative.
Example
Here, we consider the integration of

where both
, by differentiating under the integral sign.
Let us first find 
Dividing both the numerator and the denominator by
yields

The limits of integration being independent of
gives us

whereas
gives us

Equating these two relations then yields

In a similar fashion, pursuing
yields

Adding the two results then produces

which is the value of the integral 
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