6.7 Parametric differentiation of integrals 185
In addition, by integration by parts,
It follows that
so that the order of integration with respect to xand differentiation with respect to α
can be interchanged in this case. This result is true in the general case
(6.34)
iff(x, α)and are continuous functions of xand α:
(6.35)
For the corresponding definite integral, if the limits are independent of the
parameter α,
(6.36)
When one or both of the limits of integration are infinite, it is necessary to ensure that
the integral of the function and that of its derivative are both convergent.
EXAMPLE 6.22Integrate.
The integral was evaluated in Section 6.5 from a reduction formula derived by
successive integrations by parts. An alternative method is to differentiate the simple
standard integral
The nth derivative ofe
−ax
with respect to ais(−1)
n
1 x
n
1 e
−ax
so that
ZZ
00
11
1
∞∞
xe dx
d
da
edx
d
da
nax n
n
n
ax n
n
n
−−
=−() =−()
aa
n
a
n
=
!
+ 1
Z
0
1
0
∞
edx
a
a
−ax
=, ()≠
Z
0
∞
exdx
−ax n
d
d
fx dx
d
d
fx dx
d
d
Fb
a
b
a
b
α
α
α
α
α
ZZ(),= (), (
=,αα
α
)()−,α
d
d
Fa
d
d
fx dx
d
d
fx dx
d
d
Fx
α
α
α
α
α
ZZ(),= (), ()α
=,
d
d
fx
α
(),α
Zfx dx Fx C() (),=,+αα
d
d
edx
d
d
edx
xx
αα
αα
ZZ
−−
=
ZZ
d
d
edx xedx
x
xx
α
α
α
−αα
−
=− = +
1
2
ee
−αx