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Integration using parametric derivatives

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Method which uses known Integrals to integrate derived functions
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Incalculus,integration by parametric derivatives, also calledparametric integration,[1] is a method which uses knownIntegrals tointegrate derived functions. It is often used in Physics, and is similar tointegration by substitution.

Statement of the theorem

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By using theLeibniz integral rule with the upper and lower bounds fixed we get that
ddt(abf(x,t)dx)=abtf(x,t)dx{\displaystyle {\frac {d}{dt}}\left(\int _{a}^{b}f(x,t)dx\right)=\int _{a}^{b}{\frac {\partial }{\partial t}}f(x,t)dx}
It is also true for non-finite bounds.

Examples

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Example One: Exponential Integral

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For example, suppose we want to find the integral

0x2e3xdx.{\displaystyle \int _{0}^{\infty }x^{2}e^{-3x}\,dx.}

Since this is a product of two functions that are simple to integrate separately, repeatedintegration by parts is certainly one way to evaluate it. However, we may also evaluate this by starting with a simpler integral and an added parameter, which in this case ist = 3:

0etxdx=[etxt]0=(limxetxt)(et0t)=0(1t)=1t.{\displaystyle {\begin{aligned}&\int _{0}^{\infty }e^{-tx}\,dx=\left[{\frac {e^{-tx}}{-t}}\right]_{0}^{\infty }=\left(\lim _{x\to \infty }{\frac {e^{-tx}}{-t}}\right)-\left({\frac {e^{-t0}}{-t}}\right)\\&=0-\left({\frac {1}{-t}}\right)={\frac {1}{t}}.\end{aligned}}}

This converges only fort > 0, which is true of the desired integral. Now that we know

0etxdx=1t,{\displaystyle \int _{0}^{\infty }e^{-tx}\,dx={\frac {1}{t}},}

we can differentiate both sides twice with respect tot (notx) in order to add the factor ofx2 in the original integral.

d2dt20etxdx=d2dt21t0d2dt2etxdx=d2dt21t0ddt(xetx)dx=ddt(1t2)0x2etxdx=2t3.{\displaystyle {\begin{aligned}&{\frac {d^{2}}{dt^{2}}}\int _{0}^{\infty }e^{-tx}\,dx={\frac {d^{2}}{dt^{2}}}{\frac {1}{t}}\\[10pt]&\int _{0}^{\infty }{\frac {d^{2}}{dt^{2}}}e^{-tx}\,dx={\frac {d^{2}}{dt^{2}}}{\frac {1}{t}}\\[10pt]&\int _{0}^{\infty }{\frac {d}{dt}}\left(-xe^{-tx}\right)\,dx={\frac {d}{dt}}\left(-{\frac {1}{t^{2}}}\right)\\[10pt]&\int _{0}^{\infty }x^{2}e^{-tx}\,dx={\frac {2}{t^{3}}}.\end{aligned}}}

This is the same form as the desired integral, wheret = 3. Substituting that into the above equation gives the value:

0x2e3xdx=233=227.{\displaystyle \int _{0}^{\infty }x^{2}e^{-3x}\,dx={\frac {2}{3^{3}}}={\frac {2}{27}}.}

Example Two: Gaussian Integral

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Starting with the integralex2tdx=πt{\displaystyle \int _{-\infty }^{\infty }e^{-x^{2}t}dx={\frac {\sqrt {\pi }}{\sqrt {t}}}},taking the derivative with respect tot on both sides yields
ddtex2tdx=ddtπtx2ex2t=π2t32x2ex2t=π2t32{\displaystyle {\begin{aligned}&{\frac {d}{dt}}\int _{-\infty }^{\infty }e^{-x^{2}t}dx={\frac {d}{dt}}{\frac {\sqrt {\pi }}{\sqrt {t}}}\\&-\int _{-\infty }^{\infty }x^{2}e^{-x^{2}t}=-{\frac {\sqrt {\pi }}{2}}t^{-{\frac {3}{2}}}\\&\int _{-\infty }^{\infty }x^{2}e^{-x^{2}t}={\frac {\sqrt {\pi }}{2}}t^{-{\frac {3}{2}}}\end{aligned}}}.
In general, taking then-th derivative with respect tot gives us
x2nex2t=(2n1)!!π2nt2n+12{\displaystyle \int _{-\infty }^{\infty }x^{2n}e^{-x^{2}t}={\frac {(2n-1)!!{\sqrt {\pi }}}{2^{n}}}t^{-{\frac {2n+1}{2}}}}.

Example Three: A Polynomial

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Using the classicalxtdx=xt+1t+1{\displaystyle \int x^{t}dx={\frac {x^{t+1}}{t+1}}} and taking the derivative with respect tot we get
ln(x)xt=ln(x)xt+1t+1xt+1(t+1)2{\displaystyle \int \ln(x)x^{t}={\frac {\ln(x)x^{t+1}}{t+1}}-{\frac {x^{t+1}}{(t+1)^{2}}}}.

Example Four: Sums

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The method can also be applied to sums, as exemplified below.
Use theWeierstrass factorization of thesinh function:
sinh(z)z=n=1(π2n2+z2π2n2){\displaystyle {\frac {\sinh(z)}{z}}=\prod _{n=1}^{\infty }\left({\frac {\pi ^{2}n^{2}+z^{2}}{\pi ^{2}n^{2}}}\right)}.
Take the logarithm:
ln(sinh(z))ln(z)=n=1ln(π2n2+z2π2n2){\displaystyle \ln(\sinh(z))-\ln(z)=\sum _{n=1}^{\infty }\ln \left({\frac {\pi ^{2}n^{2}+z^{2}}{\pi ^{2}n^{2}}}\right)}.
Derive with respect toz:
coth(z)1z=n=12zz2+π2n2{\displaystyle \coth(z)-{\frac {1}{z}}=\sum _{n=1}^{\infty }{\frac {2z}{z^{2}+\pi ^{2}n^{2}}}}.
Letw=zπ{\displaystyle w={\frac {z}{\pi }}}:
12coth(πw)πw121z2=n=11n2+w2{\displaystyle {\frac {1}{2}}{\frac {\coth(\pi w)}{\pi w}}-{\frac {1}{2}}{\frac {1}{z^{2}}}=\sum _{n=1}^{\infty }{\frac {1}{n^{2}+w^{2}}}}.

References

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  1. ^Zatja, Aurel J. (December 1989)."Parametric Integration Techniques | Mathematical Association of America"(PDF).www.maa.org. Mathematics Magazine. Retrieved23 July 2019.

External links

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WikiBooks: Parametric_Integration


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