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Leibniz Rule

d Z v(x) dv du Z v(x) f (x, t)


f (x, t)dt = f (x, v(x)) f (x, u(x)) + dt
dx u(x) dx dx u(x) x

1
d Z 2/x sin xt
dt
dx t=1/x t
Z 2/x
sin 2 2 sin 1 1
= 2 2 + cos xt dt
2/x x 1/x x t=1/x

2/x
sin 2 sin 1 sin xt

= + +
x x x t=1/x

sin 2 sin 1 sin 2 sin 1


 
= + + =0
x x x x

2
Z v
1 et
s= dt
u t

s 1 ev l0 H ev
= 1
v v 1

s 1 eu l0 H +eu
= +1
u u 1

3
Evaluate the integral
Z 1
x 1
F () = dx ( 0)
0 ln x
by differentiating under the integral sign

Differentiate both sides with respect to :


Z 1
x 1
 
F 0 () = dx
0 ln x
#1
x+1
Z 1 Z 1 "
1 1
= x ln x dx = x dx = =
0 ln x 0 +1 0
1+

Integrating now with respect to we obtain F () = ln(1 + ) + C.


Since F (0) = 0, C = 0 F () = ln(1 + )

4
Evaluate the integral
Z
sin x
F () = ex dx
0 x

Differentiate both sides with respect to :

5
R x2 R x2
2 /4
Using 0 e = 2
, show that I = 0 e cos x dx = 2
e
Differentiate both sides with respect to :
Z
dI 2
= ex (x sin x) dx
d 0

2
Integrate by parts with u = sin x, dv = xex dx du = cos x dx, v =
2
ex /2: 
1 1 Z x2

2
= ex sin x + e cos x dx
2 0 2 0

The first term approaches zero at both limits and the integral is the original integral
I multiplied by :
dI
= I
d 2
dy xy dy
We might recognize this differential equation in the form dx
= 2
y
21 x dx
2 /4 2
ln y =14 x2 + C y = Cex . Thus I = Ce 4 and at = 0 the given value yields
C = /2 so:
Z
x2 2 /4
e cos x dx = e
0 2

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