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    Differentiation Under The Integral Sign

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    Ali Al-hamaly
    In his autobiography Surely you’re joking, Mr. Feynman, Richard Feynman discusses his “different box of tools”. Among other things, he mentions a tool he picked up from the text Advanced Calculus byWoods, of differentiating under the integral sign – “it’s a certain operation... that’s not taught very much in the universities”. It seems some things haven’t changed in the way calculus is taught, since I was never exposed to this trick in classes either. However, I’ve accidentally stumbled upon several elegant applications of the maneuver, and thought I’d write a couple of them down

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Differentiation Under The Integral Sign

    Uploaded by

    Ali Al-hamaly
    186 views3 pages
    In his autobiography Surely you’re joking, Mr. Feynman, Richard Feynman discusses his “different box of tools”. Among other things, he mentions a tool he picked up from the text Advanced Calculus byWoods, of differentiating under the integral sign – “it’s a certain operation... that’s not taught very much in the universities”. It seems some things haven’t changed in the way calculus is taught, since I was never exposed to this trick in classes either. However, I’ve accidentally stumbled upon several elegant applications of the maneuver, and thought I’d write a couple of them down

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    Differentiation Under the Integral Sign

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    In his autobiography Surely you’re joking, Mr. Feynman, Richard Feynman discusses his “different box of tools”. Among other things, he mentions a tool he picked up from the text Advanced Calculus byWoods, of differentiating under the integral sign – “it’s a certain operation... that’s not taught very much in the universities”. It seems some things haven’t changed in the way calculus is taught, since I was never exposed to this trick in classes either. However, I’ve accidentally stumbled upon several elegant applications of the maneuver, and thought I’d write a couple of them down

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    186 views3 pages

    Differentiation Under The Integral Sign

    Uploaded by

    Ali Al-hamaly
    In his autobiography Surely you’re joking, Mr. Feynman, Richard Feynman discusses his “different box of tools”. Among other things, he mentions a tool he picked up from the text Advanced Calculus byWoods, of differentiating under the integral sign – “it’s a certain operation... that’s not taught very much in the universities”. It seems some things haven’t changed in the way calculus is taught, since I was never exposed to this trick in classes either. However, I’ve accidentally stumbled upon several elegant applications of the maneuver, and thought I’d write a couple of them down

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 3

    DIFFERENTIATION UNDER THE INTEGRAL SIGN

    LEO GOLDMAKHER

    In his autobiography Surely youre joking, Mr. Feynman, Richard Feynman discusses his different
    box of tools. Among other things, he mentions a tool he picked up from the text Advanced
    Calculus by Woods, of differentiating under the integral sign its a certain operation... thats not
    taught very much in the universities. It seems some things havent changed in the way calculus is
    taught, since I was never exposed to this trick in classes either. However, Ive accidentally stumbled
    upon several elegant applications of the maneuver, and thought Id write a couple of them down.
    1. D ERIVATION OF THE GAMMA FUNCTION
    An old problem is to extend the factorial function to non-integer arguments. This was resolved by
    Euler, who discovered two formulas for n! (one an integral, the other an infinite product) which
    make sense even when n is not an integer. We derive one of Eulers formulas by employing the
    trick of differentiating under the integral sign. I learned about this method from the website of
    Noam Elkies, who reports that it was used by Inna Zakharevich in a Math 55a problem set.
    Let

    etx dx.

    F (t) =
    The integral is easily evaluated, so that F (t) =
    easily leads to the identity
    Z

    F 0 (t) =

    Taking further derivatives yields


    Z

    0
    1
    t

    for all t > 0. Differentiating F with respect to t

    1
    x etx dx = 2 .
    t

    xn etx dx =

    n!
    tn+1

    which immediately implies the formula


    Z
    n! =

    xn ex dx.

    The right hand side is the famous gamma function, and does not depend on n being an integer.
    2. A SUBSTITUTE FOR CONTOUR INTEGRATION
    A standard application of complex analysis is to calculate the integral
    Z
    sin x
    dx.
    x
    1

    This integral is difficult to handle by standard methods, because the antiderivative of sinx x cannot
    be expressed in terms of elementary functions. We will calculate this integral using two tricks:
    differentiating under the integral sign, and representing sin x in terms of complex exponentials.
    First, observe that

    Z
    sin x
    sin x
    dx = 2
    dx
    x
    x
    0
    so that it suffices to evaluate the integral on the right hand side. Set
    Z
    sin x tx
    G(t) =
    e dx.
    x
    0
    This clearly converges for all t 0, and our aim is to evaluate G(0). We have
    Z
    0
    etx sin x dx.
    G (t) =
    Z

    This integral can be explicitly evaluated. One approach, which is elegant but somewhat ad hoc, is
    to integrate by parts twice. A different method, which requires more calculation but is vastly more
    ix
    ix
    and integrate the result. Either way, we find that for every
    general, is to substitute sin x = e e
    2i
    t > 0,
    1
    G0 (t) =
    .
    1 + t2
    It follows that G(t) = C arctan t for some constant C. Since G(t) tends to 0 as t while
    arctan t 2 , we see that C = 2 ; in other words,

    G(t) = arctan t
    2
    for all t > 0. Letting t tend to 0 from the right, we conclude that G(0) = 2 . This implies that
    Z
    sin x
    dx = .
    x
    3. A CURIOUS FORMULA
    Let G(t) be as before. By examining G0 (t) above we found the identity
    Z
    1
    etx sin x dx =
    .
    1 + t2
    0
    Differentiating both sides further with respect to t yields the following identity:
    Z
    dx
    (n 1)!
    (1)
    xn etx sin x
    =
    gn (t)
    x
    (1 + t2 )n
    0
    where
    
    
    X
    n
    k
    gn (t) =
    (1)
    tn(2k+1) .
    2k
    +
    1
    k0
    
    

    i
    n
    n
    Observe that gn (t) = 2 (t i) (t + i) .

    Im grateful to B. Sury for pointing this out to me.


    2

    Substituting this into (1) and tidying up a bit leads to the following curious result, which I have not
    seen before.
    Theorem 1. For any real number t 0 and any integer n 1 we have
    Z
    dx
    sin n
    xn etx sin x
    =
    (n 1)!
    x
    (1 + t2 )n/2
    0
    1
    where := arcsin 1+t
    2.

    D EPARTMENT OF M ATHEMATICS , U NIVERSITY OF T ORONTO


    40 S T. G EORGE S TREET, ROOM 6290
    T ORONTO , M5S 2E4, C ANADA
    E-mail address: [email protected]

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