Created by T.

Madas

DIFFERENTIATION
UNDER
THE
INTEGRAL SIGN

Created by T. Madas
 Created by T. Madas

LEIBNIZ
INTEGRAL
RULE

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 Created by T. Madas

Question 1
The function f satisfies the following relationship.


2
f ( x) =  f ( t )  dt , f ( 2) = 1 .
2
1

( )
Determine the value of f 1 .
2

( )
SPX-Y , f 1 = 2
2 7

Created by T. Madas
 Created by T. Madas

Question 2
Find the value of

  3 p+2 


x
d  x+6 
lim     dx   .
p →0 dp
   4x 
 2 p −1  

MM1P , 23
5

Created by T. Madas
 Created by T. Madas

Question 3
Find the general solution of the following equation

d  
2x


2
dx  1π
( ) ( )
sin t 2 + cos 2t 2 dt  = −
 x
, x∈».
 6 

SPX-N , x = 1 π ( 4k − 1) k ∈ »
4

Created by T. Madas
 Created by T. Madas

Question 4
The function g is defined as

b( x )
g ( x) =

a( x )
f ( x, t ) dt .

a) State Leibniz integral theorem for g ′ ( x ) .

 x 


d  1 + x 2t 2
b) Find a simplified expression for dt  .
dx  t
 x −1 

d  
x
1 + x 2t 2 2 1 + x4
MM1G , 
dx 


x −1 t
dt  =
 x

Created by T. Madas
 Created by T. Madas

INTEGRATION
APPLICATIONS
INTRODUCTION

Created by T. Madas
 Created by T. Madas

Question 1
It is given that the following integral converges.

1 4

 x ln x dx .
0
3

a) Evaluate the above integral by introducing a parameter and carrying out a

suitable differentiation under the integral sign.

b) Verify the answer obtained in part (a) by evaluating the integral by standard
integration by parts.

V , MM1A , − 9
49

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 Created by T. Madas

Question 2


8
dx .
2 2
0 (1 + x )
Evaluate the above integral by introducing a parameter k and carrying out a suitable
differentiation under the integral sign.

You may not use standard integration techniques in this question.

V , π +2

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 Created by T. Madas

Question 3

( 4
2
dx .
1 − 4 x2 )
Find a simplified expression for the above integral by introducing a parameter a and
carrying out a suitable differentiation under the integral sign.

You may assume


1 1  x
• 2 2
dx = artanh   + constant , x < a .
a −x a a

d 1
• ( artanh u ) =
du 1− u2

You may not use standard integration techniques in this question.

2x
artanh 2 x + +C
1 − 4 x2

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 Created by T. Madas

Question 4

 x3 e 2 x dx .

Find a simplified expression for the above integral by introducing a parameter α and
carrying out a suitable differentiation under the integral sign.

You may not use integration by parts or a reduction formula in this question.

1 e 2 x  4 x 3 − 6 x 2 + 6 x − 3 + C
8  

Created by T. Madas
 Created by T. Madas

Question 5

( 1

5 + 4x − x )
2 2
3 dx .

Find a simplified expression for the above integral by introducing a parameter a and
carrying out a suitable differentiation under the integral sign.

You may assume


1 x
dx = arcsin   + constant , x ≤ a .
2
a −x 2 a

You may not use standard integration techniques in this question.

x−2
+C
9 5 + 4 x − x2

Created by T. Madas
 Created by T. Madas

Question 6
It is given that the following integral converges

0
x n e −α x dx ,

where α is a positive parameter and n is a positive integer.

By carrying out a suitable differentiation under the integral sign, show that

Γ ( n + 1) = n ! .

You may not use integration by parts or a reduction formula in this question.

proof

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 Created by T. Madas

Question 7
It is given that the following integral converges


n
x m [ ln x ] dx ,
0

where n is a positive integer and m is a positive constant.

By carrying out a suitable differentiation under the integral sign, show that

1 n
( −1) n !
 m n
x [ ln x ] dx = .
0 ( m + 1)n+1

You may not use standard integration techniques in this question.

MM1B , proof

Created by T. Madas
 Created by T. Madas

Question 8


1
I (α ) = dx , α > 1 .
0 α − cos x

a) Use an appropriate method to show that

π
I (α ) = .
α 2 −1

b) By carrying out a suitable differentiation under the integral sign, evaluate


1
2
dx .
0 ( 2 − cos x )
You may not use standard integration techniques in this part of the question.

π 2

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 Created by T. Madas

FURTHER
INTEGRATION
APPLICATIONS

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 Created by T. Madas

Question 1

∞
( )

ln 1 + 4x 2
I= 2
dx .
x
0

By introducing a parameter in the integrand and carrying a suitable differentiation

under the integral sign show that

I = 2π .

V , proof

Created by T. Madas
 Created by T. Madas

Question 2
It is given that the following integral converges.


x −1
I= dx .
0 ln x

Evaluate I by carrying out a suitable differentiation under the integral sign.

You may not use standard integration techniques in this question.

V , MM1C , ln 2

Created by T. Madas
 Created by T. Madas

Question 3

∞
e−2 x − e−8 x
I=
0 x
dx .

By introducing a parameter in the integrand and carrying a suitable differentiation

under the integral sign show that

I = ln 4 .

V , proof

Created by T. Madas
 Created by T. Madas

Question 4
It is given that

∞
sin ( kx )

π
dx = .
0 kx 2

Use Leibniz’s integral rule to show that


sin 2 x π
2
dx = .
x 2
0

MM1J , proof

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 Created by T. Madas

Question 5
It is given that the following integral converges.

1
x5 − 1
 0 ln x
dx .

Evaluate the above integral by introducing a parameter and carrying out a suitable
differentiation under the integral sign.

You may not use standard integration techniques in this question.

ln 6

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 Created by T. Madas

Question 6

∞
e−2 x sin x
I=

0 x
dx .

By introducing in the integrand a parameter k and carrying a suitable differentiation

under the integral sign show that

I = arccot 2 .

V , MM1E , proof

Created by T. Madas
 Created by T. Madas

Question 7


e− x − e−7 x
I= dx .
0
x sec x

By introducing in the integrand a parameter α and carrying a suitable differentiation

under the integral sign show that

I = ln 5 .

V , proof

Created by T. Madas
 Created by T. Madas

Question 8


cos x  −4 x −6 x 
I= e −e dx .
0 x  

By introducing in the integrand a parameter λ and carrying a suitable differentiation

under the integral sign show that

I = 1 ln 2 .
2

proof

Created by T. Madas
 Created by T. Madas

Question 9

∞
e− x 
I=

0 x  ( )
1 − cos 3 x  dx .
4 

By introducing in the integrand a parameter λ and carrying a suitable differentiation

under the integral sign show that

I = ln 5 − ln 4 .

proof

Created by T. Madas
 Created by T. Madas

Question 10
It is given that the following integral converges


sin t
dt .
0 t

Evaluate the above integral by introducing the term e−α t , where α is a positive
parameter and carrying out a suitable differentiation under the integral sign.

You may not use contour integration techniques in this question.

π
V,
2

Created by T. Madas
 Created by T. Madas

Question 11
Show, by carrying out a suitable differentiation under the integral sign, that


e− ax sin bx b
dx = arctan   ,
0
x a

where a and b are positive constants.

You may assume


sin t π
dt = .
0 t 2

V , proof

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 Created by T. Madas

Question 12
Given that a is a positive constant, find an exact simplified value for

∞  ∞ 

 
sin xy ∂2  sin xy
a 2
dx − dx  .
0 (
x a2 + x2 ) ∂y 2 
 0 (
x a2 + x2 ) 


You may assume


sin t π
dt = .
0 t 2

π
2

Created by T. Madas
 Created by T. Madas

Question 13


2
In = x n e 2 x dx , n = 0, 1, 2, 3, ...
0

By introducing in the integrand a parameter k and carrying a suitable differentiation

under the integral sign show that

 ( −1)n n! .
e  n  n 
In =   ( −1) r ! −
2n+1  r   2n +1
r =0

proof

Created by T. Madas
 Created by T. Madas

Question 14


2
In = x 2 n+1 e x dx , n = 0, 1, 2, 3, ...
0

By introducing in the integrand a parameter k and carrying a suitable differentiation

under the integral sign show that


e  n  n  1 n
In =   ( −1) r ! − ( −1) n ! .
2
r =0
 r   2

proof

Created by T. Madas
 Created by T. Madas

Question 15


arctan 8 x − arctan 2 x
I= dx .
0 x

By introducing a parameter in the integrand and carrying a suitable differentiation

under the integral sign show that

I = π ln 2 .

V , proof

Created by T. Madas
 Created by T. Madas

Question 16
It is given that the following integral converges


e − ax − e −bx
dx ,
x
0

where a and b are positive constants.

By carrying out a suitable differentiation under the integral sign, show that


e − ax − e −bx b
dx = ln   .
0
x a

V , proof

Created by T. Madas
 Created by T. Madas

Question 17
It is given that the following integral converges


cos kx  − ax −bx 
e −e dx ,
0 x  

where k , a and b are constants with a > 0 and b > 0 .

By carrying out a suitable differentiation under the integral sign, show that

∞
1  b2 + k 2 

cos kx  − ax −bx 
e −e dx = ln  2  .
0 x   2  a + k 2 

proof

Created by T. Madas
 Created by T. Madas

Question 18
It is given that the following integral converges


x a − xb
dx ,
ln x
0

where a and b are constants greater than −1 .

By carrying out a suitable differentiation under the integral sign, show that


x a − xb  a + 1
dx = ln  .
0
ln x  b + 1 

proof

Created by T. Madas
 Created by T. Madas

Question 19
It is given that the following integral converges


sin mx  − ax −bx 
e −e dx ,
0 x  

where a , b and m are constants, with m ≠ 0 , a > 0 , b > 0 .

By carrying out a suitable differentiation under the integral sign, show that


sin mx  − ax −bx  b a
e −e dx = arctan   − arctan   .
x   m m
0

proof

Created by T. Madas
 Created by T. Madas

Question 20
It is given that the following integral converges


arctan ax
dx , a > −1 .
0 (
x 1 + x2 )
By carrying out a suitable differentiation under the integral sign, show that


arctan ax π
dx = ln ( a + 1) .
0 (
x 1 + x2 ) 2

proof

Created by T. Madas
 Created by T. Madas

Question 21
It is given that the following integral converges

∞
(
ln 1 + a 2 x 2 )
 0
1 + b2 x2
dx ,

where a and b are constants.

By carrying out a suitable differentiation under the integral sign, show that the exact
value of the above integral is

π a+b
ln .
b b

MM1F , proof

Created by T. Madas
 Created by T. Madas

Question 22
It is given that the following integral converges

∞
e− x − e−2 x

0 x
dx .

a) By introducing a parameter k and carrying out a suitable differentiation under

the integral sign, show that

∞
e− x − e−2 x
 0 x
dx = ln 2 .

b) Use the result of part (a) and differentiation under the integral sign to show
further that

∞
e− x

 1 1 −2 x 
x  2 − x + x e  dx = −2 + ln 27 .
0

proof

Created by T. Madas
 Created by T. Madas

Question 23
The integral function y = y ( x ) is defined as

x2


cos x cos θ
y ( x) = dθ .
1π2 1 + sin 2 θ
16

Evaluate y′ (π ) .

2π

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 Created by T. Madas

Question 24
An integral I is defined in terms of a parameter α as


 α2 
I (α ) = exp  − x 2 − 2  dx .
0
 x 

By carrying out a suitable differentiation on I under the integral sign, show that

  1  π
exp  − x 2 − dx = .
 16 x 2  4e
0

proof

Created by T. Madas
 Created by T. Madas

Question 25
An integral I with variable limits is defined as

x2
I ( x) =
x
e u
du .

a) Use a suitable substitution followed by integration by parts to find a simplified

expression for

d
 I ( x )  .
dx 

b) Verify the answer obtained in part (a) by carrying the differentiation over the
integral sign.

d
MM1D ,  I ( x )  = 2 x e x − e x
dx

Created by T. Madas
 Created by T. Madas

Question 26
Use complex variables and the Leibniz integral rule to evaluate


sin ( ln x )
dx .
ln x
0

You may assume that the integral converges.

MM1H , 1 π
4

Created by T. Madas
 Created by T. Madas

Question 27


2
I= e− x cos x dx
0

Assuming that the above integral converges, use the Leibniz integral rule to evaluate
it.

4
Give the answer in the form k , where k is an exact constant.


2
You may use without proof e− x dx = 1 π .
2
0

π2
MM1I , I = 4
16e

Created by T. Madas
 Created by T. Madas

Question 28
It is given that the following integral converges


( )
1 − cos 1 x
6 dx .
2
x
0

By introducing a parameter in the integrand and carrying out a suitable differentiation

under the integral sign, show that


1 − cos 1 x
6( )
dx =
π
.
2 12
x
0

proof

Created by T. Madas
 Created by T. Madas

Question 29
It is given that the following integral converges


2
 x − 1
I=   dx .
 ln x 
0

By carrying out a suitable differentiation under the integral sign, show that

I = 5ln 3 − 3ln 3 .

V , MM1K , proof

Created by T. Madas
 Created by T. Madas

Question 30
It is given that the following integral converges


− 12 t
e ln t dt .
0

Evaluate the above integral by introducing a new parametric term in the integrand and
carrying out a suitable differentiation under the integral sign.

You may assume that

 ∞ 


1
Γ′ ( x ) = Γ ( x )  −γ + +
x k =1
1
 −
1 
 .
 k x + k 


2 ( −γ + ln 2 )

Created by T. Madas
 Created by T. Madas

Question 31

π
ln (1 + cos α cos x )

2
I= dx .
0 cos x

By carrying out a suitable differentiation on I under the integral sign, show that

I = 18 π 2 − 12 α 2 .

proof

Created by T. Madas
 Created by T. Madas

Question 32

π
( )

2 ln 1 + 3sin 2 x
I= 2
dx .
sin x
0

By introducing a parameter a in the integrand and carrying out differentiation on I

under the integral sign, show that

I =π .

proof

Created by T. Madas
 Created by T. Madas

Question 33


n
e− x − e ( )
n − 2x
I= dx , n ∈ » .
x
0

By carrying out a suitable differentiation on I under the integral sign, show that for
all n ∈ » ,

I = ln 2 .

proof

Created by T. Madas
 Created by T. Madas

Question 34

1π

( )

2
(
exp − 1 tan x − exp − 3 tan x
3 )
I= dx .
sin 2 x
0

By carrying out a suitable differentiation on I under the integral sign, show that

I = 12 ln 3 .

proof

Created by T. Madas
 Created by T. Madas

Question 35


2 1
J= dx , k ≠ 1.
0 1 + k tan 2 x
2

a) Use appropriate methods to find, in terms of k , a simplified expression for J .

π
arctan ( k tan x )

2
I (k ) = dx , k ≠ 1.
0 tan x

b) By carrying out a suitable differentiation on I under the integral sign, show

that


2
x cot x dx = 1 π ln 2 .
2
0

c) Deduce the value of


2
ln ( sin x ) dx .
0

π
J= , − 1 π ln 2
2 ( k + 1) 2

Created by T. Madas
 Created by T. Madas

Question 36
The integral function I ( k ) is defined as

π
I (k ) =

0
ek cos x cos ( k sin x ) dx , k ∈ » .

By carrying out a suitable differentiation on I under the integral sign, show that

 0
ecos x cos ( sin x ) dx = π .

proof

Created by T. Madas
 Created by T. Madas

Question 37

π
ln (1 + cos α cos θ )
I=
 0 cos θ
dθ .

By carrying out a suitable differentiation on I under the integral sign, show that

π
ln (1 + cos θ ) π2
 0 cos θ
dθ =
2
.

proof

Created by T. Madas
 Created by T. Madas

Question 38

π
I (k ) ≡

0
ln (1 − k cos x ) dx , k <1.

By differentiating both sides of the above equation with respect to k , show that

(
I ( k ) = π ln  1 1 − 1 − k 2  .
 2  )
proof

Created by T. Madas
 Created by T. Madas

Question 39
Find the following inverse Laplace transform, by using differentiation under the
integral sign.

 
 s 
L−1  2
, a >0.
( 2
 s +a

2
) 


 
−1  s  t sin at
L 
2 2
 = 2a
2
(
 s + a  )

Created by T. Madas
 Created by T. Madas

Question 40
The integral I is defined in terms of the constants α and k , by


2
I (α , k ) ≡ e−α x cos ( kx ) dx , α > 0 .
0

By differentiating both sides of the above equation with respect to k , followed by

integration by parts, show that

∞
 k2 

2 π
e −α x cos ( kx ) dx = exp  −
 4α 
.
0 4α  

You may assume without proof that


2
e − x dx = 1 π .
2
0

You may not use contour integration techniques in this question.

proof

Created by T. Madas
 Created by T. Madas

Question 41
It is given that the following integral converges

∞
e− x

 1 1 −3 x 
x 3 − x + x e  dx .
0

By introducing a parameter λ and carrying out a suitable differentiation under the

integral sign, show that

∞
e− x

 1 1 −3 x 
x 3 − x + x e  dx = −3 + ln 256 .
0

proof

Created by T. Madas
 Created by T. Madas

Question 42
The following integral is to be evaluated


2
ln  a 2 cos 2 θ + b 2 sin 2 θ  dθ ,
 
0

where a and b are distinct constants such that a + b > 0 .

By carrying out a suitable differentiation under the integral sign, show that


2 a +b
ln  a 2 cos 2 θ + b 2 sin 2 θ  dθ = π ln  .
0
   2 

proof

Created by T. Madas
 Created by T. Madas

Question 43
It is given that

 α + cos x 
y = arcsin  ,
1 + α cos x 

where α is a constant.

a) Show that

dy 1−α 2
=− .
dx 1 + α cos x

The integral function I (α , x ) is defined as

π
I (α ) =
0
ln (1 + α cos x ) dx .

b) By differentiating both sides of the above relationship with respect to α , show

further that

I (1) = −π ln 2 .

proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
 Created by T. Madas

Question 44
By carrying out suitable differentiations on I under the integral sign, show that

I=
0
8 ( )
arccot ( 2 x ) arccot ( 4 x ) dx = 1 π ln 27 .
4

V , proof

Created by T. Madas
 Created by T. Madas

Question 45

2
 t 
A(t ) ≡ 
  0
e − x2
dx  .


By differentiating both sides of the above equation with respect to t , followed by the
substitution x = ty , show that


2
e− x dx = 1 π .
2
0

proof

Created by T. Madas
 Created by T. Madas

Question 46

2
 t 
I (t ) ≡ 
 
0
e −i x 2
dx  .


By differentiating both sides of the above equation with respect to t , followed by the
substitution x = ty , show that

∞ ∞

 0
( ) dx
cos x 2
=
 0
( )
sin x 2 dx = 1 2π .
4

proof

Created by T. Madas
 Created by T. Madas

INTEGRATION
UNDER
THE
INTEGRAL SIGN

Created by T. Madas
 Created by T. Madas

Question 1
By integrating both sides of an appropriate integral relationship, with suitable limits,
show that

1
xb − x a

 b + 1
dx = ln  ,
0 ln x  a + 1 

where b > a > 0 .

kx
You may assume that for k > 0 ,
 k x dx =
ln k
+ constant .

proof

Created by T. Madas
 Created by T. Madas

Question 2
By integrating both sides of an appropriate integral relationship, with suitable limits,
show that

∞ 2 2
e− ax − e −bx
 0 x2
dx = πb − πa ,

where b > a > 0 .


2
You may assume that e −t dt = 1 π .
2
0

proof

Created by T. Madas
 Created by T. Madas

Question 3
The integral I is defined as

∞
I=

0
ekx sin x dx .

where k is a constant.

a) Use a suitable method to show that

1
I= 2
.
k +1

b) By integrating both sides of an appropriate integral relationship with respect to

k , with suitable limits, show further that

∞
e−2 x sin x

0 x
dx = arccot 2 .


sin x π
You may assume that dx = .
0 x 2

proof

Created by T. Madas
 Created by T. Madas

Question 4
By integrating both sides of an appropriate integral relationship with respect to b ,
with suitable limits, show that

∞
e− x sinh bx

1 1 + b 
dx = ln  .
0 x 2 1 − b 

proof

Created by T. Madas