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Mathematics · Ch 10 — Indefinite Integration

Something Interesting: A Generalised Rule for Repeated Integration by Parts

10.5

Something Interesting: A Generalised Rule for Repeated Integration by Parts

Ordinary integration by parts is ∫uv dx=u∫v dx−∫(dudx∫v dx)dx\int uv\,dx=u\int v\,dx-\int\left(\dfrac{du}{dx}\int v\,dx\right)dx, where u,vu,v follow the LIATE order. When uu is a polynomial, applying this rule over and over eventually terminates, because some high-enough derivative of a polynomial is exactly zero. Writing v1=∫v dxv_1=\int v\,dx, v2=∫v1 dxv_2=\int v_1\,dx, v3=∫v2 dxv_3=\int v_2\,dx, … (repeated integration of vv) and u′,u′′,u′′′,…u',u'',u''',\dots (repeated differentiation of uu), the whole chain of by-parts steps compresses into one generalised formula:

∫uv dx=uv1−u′v2+u′′v3−u′′′v4+⋯\int uv\,dx = uv_1-u'v_2+u''v_3-u'''v_4+\cdots

with the signs alternating, and the process stopping as soon as a derivative of uu becomes zero. This is especially convenient whenever uu is a polynomial, since only finitely many terms then appear. …