Recall integration by parts:




                                              ∫       ∫           ∫


                                                      ∫           ∫

Or (subtract ∫        from both sides):

                                              ∫                   ∫

So if we are given:

                                                  ∫       (   )

Let:




                                                          (       )

                                                              (       )

Then:

                           ∫        (     )               (   )           ∫   (   )

Boner city, we have to do another integration by parts run, this time let:




                                                          (       )

                                                              (       )

So:
(    )       ∫             (   )                                   (       )                                (           )        (        )∫              (   )

Confusing right? We have a bit of recursion going on, we need to nip this in the bud, let’s do a little math
trick, but first let’s clean this up a bit:

                           (   )                                (       )           (       )∫           (       )

                                                            (       )                            (       )           (       )∫                   (        )

Here’s the trick, do you see something similar to the answer we have and the problem we were tasked
with? They have the same integral on both sides of the equality:


              ∫            (   )                            (       )                                (       )       (           )∫                            (   )


Let’s subtract ( ) ∫               (    )       from both sides and see what we’re left with:


             ∫            (    )        (   )∫                              (       )                                (           )                                 (   )


                      (            )∫                   (       )                                (       )                                        (        )

Now let’s multiply the both sides by                :

                      (                )∫                   (       )                                (       )                                (        )

Factor the right side by       :

                          (            )∫                   (       )                       (            (       )                        (           ))

Ah ha! We are almost there! Now let’s divide both sides by (                                                         ) and see what we’re left with:

                                                                                             (       )                       (           )
                                   ∫            (       )                           (                                                     )

Viola! Isn’t math beautiful?

Proof

  • 1.
    Recall integration byparts: ∫ ∫ ∫ ∫ ∫ Or (subtract ∫ from both sides): ∫ ∫ So if we are given: ∫ ( ) Let: ( ) ( ) Then: ∫ ( ) ( ) ∫ ( ) Boner city, we have to do another integration by parts run, this time let: ( ) ( ) So:
  • 2.
    ( ) ∫ ( ) ( ) ( ) ( )∫ ( ) Confusing right? We have a bit of recursion going on, we need to nip this in the bud, let’s do a little math trick, but first let’s clean this up a bit: ( ) ( ) ( )∫ ( ) ( ) ( ) ( )∫ ( ) Here’s the trick, do you see something similar to the answer we have and the problem we were tasked with? They have the same integral on both sides of the equality: ∫ ( ) ( ) ( ) ( )∫ ( ) Let’s subtract ( ) ∫ ( ) from both sides and see what we’re left with: ∫ ( ) ( )∫ ( ) ( ) ( ) ( )∫ ( ) ( ) ( ) Now let’s multiply the both sides by : ( )∫ ( ) ( ) ( ) Factor the right side by : ( )∫ ( ) ( ( ) ( )) Ah ha! We are almost there! Now let’s divide both sides by ( ) and see what we’re left with: ( ) ( ) ∫ ( ) ( ) Viola! Isn’t math beautiful?