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Advanced Calculus Techniques

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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Ali Al-hamaly
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269 views3 pages

Advanced Calculus Techniques

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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Ali Al-hamaly
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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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