4
$\begingroup$

This is lemma 4 from Gerfand and Fomin. enter image description here

I want to ask how to get $\int^b_a[\alpha(x)h(x)dx=-\int^b_aA(x)h'(x)dx\ $ by applying integration by part? I try it for myself and can't get the exact expression. In particular, $A'(x)=\alpha(x)-0+\underbrace{\int^x_a\frac{\partial\alpha (t)}{\partial x}dt}_{=0}=\alpha(x)$ by the Leibniz integral rule.

$\endgroup$

2 Answers 2

2
$\begingroup$

First note that $A'(x)=\alpha(x)$. Then, by integration by parts $$\int^b_a \alpha(x)h(x)dx=A(b)h(b)-A(a)h(a)-\int^b_a A(x)h'(x)dx$$ Now we know that $h(a)=h(b)=0$ and we may conclude that $$\int^b_a \alpha(x)h(x)dx=-\int^b_a A(x)h'(x)dx$$ that is $$\int^b_a (\alpha(x)h(x)+A(x)h'(x))dx=0.$$

$\endgroup$
2
$\begingroup$

Note $$\left[h(x)A(x)\right]^{b}_{a} = 0 $$ since $h(b) = h(a) = 0$

$\endgroup$

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .