Hello, Susie!

We will integrate by parts . . .Suppose are continuous on

and that

and:

Find the value of:

. . Let:

. . Then:

And we have:

Do by-parts again:

Let:

Then:

So we have:

and:

Now we evaluate from to

. . Note that:

We have:

. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . .

Hence: . .

. . . . . . .

But someone check my work . . .please!