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Math Help - Integration by parts help!

  1. #1
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    Integration by parts help!

    Can someone please show me how to do this? Thank you so much!

    a \int_0^{+\infty} x \, e^{-ax} \, dx
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    Hello,

    Quote Originally Posted by bloomsgal8 View Post
    Can someone please show me how to do this? Thank you so much!

    a \int_0^{+\infty} x \, e^{-ax} \, dx
    First of all, remember the formula :

    \int_m^n u(x) \cdot v'(x) dx=\left[u(x) \cdot v(x)\right]_m^n-\int_m^n u'(x) \cdot v(x) dx

    To sum up, you will have to integrate one function and derivate another one.

    When you have a polynomial (here, x) and an exponential, integrate the exponential and derivate the polynomial.

    ---> u(x)=x and v'(x)=e^{ax}

    ~
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    Thank you, that helps! The only problems is I dont know how to integrate e^ax...
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    Quote Originally Posted by bloomsgal8 View Post
    Thank you, that helps! The only problems is I dont know how to integrate e^ax...
    Hmm...

    By a substitution for example :

    \int e^{ax} dx

    Let t=ax

    therefore, \frac{dt}{dx}=a

    ---> dx=\frac 1a \cdot dt


    We substitute : \int e^{ax} dx=\int \frac 1a \cdot e^t dt=\frac 1a \int e^t dt

    And the integral of e^t is known ..
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  5. #5
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    This is just a special case related to Gamma function. Have you seen what Gamma function is? Look at wiki, it's pretty clear. (Or some other place you want.)

    As for the problem, make the substitution z=ax and the integral becomes \frac{1}{a^{2}}\int_{0}^{\infty }{ze^{-z}\,dz}=\frac{\Gamma (1)}{a^{2}}=\frac{1}{a^{2}}. (Full answer is actually \frac1a.)
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