integration by parts

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1: 7.14 Integrals

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7.14.2 $${\int }_0^{\mathrm{\infty }}{\mathrm{e}}^{-at}\mathrm{erf}\left(bt\right)dt=\frac{1}{a}{\mathrm{e}}^{a^2/(4b^2)}\mathrm{erfc}\left(\frac{a}{2b}\right),$$ $\mathrm{\Re }a>0$, ,

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Symbols:

$\pi$: the ratio of the circumference of a circle to its diameter, $\mathrm{erfc}z$: complementary error function, $dx$: differential of $x$ , $\mathrm{erf}z$: error function, $\mathrm{e}$: base of natural logarithm, $\int$: integral, $\mathrm{ph}$: phase and $\mathrm{\Re }$: real part

Keywords:

Laplace transform

A&S Ref:

7.4.17

Referenced by:

§7.14(i)

Permalink:

http://dlmf.nist.gov/7.14.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §7.14(i), §7.14(i), §7.14 and Ch.7

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7.14.3 $${\int }_0^{\mathrm{\infty }}{\mathrm{e}}^{-at}\mathrm{erf}\sqrt{bt}dt=\frac{1}{a}\sqrt{\frac{b}{a+b}},$$ $\mathrm{\Re }a>0$, $\mathrm{\Re }b>0$,

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Symbols:

$dx$: differential of $x$ , $\mathrm{erf}z$: error function, $\mathrm{e}$: base of natural logarithm, $\int$: integral and $\mathrm{\Re }$: real part

Keywords:

Laplace transform

A&S Ref:

7.4.19

Referenced by:

§7.14(i)

Permalink:

http://dlmf.nist.gov/7.14.E3

Encodings:

pMML, png, TeX

See also:

Annotations for §7.14(i), §7.14(i), §7.14 and Ch.7

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7.14.4 $${\int }_0^{\mathrm{\infty }}{\mathrm{e}}^{(a-b)t}\mathrm{erfc}\left(\sqrt{at}+\sqrt{\frac{c}{t}}\right)dt=\frac{{\mathrm{e}}^{-2(\sqrt{ac}+\sqrt{bc})}}{\sqrt{b}(\sqrt{a}+\sqrt{b})},$$ , $\mathrm{\Re }b>0$, $\mathrm{\Re }c\ge 0$.

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Symbols:

$\pi$: the ratio of the circumference of a circle to its diameter, $\mathrm{erfc}z$: complementary error function, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $\int$: integral, $\mathrm{ph}$: phase and $\mathrm{\Re }$: real part

Keywords:

Laplace transform

A&S Ref:

7.4.21

Referenced by:

§3.5(ix), §7.14(i)

Permalink:

http://dlmf.nist.gov/7.14.E4

Encodings:

pMML, png, TeX

See also:

Annotations for §7.14(i), §7.14(i), §7.14 and Ch.7

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7.14.5 $${\int }_0^{\mathrm{\infty }}{\mathrm{e}}^{-at}C\left(t\right)dt=\frac{1}{a}\mathrm{f}\left(\frac{a}{\pi }\right),$$ $\mathrm{\Re }a>0$,

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Symbols:

$\mathrm{f}\left(z\right)$: auxiliary function for Fresnel integrals, $C\left(z\right)$: Fresnel integral, $\pi$: the ratio of the circumference of a circle to its diameter, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $\int$: integral and $\mathrm{\Re }$: real part

Keywords:

Laplace transform

A&S Ref:

7.4.27 (in different notation)

Referenced by:

§7.14(ii)

Permalink:

http://dlmf.nist.gov/7.14.E5

Encodings:

pMML, png, TeX

See also:

Annotations for §7.14(ii), §7.14(ii), §7.14 and Ch.7

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7.14.6 $${\int }_0^{\mathrm{\infty }}{\mathrm{e}}^{-at}S\left(t\right)dt=\frac{1}{a}\mathrm{g}\left(\frac{a}{\pi }\right),$$ $\mathrm{\Re }a>0$,

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Symbols:

$\mathrm{g}\left(z\right)$: auxiliary function for Fresnel integrals, $S\left(z\right)$: Fresnel integral, $\pi$: the ratio of the circumference of a circle to its diameter, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $\int$: integral and $\mathrm{\Re }$: real part

Keywords:

Laplace transform

A&S Ref:

7.4.28 (in different notation)

Referenced by:

§7.14(ii)

Permalink:

http://dlmf.nist.gov/7.14.E6

Encodings:

pMML, png, TeX

See also:

Annotations for §7.14(ii), §7.14(ii), §7.14 and Ch.7

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2: 8.15 Sums

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8.15.2 $$a\sum _{k=1}^{\mathrm{\infty }}\left(\frac{{\mathrm{e}}^{2\pi \mathrm{i}k(z+h)}}{{\left(2\pi \mathrm{i}k\right)}^{a+1}}\mathrm{\Gamma }(a,2\pi \mathrm{i}kz)+\frac{{\mathrm{e}}^{-2\pi \mathrm{i}k(z+h)}}{{\left(-2\pi \mathrm{i}k\right)}^{a+1}}\mathrm{\Gamma }(a,-2\pi \mathrm{i}kz)\right)=\zeta (-a,z+h)+\frac{z^{a+1}}{a+1}+\left(h-\frac{1}{2}\right)z^a,$$ $h\in [0,1]$.

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Symbols:

$\zeta (s,a)$: Hurwitz zeta function, $\pi$: the ratio of the circumference of a circle to its diameter, $[a,b]$: closed interval, $\in$: element of, $\mathrm{e}$: base of natural logarithm, $\mathrm{i}$: imaginary unit, $\mathrm{\Gamma }(a,z)$: incomplete gamma function, $z$: complex variable, $a$: parameter and $k$: nonnegative integer

Proof sketch:

Start with and $z>0$. For $\mathrm{\Gamma }(a,\pm 2\pi \mathrm{i}kz)$ take integral representation (8.2.2) and use the substitution $t=\pm 2\pi \mathrm{i}kz(1+\tau )$. The sum and the integral can be interchanged, and the sum can be evaluated via (4.6.1). Use integration by parts. This will result in $\left(h-\frac{1}{2}\right)z^a$ plus two integrals with infinitely many poles. The residue theorem (§1.10(iv)) will give us an infinite series which can be identified via (25.11.1). For other values of $a$ and $z$ use analytic continuation.

Referenced by:

§25.11(x), §25.11(x), §8.15, Erratum (V1.1.3) for Additions

Permalink:

http://dlmf.nist.gov/8.15.E2

Encodings:

pMML, png, TeX

Addition (effective with 1.1.3):

This equation was added.

See also:

Annotations for §8.15 and Ch.8

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3: 1.4 Calculus of One Variable

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Integration by Parts

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4: 6.16 Mathematical Applications

… ►By integration by parts …

5: 2.3 Integrals of a Real Variable

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§2.3(i) Integration by Parts

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6: 9.12 Scorer Functions

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9.12.31 $${\int }_0^z\mathrm{Hi}\left(-t\right)dt\sim \frac{1}{\pi }\ln z+\frac{2\gamma +\ln 3}{3\pi }+\frac{1}{\pi }\sum _{k=1}^{\mathrm{\infty }}{(-1)}^{k-1}\frac{(3k-1)!}{k!{(3z^3)}^k},$$ $|\mathrm{ph}z|\le \frac{2}{3}\pi -\delta$,

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Symbols:

$\gamma$: Euler’s constant, $\mathrm{Hi}\left(z\right)$: Scorer function (inhomogeneous Airy function), $\sim$: Poincaré asymptotic expansion, $\pi$: the ratio of the circumference of a circle to its diameter, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $!$: factorial (as in $n!$), $\int$: integral, $\ln z$: principal branch of logarithm function, $\mathrm{ph}$: phase, $k$: nonnegative integer, $x$: real variable, $z$: complex variable and $\delta$: small positive constant

Proof sketch:

Except for the constant term, this be verified by termwise integration of (9.12.27). To evaluate the constant term replace $z$ by $-x$ ($\le 0$) in (9.12.20) and integrate (§1.5(v)) to obtain $\pi {\int }_0^x\mathrm{Hi}\left(-t\right)dt={\int }_0^{\mathrm{\infty }}(1-{\mathrm{e}}^{-xt}){\mathrm{e}}^{-\frac{1}{3}{t}^3}{t}^{-1}dt$. Next, integrate the right-hand side of this equation by parts—integrating the factor $t^{-1}$ and differentiating the rest. As $x\to \mathrm{\infty }$ the asymptotic expansions of ${\int }_0^{\mathrm{\infty }}x{\mathrm{e}}^{-xt}{\mathrm{e}}^{-\frac{1}{3}{t}^3}(\ln t)dt$ and ${\int }_0^{\mathrm{\infty }}{\mathrm{e}}^{-xt}{t}^2{\mathrm{e}}^{-\frac{1}{3}{t}^3}(\ln t)dt$ follow from (2.3.9). Also, ${\int }_0^{\mathrm{\infty }}{t}^2{\mathrm{e}}^{-\frac{1}{3}{t}^3}(\ln t)dt$ can be found by replacing $\frac{1}{3}{t}^3$ by $t$ and referring to the first of (5.9.18). (This equation first appeared in Rothman (1954a). As noted in this reference these results were derived by the author of the present DLMF chapter, but the proof was not included.)

Referenced by:

(9.12.30)

Permalink:

http://dlmf.nist.gov/9.12.E31

Encodings:

pMML, png, TeX

See also:

Annotations for §9.12(viii), §9.12(viii), §9.12 and Ch.9

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7: 25.5 Integral Representations

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25.5.2 $$\zeta \left(s\right)=\frac{1}{\mathrm{\Gamma }\left(s+1\right)}{\int }_0^{\mathrm{\infty }}\frac{{\mathrm{e}}^x{x}^s}{{({\mathrm{e}}^x-1)}^2}dx,$$ $\mathrm{\Re }s>1$.

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Symbols:

$\mathrm{\Gamma }\left(z\right)$: gamma function, $\zeta \left(s\right)$: Riemann zeta function, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $\int$: integral, $\mathrm{\Re }$: real part, $x$: real variable and $s$: complex variable

Keywords:

improper integral, integral representation

Proof sketch:

Derivable from (25.5.1) by integration by parts.

Permalink:

http://dlmf.nist.gov/25.5.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §25.5(i), §25.5 and Ch.25

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25.5.4 $$\zeta \left(s\right)=\frac{1}{(1-2^{1-s})\mathrm{\Gamma }\left(s+1\right)}{\int }_0^{\mathrm{\infty }}\frac{{\mathrm{e}}^x{x}^s}{{({\mathrm{e}}^x+1)}^2}dx,$$ $\mathrm{\Re }s>0$.

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Symbols:

$\mathrm{\Gamma }\left(z\right)$: gamma function, $\zeta \left(s\right)$: Riemann zeta function, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $\int$: integral, $\mathrm{\Re }$: real part, $x$: real variable and $s$: complex variable

Keywords:

improper integral, integral representation

Proof sketch:

Derivable from (25.5.3) by integration by parts.

Permalink:

http://dlmf.nist.gov/25.5.E4

Encodings:

pMML, png, TeX

See also:

Annotations for §25.5(i), §25.5 and Ch.25

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8: 2.4 Contour Integrals

… ►Then by integration by parts the integral … ►If, in addition, the corresponding integrals with $Q$ and $F$ replaced by their derivatives $Q^{(j)}$ and $F^{(j)}$, $j=1,2,\mathrm{\dots },m$, converge uniformly, then by repeated integrations by parts … ►Cases in which $p^{\prime }(t_0)\ne 0$ are usually handled by deforming the integration path in such a way that the minimum of $\mathrm{\Re }\left(zp(t)\right)$ is attained at a saddle point or at an endpoint. …

9: 18.17 Integrals

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18.17.34_5 $${\int }_0^{\mathrm{\infty }}{\mathrm{e}}^{-xz}{L}_m^{(\alpha )}\left(x\right)L_n^{(\alpha )}\left(x\right){\mathrm{e}}^{-x}{x}^{\alpha }dx=\frac{\mathrm{\Gamma }\left(\alpha +m+1\right)\mathrm{\Gamma }\left(\alpha +n+1\right)}{\mathrm{\Gamma }\left(\alpha +1\right)m!n!}\frac{z^{m+n}}{{(z+1)}^{\alpha +m+n+1}}{}_2{}^{}F_1^{}(\genfrac{}{}{0pt}{}{-m,-n}{\alpha +1};z^{-2}),$$ $\mathrm{\Re }z>-1$.

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Symbols:

$\mathrm{\Gamma }\left(z\right)$: gamma function, ${}_2{}^{}F_1^{}(a,b;c;z)$: $=F(a,b;c;z)$ notation for Gauss’ hypergeometric function, $L_n^{(\alpha )}\left(x\right)$: Laguerre (or generalized Laguerre) polynomial, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $!$: factorial (as in $n!$), $\int$: integral, $\mathrm{\Re }$: real part, $z$: complex variable, $m$: nonnegative integer, $n$: nonnegative integer and $x$: real variable

Source:

Erdélyi et al. (1954a, 4.11(35))

Proof sketch:

First assume $z>-1$. Make change of integration variable $x\to x/(z+1)$. Twice substitute (18.18.12) with $\lambda ={(z+1)}^{-1}$. Then use the orthogonality relation for the Laguerre polynomials, see Table 18.3.1. Finally perform analytic continuation with respect to $z$.

Referenced by:

Erratum (V1.2.0) Section 18.17

Permalink:

http://dlmf.nist.gov/18.17.E34_5

Encodings:

pMML, png, TeX

See also:

Annotations for §18.17(vi), §18.17(vi), §18.17 and Ch.18

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10: 25.2 Definition and Expansions

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25.2.9 $$\zeta \left(s\right)=\sum _{k=1}^N\frac{1}{k^s}+\frac{N^{1-s}}{s-1}-\frac{1}{2}{N}^{-s}+\sum _{k=1}^n\left(\genfrac{}{}{0.0pt}{}{s+2k-2}{2k-1}\right)\frac{B_{2k}}{2k}{N}^{1-s-2k}-\left(\genfrac{}{}{0.0pt}{}{s+2n}{2n+1}\right){\int }_N^{\mathrm{\infty }}\frac{{\tilde{B}}_{2n+1}\left(x\right)}{x^{s+2n+1}}dx,$$ $\mathrm{\Re }s>-2n$; $n,N=1,2,3,\mathrm{\dots }$.

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Symbols:

$B_n$: Bernoulli numbers, $\zeta \left(s\right)$: Riemann zeta function, $\left(\genfrac{}{}{0.0pt}{}{m}{n}\right)$: binomial coefficient, $dx$: differential of $x$ , $\int$: integral, ${\tilde{B}}_n\left(x\right)$: periodic Bernoulli functions, $\mathrm{\Re }$: real part, $k$: nonnegative integer, $n$: nonnegative integer, $x$: real variable and $s$: complex variable

Keywords:

Euler–Maclaurin formula, improper integral

Proof sketch:

Derivable from (25.2.8) by repeated integration by parts.

Referenced by:

§25.18(i), (25.2.10)

Permalink:

http://dlmf.nist.gov/25.2.E9

Encodings:

pMML, png, TeX

See also:

Annotations for §25.2(iii), §25.2 and Ch.25

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