
We will use the Product Rule for derivatives to derive a powerful integration formula:
. (We need not include a constant of integration on
the left, since the integrals on the right will also have integration
constants.)
, obtaining
Let
.
Let

Integration by parts ``works'' on definite integrals as well:
.
Let

Sometimes it is necessary to integrate twice by parts in order to compute an integral:
Let's compute
.
Let
.
It is not clear yet that we've accomplished anything, but now let's integrate the integral on the right-hand side by parts:
Now let
.
Substituting this into
,
![\begin{eqnarray*}
\int e^x\cos x\, dx&=&e^x\sin x-\left[-e^x\cos x+\int e^x\cos x\, dx\right]\\
&=&e^x\sin x+ e^x\cos x -\int e^x\cos x\, dx.
\end{eqnarray*}](img21.png)
appears on both sides on the
equation, so we can solve for it:
is easier to compute that
.