Differentiating a principal-value integral across a fixed simple pole

ID: differentiating-a-principal-value-integral-across-a-fixed-simple-pole

Suppose , where is continuous, the pole is fixed, and differentiable endpoints obey locally. Then
Apply the chain rule and the fundamental theorem of calculus to get
The same boundary expression as in the Leibniz integral rule thus applies to this explicitly specified Cauchy principal value. If , the two ordinary one-sided improper integrals diverge, so their sum is not an ordinary integral. A finite boundary derivative alone does not make that divergent integral meaningful.

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