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. ThenApply the chain rule and the fundamental theorem of calculus to getThe 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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