Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ib/paper-4/10f/b/solution

For fixed , apply the given one-variable identity to the smooth function
The chain rule gives
Therefore
where
Every derivative of the integrand is continuous. Repeated differentiation under the integral sign therefore shows that is smooth. This is the Second-order Hadamard lemma.

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