Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2024/paper-1/20/c/i/solution

Write . For , differentiation under the integral sign gives
Indeed, on any compact parameter interval with , the differentiated integrand is bounded by the integrable function . The dominated convergence theorem therefore justifies the operation despite the improper lower endpoint. The apparent singularity at is removable.
Since , the chain rule gives the first-order linear differential equation

New to topics? Read the docs here!