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Fix $x\in {\mathbb{R}}^n$ and a coordinate direction $e_i$. The fundamental theorem of calculus givesFor sufficiently small $h$, the points $(t,x+sh{e}_i)$ lie in a fixed compact set. The continuity of $D_{i}g$ makes it uniformly continuous there, so the right-hand side converges to $D_{i}g(t,x)$ uniformly in $t$. We may consequently pass the limit through the finite integral:

To prove continuity, if $x_k\to x$, joint continuity makes $D_{i}g(t,x_k)\to D_{i}g(t,x)$ uniformly for $t\in [0,1]$ once the $x_k$ lie in a compact neighbourhood of $x$. Hence $D_{i}G(x_k)\to D_{i}G(x)$. This proves the stated differentiation under the integral sign result and the continuity of every partial derivative.

For fixed $(x_1,x_2)$, apply the given one-variable identity to the smooth functionThe chain rule givesThereforewhereEvery derivative of the integrand is continuous. Repeated differentiation under the integral sign therefore shows that $h$ is smooth. This is the Second-order Hadamard lemma.

Differentiation under the integral sign first givesOn the other hand,Its integral is zero because $\sin \theta$ vanishes at both endpoints. Hence

Differentiating once more,For $x\ne 0$, the preceding identity and ${\sin }^2\theta +{\cos }^2\theta =1$ giveThe equation extends through $x=0$ in its regular limiting form.

Let $p_t(z)=(2\pi t{)}^{-1/2}{e}^{-z^2/(2t)}$ be the heat kernel for $u_t=\frac{1}{2}{u}_{xx}$. The symmetry of the Gaussian distribution gives the method-of-images formulaThis is the Neumann heat kernel on a half-line. Differentiation under the integral sign shows that $v\in C^{1,2}$ for $t,x>0$ and that $v_t=\frac{1}{2}{v}_{xx}$. At $x=0$, the two differentiated kernel terms cancel, so $v_x(t,0)=0$. The Gaussian approximate identity gives $v(t,x)\to f(x)$ as $t\downarrow 0$, while the dominated convergence theorem gives continuity up to $x=0$. Finally $|v(t,x)|\le \Vert f{\Vert }_{\infty }$, which is stronger than the required exponential bound. Thus $v$ satisfies every condition in the displayed boundary-value problem.

Because $x^{-2}$ is integrable on $[1,\infty )$, the Dominated convergence theorem applied to the defining integral proves that $v$ is continuous on $\mathbb{R}$.

For $\lambda >0$, the change of variables formula $t=\lambda x$ givesand for $\lambda <0$ the analogous formula is obtained with $e^{it}$. On either open half-line the lower endpoint stays away from zero locally, so repeated differentiation under the integral sign proves smoothness. Thus

Let $w$ be the difference of two sufficiently regular solutions of the wave equation with the prescribed data. By linearity, $w$ has zero initial displacement, zero initial velocity, and homogeneous Dirichlet boundary conditions. Define its wave energy byFor $\alpha =0$, differentiation under the integral sign and integration by parts yieldThe boundary term vanishes because $w=0$ at both fixed endpoints implies $w_t=0$ there. The zero initial data give $E(0)=0$, so $w_t=w_x=0$ for all times. Thus $w$ is spatially constant, and its zero boundary values give $\boxed{w=0}$. This proves uniqueness for the undamped wave equation.

The fundamental theorem of calculus differentiates the upper endpoint, while differentiation under the integral sign differentiates the parameter:These formulas hold, for example, when $g$ and its displayed parameter partial derivative are continuous on a neighborhood of the integration interval and the parameter value.

Use the complex exponential representation of cosine. For real $\alpha$ and $\beta >0$, exponential decay makes the improper integral absolutely convergent, andFor the second integral, use differentiation under the integral sign with respect to $\beta$. The minus sign is essential: ${\partial }_{\beta }{e}^{-\beta x}=-x{e}^{-\beta x}$. HenceTo justify this step near any fixed ${\beta }_0>0$, restrict $\beta \ge {\beta }_0/2$. The absolute value of the differentiated integrand is at most $x{e}^{-{\beta }_{0}x/2}$, an integrable bound, so dominated convergence permits the differentiation. At $\alpha =0$ the answers reduce to $1/\beta$ and $1/{\beta }^2$, respectively.

For $0<x<1$,In particular its absolute value is bounded by $|b|x^{\min (b,0)}$, proving convergence when $b>-1$; the apparent endpoint singularity at one is removable, with value $b$. On any compact parameter interval with lower bound $b_0>-1$, the differentiated integrand is $x^b$, dominated by $x^{b_0}$. The dominated convergence theorem therefore justifies differentiation under the integral sign:Hence $J(b)=\ln (b+1)+C$. Since the integrand is identically zero at $b=0$, $J(0)=0$ fixes $C=0$. ThusThis proves the logarithmic integral representation of the natural logarithm, including its parameter range.

Write the kernel as $K(s,t)=(4\pi t{)}^{-1/2}{e}^{-s^2/(4t)}$, with $t>0$. Its partial derivatives areThus the heat kernel itself satisfies $K_t=K_{ss}$. The proposed convolution consequently givesThis verifies the heat equation. The parameter is positive time; the real integral formula is not defined at negative time.

The passage of derivatives through the integral needs justification. A sufficient condition is the Gaussian-weighted absolute integrability in heat-kernel convergence for Gaussian-integrable initial data; it holds, in particular, for data of polynomial growth. On compact positive-time intervals strictly below an integrable later time, the differentiated kernels have an integrable Gaussian bound, so differentiation under the integral sign applies.

Even if the PDF's assumed convergence is read as ordinary conditional convergence, one can justify the same calculation. Choose a later time $T>t$ and let $H(\xi )$ be a primitive of $\phi (\xi )e^{-{\xi }^2/(4T)}$. Convergence at spatial point zero and time $T$ makes $H$ bounded on both tails. Put $q(x,\xi ,t)=K(x-\xi ,t)e^{{\xi }^2/(4T)}$. This function, its spatial and time derivatives, and their $\xi$-derivatives decay as Gaussians when $t<T$. Integration by parts rewrites the convolution as $-\int H{q}_{\xi }d\xi$, with vanishing endpoint terms. Boundedness of $H$ now permits differentiation under this absolutely convergent integral; since $q_t=q_{xx}$, the same equation follows. Thus one need not silently equate conditional and absolute convergence.

For $m>-1$, integrate the base power to obtain $J(m)={\int }_0^1{x}^{m}dx=1/(m+1)$. Since ${\partial }_m^n{x}^m=x^m(\log x{)}^n$, differentiating $n$ times givesHere $n$ is a nonnegative integer. For justification, keep $m$ in a small closed interval bounded below by $m_0>-1$. The differentiated integrands are dominated by $x^{m_0}|\log x{|}^n$, whose integral becomes ${\int }_0^{\infty }{e}^{-(m_0+1)t}{t}^{n}dt$ under $x=e^{-t}$ and is finite. The dominated convergence theorem establishes the needed differentiation under the integral sign and the logarithmic moments of a power on the unit interval.

Use differentiation under the integral sign, justified by the integrable bound $|x\sin (tx)e^{-x^2/2}|\le x{e}^{-x^2/2}$. This givesIntegration by parts makes the boundary term vanish: sine vanishes at zero and the Gaussian tends to zero at infinity. ThereforeThe integrating factor $e^{t^2/2}$ makes $(e^{t^2/2}F{)}^{\prime }=0$, so $F(t)=C{e}^{-t^2/2}$. At $t=0$, the given half-line Gaussian integral fixes $C=\sqrt{\pi /2}$. ThusThis is the even cosine-transform form of the Fourier transform of a Gaussian.

The parameter derivative of the integrand is $\cos (a\log x)$, whose absolute value is bounded by one on $0<x<1$. This integrable bound justifies differentiation under the integral sign, givingThe original integral also exists: $|\sin (a\log x)/\log x|\le |a|$, and its apparent singularity at $x=1$ is removable. Set $x=e^{-t}$ to evaluate the derivative:ConsequentlySince $I(0)=0$, integration in the parameter fixes the constant and gives the logarithmic sine integral identity

For $\alpha \ne 0$, integration by substitution $t=\alpha x$ givesAt $\alpha =0$ the integrand is one, so $I(0)=1$, also the continuous limit of this expression. For nonzero $\alpha$, differentiation under the integral sign is valid on the finite interval and yieldsSet $\alpha =\sqrt{3}$ and use $\arctan \sqrt{3}=\pi /3$. The requested value is

The stated derivative formula needs a domain qualification. The original PDF calls $\alpha$ real, but the integral is even in $\alpha$; its derivative therefore cannot equal the printed positive expression on both sides of zero.

First take $\alpha >0$. The improper integral converges, with an $O(x^2)$ integrand near zero and $O(\ln x/x^2)$ decay at infinity. On compact positive parameter intervals, an integrable bound also justifies differentiation under the integral sign:For $\alpha \ne 1$, the partial fraction decomposition isIntegrating the rational functions givesAt $\alpha =1$, the same result follows by continuity, or directly from $2{\int }_0^{\infty }{x}^2/(1+x^2{)}^{2}dx=\pi /2$.

Integrating gives $E(\alpha )=\pi \ln (1+\alpha )+C$ on the positive half-line. To fix $C$, take $\alpha \to 0^{+}$: for $0\le \alpha \le 1$ the integrand is bounded by $\ln (1+x^2)/(1+x^2)$, an integrable function. The dominated convergence theorem gives $E(\alpha )\to E(0)=0$, so $C=0$. Evenness then extends the logarithmic parameter integral with Cauchy weight to its full stated domain:For negative $\alpha$, the derivative is $-\pi /(1-\alpha )$. At zero the right and left derivatives are $\pi$ and $-\pi$, so $E$ is not differentiable there. The pointwise derivative of the integrand at zero is zero, but interchanging it with the infinite integral at that parameter is invalid. Finally, substituting $\alpha =1$ gives the requested special value

For the first definite integral, use integration by substitution $t=\tan x$, with $dx=dt/(1+t^2)$, ${\cos }^{2}x=1/(1+t^2)$ and ${\sin }^{2}x=t^2/(1+t^2)$. This givesFor the second calculation, let $D=p{\cos }^{2}x+q{\sin }^{2}x$. Since $p,q>0$, this denominator is bounded away from zero; on compact positive parameter ranges the differentiated integrands have uniform bounds. Thus differentiation under the integral sign is justified and givesAdding the two equations and using the Pythagorean trigonometric identity in the numerators yields $J=-I_p-I_q$, henceFor $p=q$, this becomes $\pi /(2p^2)$, agreeing with direct integration of the constant integrand.

First check the improper integral exists: near zero its numerator is $(\beta -\alpha )x^2+O(x^4)$, so the quotient is $O(x)$; at infinity both exponentials decay. For positive parameters in compact neighborhoods, the differentiated integrands have integrable bounds, justifying differentiation under the integral sign. It givesThus $I=-\frac{1}{2}\ln \alpha +\frac{1}{2}\ln \beta +C$, with $C$ independent of both parameters. Since $I(\alpha ,\alpha )=0$, $C=0$, andThe sign is consistent with the integrand: $\beta >\alpha$ makes it positive. Neither separate integral ${\int }_0^{\infty }{e}^{-\alpha x^2}dx/x$ converges at zero; it is the difference that is meaningful. The substitution $u=x^2$ identifies the result as a Frullani integral with an extra factor $1/2$.

First suppose $\alpha >0$. Differentiation under the integral sign, justified on compact positive parameter intervals by an integrable bound, givesThe first integral is $f(\alpha )/\alpha$. For $\alpha \ne 1$, use the partial fraction decompositionThe standard inverse tangent antiderivatives then giveThe same value holds at $\alpha =1$ by continuity, or by direct integration. Hence the proposed first-order linear differential equation is valid on the positive parameter range:Divide by $\alpha$ to recognise a quotient rule derivative:To fix $C$, the value $f(0)=0$ alone is insufficient, since every displayed solution tends to zero there. Instead considerThis limit follows from the dominated convergence theorem: for $0<\alpha \le 1$ and $0<x<1$, the logarithm's absolute value is bounded by $2|\ln x|+\ln 2$; for $x\ge 1$, it is at most $\ln (1+x^2)$. After division by $1+x^2$, these are integrable. The limiting improper integral is absolutely convergent, and the substitution rule $x=1/t$ changes it into its own negative. Its value is therefore zero, giving $C=0$. ThusThe question calls $\alpha$ a real parameter, but this last formula and the proposed differential equation do not hold on the entire real axis. The defining integral is odd in $\alpha$, because its logarithm depends on ${\alpha }^2$. Applying the positive-parameter result to $|\alpha |$ therefore gives the correct extensionwith $f(0)=0$. In particular, for $\alpha <0$, the right-hand side of the differential equation must be $-\pi \alpha /(1-\alpha )$; for every $\alpha \ne 0$ the unified expression is $\pi |\alpha |/(1+|\alpha |)$. The logarithmic quadratic parameter integral therefore provides the requested identity on its valid range and the corrected answer elsewhere.

The Leibniz integral rule combines contributions from both moving endpoints with differentiation under the integral sign:The partial derivative in the last integral holds $t$ fixed. Suitable regularity and convergence are assumed as stipulated.

Write $I(x)=\ln g(x)$. For $x>-1$, differentiation under the integral sign givesIndeed, on any compact parameter interval $c\le x\le d$ with $c>-1$, the differentiated integrand is bounded by the integrable function $t^c$. The dominated convergence theorem therefore justifies the operation despite the improper lower endpoint. The apparent singularity at $t=1$ is removable.

Since $g=e^I$, the chain rule gives the first-order linear differential equation