If and , differentiation and the Lax equation give , so after projection onto the normalized eigenfunction for a nondegenerate eigenvalue.
For ,
The compatibility is precisely . If all coefficients are -independent, this becomes , and cyclicity of trace gives .
Let . Positivity allows the squared integral to be written as a first-quadrant double integral. In polar coordinates the Jacobian determinant is , so
Using integration by parts, with the boundary term vanishing at both endpoints,
The substitution also gives the two antiderivatives
These values also follow from the Gaussian moment recurrence and can be checked by differentiation.
Let and work where both and are nonzero, so the required inverse partial derivatives exist. At fixed , the total differential gives , hence . At fixed , . Their product with is : this is the cyclic partial derivative identity.
For explicit verification in this example, put and . Direct differentiation gives
Therefore
The identity is local to regular branches: for these explicit formulas require . At singular points one cannot justify cancellation of nonexistent inverse derivatives merely by writing a formal product.
Direct differentiation of gives ; the identity also holds for . Differentiate it times using the Leibniz rule. The quadratic factor has only its first two derivatives nonzero, so
Writing and collecting terms gives . Multiplication by gives the Legendre differential equation:
At fixed , the argument is linear in , with . Each differentiation therefore contributes this same constant factor, while the outside factor remains unchanged. Thus
Here denotes the third derivative of the single-variable profile, not a partial derivative of .
Put and write for differentiation with respect to . Work on a real branch where the powers are defined and differentiable; , suffices for arbitrary real , and the parameter choice below has . At fixed , . The product rule and chain rule therefore give
Differentiate the Fourier series term by term and collect cosine and sine terms. Substitution into the equation gives
For a smooth periodic solution, differentiation of the series is justified. Alternatively, multiply the differential equation by each trigonometric mode and integrate by parts; periodicity cancels the boundary terms and gives the same coefficient constraints without first differentiating an infinite sum.
The absolute value in the original PDF reflects every negative sine arch upward. The graph is nonnegative, with zeros at for , and it lies below the decaying envelope . On the th arch, differentiation gives a factor proportional to . Thus its unique local maximum is
Successive maximum heights have ratio . At each interior zero the one-sided slopes have opposite signs, producing a corner. The smaller panels below magnify the later arches so that all four remain visible.
Figure 1.
Four positive exponentially damped sine arches, with separate linear-scale enlargements of the later arches
. Details.
Normalize the Rayleigh distribution by substituting :
For its sketch, the density starts at zero, is positive for , and tends to zero at infinity. Differentiation gives
It therefore has a single maximum at , with height .
Figure 1.
Rayleigh density in units of its scale parameter, with its mode and mean
. Details.
The expected value is
Integrating by parts with makes the boundary term vanish and leaves . The Gaussian integral gives
The sum is finite, so differentiation passes through it without a convergence issue. Each lower limit is constant with respect to , and the fundamental theorem of calculus gives the same upper-end integrand. Hence the derivative is
The binomial theorem at gives the sum . Therefore
The first field has vanishing curl and is the gradient of a monomial:
For the second field, direct component differentiation gives
It is not identically zero. Thus is conservative and is not on . The conditional path-integral requests therefore apply to .
Substitution first makes the square-root branch transparent:
On the given interval this is exactly , so direct differentiation gives
in agreement with the chain-rule calculation. Outside this interval one must retain the absolute value; there are cusps at integer multiples of .
Differentiate the polar form of a complex number using the product rule and chain rule:
A second differentiation gives
The two contributions to arise separately from differentiating and from differentiating the moving exponential factor.
Write . The cross product gives , whose three diagonal partial derivatives vanish. For the second vector field, direct differentiation gives , , and . Thus
Separate variables near the nonzero initial condition: . Integration gives , and fixes . Therefore
This is the maximal connected interval containing the initial point. Direct differentiation gives ; the pole at prevents continuation as a finite classical solution of a differential equation through that point.
The positive-domain graph starts with limiting value and limiting slope , then decreases towards the horizontal asymptote , with for large . In fact direct differentiation gives
The first inequality follows from for . Thus the graph is strictly decreasing and convex upward, with and no stationary points. The integral representation also shows its positivity.
Figure 1.
The spherical mass factor and its two limiting approximations
. Details.
These properties belong to the reusable exponential spherical mass factor.
Put and . Logarithmic differentiation of the positive Gaussian function gives
Differentiating once more in space gives
Multiplying by proves
The assumption ensures both the normalization and exponential denominator are defined. This is the heat kernel, with diffusion coefficient and centre .
On the negative half-line, differentiation gives . The integration path from to stays away from the singularity at zero. Therefore
This choice satisfies .
Let . The chain rule gives , so the two given summands combine into its logarithmic derivative, . For , , so the real logarithm is defined throughout the integration path. Since ,
This satisfies , and differentiation recovers both terms of the integrand.