Start from . Differentiation under the integral sign gives
This interchange is justified locally around any by the dominated convergence theorem: the differentiated integrands are bounded by an integrable polynomial times . Successive derivatives of give
This is also the integer case of the Gamma function integral after scaling the integration variable.
Use the inverse change of variables and . The chain rule gives the differential operators
The mixed partial derivatives cancel, assuming the twice continuously differentiable solution appropriate here. Consequently .
The transformed equation is
The factors of belong to the inverse Jacobian matrix; using the forward transformation instead would give an incorrect factor.

Articles by others on the same topic (0)

There are currently no matching articles.