Under the usual regularity assumptions, the Leibniz integral rule isThere is a genuine domain problem in the following integral as printed in the PDF. PutThe point is a simple pole, withFor every , the lower endpoint is less than and the upper endpoint is greater than . The interval therefore crosses the pole. Since near , the two one-sided improper integrals diverge logarithmically, with opposite signs. Their divergences do not define an ordinary integral. Consequently the ordinary limit in the question is undefined as written: its underlying integral has no finite value for any .
A separately specified Cauchy principal value does exist for . Under that interpretation, differentiating a principal-value integral across a fixed simple pole givesThe first term isand the second tends to zero because is bounded near . Thus the principal-value version has limit . The two conclusions are distinct: this regularised answer requires the additional principal-value convention, which the printed question does not state.
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