Past exam of the options I course of the University of Oxford / 2012 / D / D2

On any bounded parameter interval $|t|\le T$, the derivative of the integrand has the integrable majorantThe dominated convergence theorem therefore justifies differentiation under the integral sign at every real $t$, givingUse integration by parts in this absolutely convergent integral, with $x{e}^{-x^2}dx=-\frac{1}{2}d(e^{-x^2})$. Both boundary terms vanish, since the sine is zero at $x=0$ and the Gaussian tends to zero at infinity. HenceIt follows that $f^{\prime }=-4t^{3}f$, or equivalently $(e^{t^4}f(t){)}^{\prime }=0$. This identity holds on all of $\mathbb{R}$, including zero. With the supplied Gaussian integral value,The fourth power comes from the printed phase $2x{t}^2$; the parameter has been differentiated with that phase throughout.