Leibnitz's Rule extends to indefinite integrals in the form:
$$
\frac{\partial}{\partial t} \int f(x, t) d x+C=\int \frac{\partial}{\partial
t} f(x, t) d x
$$
There is still an arbitrary constant in the equation'because we are evaluating
an indefinite integral. Thus from the equation
$$
\int e^{t x} d x=\frac{e^{t x}}{t}+C
$$
one deduces that
$$
\int x e^{t x} d x=e^{t x}\left(\frac{x}{t}-\frac{1}{t^{2}}\right)+C_{1}
$$
a) By differentiating \(n\) times, prove that
$$
\int \frac{d x}{\left(x^{2}+a\right)^{n}}=\frac{(-1)^{n-1}}{(n-1) !}
\frac{\partial^{n-1}}{\partial a^{n-1}}\left(\frac{1}{\sqrt{a}} \arctan
\frac{x}{\sqrt{a}}\right)+C \quad(a>0) .
$$
b) Prove \(\int x^{n} \cos a x d x=\frac{\partial^{n}}{\partial
a^{n}}\left(\frac{\sin a x}{a}\right)+C, n=4,8,12, \ldots\)
Chapter 4 Integral Calculus of Functions of Several Variables
257
Let \(\int f(x, t) d x=F(x, t)+C\), so that \(\partial F / \partial x=f(x, t)\).
Show that Eq. (a) is equivalent to the statement
$$
\partial^{2} F-\partial^{2} F
$$