Primitive of Power of x by Exponential of a x/Lemma

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Theorem

Let $n$ be a positive integer.

Then:

$\ds \int x^n e^{a x} \rd x = \frac {x^n e^{a x} } a - \frac n a \int x^{n - 1} e^{a x} \rd x + C$


Proof

With a view to expressing the primitive in the form:

$\ds \int u \frac {\d v} {\d x} \rd x = u v - \int v \frac {\d u} {\d x} \rd x$

let:

\(\ds u\) \(=\) \(\ds x^n\)
\(\ds \leadsto \ \ \) \(\ds \frac {\d u} {\d x}\) \(=\) \(\ds n x^{n - 1}\) Derivative of Power


and let:

\(\ds \frac {\d v} {\d x}\) \(=\) \(\ds e^{a x}\)
\(\ds \leadsto \ \ \) \(\ds v\) \(=\) \(\ds \frac {e^{a x} } a\) Primitive of Exponential of a x


Then:

\(\ds \int x^n e^{a x} \rd x\) \(=\) \(\ds x^n \frac {e^{a x} } a - \int \frac {e^{a x} } a \paren {n x^{n - 1} } \rd x + C\) Integration by Parts
\(\ds \) \(=\) \(\ds \frac {x^n e^{a x} } a - \frac n a \int x^{n - 1} e^{a x} \rd x + C\) simplifying

$\blacksquare$


Sources