Proof Of The Integration By Parts Formula

Let \(h(x) = f(x)g(x)\), the derivative of this is:

\[ \frac{d}{dx} h(x) = \left( \frac{d}{dx}f(x) \right) g(x) + f(x)\frac{d}{dx}g(x) \]

We can rewrite this as:

\[ d \ h(x) = d \ f(x) * g(x) + f(x) * d \ g(x)\]

If we take the of integral of both sides:

\[ \int d \ h(x) = h(x) = \int g(x) \ d f(x) + \int f(x) \ d g(x) \]

Let \(g(x) =u\) and \(f(x)=v\):

\[\begin{align} uv = \int u \ d v + \int v \ d u \\ \int u \ d v = uv - \int v \ d u \end{align}\]

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