truewt said:
Thank you musicheck. And to the other posters: thanks, but I do know that this expression is directly integrable.
Musicheck, what you mean is that indefinite integrals can differ simply by a constant, since on both sides of the integral we will get arbitary constants, right?
So what I am assuming here is that integration by parts will not always lead us to an answer (I know sometimes it does lead to a more complicated expression to integrate, but here, it leads to the indefinite integral repeating itself? Why is that so? Is there something to do with the definition of integration by parts itself?
I don't think you got what Musicheck was getting at. What he was saying is that when you integrate your function by parts the first time, you're neglecting the arbitrary constant that comes out of the integration which produces the first term on the right hand side. Using the 1/x example, you don't actually get
\int \frac{dx}{x} = 1 + \int \frac{dx}{x}
Rather, what you get is
\int \frac{dx}{x} = (1 + C) + \int \frac{dx}{x}
where C is an "arbitrary" constant which is equal to -1, as you can see by cancelling the indefinite integrals on both sides. Plugging C = -1 into that expression, you get
\int \frac{dx}{x} = \int \frac{dx}{x}
which is what we expect.
To reinforce this, consider a definite integration by parts:
\int_1^t \frac{dx}{x} = x \frac{1}{x}|_1^t + \int_1^t \frac{dx}{x} = (1-1) + \int_1^t \frac{dx}{x} = \int_1^t \frac{dx}{x}
Integrations by parts reproducing the original integral in the expansion is also fine in general. Consider:
\int_{-\infty}^x e^t \cos t dt = e^t \cos t |_{-\infty}^{x} + \int_{-\infty}^x e^t \sin t dt
= e^x \cos x + \left( e^t \sin t |_{-\infty}^{x} - \int_{-\infty}^x e^t \cos t dt \right)
The original integral is on both sides of the expression, but with opposite signs, so you get
\int_{-\infty}^x e^t \cos t dt = \frac{1}{2}\left(e^x \cos x + e^x \sin x \right)
So, integrals being repeated during integrations by parts is fine (even in the indefinite integral case, so long as you are careful with the arbitrary constants).