In differential calculus, we derived formulas to differentiate products of functions.
Recall that
dxd f(x)g(x)=f′(x)g(x)+f(x)g′(x). Integration by Parts is a method to do the same sort of thing, for integrals. The formula can be derived simply by re-arranging the product rule (shown above).
In order to see this a bit better, we'll perform the following substitution:
h(x)=f′(x). The Fundamental Theorem of Calculus tells us that
∫h(x) dx=f(x). Let's substitute! Replacing all occurrences of f(x), we get:
dxd ∫h(x) dx ⋅g(x)=h(x)g(x)+∫h(x) dx⋅g′(x). Now, there's a big ugly dxd here - let's get rid of it! Remember - integration kills differentiation, and vice-versa!
So, we integrate both sides.
g(x)∫h(x) dx= ∫h(x) g(x) dx+∫g′(x)∫h(x)dx dx. Rearranging to isolate ∫h(x) g(x) dx, we see that
∫h(x) g(x) dx= g(x)∫h(x) dx−∫g′(x)∫h(x) dx dx. And, this is integration by parts!