John D. Cook writes about a useful integration trick by rewriting trigonometric functions as complex variables. He recasts the integral \[\int e^{-x} \sin(4x) dx,\] using \(e^{ix} = \cos x + i \sin x\) as the imaginary part of \[\int e^{-x} e^{4ix} dx.\]
The derivation is cleaner (no integration by parts), and you don't have to remember any trig formulae. You can do pretty much any trig integral:\[\begin{align} \int \cos x dx & = \int e^{ix} dx \\
& = e^{ix}/i \\ & = -i e^{ix}. \end{align}\] The real part of the last expression is \(\sin x\).
The derivation is cleaner (no integration by parts), and you don't have to remember any trig formulae. You can do pretty much any trig integral:\[\begin{align} \int \cos x dx & = \int e^{ix} dx \\
& = e^{ix}/i \\ & = -i e^{ix}. \end{align}\] The real part of the last expression is \(\sin x\).
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