Step 1: \ \
\The integral is
(Since
) \ \
Consider .
Differentiate on each side.
\Substitute and
in the integral.
\ \
Consider the first integral in (1),
Assume .
Differentiate on each side.
\Step 2:
\Substitute and
in the integral.
Substitute in above expression. \ \
Consider the second integral in (1), .
Integral formula:
.
Substitute the two integral results in (1).
\ \ \
Substitute back .
Solution:
\