Cho hàm số $f(x)=1+2x+3x^{2}+...+nx^{n-1}, x\in R ( n\in N)$. Tìm nguyên hàm $F(x)$ của $f(x)$ thỏa $F(0)=0,$ từ đó suy ra :
$f(x)=\frac{nx^{n+1}-\left ( n+1 \right )x^{n}+1}{\left ( x-1 \right )^{2}}, \forall x\neq 1$

Ta có: $F(x)=\int\limits_{}^{}f(x)dx=\int\limits_{}^{}\left ( 1+2x+3x^{2}+...+nx^{n-1} \right )dx=
x+x^{2}+...+x^{n}+C$
Theo giả thiết $F(0)=0 \Leftrightarrow C=0$
Vậy $F(x)=x+x^{2}+...+x^{n}$
với $x\neq 1$ ta có:
$\left ( x+x^{2}+...+x^{n} \right )^{'}=\left ( \frac{x\left ( 1-x^{n} \right )}{1-x} \right )^{'}=\left ( \frac{x-x^{n+1}}{1-x} \right )^{'}$
                                        $=\frac{[1-\left ( n+1 \right )x^{n}]\left ( 1-x \right )+\left ( x-x^{n+1} \right )}{\left (1-x \right )^{2}} $
                                        $=\frac{1-\left ( n+1 \right )x^{n}+nx^{n+1}}{\left ( x-1 \right )^{2}}$
Vậy $f(x)=\left\{ \begin{array}{l} \frac{nx^{n+1}-\left ( n+1 \right )x^{n}+1 }{\left ( x-1 \right )^{2}} với x\neq 1\\ \frac{n\left ( n+1 \right )}{2}  với x=1\end{array} \right. $

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