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Differentiate w.r.t. a
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\int e^{x}\mathrm{d}x
Evaluate the indefinite integral first.
e^{x}
Use \int e^{x}\mathrm{d}x=e^{x} from the table of common integrals to obtain the result.
e^{b}-e^{a}
The definite integral is the antiderivative of the expression evaluated at the upper limit of integration minus the antiderivative evaluated at the lower limit of integration.