I was given this problem in my Analysis class and I'm very stuck.
Fix a non-zero number $a$. For $n = 0, 1, 2, \ldots$ define $$I_n= \int_{-1}^1 (1-x^2)^n(\cos(ax)) \mathrm dx$$ Use integration by parts to show that $$I_n = 2n(2n−1)a^{−2}(I_{n−1})−4n(n−1)a^{-2}(I_{n-2})$$ where $n = 2, 3, 4, \ldots$
I first tried integrating by parts where $u=(1-x^2)^n$ and $v=\sin(ax)/a $, but the resulting formula needs to be integrated by parts again and I'm not sure what to choose for my $u$ and $v$ to be.
Well, as you need to get from $I_n$ to $I_{n-1}$ and $I_{n-2}$, and $n$ shows up in the integrand as the exponent to a polynomial, it follows that you're going to have to differentiate the polynomial and integrate the trig function. ILATE would have you do that anyway. You're going to keep doing the same thing: let $u$ be the poly, and $dv$ be the trig plus the $dx$.