Is there a way to coerce Mathematica to join two integrals (with the same integrand) together? The simplest case is:
Integrate[f[x], {x, 0, 1}] + Integrate[f[x], {x, 1, 2}]
Clearly, this should be equal to Integrate[f[x], {x, 0, 2}]
.
This arose in solving a linear differential equation:
sys = D[y[t], t] == a y[t] + b u[t];
DSolve[{sys, y[0] == 0}, y[t], t]
This is a nice answer, but if you look at the form, the expressions inside the two integrals are identical. Thus y[t] ought to simplify to
But I cannot seem to get Mathematica to join the two integrals together. I've tried Simplify, FullSimplify, Expand, under a variety of assumptions, but can't seem to find a way to convince Mathematica to join the two together.