How is it called the method used in the second and in the fourth of the following steps? I don't understand it that well. Usually, everything you do on a term of the equation you must do it on the other too. For example, in the second step there is an integration on the left side but only a "partial" integration on the right side. I don't understand also the fact that we have to add an arbitrary function. Can anyone give me a general overview of this method?
\begin{align} \dfrac{\partial^2 \xi}{\partial x\partial y} &= 4x^2y\\ \int\dfrac{\partial^2 \xi}{\partial x\partial y}\mathop{}\!\mathrm{d}x &= 4y\int x^2\mathop{}\!\mathrm{d}x\\ \dfrac{\partial \xi}{\partial y} &= \frac{4x^3y}{3}+\psi(y)\\ \int\dfrac{\partial \xi}{\partial y}\mathop{}\!\mathrm{d}y &= \frac{4x^3}{3}\int y\mathop{}\!\mathrm{d}y+\int\psi(y)\mathop{}\!\mathrm{d}y\\ \xi(x,y) &= \frac{2x^3y^2}{3}+\varphi(x)+\Psi(y)\\ \end{align}