Chapter 03_A
Integration
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
Definition (Antiderivative and primitive). Given a function 𝑓: 𝑋 → ℝ, an antiderivative of 𝑓 is
any function 𝐹: 𝑌 → ℝ such that
𝐹 ! 𝑥 = 𝑓(𝑥)
i.e. its derivative corresponds to the original function 𝑓(𝑥). 𝐹(𝑥) is said to be a primitive of
𝑓(𝑥).
Find antiderivatives of the following functions:
$
1, 𝑥, 𝑥 ", sin 𝑥 , cos 𝑥 , 𝑒 # , ln 𝑥 , #
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
Definition (Antidifferentiation and integrand). Given a generic constant 𝐶 ∈ ℝ, a function
𝑓: 𝑋 → ℝ, and one of its primitives 𝐹: 𝑌 → ℝ, we indicate the process of antidifferentiation as
follows:
7 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑥 + 𝐶
The function 𝑓 is called the integrand and the symbol ʃ is read as the “integral”.
Note. Given a primitive 𝐹 𝑥 , any function 𝐹 𝑥 + 𝐶 is still a primitive, since
𝑑
𝐹 𝑥 + 𝐶 = 𝐹 ! 𝑥 = 𝑓(𝑥)
𝑑𝑥
The process of antidifferentiation never returns a single primitive, but a whole family of
primitives. For this reason, antidifferentiation is also referred to as “indefinite integration”.
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
Evaluate ∫ 3𝑥 "𝑑𝑥
Theorem (Linearity of antidifferentiation). For two generic functions 𝑓(𝑥) and 𝑔(𝑥), given 𝑐 ∈
ℝ, the following basic properties apply:
1. Addition/subtraction of functions: ∫ 𝑓 𝑥 ± 𝑔 𝑥 𝑑𝑥 = ∫ 𝑓 𝑥 𝑑𝑥 ± ∫ 𝑔 𝑥 𝑑𝑥
2. Multiplication by a constant: ∫ 𝑐𝑓 𝑥 𝑑𝑥 = 𝑐 ∫ 𝑓 𝑥 𝑑𝑥
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
Find ∫(3𝑥 + sin 𝑥 + 5 cos 𝑥)𝑑𝑥
% !
Find ∫ #
− 2 𝑥 " 𝑑𝑥
INTEGRATION OF STANDARD EXPRESSIONS WHERE THE ARGUMENT IS A LINEAR FUNCTION
Standard antiderivatives can also be used when the argument of the function in the integrand
is a linear function of 𝑥, i.e. (𝑎𝑥 + 𝑏) with 𝑎, 𝑏 ∈ ℝ.
Theorem. Consider a function 𝑓: 𝑋 → ℝ and a primitive 𝐹(𝑥) such that
7 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑥 + 𝐶
If 𝑎, 𝑏 ∈ ℝ then
1
7 𝑓 𝑎𝑥 + 𝑏 𝑑𝑥 = 𝐹 𝑎𝑥 + 𝑏 + 𝐶
𝑎
INTEGRATION OF STANDARD EXPRESSIONS WHERE THE ARGUMENT IS A LINEAR FUNCTION
Evaluate the following integrals:
1. ∫ cos(2𝑥 + 3) 𝑑𝑥
$
2. ∫ $& '#($ " 𝑑𝑥
3. ∫ 𝑒 ()#&*𝑑𝑥
INTEGRATION BY DERIVATIVE SUBSTITUTION
The number of standard antiderivatives is quite limited, because only a few functions are
known to have antiderivatives that can be expressed explicitly (i.e. analytically). For example,
+, #
∫ 𝑥 cos 𝑥 𝑑𝑥, ∫ $&# 𝑑𝑥 or ∫ sin 𝑥 " 𝑑𝑥 do not have primitives in terms of standard functions.
And there are no rules to “constructively” calculate an integral, as for differentiation.
But there are a few cases where the integrand has a form that allows us to antidifferentiate.
Theorem (Derivative substitution). Given two functions 𝑓 𝑥 , 𝑔(𝑥) with 𝑓: 𝑋 → ℝ and 𝑔: 𝑌 →
ℝ, if an integral has the following form
7 𝑓 𝑔 𝑥 𝑔! 𝑥 𝑑𝑥
-.
Then the following derivative substitution can be performed: 𝑢 𝑥 = 𝑔 𝑥 ⇒ -# = 𝑔′(𝑥),
which transforms the original integral to ∫ 𝑓 𝑢 𝑑𝑢
INTEGRATION BY DERIVATIVE SUBSTITUTION
Evaluate the following integrals:
1. ∫ 3𝑥 " 𝑥 ) + 5 /𝑑𝑥
2. ∫ 𝑥 2𝑥 + 1𝑑𝑥
+, #
3. ∫ 𝑑𝑥
#
INTEGRATION OF PRODUCTS OF POWERS OF TRIGONOMETRIC/HYPERBOLIC FUNCTIONS
Integrals of the form ∫ sin0 𝑥 cos 1 𝑥 𝑑𝑥
Consider the following type of integral
7 sin0 𝑥 cos 1 𝑥 𝑑𝑥
where 𝑚, 𝑛 ∈ ℕ (i.e. both positive). Depending on 𝑚 and 𝑛, two strategies are available:
• if 𝑚 or 𝑛 is odd, a derivative substitution can be created, using the fundamental
trigonometric identity sin" 𝑥 + cos " 𝑥 = 1 repeatedly on the term with the odd power. If
both powers are odd, we can freely choose to apply the identity to either of the two terms.
• if 𝑚 and 𝑛 are both even, double angle formulae for trigonometric functions must be used.
INTEGRATION OF PRODUCTS OF POWERS OF TRIGONOMETRIC/HYPERBOLIC FUNCTIONS
Find ∫ sin) 𝑥 cos " 𝑥 𝑑𝑥
INTEGRATION OF PRODUCTS OF POWERS OF TRIGONOMETRIC FUNCTIONS
Find ∫ cos " 𝑥 𝑑𝑥
INTEGRATION OF RATIONAL FUNCTIONS AND THE METHOD OF PARTIAL FRACTIONS
A rational function 𝑓: ℝ → ℝ is the ratio of two polynomials, generally of different degrees, 𝑃
and 𝑄. The general expression of a rational function is:
𝑃(𝑥) 𝑎1 𝑥 1 + 𝑎1($𝑥 1($ + ⋯ + 𝑎"𝑥 " + 𝑎$𝑥 + 𝑎2
𝑓 𝑥 = =
𝑄(𝑥) 𝑏0 𝑥 0 + 𝑏0($𝑥 0($ + ⋯ + 𝑏"𝑥 " + 𝑏$𝑥 + 𝑏2
If the degree of 𝑃(𝑥) is less than the degree of 𝑄(𝑥), the rational function is “proper”.
Integration of proper rational functions is possible via a decomposition procedure name the
“method of partial fractions”, which can be seen as the inverse of finding the least common
denominator between fractions: the aim is to rewrite a given rational expression by dividing it
as a sum of simpler terms. For example:
2𝑥 3 2𝑥 𝑥 − 2 + 3(𝑥 + 1) 2𝑥 " − 𝑥 + 3
+ = =
𝑥+1 𝑥−2 (𝑥 + 1)(𝑥 − 2) (𝑥 + 1)(𝑥 − 2)
Method of partial fractions
INTEGRATION OF RATIONAL FUNCTIONS AND THE METHOD OF PARTIAL FRACTIONS
We will only see cases where we assume that the denominator can always be expressed as a
product of quadratic and/or linear terms.
INTEGRATION OF RATIONAL FUNCTIONS AND THE METHOD OF PARTIAL FRACTIONS
Use partial fractions to evaluate
𝑥" − 4
7 " 𝑑𝑥
𝑥 − 1 (𝑥 + 5)
INTEGRATION OF RATIONAL FUNCTIONS AND THE METHOD OF PARTIAL FRACTIONS
Use partial fractions to evaluate
4𝑥
7 " 𝑑𝑥
(𝑥 + 4)(𝑥 + 1)
INTEGRATION OF RATIONAL FUNCTIONS AND THE METHOD OF PARTIAL FRACTIONS
Use partial fractions to evaluate
𝑥 " − 3𝑥 − 8
7 " 𝑑𝑥
(𝑥 + 4𝑥 + 5)(𝑥 + 1)
TRIGONOMETRIC AND HYPERBOLIC SUBSTITUTIONS
Given a generic constant 𝑎 ∈ ℝ, if an integrand 𝑓(𝑥) contains one of the following:
𝑎" − 𝑥 ", 𝑎" + 𝑥 ", 𝑥 " − 𝑎"
then a specific trigonometric/hyperbolic substitution is available, of the generic type 𝑥 = ℎ(𝜃).
The result of the substitution will be, in general: ∫ 𝑓 𝑥 𝑑𝑥 = ∫ 𝑓 ℎ 𝜃 ℎ′(𝜃) 𝑑𝜃
Depending on the substitution and 𝑓(𝑥), restrictions on the value of 𝜃 will be needed.
TRIGONOMETRIC AND HYPERBOLIC SUBSTITUTIONS
Find:
7 4 − 𝑥 " 𝑑𝑥
TRIGONOMETRIC AND HYPERBOLIC SUBSTITUTIONS
Find:
1
7 " 𝑑𝑥
3𝑥 + 7
INTEGRATION BY PARTS
The method of integration by parts originates from the product rule for differentiation and it is
extensively used in fields as diverse as mathematical physics, fluid dynamics and mechanical
engineering.
Recall that, if 𝑢 = 𝑢(𝑥) and 𝑣 = 𝑣(𝑥) are functions of 𝑥, then
𝑑 𝑑𝑣 𝑑𝑢
𝑢𝑣 = 𝑢 +𝑣
𝑑𝑥 𝑑𝑥 𝑑𝑥
Integrating both sides gives
𝑑𝑣 𝑑𝑢
𝑢𝑣 = 7 𝑢 𝑑𝑥 + 7 𝑣 𝑑𝑥 = 7 𝑢 𝑑𝑣 + 7 𝑣 𝑑𝑢
𝑑𝑥 𝑑𝑥
Rearranging, we have the following integration by parts formula
7 𝑢 𝑑𝑣 = 𝑢𝑣 − 7 𝑣 𝑑𝑢
INTEGRATION BY PARTS
Notes.
-3
1. The integrand is 𝑢 -# so we need to identify the expression that will integrate as such a
product.
2. The term 𝑢 is never integrated directly. This suggests that a good choice of 𝑢 is a function
that (a) we don’t know how to integrate or that (b) will become “more complex” if we integrate
it, but instead gives rise to a simpler expression when differentiated.
3. The term 𝑑𝑣 is integrated once in the first term (𝑢𝑣) and its integral 𝑣 also appears in the
second term. This suggests that a good choice of 𝑑𝑣 is a differential that we know how to
integrate and will become “simpler” (or at least not more complicated) if we integrate it.
In the next examples, it will be clear that some choices of 𝑑𝑣 and 𝑢 are to be avoided.
INTEGRATION BY PARTS
Find
7 𝑥 𝑒 # 𝑑𝑥
INTEGRATION BY PARTS
Find
7 𝑥 cos 𝑥 𝑑𝑥
7 𝑥 "𝑒 # 𝑑𝑥
INTEGRATION BY PARTS
Find
7 ln 𝑥 𝑑𝑥
7 𝑥 ln 𝑥 𝑑𝑥
INTEGRATION BY PARTS
Find
7 𝑒 # sin 𝑥 𝑑𝑥
