Basic Integration Techniques Explained
Basic Integration Techniques Explained
A Review: The basic integration formulas summarise the forms of indefinite integrals for may of the
functions we have studied so far, and the substitution method helps us use the table below to evaluate
more complicated functions involving these basic ones. So far, we have seen how to apply the formulas
directly and how to make certain u-substitutions. Sometimes we can rewrite an integral to match it to a
standard form. More often however, we will need more advanced techniques for solving integrals.
First, let’s look at some examples of our known methods.
ˆ ˆ
. xn dx xn+1 C
2 =n + 1 + (n /= −1) 13. cot(x) dx = ln | sin(x)| + C
ˆ
1
3. dx = ln |x| ˆ
+ Cx 14.
sec(x) dx = ln | sec(x) + tan(x)| +
ˆ C
4. ex dx = ex + C
15. ˆ
ˆ x
x a csc(x) dx = − ln | csc(x) + cot(x)|
5 = +
. a dx C +C
ln(a) (a > 0, a /= 1) 16.
ˆ ˆ
6. sin(x) dx = − cos(x) + C sinh(x) dx = cosh(x) + C
17.
ˆ ˆ
7. cos(x) dx = sin(x) + C 18. cosh(x) dx = sinh(x) + C (a > 0)
ˆ ˆ 1 x2
1
8. 2
sec (x) dx = tan(x) + C √ dx = sin−1
19. + C a 2 − x2 (a > 0)
a
ˆ ˆ 1 x2
1 1
9. 2
csc (x) dx = − cot(x) + C 20. dx = tan−1 (a > 0)
+ C a 2 + x2 a
a
ˆ ˆ
1 1 x
10. sec(x) tan(x) dx = sec(x) + 21. √ dx = sec−1 - - (a > 0)
+ Cx x −a
2 2 a a
C ˆ 1 x2
1
√ dx = sinh−1
ˆ 22. + C a + x2
2 a (x > a > 0)
11. csc(x) cot(x) dx = − csc(x) ˆ 1 x2
1
+C √ dx = cosh−1
+ C x2 − a2 a
Section 8.1: Techniques of MATH
Integration 142
ˆ 5
2x − 3 ˆ 11
1
u = x2 − 3x + √ dx √ du
1 3 x2 − 3x + 1 u
=
1
du = 2x − 3
dx = u−1/2 du
ˆ
11
1
11
8x − x2 = −(x2 − ˆ ˆ
8x) 1 1
√ √
= −((x − 4)2 − 42 8x − x2 42 − (x − 4)2
) dx
= ˆ dx
1
= 242 − (x − =
4)
2 √ du
2
4 −
= 1 2
u= x− 1 u
sin−
(u) +
4 4 C
3 4
= x− 4
du = dx sin −1
4
+C
Page 2 of
53
Section 8.1: Techniques of MATH
Integration ˆ ˆ 142
cos(x) sin(2x) + sin(x) cos(2x) dx = sin (x + 2x) dx
ˆ
u = 3x = sin (3x) dx
du = 3 ˆ
1
= sin (u) du
dx 3
1
du = 1
3 =− cos (u) + C
dx 3
1
− cos (3x) +
= 3
Page 3 of
53
Section 8.1: Techniques of MATH
Integration 142
4 1
0 dx.
ˆ π ˆ π
1 − sin(x)
1 1 1 + sin(x)
0
4
dx = 4 · dx
1 − sin(x) ˆ π 0 1 − sin(x) 1 + sin(x)
4
1 + sin(x)
= 2
dx
ˆ 0π 1 − sin (x)
1 1 sin(x)
= 4 + dx
2
0 cos (x) cos(x) cos(x)
ˆ π
4
= sec2(x) + sec(x) tan(x) dx
0
- 4π
x-
= x) + )
tan( sec( -
0
1π 1
= tan + sec2 4 − (tan(0) + sec(0))
2 π
4√
=1+ 2 − (0 + 1)
=
√2
u= 1+ ˆ 2 2
=
√ u− du
x u2 3 u3
1 ˆ
du = √ = 2u−2 − 2u−3 du
2 x
√ dx
2 xdu = dx
= −2u−1 + u−2 + C
2(u − 1) du = 2 1
dx =
− + 2 +C
u u
2 1
= − √ + √
1+ x (1 + x)2
Page 4 of
53
Section 8.1: Techniques of MATH
Integration
g(x) = cos(x) =⇒ f (−x) = cos(−x) = cos(x) =⇒ x is an even function
3 142
= f (x)
Putting these two facts together we see that x3 cos(x) is an odd function and is symmetric over2 the
2
# π 8,$Section
(by Theorem π
interval − , . Thus
5.6)
ˆ π2
x3 cos(x) dx =0
− π2
Page 5 of
53
Section 8.2: Techniques of Integration
It is useful when one of the functions (f (x) or g(x)) can be differentiated repeatedly and the other
function can be integrated repeatedly without difficulty. The following are two such integrals:
ˆ ˆ
x cos(x) dx and x2ex dx.
Notice f (x) = x or f (x) = x2 can be differentiated repeatedly (they are even eventually zero) and g(x) =
cos(x) and
g(x) = ex can be integrated repeatedly without difficulty.
An Application of the Product Rule: If f (x) and g(x) are differentiable functions of x, the product rule
says that
d
[f (x)g(x)] = f'(x)g(x) + f
(x)g'(x). dx
Integrating both sides and rearranging gives us the Integration by Parts formula!
ˆ d ˆ
[f (x)g(x)] dx = f'(x)g(x) dx + f (x)g'(x) dx
dx
ˆ ˆ ˆ
d
=⇒ '
f (x)g (x) dx = [f (x)g(x)] dx − f'(x)g(x) dx
ˆ dx ˆ
=⇒ f (x)g'(x) dx = f (x)g(x) − f'(x)g(x)
dx
du.
Remember, all of the techniques that we talk about are supposed to make integrating easier! Even
´
though this formula expresses one integral in terms of a second integral, the idea is that the second
integral, v du, is easier to evaluate. The key to integration by parts is making the right choice for u and
v. Sometimes we may need to try multiple options before we can apply the formula.
Section 8.2: Integration by MATH
Parts 142
Example 1:
Find
ˆ
x cos(x) dx.
We have to decide what to assign to u and what to assign to dv. Our goal is to make the integral easier.
One thing to bear in mind is that whichever term we let equal u we need to differentiate - so if
differentiating makes a part of the integrand simpler that’s probably what we want! In this cases
differentiating cos(x) gives − sin(x), which is no easier to deal with. But differentiating x gives 1 which is
simpler. So we have,
ˆ ˆ
u= x dv = cos(x)
x cos(x) dx = x sin(x) − sin(x) dx
dx du = dx v = sin(x)
= x sin(x) + cos(x) +
C
Example 2:
Evaluate
ˆ
x2ex dx.
Here we go through the same thought process. If u = ex then du = ex dx, which doesn’t make the problem
1 3
3 case dv = x would give v =
any easier (though it doesn’t make it any harder either). But in this x
2
u = x2 dv = ex ˆ
x2ex dx = x2ex − 2 xe dx.
x
dx du = 2x dx
ˆ
v = ex
It’s at this point we see that we still cannot integrate the integral on the write easily. This is okay.
Sometimes we may have to apply the integration by parts formula more than once!
ˆ ˆ
2 x 2 x
x e dx = x e − 2 xex dx
5 ˆ 6
u= x dv = e x 2 x
= x e −2 x
xe − x
e dx
dx
du = dx v = ex = x2ex − 2xex + 2ex + C
! "
= x2 − 2x + 2 e
x
+C
ˆ
The previous technique works for any integral of the form xnemx dx, where n is any positive integer and m
is any integer. What if n was negative? Then this case we would set u = ex.
Page 5 of
53
Section 8.2: Integration by MATH
Parts 142
Example 3 - Integration by Parts for Definite Integrals: Find the area of the region bounded by the
curve y = xe−x
and the x-axis from x = 0 to x = 4.
ˆ 4
A= xe−x dx
0
u= x dv = e−x dx
4
du = dx v = −e−x
ˆ 4 ˆ 4
xe−x dx = xe−x - 4 − −e
−x
dx
− --
0 0 0
4 ˆ 4
= + e−x dx
−xe−x- -0 0
4
! " -
− −x
= −4e
4 − 0 e
− -0
! "
= −4e−4 e − −4
− !1
= −4e−4 − e−4 − 1
"
= −5e−4 + 1
Example 4 - Tabular Method: In Example 2 we have to apply the Integration by Parts Formula
multiple times. There is a convenient way to “book-keep” our work. This is done by creating a table.
Let’s see how by examining Example 2 again.
Evaluate
ˆ
x2ex dx.
x2 + ex
2 −
ex
x +
ex
2
ex
+C
We have actually used the integration by parts formula, but we have just made our lives easier by
Page 6 of
53
Section 8.2: Integration by MATH
Parts 142
condensing the work into a neat table. This method is extremely useful when Integration by Parts
needs to be used over and over again.
Page 7 of
53
Section 8.2: Integration by MATH
Parts 142
π 0
x3 cos(nx)
+
3x
− 1
n sin(nx)
2
+ − 12
n
cos(nx)
6x
− − 13
n
sin(nx)
6
1
0 cos(nx)
n
4
cos(x):
π 2π 3π 4π
−1
sin(x):
π 2π 3π 4π
−1
Page 8 of
53
Section 8.2: Integration by MATH
Parts 142
This “trick” comes up often when we are dealing with the product of two functions with “non-
terminating” derivatives. By this we mean that you can keep differentiating functions like ex and trig
functions indefinitely and never reach 0. Polynomials on the other hand will eventually “terminate” and
their nth derivative (where n is the degree of the polynomial) is identically 0.
Page 9 of
53
Section 8.3: Trigonometric Integrals -
Worksheet
Goal: By using trig identities combined with u-substitution, we’d like to find antiderivatives of the form
ˆ
sinm(x) cosn(x) dx
(for integer values of m and n). The goal of this worksheet1 is for you to work together in groups of 2-3 to
discover the techniques that work for these anti-derivatives.
Example 1 - Warm-up:
Find
ˆ
cos4(x) sin(x) dx.
ˆ ˆ
4
u = cos(x) cos (x) sin(x) dx = − u4 du
du = − sin(x) dx u5
= − + C
5 5
cos (x
=− +
)5
C
Example 2:
Find
ˆ
sin3(x) dx.
u = cos(x) ˆ ˆ
! "
sin (x) dx = ˆ 1 − cos2(x)
3
du = − sin(x) ! "
dx = − 1 − u2 du
sin(x) dx
u
3
= −u + C
+
3
= cos3(x
− cos(x) +
)3
+ C
1
Worksheet adapted from BOALA, [Link]/activecalc
Section 8.3: Trigonometric MATH
Integrals 142
Example 3: Find
ˆ
sin5(x) cos2(x) dx.
! "2
(Hint: Write sin5(x) as sin2(x)
sin(x).)
ˆ ˆ
5 2
! "2
sin (x) cos (x) dx = sin2(x) cos2(x) sin(x) dx
ˆ
! "2
= 1 − cos2(x) cos2(x) sin(x) dx
ˆ
u = cos(x) ! "2
=− 1 − u2 u2 du
du = − sin(x)
dx
ˆ
= − !1 − 2u2 + u4 du
ˆ"
=− u2 − 2u4 + u6 du
3
2u5 u7
= −u
3 3 − +C
+ cos (x5 72 cos7(x
− + 5 − +
)3 cos (x) )7
= C
5
Example 4:
Find
ˆ
sin7(x) cos5(x) dx.
(The algebra here is long. Only set up the substitution - you do not need to fully evaluate.)
ˆ ˆ
7 5
! "3
sin (x) cos (x) dx = sin2(x)
cos5(x) sin(x) dx
ˆ
! "3
= 1 − cos2(x) cos5(x)
u = cos(x)
du = − sin(x) ˆ dx
sin(x)
! "3
dx = − 1 − u2 u5 du
Page 11 of
53
Section 8.3: Trigonometric MATH
Integrals 142
Example 6: Note that the same kind of trick works when the power on cos(x) is odd. To check that
you understand, what trig identity and what u-substitution would you use to integrate
ˆ
cos3(x) sin2(x) dx?
ˆ ˆ
sin2(x) + cos2(x) 3 2
= 1 cos (x) sin (x) dx = cos2(x) sin2(x) cos(x) dx
ˆ
cos2(x) = 1 − ! "
= 1− sin2(x ) sin2x( ) cos(
x dx)
sin2(x)
ˆ
u = sin(x) ! "
= 1 − u2 u2 du
du = cos(x) dx
Example 7: Now what if the power on cos(x) and sin(x) are both even? Find
ˆ
sin2(x) dx,
(c) Show that your answers to parts (a) and (b) above are the same by giving a suitable trig identity.
1 1
sin(x) cos(x) = 2 sin(x) cos(x) = sin(2x).
Page 12 of
53
Section 8.3: Trigonometric MATH
Integrals 2 2 142
Page 13 of
53
Section 8.3: Trigonometric MATH
Integrals 142
Example 8: Evaluate the integral in problem (2) above, again, but this time by parts using u = sin2(x) and
dv − sin(x) dx. (After this, you’ll probably need to do a substitution.)
ˆ ˆ
3
sin (x) dx = sin2(x) sin(x) dx
ˆ
u = sin2(x) dv = sin(x) = − sin2(x) cos(x) − − cos(x) · 2 sin(x) cos(x) dx
ˆ
dx du = 2 sin(x) cos(x) dx
= − sin2(x) cos(x) + 2 cos2(x) sin(x) dx
v = − ˆ
2
= − sin (x) cos(x) − 2 w2 dw
cos(x)
2u3
= − sin2(x ) cos(
x −) +C
w = cos(x) 3
2 2
dw = − sin(x) dx = − sin x) cos(x) cos3(x)
+
( − C
3
Example 9 - For fun: Can you show your answers to problem (2) and (8) above are the same? It’s
another great trigonometric identity.
2 cos3(x) 2 2 cos3(x)
2 ! "
sin (x) cos(x) − = − 1 − cos2(x) cos(x) − cos3(x) = − cos(x) + cos3(x) − cos3(x) = − cos(x) +
− 3 3 3
3
Example 10 - Further investigations: (especially for mathematics, physics and engineering majors)
We also would like to be able to solve integrals of the form
ˆ
tanm(x) secn(x) dx.
These two functions play well with each other, since the derivative of tan(x) is sec2(x), the derivative of
sec(x) is sec(x)|tan(x) and since there is a Pythagorean identity relating them. It sometimes works to use
u = tan(x) and it sometimes works to use u = sec(x). Based on the values of m and n, which substitution
Page 14 of
53
Section 8.3: Trigonometric MATH
Integrals 142
should you use? Are there cases for which neither substitution works? (See page 472 of the text.)
Page 15 of
53
Section 8.4: Trigonometric
Substitution
Motivation: If we want to find the area of a circle or ellipse, we have an integral of the form
ˆ √
a2 − x2 dx
u = a2 − x2
du = −2x dx ←− extra factor of x . . .
√ ñ ñ ñ ! √
"
a − x = a − (a sin (θ)) = 12 − a2 sin2 (θ) = a2 1 − sin2 (θ) = a2 cos2 (θ) = a |cos (θ)| .
2 2 2 2
Common Trig Substitutions: The following is a summary of when to use each trig substitution.
If you are worried about remembering the identities, then don’t! They can all be derived easily,
assuming you know three basic ones (which by now you should):
sin2 1 sin (θ)
(θ) + cos2 (θ) = 1, sec (θ) = , tan (θ) =
cos (θ) cos (θ)
ˆ √ ˆ √
9− 2 3 2 − 32 sin2
x = 3 sin dx · 3 cos (θ) dθ
(θ) x x2
= 2
(θ) 32 sin (θ)
è π π ˆ √
2
θ é , = 3/ 1 − sin (θ)
∈ −2 · /3 cos
2 2
2 /3/ sin (θ)
dx = 3 cos (θ) ˆ
√
dθ = cos2 (θ)
sin2 (θ) cos (θ) dθ
·
ˆ cos22 (θ)
= sin (θ)
dθ
ˆ
= cot2 (θ)
dθ
ˆ
= csc2 (θ) − 1 dθ
= − cot (θ) − θ + C
√
32 −
=− − arcsin (θ) +
x2 x C
How did we recover x?
A2 + x2 = 32
x hyp 3
x = 3 sin (θ) =⇒ = sin opp. =⇒ x
(θ) 3 . A2 = 32 − 2x
√
θ θ A = 3 2 − x2
adj. √ A
cot ( 1 32 −
adj
. x2
θ) = = =
tan (θ) opp. x
This is a common process in trig substitution. When you substitute back for your original variable, in this
case x, you will always be able to find the correct substitutions by drawing out and labelling a right triangle
correctly.
Page 14 of
53
Section 8.4: Trigonometric MATH
Substitution 142
Example 2:
Find
ˆ
1
√ dx.
x2 +
x2 4
ˆ
2
2 sec
√ (θ)
√1 dθ
x(θ)
= 2 tan x x2 + 4
2 ˆ
= 22 tan2 (θ) 22 tan2 (θ) + 22
dx
ˆ
2/ sec2 (θ)
1 π π2 =
√ dθ
θ∈ − , 22 tan2 (θ) 2/ tan 2 (θ) + 1
2
2
dx = 2 sec2 (θ) sec2 (θ)
√ dθ
dθ ˆ 22 tan2 (θ) sec2 (θ)
=
ˆ
sec (θ)
= 2 tan2 (θ)
2
ˆ
dθ 1 cos (θ)
= 4 sin2 (θ) dθ
u = sin ˆ
(θ) 1 1
= 4 u2 du
du = cos 1 1
(θ) = − + C
4
u 1
= − +
4 sin
C
(θ)
1
= − csc (θ) + C
4
√
x2 + 4
= − +C
4x
How did we recover
x?
x = 2 tan (θ) =⇒
x = hyp H
2 opp. = x H2 = x2 + 22
.
tan (θ) ⇒ √
θ H = x2 + 4
adj. θ 2
√
csc 1hyp x2 + 4
( .
θ) = = =
sin (θ) opp. x
Page 15 of
53
Section 8.4: Trigonometric MATH
Substitution 142
Example 3:
Evaluate
ˆ
x2
√ dx.
9 − x2
ˆ
ˆ 32 sin2
= 3 cos ( )
x2 (θ)
√ dx √ θ dθ
9 − x2 32 − 32 sin2 (θ)
·
32 sin2 (θ)
√
ˆ 3/ 1 − sin2 3/ cos (θ) dθ
= ·
(θ)
x = 3 sin ˆ 32 sin2 (θ)
= √
(θ) 2 cos (θ) dθ
1 π π2 ˆ cos (θ)
θ = ·
, 9 sin2
∈ −2
2
dx = 3 cos (θ) (θ)
ˆ
dθ 9
= 1 − cos (2θ) dθ
2 3 4
9 1
= θ − sin(2θ) + C
2 2
9
= (θ − sin(θ) cos(θ)) + C
2A √ B
1 x2 C
9 −1 x 9 − x2
= sin − +
2 3 3
3
x
x = 3 sin (θ) =⇒ = hyp 3
3 . opp. =⇒ x
32 = x2 +
sin (θ) √
θ θ A2 A = 9
adj. A − x2
cos ( √
9 − x2
adj
.
θ) = =
hyp. x
Page 16 of
53
Section 8.5: Integration by Partial
Fractions
Our next technique: We can integrate some rational functions using u-substitution or trigonometric
substitution, but these methods do not always work. Our next method of integration allows us to
express any rational function as a sum of functions that can be integrated using methods with which we
are already familiar. That is, we cannot integrate
1
x2 −x
but it is equivalent to
as-is, 1 1
− ,
x x−1
each term of which we can
integrate.
ˆ
x−7
dx.
x( + 1) (x − 3)
ˆ
1
(a) dx = ln |x + 1| + C
x+
1
(b) 2 1 2 (x − 3) − (x + 1) 2x − 6 − x − 1 x−7
− = = =
x+ 1 x−3 (x + 1) (x − 3) (x + 1) (x − 3) (x + 1) (x − 3)
ˆ ˆ
x−7 2 1
(c) dx = − dx = 2 ln |x + 1| − ln |x − 3| + C
(
x + 1) (x − 3) x+ x−3
1
(a) 7 3 7 (x − 4) + 3 (x − 1) 10x − 31
+ = =
x−1 x−4 (x − 1) (x − 4) (x − 1) (x − 4)
ˆ ˆ
10x − 31 7 3
(b) dx = + dx = 7 ln |x − 1| + 3 ln |x − 4| + C
(
x − 1) (x − x−1 x−4
4)
The previous two examples were nice since we were given a different expression of our integrand
before hand. But what about when we don’t? It is clear that the key step is decomposing our integrand
into simple pieces, so how do we do it? The next example outlines the method.
Section 8.5: Integration by Partial MATH
Fractions 3: Goal: Compute
Example 142
ˆ x+
dx.
+145) (x +
( x
first step is to
decompose x + 14
Our as
(
x + 5) (x + 2)
x+ ? ?
= + .
x +14
5) (x +
(2)
x+ x+
There is no indicator of what the numerators should be,
5 so there
2 is work to be done to find them. If we
let the numerators be variables, we can use algebra to solve. That is, we want to find constants A and B
that make the equation below true for all x /= −5, −2.
x+
A B
14 = + .
x + 5) (x +
(
2)
x+ x+
We solve for A and B by cross multiplying and equating
5 the numerators.
2
( x + 14 A B A (x + 2) + B (x + 5)
= + = =⇒ x + 14 = A (x + 2) + B (x + 5)
x + 5) (x + 2) x + x+ (x + 5) (x +
5 2 2)
= Ax + 2A + Bx + 5B
= (A + B) x + 2A + 5B
1 = A + B =⇒ B =
1 −A
14 = 2A + 5B
ˆ ˆ
= 2 + 5 (1 ) x + 14 −3 4
A −A dx = + dx
(x + 5) (x + x+ x+ 2
2) 5
= 2A + 5 −
= −3 ln |x + 5| + 4 ln |x + 2| + C
5A
= 5 − 3A
=⇒ 9 = −3A
=⇒ −3 = A
=⇒ B = 1 − (−3)
=4
ˆ
A B A (x + 1) + B (3x − 4)
(3 x + 15 = + = =⇒ x + 15 = A (x + 1) + B (3x − 4)
x − 4) (x + 1) 3x − x+ (3x − 4) (x +
4 1 1)
= Ax + A + 3Bx − 4B
= (A + 3B) x + A − 4B
1 = A + 3B =⇒ A = 1 = (1 − =⇒ 14 = −7B
− 3B 3B) − 4B
=⇒ −2 = B
15 = A − 4B = 1 − 7B
=⇒ A = 1 − 3 (−2) = 7
3 − dx
x−4 x+ 1 Page 18 of
53
7
Section 8.5: Integration by Partial MATH
Fractions 142
ˆ ˆ
x + 15 7 2 dx
(3x − 4) (x + 1)
=
=
Page 19 of
53
Section 8.5: Integration by Partial MATH
Fractions 142
ˆ
Example 4 - An alternative approach: Find
(3
x+ dx.
15
x − 4) (x + 1)
A B A (x + 1) + B (3x − 4)
(3 x + 15 = + = =⇒ x + 15 = A (x + 1) + B (3x − 4)
x − 4) (x + 3x − 4 x + 1 (3x − 4) (x + 1)
1)
Instead of expanding everything, comparing coefficients and solving a system of linear equations,
sometimes it may be helpful to plug in strategic values of x to solve. Good values to choose are those
that are roots of the polynomials that appear on the denominators of the fraction. Observe,
4
! 4
" !! 4
" " ! ! 4
"
x = −1 : (−1) + 15 = A ((−1) + 1) + B (3(−1) − 4) x= 3
: 3
+ 15 = A
3
+ 1 +3 B 3
"
−4
49
=⇒ 14 = 0 − 7B =⇒ 3 =3 7 A + 0
=⇒ ˆ −2 = B =⇒ 7=A
ˆ
7 2
(3 x+ dx = − dx =7
ln 3x + 5| − 2 ln |x + 1|
15 3|
+C
x − 4) (x + 1) 3x − x+1
4
ˆ
5x − 2
Example 5: Goal: Find
(x +
dx.
Here, there are not two different linear factors in the denominator. This CANNOT be expressed in the form
5x − 2 5x − 2 A B A+ B
= /= + = .
(x + 3)2 (x + 3)(x + x+ 3 x+ x+ 3
3) 3
However, it can be expressed in the
form:
B
5x − 2 A + .
=
(x + 3)2 x+ (x + 3)2
3
5x − 2 A B A(x + 3) + B
= + = =⇒ 5x − 2 = A(x + 3) + B
(x + 3)2 x + 3 (x + 3)2 (x + 3)2
5x − 2 = A(x + 3) − 17
x = −3 : 5(−3) − 2 = A ((−3) + 3)
+B = Ax + 3A − 17
=⇒ −17 = 0 + B =⇒ 5x = Ax
=⇒ −17 = B =⇒ 5=A
Page 20 of
53
Section 8.5: Integration by Partial MATH
Fractions 142
ˆ ˆ
5x − 2 5 17
dx = − = |x + 3| + 17
dx ln
(x + 3)2 x+ (x + 3)2 5 x+3
3
Page 21 of
53
Section 8.5: Integration by Partial MATH
Fractions 142
Example 6: What if the denominator is an irreducible quadratic of the form x2 + px + q? That is, it can
! n
not be factored (does not have any real roots). "In this case, suppose that x2 + px + q is the highest
power of this factor that divides the denominator. Then, to this factor, assign the sum of the n partial
fractions:
B 1 x + C1 B 1x + C1
2 +
B+
1x ·+
··C
+1 B 1 x + . C1
+
(x2 + px + q) (x2 + px + (x2 + px +
3 2
(x + px + q)n
q) q)
Compute
ˆ 2x + dx.
2
2
−4
(
x + 1)(x − 1)
There are four unknowns here, A, B, C and D. In this case we’re going to want to minimise the amount of work
we do here. In general it is going to be beneficial to solve for as many coefficients as we can by plugging in
numbers, and then expand everything to compare coefficient after reducing the workload.
So we got one coefficient this way. That’s better than nothing! Now if we use this new information and then
rearrange a little we end up with less solving to do. This does require you however to be comfortable with
algebra.
Now we have already seen what happens when x = 1, so we can go right ahead and divide by the (x−1) term that
appears on both sides.
Now we can go through and set up equations and solve by coef-
=⇒ −x − 3 = (Ax + B) (x − 1) +
x C(
2
ficients. When there are lots of coefficients it is a good
+ 1)
idea of coming up with a way to book-keep your algebra -
= Ax2 + Bx − Ax − B Cx
+2+
C it can get very messy if you don’t. Below is just one way
= (A + C)
x
2
+ (B − A)x + C you can do it.
−B
(1) 0 = A +C (1) 0 = A +C (1) −4 = 2C
=
(2)+(3) =
(1)+(2)
− − −
(2) 1 = −A +B ⇒ (2) 4 = −A ⇒ (2) 4 = −A
(3) −3 = −B
ˆ ˆ
−2x −
x2 + 1)(x +4
1)2 2x + 1 2 1
( dx = x2 + 1 −x − 1 (x+− 1)2 dx
=⇒ −4 = 2C =⇒ −2 = C ˆ
=⇒ −4 = −A − =⇒ 2x 1 2 1
2=A = x2 + 1 +x2 + 1 x − 1 (x −− +
2 1)2
=⇒ −3 = −B − =⇒ 1 = B, So . . . = 1
Page
ln( 2 −1
+22
C of
2
53
Section 8.5: Integration by Partial MATH
Fractions 142
dx
x + 1) + tan (x) − 2 ln |x − 1| −
x− 1
Page 23 of
53
Section 8.5: Integration by Partial MATH
Fractions 142
B 1 x + C1 B1x + C1
+B 1 x + B1x + + ···+ .
C1 C1+
2
(x2 + px + q) (x2 + px + (x2 + px + (x2 + px + q)n
q) q)
3
3. Continue with this process with all irreducible factors, and all powers. The key things to remember are
(i) One fraction for each power of the irreducible factor that appears
(ii) The degree of the numerator should be one less than the degree of the denominator
f (x)
4. Set the original fraction equal to the sum of all these partial fractions. Clear the resulting
(
equation of fractions
g)x
and arrange the terms in decreasing powers of x.
5. Solved for the undetermined coefficients by either strategically plugging in values or comparing
coefficients of powers of x.
Page 24 of
53
Section 8.7: Numerical Integration
What to do when there’s no nice antiderivative? The antiderivatives of some functions, like sin(x2), 1/
ln(x) and
√
1 + x4 have no elementary formulas/ When we cannot find a workable antiderivative for a function f (x) that
we have to
integrate, we can partition the interval of integration, replace f (x) by a closely fitting polynomial on
each subinterval, integrate the poynomials and add the results to approximate the definite integral of f
(x). This is an example of numerical integration. There are many methods of numerical integration but
we will study only two: the Trapezium Rule and Simpson’s Rule.
Trapezoidal Approximations: As the name implies, the Trapezium Rule for the value of a definite
integral is based on approximating the region between a curve and the x-axis with trapeziums instead
of rectangles - which, if you recall, we studied when we looked at Riemann integration in Calculus I.
f (x) f (x)
y0 y y2 y3 y4 ...
1
∆x ∆x ∆x ∆x
a := x1 x2 x4 =:
x3 a := x0 x1 x2 ... xn−2 xn =:
x0 b x n−1 b
b−a
Assume the length of each subinterval is ∆x = . Then the area of the trapezium that lies above the x-axis
in the ith
n
δx
subinterval is Ti = (yi−1 + yi) where yi−1 = f (xi−1) and yi = f (xi). Then the area of the under the curve
and above 2
the x-axis is approximated by the sum of the trapeziums:
∆x ∆x ∆x
T = (y0 + y1) + (y1 + y2) + · · · +
(
2 2 2 y
n−1 + yn
∆x
= (y0 + y1 + y1 + y2 + · · · + yn−2 + yn−1 + yn−1 + yn)
2
∆x
= (y0 + 2y1 + 2y2 + · · · + 2yn−1 + yn)
2
A n−1
∆x Σ B
= 0 + yn + 2 yi
y
2 A
i=
B
∆x n−1
Σ
= ( ) +f x ( n) + 2 ( i)
fx0 f x
2 i =
Section 8.7: Numerical MATH
ˆb
Integration 142
The Trapezium Rule: To approximate ( ) , use
f x dx
a
∆x
T= 2y1 + y )
(y0 + 2y1 + 2y2 + · · · +n−
2A n
B
n−1
∆x Σ ( )
= ( ) +f xn ) + 2 i
f f x ,
2 x0 (
i=
2−
1
∆ x0 = x1 = a + x2 = a + x3 = a + x4 = a + 4∆x
a ∆x 2∆x 3∆x
= =1 =1+1 =1+2 =1+3 1
x 1 1 =1+4·
1 4
· · ·
4 4 4 4 8
4 6 7 =
1 5 4
= = = = =
4 4 4 4 4
Now use these points together with the formula for the Trapezium Rule:
∆x
T= (y0 + 2y1 +32y4 2 + 2y3 + y4)
2 3 3 4 3 4
1 3
4 5 6 3 4 3 44 2
1/4 + + + 8 ˆ x -1
= f 7 1
x 2
dx = 3
+ 1
2 f 4 4
2f4 2f4 2f4 2 −
3
3
1 16 25 36 49 ! "
= 8 1 +12 +1 2 1+ 2 1 = 23 13
4
64
+
1
= (16 + 50 + 72 + 98 1
12 = (8 − 1)
+ 64) 3
8 7
1 =
= (300) 3
12
8
= 75
32
75 7
22
5 224 1
− = − = .
32 3 96 96 96
Page 23 of
53
Section 8.7: Numerical MATH
Integration 1 142
So the approximation overestimated the actual area by , which is pretty good considering we only
9
6
used 4 trapeziums. Just like when we looked at Riemann sums, using more trapeziums results in a
better approximation.
Page 24 of
53
Section 8.7: Numerical MATH
Integration 142
Parabolic Approximations: Instead of using the straight-line segments that produced the trapeziums,
we can use parabolas to approximate the definite integral of a continuous function. We partition the interval
[a, b] into n subintervals
b−a
of equal length ∆x = but this time we require n to be an even number. On each consecutive pair
of intervals
n
we approximate the curv e y = f (x) ≥ 0 by a parabola. A typical parabola passed through three
consecutive points:
(xi−1, yi−1), (xi, yi) and (xi+1, yi+1) on the curve.
n=4:
f (x)
a := x0 x1 x2 x3 x4 =: b
n=8:
f (x)
a := x0 x1 x2 x3 x4 x5 x6 x7 x8 =: b
So how do we compute the area under each parabola y = Ax2 + Bx + C? By translating we can
assume that the centre point of our parabola is at xi = 0
The area under the parabola and above the x-axis is given by
(0, yi)
ˆ ∆x
Si Ax2 + Bx + C (−∆x, yi−1)
= −∆ dx
x ∆x
Ax3 Bx2 -
= + Cx (∆x, yi+1)
3 -
2 -
+ −∆x
A(∆x)3 B(∆x)2 5 (−∆x)3 B(−∆x)2 6
= 3 + 2 C ( x) − A + C (− ∆x )
3 2
2A∆x 3
= +2
C x
3
∆
∆x
= (2A∆x + 6C)
3 −∆x 0 ∆x
yi−1 = A∆x2 − B∆x +
C
! " ! "
yi =
C =⇒ yi−1 + 4yi + yi+1 = A∆x2 − B∆x + C + 4C + A∆x2 + B∆x + C =
Page 25 of
53
Section 8.7: Numerical MATH
Integration 142
2A∆x + 6C
yi+1 = A∆x2 + B∆x + C
∆x
=⇒ S i yi−1 + 4yi + )
= 3 ( y i+1
So if we sum up the areas under all of the parabolas, we obtain our approximation.
Page 26 of
53
Section 8.7: Numerical MATH
Integration 142
ˆ b
Simpson’s Rule: To approximate ( ) , use
f x dx
a
∆x
S= (y0 + 4y1 + 2y2 + 4y3 + · · · + 2yn−2 + 4yn−1 + yn)
3 n−1
∆x Σ2
= f (x0) + f (x ) + 2 f (x2 1) + 2f (x2 ) ,
n i− i
3 i=
1
2−
0
∆ x1 = a + x2 = a + x3 = a + x4 = a + 4∆x
x0 =
a ∆x 2∆x 3∆x
= = 0 =0+1 =0+2 =0+3 1
x 1 1 =0+4·
1 2
· · ·
4 2 2 2 4
0 2 3 =
1 1 2
= = = = =
2 2 2 2 2
Now use these points together with the formula for Simpson’s Rule:
∆x
=
S= (y30 +
3 4y
4 1 + 2y32 +4 4y3 +3y4)4 3 4
3
1/2 0 1 2 3
3 44 f + 4f + 2f + 4f + ˆ 2 -
4
f
33 2 2 2 81 2 4 2
1 0 1 128 5x4 dx = x52
16 -
-
= 5 + 4 ·5 + 2 ·5 + 4 ·5 0
0
6 16 16 16 16
+5 = 2 − 05
5
16
5
= (0 + 4 + 32 + 324
+ 256)
96 = 32 − 0
5
= (616) = 32
9
385
= 12
Page 27 of
53
Section 8.7: Numerical MATH
Integration 1 142
So the approximation overestimated the actual area by , which is pretty good considering we only used 2
parabolas. 1
2
Just like Riemann sums and the Trapezium rule, using more parabolas results in a better
approximation. In fact, of the three rules Simpson’s Rule gives the best approximation. This can be
seen by looking at the error estimates.
Page 28 of
53
Section 8.7: Numerical MATH
Integration 142
Error Estimates in the Trapezium and Simpson’s Rules If f''(x) is continuous and M is any upper
bound for the values of |f''(x)| on [a, b], then the error ET in the Trapezium Rule for approximating the
definite integral of f (x) over the interval [a, b] using n trapeziums satisfies the inequality
− 3
|ET | ≤ M (b a) .
12n2
If f (4)(x) is continuous and M is any upper bound for the values of |f (4)(x)| on [a, b], then the error ES in
n
Simpson’s Rule for approximating the definite integral of f (x) over the interval [a, b] using parabolas
satisfies the inequality 2
− 5
|ES| ≤ M (b a) .
180n4
First we differentiate f (x) 4 times and check that it is continuous on the interval [0, 2].
f (x) =
5x4 f'(x) =
20x3 f''(x)
= 60x2
f'''(x) = 120x
f (4)(x) = 120
(4
|f (x)|
)
= 120 ≤ 120 for all x ∈ [0, 2].
Thus M = 120 works as a bound. So, with n = 4, the error is bounded by:
M (b − a)5 120(2 − 0)5 120 · 25 1 1
|ES | ≤ = = = = .
180n4 180(4)4 180 · 28 3 · 22 12
To achieve an approximation with |ES| ≤ 0.001, we again find a bound for M but this time we solve the
inequality for n.
26 1
=⇒ ≤ n4
3 1000
26 · 1000 4
=⇒ ≤n
28 · 3
2· 53 4
=⇒ ≤n
3
Page 29 of
53
Section 8.7: Numerical ò MATH
Integration 4 2 53 142
=⇒ 4 · ≤n
3
ñ
2
·5
So setting n ≥ 4 4
3 ≈ 12.086 would ensure an approximation of the desired accuracy.
Page 30 of
53
Section 8.8: Improper Integrals
Switching up the Limits of Integration: Up until now, we have required two properties of definite integral:
We will now see what happens if we allow the domain or range to be infinite!
Infinite Limits of Integration: Let’s consider the infinite region (unbounded on the right) that lies under
the curve
y = e−x/2 in the first quadrant.
f (x) =
e−x/2
First, we examine what the area looks like over finite intervals. That is, we integrate over [0, b].
ˆ = −2e−b/2 −
b −0/2 = 2 2
b
A(b) := −x/2 − −x/2- è é 1 1 − e −b/2
.
e dx = 2e −2e
0 -0
Now we have an expression for the area over a finite integral, we can let b −→ ∞ by calculating the limit of this
expression.
1 2
A = lim A(b) = lim 2 1 − e −b/2
= 2 (1 − 0) = 2.
b→∞ b→∞
So
,
ˆ ∞ ˆ b
e−x/2 dx = e−x/2 dx = 2.
0 lim 0
b→∞
So this is how we deal with infinite limits of integration - with a limit! Remember those?
Section 8.8: Improper MATH
Integrals 142
Definition: Integrals with infinite limits of integration are called improper integrals of Type I.
ˆ b ˆ f (x) dx.
f (x) dx = lim
a b→∞ a
2. If f (x) is continuous on (−∞, b],
then
ˆ ˆ f (x) dx.
b b
f (x) dx = lim
−∞ a→∞ −a
In each case, if the limit is finite we sat that the improper integral converges and that the
limit is the
value of the improper integral. If the limit fails to exist, the improper integral
diverges Any of the integrals in the above definition can be interpreted as an area if f
Example 1: Evaluate
ˆ ∞
ln(x)
1 dx.
x2
ˆ b -b ˆ b
ln(x) ln(x) 1
x −
1 dx = -1 −
x2 dx
1 x2
b
1
-
Page 28 of
53
Section 8.8: Improper MATH
Integrals
u = ln(x) dv = 2 142
x1 x x)
ln(
=−
− -
dx du 1
= dx v = −1 x 5 6
− 1 −
x x ln(b) 1 1 − 1
ln(1)
= − −
b b
Now we take a 1
limit, ln(b) 1
=− − +1
ˆ ∞ ˆ 5 b 5 b 5
dx = b
dx = ln(b) + 6 b) −
ln( 0 + L= ’ H 6 1/b + 1 = 0 + 11=
lim
2 lim
2 1− − 6 =
lim − 1 lim −
1
1 x b→∞ 1 x b→∞ b b b→∞ b b→∞ 1
L’Hôpital’s Rule Suppose that f (a) = g(a) = 0, that f (x) and g(x) are differentiable on an open interval I
containing a
and that g'(x) /= 0 on I if x /= a. Then
f ( x) f'(x)
lim = lim ' ,
x→a g(x) x→a g (x)
assuming that the limit on the left and right both exist.
Page 29 of
53
Section 8.8: Improper MATH
Integrals 142
Example 2: Evaluate
ˆ ∞
1
dx.
−∞1 + x2
According to part 3 of our definition, we can choose any real number c and split this integral into two
integrals and then apply parts 1 and 2 to each piece. Let’s choose c = 0 and write
∞
1 ˆ
ˆ dx 0
1 ˆ ∞
1
−∞ 2
1+x = −∞ +
1+ x2 dx.
dx 0 1 + x2
ˆ 0
dx = lim ˆ 0 ˆ ˆ
12 1 dx
∞ 1 dx = lim b
1 dx
2 2 2
−∞ 1 + a→−∞ a 1 + 0 1+ b→∞ 0 1+x
x x x -b
-0
= −1
lim = lim tan−1(x)
tan (x) -
a→−∞ - b→∞ -
1 0 −1
−1
= lim tan−1(0) − = lim tan (b)
− tan (0)
a→−∞ b→∞
tan−1(a)
= lim = lim tan−1(b)
a→−∞ b→∞
π − tan− (a) π
= , 1 = .
2 2
So
,
ˆ ∞ ˆ 0 ˆ ∞
1 1 1 π π
= + = + =
1 + x2 dx
−∞ −∞ 1+ x2 0 1+ x2 2 2 π
dx
Since 1/(1 + x2) > 0 on R, the improper integral can be interpreted as the (finite) area between the curve
and the x-axis.
1
y=
1+ Area =
π
x
0
Page 30 of
53
Section 8.8: Improper MATH
Integrals 142
Ifˆ p∞/= 1: ˆ b
If p = 1:
1
= lim x −p
dx ˆ b
dx ˆ 1
1 b→∞ 1
∞
= lim
1
xp
b dx dx
−p +1 x b→∞ 1 x
= lim x -
1
-
b→∞ −p + 1
-b
x-
= lim )
1 -b b→∞ -1
1 1 ln(
=
· −
= lim [ln(b)
lim 15− p xp−1 - 1
46 1
= lim 1 p− , p> = lim ln(b) =∞
1 = b→∞
1 p−
1 1
1
1 3 −
Combining ˆ ∞ 1
1 , p>
p−
dx =
1 xp ∞, 11
p≤
ˆ1 ˆ 1
1 1
√ 1= 2 − √
√ dx = dx = 2x1/2 = 2 x
x x
2
−1/ - √ a = 2(1 a).
a -a a 2
a −
Page 32 of
53
Section 8.8: Improper MATH
Integrals 142
Definition: Integrals of functions that become infinite at a point within the interval of integration are called
improper integrals of Type II.
ˆ b ˆ a
f (x) dx = lim f (x) dx.
a c
c→a+
3. If f (x) is discontinuous at c, where a < c < b, and continuous on [a, c) ∪ (c, b], then
ˆ b ˆ c ˆ b
f (x) dx = f (x) dx f (x) dx.
a
+ c
a
In each case, if the limit is finite we sat that the improper integral converges and that the
limit is the
value of the improper integral. If the limit fails to exist, the improper integral
diverges
ˆ 1 ˆ b
1 1
dx = lim dx
0 1 − b→1− 0 ˆ 1
b −x
= 1
x lim
− dx
b→1− 0 x −1
-b
= lim − ln |x − 1|
b→1− -
0
b
= lim − ln(x − 1)
b→1− -
0
= lim − ln(1 − b)
b→1−
= − (−∞)
=∞
Page 33 of
53
Section 8.8: Improper MATH
Integrals 142
Tests for Convergence: When we cannot evaluate an improper integral directly, we try to determine
whether it converges of diverges. If the integral diverges, we are done. If it converges we can use
numerical methods to approximate its value. The principal tests for convergence or divergence are the
Direct Comparison Test and the Limit Comparison Test.
Direct ˆComparison
∞ ˆ∞
Test for Integrals: If 0 ≤ f (x) ≤ g(x) on the interval (a, ∞], where a ∈ R, then,
1. If ( ) converges, then so does ( ) .
ˆa ∞ g x dx a
f x dx
ˆ ∞
2. If ( ) diverges, then so does ( ) .
f x dx g x dx
a a
2. If the area under the curve of f (x) is infinite and g(x) is bounded below by f (x), then the area under
the curve of g(x) must be “less than or equal to” the area under the curve of g(x). Since there is no finite
number “greater than” infinity, the area under g(x) must also be infinite.
cos2(x) 1
≤ 2.
x2 x
1
So then we can use g(x) :=
2
. So,
x
ˆ ∞ ˆ ∞ ˆ b 3 3 44
cos2(x) 1 1 1 1 1
0≤ = lim = lim =
ˆ dx ≤ b→∞ b→∞ −
∞ 2 x2 2 x2
dx
2 x2
dx −b − 2
.
cos2(x) 2
So converges.
dx
2 x2
Example 7: Determine if the following integral is convergent of divergent.
ˆ ∞
1
dx.
3 x − e−x
1 1
Since x ≥ x − e−x, f (x) := ≤ =: g(x) for all x ≥ 3. So,
x x−e −1
ˆ ∞ ˆ ∞
0 ( ) ( )
≤ g x dx.
f x dx ≤ 3
3
Page 34 of
53
Section 8.8: Improper ˆ ∞ ˆ ∞ MATH
Integrals 1 1 142
By the Direct Comparison Test then, diverges since diverges.
dx dx
3 x − e−x 3 x
Page 35 of
53
Section 8.8: Improper MATH
Integrals 142
Limit Comparison Test for Integrals: If the positive functions f (x) and g(x) are continuous on [a, ∞), and
if
f (x)
lim = L, 0 < L < ∞,
x→∞ g(x)
then
ˆ ∞ ˆ ∞
f (x) dx g(x) dx
a
and
both converge or a
diverge.
Why does this make sense? The convergence is really only dependent on the “tail” of the integral. That
is, the convergence is dictated by what happens “at infinity.” If for sufficiently large values of x, f (x) ≈
Lg(x) and one of the two integrals converges, then the other one should also converge, since it is only
off by “about a scalar multiple.” The same goes for diverging, if one diverges, then multiplying it by a
positive number won’t suddenly make it converge, so the other one should also diverge.
Example 8: Show
that
ˆ ∞
1
dx
1 1 + x2
converges.
1
Let
1 f (x) := and g(x) :=
. Then,
1 + x2
x2
+ x2 − 1 4
x2 1 = lim 1
lim f (x) = = 3
− =1
x→∞ x→∞ 1 lim
+ 1 + .
g(x) lim x2 x→∞
1 x→∞ x2
ˆ 1+
So,
∞ by the Limit Comparison Test, the integral
1 converges.
dx
1 1 + x2
Example 9: Show
that
∞
ˆ 1− e−x dx
1
x
dinverge
1 − 1
s. Let f and .
e−x g(x) := Then,
x x (x)
(x) :=
f ! "
lim = lim 1 − e−x = 1.
x→∞ x→∞
g(x)
Page 36 of
53
Section 8.8: Improper MATH
ˆ ∞ −x
Integrals 1 −e 142
So, by the Limit Comparison Test, the integral dx diverges.
1 x
Page 37 of
53