Some Standard Integration Techniques: 1 The Fundamental Theorem of Calculus
Some Standard Integration Techniques: 1 The Fundamental Theorem of Calculus
Some Standard Integration Techniques: 1 The Fundamental Theorem of Calculus
In order to apply this result, we need to be able to nd an antiderivative, F , of the integrand, f . Sometimes this is impossible, but there are many cases in which it can be done. We will employ the idea of the indenite integral of f , written as Z f (x) dx,
The Fundamental Theorem of Calculus (FTC) tells us that if a function, f , is continuous on the interval [a, b] and the function F is any antiderivative of f on [a, b], then Z b f (x) dx = F (b) F (a) .
a
to mean the set of all antiderivatives of f on some interval, I . If F is any particular antiderivative of f on the interval I , then Z f (x) dx = F (x) + C (where C can be any real constant). Since the interval, I , does not appear anywhere in the notation for the indenite integral, it is not a very good notation. This usually causes no problems, however, in a course such as this where we mostly consider functions whose antiderivatives do not depend on which interval in the domain of f we are considering. For example, there is no ambiguity when we write Z 1 x2 dx = x3 + C 3 1
or
because the corresponding dierentiation formulas d 1 3 x + C = x2 dx 3 d (sin (x) + C ) = cos (x) dx are correct on any subinterval of (, ). One notable exception (that we do encounter very often) is the function f (x) = 1/x. In particular, the statement Z 1 dx = ln (x) + C x and
is correct if we are considering the function f (x) = 1/x with domain a subinterval of (0, ), but it is not correct if the domain under consideration is a subinterval (, 0). In the latter case, a correct statement is Z 1 dx = ln (x) + C . x We can always be safe (that is, avoid any possible confusion) by using the formula Z 1 dx = ln |x| + C . x
This last statement is correct in both the case that the domain of f (x) = 1/x is a subinterval (0, ) and the case that the domain of f (x) = 1/x is a subinterval of (, 0).
Below is a list of some basic integrals. These are integrals that should be memorized. All of the integration techniques that we use to compute more complicated integrals are aimed at reducing the more complicated integrals to one of the forms in the basic list.
1. If n is any xed real number (except 1), then Z 1 xn+1 + C . xn dx = n+1 2. Z x1 dx = ln |x| + C Z Z Z Z Z Z Z ex dx = ex + C
3.
4.
5.
6.
7.
8.
9.
csc (x) cot (x) dx = csc (x) + C Z Z 1 dx = arcsin (x) + C 1 x2 1 dx = arctan (x) + C . 1 + x2 3
10.
11.
Integration by Substitution
d (F (g (x))) = F 0 (g (x)) g 0 (x) . dx
The Chain Rule tells us that is F and g are dierentiable functions, then
Thus,
If we make the substitutions u = g (x) and du = g0 (x) dx, then we can write the above integration formula as Z F 0 (u) du = F (u) + C
This leads to the idea of integration by substitution. Example 1 Evaluate the indenite integral Z 8 x2 4x3 + 5 dx. Solution 2 Make the substitution u = 4x3 + 5 du = 12x2 dx and note that 1 du. 12 The above integral can then be written as Z 1 8 u du. 12 x2 dx = Z 1 1 9 1 8 u du = u + C, 12 12 9
Since
we see that
8 9 1 3 x2 4x3 + 5 dx = 4x + 5 + C . 108 4
Example 3 Evaluate the denite integral Z /4 tan2 (x) sec2 (x) dx.
0
Solution 4 Making the substitution u = tan (x) du = sec2 (x) dx, we see that Z Z 1 1 2 2 tan (x) sec (x) dx = u2 du = u3 + C = tan3 (x) + C . 3 3 By the FTC, we then have Z /4 1 1 1 tan2 (x) sec2 (x) dx = tan3 tan3 (0) = . 3 4 3 3 0 (Recall that tan 4 = 1 and tan (0) = 0.) Exercise 5 Evaluate the following indenite or denite integrals. 1. Z sin 3x2 + 2x 1 (3x + 1) dx Z
ln(3)
2.
ex ex + 4 dx
3.
3x2 + 8x 6 dx x3 + 4x2 6x 2 Z
/4
4.
5.
Integration By Parts
d (f (x) g (x)) = f (x) g 0 (x) + f 0 (x) g (x) . dx
The Product Rule tells us that if f and g are dierentiable functions, then
Thus or Z
f (x) g (x) dx +
Z u du v dv
= = = =
(It is not really necessary to write the +C at the end of the above formula, since the indenite integral on the right automatically includes a +C .) The above formula is what we call R the formula for integration by parts. It is R used in cases where the integral v du is easy to compute, but the R integral u dv is not. Specically,Rit is used when we want to compute u dv , and we do this via computing v du. Example 6 Evaluate the indenite integral Z x cos (x) dx. 6
u=x dv = cos (x) dx . du = dx v = sin (x) Using the integration by parts formula, we obtain Z Z x cos (x) dx = u dv Z = uv v du Z = x sin (x) sin (x) dx = x sin (x) + cos (x) + C . We conclude that Z x cos (x) dx = x sin (x) + cos (x) + C .
u dv where
Sometimes, it is necessary to use integration by parts more than once, as in the next example. Example 8 Evaluate the indenite integral Z ex cos (x) dx. Solution 9 Make the following substitutions u = ex dv = cos (x) dx . x du = e dx v = sin (x) Then Z e cos (x) dx =
x
(1)
At this point, R it appears that integration by parts has perhaps been R of no help, because v du appears to be no easier than the original problem, u dv . However, we continue (using integration by parts again) with the new problem Z ex sin (x) dx. Here we make the substitutions u = ex dv = sin (x) dx x du = e dx v = cos (x) and obtain Z e sin (x) dx = uv
x x
Now, combining the above results (equations (1) and (2)), we observe that Z Z x x e cos (x) dx = e sin (x) ex sin (x) dx Z x x x = e sin (x) e cos (x) + e cos (x) dx Z x x = e sin (x) + e cos (x) ex cos (x) dx or, in summary, Z Z x x x e cos (x) dx = e sin (x) + e cos (x) ex cos (x) dx. 8
(2)
(3)
Adding
ex cos (x) dx to both sides of equation (3) gives us Z 2 ex cos (x) dx = ex sin (x) + ex cos (x) .
We then divide both sides of the above equation by 2 to obtain Z 1 ex cos (x) dx = ex (sin (x) + cos (x)) + C . 2 Exercise 10 Evaluate the following integrals. 1. Z
x ln (x) dx
x sin (x) dx
3.
ex sin (x) dx Z
4.
xe2x dx
5.
Z Z
x sin (4x + 2) dx
/2
6.
x2 cos (3x) dx Z
7.
ln (x) dx
8.
(ln (x))2 dx
arctan (x) dx
10.
x arctan (x) dx
Hint: Use your result from exercise 9 and you may also nd it useful to use the fact that 1 x2 = 1 . 1 + x2 1 + x2 11. Z e3x cos (4x) dx
Trigonometric Integrals
Lets consider how to evaluate integrals of the form Z sinm (x) cosn (x) dx where m and n are positive integers. The right approach to take depends on whether m and n are even or odd integers. Example 11 Evaluate Z sin5 (x) cos4 (x) dx.
Solution 12 The key to evaluating this integral is to notice that we have an odd power of sine in the integrand. We would like to reserve a factor of
10
sin (x) so that we can make the substitution u = cos (x), du = sin (x) dx. We can do this by rewriting the integrand as sin5 (x) cos4 (x) = cos4 (x) sin4 (x) sin (x) 2 = cos4 (x) sin2 (x) sin (x) 2 = cos4 (x) 1 cos2 (x) sin (x) = cos4 (x) 1 2 cos2 (x) + cos4 (x) sin (x) = cos4 (x) 2 cos6 (x) + cos8 (x) sin (x) .
Now using the substitution u = cos (x), du = sin (x) dx, we have Z Z 4 5 4 sin (x) cos (x) dx = cos (x) 2 cos6 (x) + cos8 (x) sin (x) dx Z 4 = u 2u6 + u8 du Z 4 = u + 2u6 u8 du 1 2 1 = u5 + u7 u9 + C 5 7 9 1 1 2 5 = cos (x) + cos7 (x) cos9 (x) + C . 5 7 9
The general rule to be learned from the above example is that if either m or n is an odd integer in the integral Z sinm (x) cosn (x) dx, then reserve one factor of sine or cosine (whichever has the odd power) and use the Pythagorean identity sin2 (x) + cos2 (x) = 1 to rewrite the rest of the integrand in terms of either sine or cosine (whichever has not been reserved). If both m and n are odd, then we can choose to reserve either a factor of sine or a factor of cosine. If both m and n are even, then we must make use of the trigonometric identities 1 cos (2x) 2 1 + cos (2x) cos2 (x) = . 2 sin2 (x) = 11
The identity sin (2x) = 2 sin (x) cos (x) might also come in handy. This idea is illustrated in the following example. Example 13 Evaluate Z sin4 (x) cos2 (x) dx.
Solution 14 We rewrite the integrand as follows: sin4 (x) cos2 (x) = (sin (x) cos (x))2 sin2 (x) 2 1 cos (2x) 1 sin (2x) = 2 2 1 1 1 2 sin (2x) cos (2x) = 4 2 2 1 1 2 sin (2x) sin2 (2x) cos (2x) . = 8 8 At this point, note that the integral of 1 2 sin (2x) cos (2x) 8 will not be hard to do because it has an odd power of cosine. We will leave this term as it is, but we still need to put the term 1 2 sin (2x) 8 into a form that we can integrate. Continuing, we have sin4 (x) cos2 (x) = 1 1 2 sin (2x) sin2 (2x) cos (2x) 8 8 1 1 1 cos (4x) = sin2 (2x) cos (2x) 8 2 8 1 1 1 1 = cos (4x) sin2 (2x) cos (2x) 8 2 2 8 1 1 1 cos (4x) sin2 (2x) cos (2x) . = 16 16 8 12
We can now compute the desired integral by breaking it into three integrals: Z Z 1 2 1 1 4 2 cos (4x) sin (2x) cos (2x) dx sin (x) cos (x) dx = 16 16 8 Z Z 1 1 dx cos (4x) dx = 16 16 Z 1 sin2 (2x) cos (2x) dx 8 Z 1 1 1 = x sin (4x) sin2 (2x) cos (2x) dx. 16 64 8 To do the last integral (which contains an odd power of cosine), we use the substitution u = sin (2x), du = 2 cos (2x) dx. This gives us Z Z 1 2 sin (2x) cos (2x) dx = u2 du 2 1 3 = u +C 6 1 3 = sin (2x) + C . 6 Our nal result is Z 1 1 1 sin4 (x) cos2 (x) dx = x sin (4x) sin3 (2x) + C . 16 64 48 We will now check our result graphically: Below are graphs (drawn using Maple) of the functions F (x) = and f (x) = sin4 (x) cos2 (x) . By comparing these graphs, it looks reasonable that F 0 (x) = f (x). 1 1 1 x sin (4x) sin3 (2x) 16 64 48
13
2.
cos4 (x) dx
3.
4.
sin5 (x) dx
5.
14
Trigonometric Substitution
a2 x2 , In dealing with integrals whose integrands contain terms of the form 2 2 2 2 a + x , or x a (where a is a constant), it is often helpful to make a trigonometric substitution. If we have the term a2 x2 , then the substitution to try is x = a sin () . In this case we have dx = a cos () d and also x2 = a2 sin2 () so q a2 x2 = a2 a2 sin2 () q = a2 1 sin2 () p = a cos2 () = a cos () .
(This removes the square root from the problem.) This is illustrated in the following example. Example 16 Use integration to show that the area of a circle of radius r is r2 . Solution 17 The equation for the circle of radius r centered at the origin is 2 2 2 x + y = r . The equation for the upper half of this circle is y = r2 x2 . Thus, the area of the circle is Z r r2 x2 dx. A=2
r
To evaluate this integral, we make the trigonometric substitution x = r sin () . This gives us dx = r cos () d 15
Now we have
r /2
= 2r
= 2r2 = = = = =
1 + cos (2) d 2 /2 Z /2 1 1 2 2r + cos (2) d 2 2 /2 =/2 1 1 2 + sin (2) 2r 2 4 =/2 +0 +0 2r2 4 4 2r2 2 r2 .
/2 Z /2 2
/2 /2
The relevant trigonometric substitution for dealing with integrands that 2 contain terms of the form a2 + x is x = a tan () and the relevant one for dealing with terms of the form x2 a2 is x = a sec (). Example 18 Evaluate the integral Z 1 dx. 4 + x2 Solution 19 We make the trigonometric substitution x = 2 tan () .
16
This gives us dx = 2 sec2 () d and q 2 4+x = 4 + 4 tan2 () q = 4 (1 + tan2 ()) p = 2 sec2 () = 2 sec () . We now obtain Z Z Z 1 1 2 dx = 2 sec () d = sec () d. 2 sec () 4 + x2 The integral Z sec () d
is very tricky to do (if you dont know the trick) and perhaps this trick is one that you should remember! Heres how to do it: We observe that sec () = Thus Z sec () sec () + tan () sec2 () + sec () tan () = . 1 sec () + tan () sec () + tan () Z sec2 () + sec () tan () d. sec () + tan ()
sec () d =
We now make the simple substitution u = sec () + tan () . Then and we have Z du = sec2 () + sec () tan () d sec2 () + sec () tan () d = sec () + tan () Z 1 du = ln |u| + C . u
17
To summarize from the beginning, we have Z Z Z 1 1 du = ln |u| + C . dx = sec () d = u 4 + x2 Our answer is in terms of u, but we would like it to be in terms of x, so we need to substitute back: Z 1 dx = ln |u| + C 4 + x2 = ln |sec () + tan ()| + C q 2 = ln 1 + tan () + tan () +C s 2 1 1 + C. = ln 1 + + x x 2 2 In conclusion, Z r 1 1 2 1 dx = ln 1 + x + x + C . 4 2 4 + x2
The ln |1/2| can be absorbed in the integration constant C . Also, since 4 + x2 + x is always positive, we can get rid of the absolute value. This gives us the result Z 1 dx = ln 4 + x2 + x + C . 4 + x2 18
Let us check that this result is correct by dierentiation: 1 1 d 2 1/2 2 ln 4+x 4+x +x = 2x + 1 dx 2 4 + x2 + x x 1 +1 = 4 + x2 + x 4 + x2 ! 1 x + 4 + x2 = 4 + x2 + x 4 + x2 1 = . 4 + x2 Exercise 20 Evaluate the following integrals: 1. Z Z 1 dx 9 x2 1 dx 9 + x2
2.
3.
Z 25 x2 dx Z 4 + x2 dx Z 1 dx x2 9
4.
5.
19
where p and q are polynomials with the degree of p less than the degree of q, we sometimes rst need to write p (x) /q (x) as a sum of rational functions whose denominators are powers of linear and irreducible quadratic factors of q. This is called doing a partial fraction decomposition of the integrand. We illustrate this technique by looking at some examples. Example 21 Consider the problem of computing the indenite integral Z x+1 dx. (4) 3 x + 2x2 3x In factored form the integrand is x+1 . x(x 1)(x + 3) We attempt to decompose this rational function as x+1 A B C = + + x(x 1)(x + 3) x x1 x+3 (5)
where A, B , and C are constants to be determined. To determine the appropriate constants, we multiply both sides of equation (5) by the denominator of the left hand side to obtain x + 1 = A(x 1)(x + 3) + Bx(x + 3) + Cx(x 1). Substitution of x = 0 into (6) gives 0 + 1 = A(0 1)(0 + 3) + B (0)(0 + 3) + C (0)(0 1) from which we conclude that A = 1/3. Substitution of x = 1 into (6) gives 1 + 1 = A(1 1)(1 + 3) + B (1)(1 + 3) + C (1)(1 1) which yields that B = 1/2. Similarly, substitution of x = 3 into (6) gives C = 1/6. Substituting the values of A, B , and C which have been found back into (5), we obtain the partial fraction decomposition 1/3 1/2 1/6 x+1 = + + , x(x 1)(x + 3) x x1 x+3 20 (7) (6)
3 2 1 + . x x1 x+3
The indenite integral (4) can now be computed: Z Z 2 1 1 x+1 3 + dx dx = x3 + 2x2 3x 6 x x1 x+3 1 = (2 ln |x| 3 ln |x 1| + ln |x + 3|) + C 6 1 = ln x2 ln |x 1|3 + ln |x + 3| + C 6 1 x2 |x + 3| +C = ln 6 |x 1|3 Example 22 Let us write the rational expression 1 x(x + 1)(x + 2)3 in partial fraction form. Like the rational expression which was the subject of Example 21, the rational expression 1 x(x + 1)(x + 2)3 has a denominator which is a product of linear factors. Since the factor x + 2 has multiplicity three, the partial fraction decomposition will have the form 1 A E B C D . + + + 3 = 2 + x x + 1 x + 2 (x + 2) x(x + 1)(x + 2) (x + 2)3 (8)
Multiplication of both sides of (8) by the denominator of the left hand side yields 1 = A(x + 1)(x + 2)3 + Bx(x + 2)3 + Cx(x + 1)(x + 2)2 +Dx(x + 1)(x + 2) + Ex(x + 1). When x = 0 is substituted into (9), we obtain 1 = A(0 + 1)(0 + 2)3 , 21 (9)
which implies that A = 1/8. Substitution of x = 1 and x = 2 yield, respectively, that B = 1 and E = 1/2 Hence, equation (9) becomes 1 = 1 (x + 1)(x + 2)3 x(x + 2)3 + Cx(x + 1)(x + 2)2 8 1 +Dx(x + 1)(x + 2) + x(x + 1). 2 (10)
When x = 3 is substituted into (10), we obtain 1 = 1 (3 + 1)(3 + 2)3 (3)(3 + 2)3 + C (3)(3 + 1)(3 + 2)2 8 1 + D(3)(3 + 1)(3 + 2) + (3)(3 + 1) 2 (11)
which simplies to
(12)
Solving equations (11) and (12) simultaneously yields that C = 7/8 and D = 3/4. Substitution of the values of A, B , C , D, and E which were found into (8) yields the partial fraction decomposition 1 8 7 6 1 1 4 . (13) + + = + 8 x x + 1 x + 2 (x + 2)2 (x + 2)3 x(x + 1)(x + 2)3 Example 23 As our nal example, let us write the rational expression x4 x3 1 in partial fraction form.
22
Since the degree of the polynomial in the numerator is not less than the degree of the polynomial in the denominator, we must rst perform long division before attempting a partial fraction decomposition. After performing the long division, we obtain x4 x =x+ 3 . 3 x 1 x 1 (14)
Since the factor x2 + x +1 which appears in equation (15) is an irreducible quadratic factor, we attempt to decompose (15) as a sum of the form x A Bx + C = + 2 . 2 (x 1)(x + x + 1) x1 x +x+1 (16)
The second term on the right hand side of (14) can be written in factored form as x x . = (15) 3 x 1 (x 1)(x2 + x + 1)
After multiplication of both sides by the denominator of the left hand side, equation (16) becomes x = A(x2 + x + 1) + (Bx + C )(x 1). (17)
Substitutions of x = 1, x = 0, and x = 1 into (17) yield, respectively, that A = 1/3, C = 1/3, and B = 1/3. Going back to (14), we obtain the partial fraction decomposition 1 x + 1 x4 1 + . =x+ x3 1 3 x 1 x2 + x + 1 Exercise 24 1. Obtain partial fraction decompositions of the following rational expressions. Then evaluate the indenite integral of each expression (if you can). (a) x2 x2 + 3x + 2 (b) x2 23 x2 + 4x + 4
(c) x(x2 (d) 2 (x2 2x + 1)(x2 + 3x + 2)2 2. Use the results in Examples 22 and 23 to evaluate the indenite integrals Z 1 dx x(x + 1)(x + 2)3 and Z x4 dx. x3 1 2 x + 2)
24