Notes 2 Integration
Notes 2 Integration
2 Integration
d d
For any constant c, since (c)
= 0, we have dx
dx Z (F (x) + c) = f (x).
Thus there are infinitely many possibilities for f (x) dx. This does
not usually cause a problem as we always add a constant to any
integral derived. An alternative approach is to include limits in the
integral and write Z x
F (x) = f (x) dx.
a
The following table gives the integrals of some of the standard func-
tions. Most of these follow directly from the derivatives of standard
functions
Z given in Chapter 1. Others can be checked by differenti-
ating f (x) dx.
Z Z
f (x) f (x) dx f (x) f (x) dx
xn+1
xn n+1
+c csc x − ln | csc x + cot x| + c
(provided n 6= −1)
1
x
ln |x| + c sec2 x tan x + c
sin x − cos x + c csc2 x − cot x + c
cos x sin x + c exp(x) or ex exp(x) + c
tan x ln | sec x| + c √ 1 arcsin xa + c
a2 −x2
1 1
cot x ln | sin x| + c a2 +x2 a
arctan xa + c
sec x ln | sec x + tan x| + c
Integration by substitution
Integration by Parts
Exercises 2.1
4 5 x3 +3x2
(a) 3x5 − 2x2 + 3x − 2; (b) x3
− x5
; (c) x+1
;
(d) (3x + 1)5 ; (e) sin(3x − 2); (f) 2x(x + 7)8 ;
2
2
(g) xe 2x ; (h) sin7 x cos x; (i) tan x;
x+3
(j) x2 +4
; (k) x cos x; (l) x(x + 1)10 ;
(m) x sin 2x; (n) xe−x ; (o) x2 ex ;
(p) arctan x; (q) ln x; (q) arccos x.
If the limit exists then the definite integral exists and its value is
the limit; otherwise the definite integral does not exist.
When evaluating limits to infinity
µ we ¶ make use of the following
1
results: (i) lim g(X) = lim g ; (ii) lim A−X = 0, for all
X→∞ X→0 X X→∞
real numbers A, with A > 1.
Advanced Calculus Chapter 2 Integration 21
Z ∞
dx
Example 1 Evaluate .
1 x3
Z ∞ Z X
dx dx
= lim ,
1 x3 X→∞ 1 x3
Z X
= lim x−3 dx,
X→∞ 1
· ¸X
1 −2
= lim − x ,
X→∞ 2 1
· ¸X
1
= lim − 2 ,
X→∞ 2x 1
µ ¶
1 1
= lim − 2 + ,
X→∞ 2X 2
µ ¶
1 2 1
= lim − X + ,
X→0 2 2
1
= .
2
Z ∞
Example 2 Let a ∈ R. Evaluate e−x dx.
a
Z ∞ Z X
−x
e dx = lime−x dx,
a X→∞
a
£ −x ¤X
= lim −e a ,
X→∞
¡ ¢
= lim −e−X + e−a ,
X→∞
−a
= e .
Exercises 2.2
z = 8x3 y + 3x2 y 2
Exercises 2.3
Z 3 Z 2
1. Evaluate x2 y dx dy.
1 0
Z π Z π
4 4
2. Evaluate sin(x + y) dx dy.
0 0
Advanced Calculus Chapter 2 Integration 23
1.5
y 1
0.5
0
0 0.5 1 1.5 2 2.5
x
The region D
ZZ
Example 5 Evaluate (xy + 2) dx dy, where D is the bounded
D
region enclosed between y = 2x and y = x2 .
First we sketch the region D.
y2
0
0 0.5 1 1.5 2
x
The region D
From the line parallel to the x-axis we see that for the inner integral
√
the lower limit is x = 12 y and the upper limit is x = y. For the
outer integral, the lower limit is y = 0 and the upper limit is y = 4.
Thus
ZZ Z 4 Z √y
(xy + 2) dx dy = (xy + 2) dx dy,
1
D 0 2
y
Z 4· ¸√y
1 2
= x y + 2x dy,
0 2 1
y
2
Z 4µ ¶
1 2 √ 1 3
= y + 2 y − y − y dy,
0 2 8
· ¸4
1 3 4 3 1 4 1 2
= y + y2 − y − y ,
6 3 32 2 0
1 4 1 1 16
= × 64 + × 8 − × 256 − × 16 = .
6 3 32 2 3
Advanced Calculus Chapter 2 Integration 25
So far we have been able to determine the limits of the inner integral
of a double integral a single functions of y. However, this is not
always possible. In such cases we have to split the integral into
two, or more, integrals.
ZZ
Example 6 Evaluate xy 2 dx dy, where D is triangle with ver-
D
tices at (0, 0), (3, 1) and (0, 3).
First we sketch the region D.
2.5
y 1.5
0.5
0
0 0.5 1 1.5 2 2.5 3
x
The region D
From the lines parallel to the x-axis we see that the limits of the
inner integral depend on whether y < 1 or y > 1. Thus we split the
integral into two integrals where the limits of the outer integrals
are 0 and 1, and 1 and 3, respectively. Doing this, and working out
the limits of the inner integrals as before gives:
ZZ Z 1 Z 3y Z 3 Z 3 (3−y)
2
2 2
xy dx dy = xy dx dy + xy 2 dx dy,
D 0 0 1 0
Z 1 · ¸3y Z 3 · ¸ 23 (3−y)
1 2 2 1 2 2
= xy dy + xy dy,
0 2 0 1 2 0
Z 1 Z 3
9 4 9
= y dy + (3 − y)2 y 2 dy,
2 8
Z0 1 Z1 3
9 4 9 4
= y dy + (y − 6y 3 + 9y 2 ) dy,
0 2 1 8
· ¸1 · ¸3
9 1 5 9 1 5 3 4 3
= y + y − y + 3y ,
2 5 0 8 5 2 1
µ ¶
9 9 1 3 1 3
= + × 243 − × 81 + 3 × 27 − + − 3 ,
10 8 5 2 5 2
9 9
= + × 6 25 = 8 101
.
10 8
Advanced Calculus Chapter 2 Integration 26
Exercises 2.4
ZZ
1. Evaluate (x + y) dx dy, where
D
D = {(x, y) : 0 ≤ y ≤ 1, y ≤ x ≤ 1 + 2y}.
ZZ
2. Evaluate (x − y)2 dx dy, where D is the region enclosed
D
between x = 3, y = 1 and y = x2 .
ZZ
3. Evaluate xy dx dy, where D is the square with vertices
D
at (1, 0), (0, 1), (1, 2) and (2, 1).
ZZ
4. Evaluate xy dx dy, where P is the pentagon with vertices
P
at (0, 0), (0, 2), (1, 2), (2, 1) and (2, 0).
ZZ
5. Explain why dx dy gives the area of D. Use this result
D
to find the area of the region enclosed between the curves
x = 7y − xy 2 and x = y 2 + 3.
2.5
y 1.5
0.5
0
0 0.5 1 1.5 2 2.5 3
x
To find the limits of the inner integral we draw a line through the
region parallel to the y-axis; where the line crosses the region at the
lowest point (y = 13 x) gives the lower limit, and where it crosses
the highest point (y = 3 − 23 x) gives the upper limit. The limits
of the outer integral are just the minimum (x = 0) and maximum
(x = 3) values of x. Thus we get:
ZZ ZZ
2
xy dx dy = xy 2 dy dx,
D D
Z 3 Z 3− 23 x
= xy 2 dy dx,
1
0 3
x
Z 3 ¸3− 23 x
·
1 3
= xy dx,
0 3 1
x
3
Z 3µ ¶
1 2 3 1 4
= x(3 − x) − x dx,
0 3 3 81
Z 3µ ¶
1 8 1 4
= x(27 − 18x + 4x2 − x3 ) − x dx,
0 3 27 81
Z 3µ ¶
1 8 1 4
= x(27 − 18x + 4x2 − x3 ) − x dx,
0 3 27 81
Z 3µ ¶
2 4 3 1 4
= 9x − 6x + x − x dx,
0 3 9
· ¸3
9 2 3 1 4 1 5
= x − 2x + x − x ,
2 3 45 0
9 1 1
= × 9 − 2 × 27 + × 81 − ,
2 3 45
1
= 8 10 .
The following two examples illustrate the case when we change the
order of integration because it is difficult, or impossible, to evaluate
Advanced Calculus Chapter 2 Integration 28
2.5
1.5
y
1
0.5
0
0 1 2 3 4
x
The region D
From the line parallel to the x-axis, we see that the lower limit for
x is x = 0, and the upper limit is x = y 2 . The corresponding limits
for y are y = 0 and y = 2, respectively. Thus
Z 2 Z y2
x
I = dx dy,
0 0 1 + y5
Z 2 · 1 2 ¸y 2
2
x
= dy,
0 1 + y5 0
Z 2 1 4
2
y
= 5
dy,
0 1+y
Z 2
1 5y 4
= dy,
10 0 1 + y 5
1 £ ¤2
= ln(1 + y 5 ) 0 ,
10
1
= ln 33.
10
Z 1 Z 1
2
Example 8 Evaluate I = 3y 2 e−x dx dy.
0 y
Advanced Calculus Chapter 2 Integration 29
1.2
0.8
0.6
y
0.4
0.2
0
-0.2 0 0.2 0.4 0.6 0.8 1 1.2
x
-0.2
The region D
From the line parallel to the y-axis, we see that the lower limit for
y is y = 0, and the upper limit is y = x. The corresponding limits
for x are x = 0 and x = 1, respectively. Thus
Z 1 Z x
2
I = 3y 2 e−x dy dx,
Z0 1 h 0 i
2 x
= y 3 e−x dx,
0 0
Z 1
2
= x3 e−x dx,
0
(Put w = x2 , so dwdx
= 2x, when x = 0, w = 0,
and when x = 1, w = 1)
Z 1
dw
= xwe−w ,
0 2x
Z
1 1 −w
= we dw,
2 0
(Use integration by parts with u = w and
dv du
dw
= e−w , so dw = 1 and v = −e−w .)
Advanced Calculus Chapter 2 Integration 30
· Z ¸1
1 −w −w
= −we + e dw ,
2 0
1£ −w
¤
−w 1
= −we − e 0
,
2
1£ ¤1
= − e−w (w + 1) 0 ,
2
1
= − (2e−1 − 1),
2
1
= − e−1 .
2
Exercises 2.5
Z 2 Z 2y ³ πy ´ Z 4 Z 4 ³ πy ´
3. Evaluate sin dx dy + sin dx dy.
0 y x 2 y x
1.2
1
0.8
0.6
y
0.4
0.2
0
0 0.5 1 1.5 2 2.5 3
-0.2
x
The region D
From the line parallel to the x-axis, we see that the lower limit for
x is x = y, and the upper limit is x = ∞. The corresponding limits
for y are y = 0 and y = 1, respectively. Thus
ZZ Z 1Z ∞
−(x+y)
e dx dy = e−(x+y) dx dy,
D 0 y
Z 1 £ ¤∞
= lim −e−(x+y) y dy,
X→∞
Z0 1
¡ ¢
= lim −e−(X+y) + e−2y dy,
X→∞
Z0 1
= e−2y dy,
0
· ¸1
1 −2y
= − e ,
2 0
1 1
= − e−2 + ,
2 2
1
= (1 − e−2 ).
2
Exercises 2.6
ZZ
dx dy
1. Evaluate , where D = {(x, y) ∈ R2 : 1 ≤ y ≤
D x2 y 2
2, x ≥ y 2 }.
ZZ
2
2. Evaluate xe−y dx dy, where D = {(x, y) ∈ R2 : x ≥
D
0, y ≥ x2 }.
Then
ZZ ZZ ¯ ¯
¯ ∂(x, y) ¯
f (x, y) dx dy = ¯
f (g1 (u, v), g2 (u, v)) ¯ ¯ du dv.
∂(u, v) ¯
D ∆
ZZ
Example 10 Evaluate x2 y 2 dx dy, where D is the region en-
√D √
closed by the curves y = x, y = 3x, y = x1 and y = x2 .
The region D is illustrated in the following diagram.
2.5
1.5
The region D
y
1
0.5
0
0 0.5 1 1.5 2 2.5
x
The region D
2
Let u = yx √and v = xy. This change of variables transforms the
curves y = cx and y = xc , for some constant c, to u = c and v = c,
respectively. Thus the region D is transformed into the region ∆
that is enclosed between the lines u = 1, u = 3, v = 1 and v = 2.
Now
à ∂u ∂u ! µ y2 2y ¶
∂(u, v) ∂x ∂y − x2 x y 2 2y 2 3y 2
= det ∂v ∂v = det =− − =− .
∂(x, y) ∂x ∂y
y x x x x
Advanced Calculus Chapter 2 Integration 33
Thus ¯ ¯
¯ ∂(x, y) ¯ 1 x
¯ ¯
¯ ∂(u, v) ¯ = ¯¯ ∂(u,v) ¯¯ = 3y 2 .
¯ ∂(x,y) ¯
Thus
ZZ ZZ ¯ ¯
¯ ∂(x, y) ¯
2 2
x y dx dy = 2 2
xy ¯ ¯ ¯ du dv,
∂(u, v) ¯
D ∆
Z 2Z 3 µ ¶
2 2 x
= (x y ) du dv,
1 1 3y 2
Z 2Z 3
1 v2
= du dv,
1 1 3 u
Z 2
1£ 2 ¤3
= v ln u 1 dv,
3
Z1 2
1 2
= v ln 3 dv,
1 3
µ ¶· ¸2
1 1 3
= ln 3 v ,
3 3 1
1
= ln 3(8 − 1),
9
7
= ln 3.
9
ZZ ³y´
Example 11 Evaluate y 2 cos
dx dy, where D is the re-
x D
gion enclosed by the curves y = ax, y = bx, y = xa and y = xb ,
where a, b ∈ R with a > b > 0.
Let u = xy and v = xy. This change of variables transforms the
curves y = cx and y = xc , for some constant c, to u = c and v = c,
respectively. Thus the region D is transformed into the region ∆
that is enclosed between the lines u = b, u = a, v = b and v = a.
Now
à ∂u ∂u ! µ y 1 ¶
∂(u, v) ∂x ∂y − x2 x y y y
= det ∂v ∂v = det = − 2 x− = −2 .
∂(x, y) y x x x x
∂x ∂y
Thus ¯ ¯
¯ ∂(x, y) ¯ 1 x
¯ ¯
¯ ∂(u, v) ¯ = ¯¯ ∂(u,v) ¯¯ = 2y .
¯ ∂(x,y) ¯
Advanced Calculus Chapter 2 Integration 34
Thus
ZZ ³y´ ZZ ³ y ´ ¯¯ ∂(x, y) ¯¯
2
y cos dx dy = 2
y cos ¯ ¯
x x ¯ ∂(u, v) ¯ du dv,
D
Z a∆Z a ³y´ µ x ¶
2
= y cos du dv,
b b x 2y
Z aZ a ³y´
1
= xy cos du dv,
b b 2 x
Z aZ a
1
= v cos u du dv,
b b 2
Z a
1
= v [sin u]ba dv,
2
Zb a
1
= (sin a − sin b)v dv,
b 2
· ¸a
1 1 2
= (sin a − sin b) v ,
2 2 b
1
= (sin a − sin b)(a2 − b2 ).
4
Polar coordinates
This gives:
ZZ Z 2π Z 1
(u + 1)(v + 1) du dv = (r cos θ + 1)(r sin θ + 1)r dr dθ,
∆ 0 0
Z 2π Z 1
¡ 3 ¢
= r cos θ sin θ + r2 (cos θ + sin θ) + r dr dθ,
0 0
Z 2π · 4 ¸1
r r3 r2
= cos θ sin θ + (cos θ + sin θ) + dθ,
0 4 3 2 0
Z 2π µ ¶
1 1 1
= cos θ sin θ + (cos θ + sin θ) + dθ,
0 4 3 2
Z 2π µ ¶
1 1 1
= sin 2θ + (cos θ + sin θ) + dθ,
0 8 3 2
· ¸2π
1 1 1
= − cos 2θ + (sin θ − cos θ) + θ ,
16 3 2 0
1 1 1 1
= − + (0 − 1) + π + − (0 − 1) + 0,
16 3 16 3
= π.
Exercises 2.7
ZZ
1. Evaluate (x + y)(2x + 1) dx dy, where D is the region in
D
the upper right quadrant of the (x, y)-plane that is enclosed
between the curves y = x2 , y = x2 +2, x+y = 4 and x+y = 6.
ZZ
dx dy
2. Evaluate , where D is the region enclosed between
D xy √ √
the curves y = x12 , y = x32 , y = x3 and y = 5x3 .
ZZ p
3. Evaluate x2 x2 + y 2 dx dy, where
D
D = {(x, y) : x2 + y 2 ≤ a2 , y ≥ 0}, for some nonzero real
number a.
ZZ p
4. Evaluate xy x2 + y 2 dx dy, where
D
D = {(x, y) : 1 ≤ x2 + y 2 ≤ 4, x ≥ 0, y ≥ 0}.