INTEGRAL CALCULUS
Constant of Integration:
d
dx
F x f x dx
d
F x c f x .
Therefore, f(x) dx = F(x) + c.
Properties of Indefinite Integration:
(i) af(x)dx a f(x)dx.
(ii) f(x) g(x) dx f(x)dx g(x)dx.
(iii) If f(u)du = F(u) + c, then f(ax + b) dx = 1
a
F ax b c, a 0.
Integration as the Inverse Process of Differentiation
Basic formulae:
Antiderivatives or integrals of some of the widely used functions
(integrands) are given below.
d xn1 xn1
x
dx n 1
n
xn dx
n 1
c ,n–1
d 1 1
dx
(ln | x | )
x
x dx ln | x | c
d x
(e ) e x e dx e x c
x
dx
d x ax
(a ) (ax ln a) a dx c ( a> 0)
x
dx ln a
d
dx
(sin x) cos x cos x dx sin x c
d
dx
( cos x) sin x sin x dx cos x c
d
( tan x) sec 2 x sec x dx tan x c
2
dx
1
d
dx
( cos ec x) ( cot x cos ec x) cos ecx cot x dx cos ecx c
d
dx
( sec x) sec x tan x sec x tan x dx sec x c
d
(cot x) cos ec 2 x cos ec x dx cot x c
2
dx
d x 1 1 x
dx
(sin1 )
a a x
2 2
a x2 2
dx sin1 c
a
d x a dx 1 x
dx
(tan1 ) 2
a x a2
x 2
a 2
a
tan1 c
a
d 1 1
dx
(sec 1 x)
| x | x2 1
x x 12
dx sec 1(x) c
cos x
cot x dx sin x dx ln | sin x | c
sin x
tan x dx cos x dx ln | cos x | c or ln | sec x | c
sec x(sec x tan x) x
sec x dx sec x tan x
dx ln | sec x tan x | c or ln tan c
2 4
cos ecx(cot x cos ecx) x
cos ecx dx cot x cos ecx
dx ln (cot x cos ec x) | c or ln tan c
2
Standard Formulae:
dx
x a2 2
ln x x2 a2 c
dx
x a2 2
ln x x2 a2 c
dx 1 xa
x 2
a 2
ln
2a x a
c
dx 1 ax
a 2
x 2
ln
2a a x
c
u 2 a2
u2 a2 du
2
u a2
2
ln u u2 a2 c
u 2 a2
u2 a2 du
2
u a2
2
ln u u2 a2 c
x 2 a2 x
a2 x2 dx =
2
a x2
2
sin-1
a
c
2
Integration by Substitution:
There are following types of substitutions.
Direct Substitution:
If integral is of the form f(g(x)) g(x) dx, then put g(x) = t,
provided f(t) dt exists.
Standard Substitutions:
For terms of the form x2 + a2 or x a , put x = a tan or a 2 2
cot
For terms of the form x2 - a2 or x a , put x = a sec or a 2 2
cosec
For terms of the form a2 - x2 or a x , put x = a sin or a 2 2
cos
If both a x , a x are present, then put x = a cos.
For the type x ab x , put x = a cos2 + b sin2
For the type or x , put the expression within
n n
x 2 a2 x x 2 a2
the bracket = t.
1
1
x b n
(n N, n >1),put
1 1
1 1 1
For the type x a n x b n or
x a x a 2
xb
xa
t .
For 1
, n1,n2 N (and > 1), again put (x + a) = t (x
x a x b n
n1 2
+ b)
3
Integration by Parts:
If u and v be two functions of x, then integral of product of these
two functions is given by: uv dx u v dx- du
dx
v dx dx
(Inverse, Logarithmic, Algebraic, Trigonometric,
Exponential)
In the above stated order, the function on the left is always chosen
as the first function. This rule is called as ILATE e.g. In the
integration of x sin xdx , x is taken as the first function and sinx is
taken as the second function.
An important result: In the integral g(x)e dx, if g(x) can be x
expressed as g(x) = f(x) + f(x) then e x
f(x) f (x)dx = ex f(x) + c
Integration By Partial Fractions:
A function of the form P(x)/Q(x), where P(x) and Q(x) are
polynomials, is called a rational function. Consider the rational
function (2x - 3)x (3x7 + 4) 2x1 3 - 3x 1+ 4
Q(x) = (x - a)k... (x2 + x + )r ... where binomials are different,
and then set
P(x) A1 A2 Ak M x + N1 M x + N2 Mr x + Nr
= + + ... + 21 + 22 ... ...
Q(x) (x-a) (x-a)2
(x-a)k
x x (x x )2
(x 2 x )r
Algorithm to express the infinite series as definite integral:
r
(i) Express the given series in the form of 1n f
n
n1
(ii)The limit when n is its sum 1 r
lim . f
h0
r 0 n n
4
Replace r/n by x, 1/n by dx and lim by the sign of n
integration
(iii) The lower and upper limits of integration will be the value
of r/n for the first and last term (or the limits of these values
respectively).
Some particular cases of the above are
n n1 1
1 r 1 r
(a) Lim
n
r 1
f
n n
or Lim
n
r 0
f
n n
f (x) dx ,
0
pn β
1 r
(b) Lim
n
r 1
f
n n
f (x) dx ,
r r
where Lim
n n
0 (as r = 1) and Lim
n n
p (as r = pn).
b
a
f(x)dx F(b) F(a) (also called the Newton-Leibnitz formula).
The function F(x) is the integral of f(x) and a and b are the lower
and the upper limits of integration.
Proof: From the first fundamental theorem
d
x
dx
a
f(t)dt F(x) f(x) F '(x) 0
as F '(x) f(x) is given
i.e., the expression within the bracket must be constant in the
interval and hence we can write
x
F(x) f(t)dt c x [a,b] , where c is some real constant.
a
b a
Thus, F(b)
a
f(t) dt c and F(a)
a
f(t)dt c 0 c c .
b
Hence, f(t)dt
a
F(b) F(a) .
5
CHANGE OF VARIABLES IN DEFINITE INTEGRATION
If the functions f(x) is continuous on [a, b] and the function x =
g(t) is continuously differentiable on the interval [t1, t2] and a = g
(t1) and b = g (t2), then
b t2
f (x) d x f (g(t)) g'(t) dt .
a t1
PROPERTIES OF DEFINITE INTEGRAL
1. Change of variable of integration is immaterial so long as
b b
limits of integration remain the same i.e. f(x)dx f(t)dt
a a
b a
2. f(x)dx f(x)dx
a b
b c b
3. f(x)dx f(x)dx f(x)dx
a a c
Where, the point c may lie between a and b or it may be exterior
to (a, b).
b b
4.
a
f(x)dx f(a b x)dx
a
a a/2
5. f(x)dx f(x) f(a x)dx
0 0
a a
6. f(x)dx f(x) f(x)dx
a 0
6
b 1
7. f(x)dx b a f((b a)x a)dx
a 0
8. If f (x) is a periodic function with period T, then
a nT T
(a)
a
f(x)dx n f(x)dx, where n I
0
nT T
(b)
mT
f(x)dx n m f(x)dx, where n, m I
0
b nT b
(c)
a nT
f(x)dx f(x)dx,
a
where n I
Differentiation under the Integral Sign
Leibnitz’s Rule:
If g is continuous on [a, b] and f1 (x) and f2 (x) are differentiable
functions whose values lie in [a, b], then
f2 (x)
d
dx
f1(x)
g(t)dt g(f2 (x))f2 (x) g(f1(x))f1(x)