Integration by Parts

∫ udv=uv−∫ vdu
b b

∫ u ( x ) v ( x ) dx=[ u ( x ) v ( x ) ]a−∫ v ( x ) u ' ( x ) dx

' b

a a

Some Trigonometric Identities

1
(I ) sin mx cos nx=
2
[ sin ( m+n ) x +sin ( m−n ) x ]
−1
(II ) sin mx sin nx=
2
[ cos ( m+ n ) x−cos ( m−n ) x ]
1
( III ) cos mx cos nx= [ cos ( m+n ) x+ cos ( m−n ) x ]
2

Trigonometric Substitution
Expression Substitution Domain Identity
−π π
√ a2−x 2 x=a sin θ
2
≤θ ≤
2
2
1−sin θ=cos θ
2

−π π
√ a2 + x 2 x=a tan θ
2
≤θ ≤
2
1+ tan 2 θ=sec 2 θ
π
√ x 2−a2 x=a sec θ 0 ≤ θ ≤ π , θ≠
2
2
sec θ−1=tan θ
2

Other Integral Formulas

∫ tan u du=ln ¿ sec u∨¿+C ¿

∫ cot u du=ln ¿ sin u∨¿+C ¿
∫ sec u du=ln ¿ sec u+ tan u∨¿+C ¿
∫ csc u du=−ln|csc u+ cotu|+C
1 u
∫ du=sin
+C
−1

√ a −u2 2 a
1 1 u
∫ a2 +u 2 du= a tan−1 a +C

Trapezoidal Rule
 b

∫ f ( x ) dx ≈ Δ2x [ f ( x 0 ) +2 f ( x 1 ) +2 f ( x 2 )+ . ..+2 f ( x n−1 ) + f ( x n ) ]

a

Simpson’s Rule
b

∫ f ( x ) dx ≈ Δ3x [ f ( x 0 ) +4 f ( x 1 ) +2 f ( x 2 )+ 4 f ( x 3 )+ . ..+ 4 f ( x n−1 ) + f ( x n ) ]

a

Improper Integrals
Infinite Integrals
Integrals of the form
∞ b ∞

∫ f (x )dx , ∫ f ( x ) dx , ∫ f ( x ) dx
a −∞ −∞

are called improper integrals with infinite limits.

Definition
b b

∫ f ( x ) dx=alim
→−∞
∫ f ( x ) dx
−∞ a

∞ b

∫ f ( x ) dx=blim
→∞
∫ f ( x ) dx
a a

If the limits on the right exists and have finite values, we say that the corresponding improper
integrals converge and have those values. Otherwise, we say that the improper integrals diverge.

Both Limit Infinite

a ∞ ∞
If both and converge, then
∫ f ( x ) dx ∫ f ( x ) dx ∫ f ( x ) dx is said to converge and have value
−∞ a −∞

∞ a ∞

∫ f ( x ) dx= ∫ f ( x ) dx+∫ f ( x ) dx
−∞ −∞ a

∞
Otherwise,
∫ f ( x ) dx diverges.
−∞

Discontinuous Integrands
Integrands Infinite at an End Point
Let f be continuous on the half-open interval ¿ and suppose that
−¿
lim ¿, then
x→ b ¿f ( x ) ∨¿=∞ ¿¿

∫ f ( x ) dx= lim
t
¿
a
t →b
−¿
∫ f ( x ) dx¿
a

provided that this limit exists and is finite, in which case we say that the integral converges.
Otherwise, we say that the integral diverges.

Let f be continuous on the half-open interval ¿ and suppose that lim ¿, then
+¿
x→ a ¿ f ( x ) ∨¿=∞ ¿ ¿

∫ f ( x ) dx= lim
b
¿
a
t →a
+¿
∫ f ( x ) dx ¿
t

provided that this limit exists and is finite, in which case we say that the integral converges.
Otherwise, we say that the integral diverges.

Integrands Infinite at an Interior Point

Let f be continuous on [a , b] except at a number c ∈(a , b), and suppose that
lim ¿ f ( x )∨¿=∞ ¿ . Then we define
x →c

b c b

∫ f ( x ) dx=∫ f ( x ) dx +∫ f ( x ) dx
a a c

b
provided both integrals on the right converge. Otherwise, we say that
∫ f ( x ) dx diverges.
a

Comparison Test for Improper Integrals

Suppose that f and g are continuous function with f ( x ) ≥ g ( x ) ≥ 0 when x ≥ a .
∞ ∞
If is convergent, so is
(I ) ∫ f (x )dx ∫ g( x) dx .
a a

∞ ∞
If is divergent, so is
(II ) ∫ g( x)dx ∫ f (x )dx .
a a