March 2, 2022

II.1 CALCULUS OF PRIMITIVES

1. Antiderivatives. The indefinite integral

The problem we set in this lesson is the following: given a function f , is there a function F
such that F 0 = f ?

Definition 1.1. We say that the function F : [a, b] → R is differentiable in the interval
[a, b], if F is differentiable in (a, b) and the two following limits exist and are finite
F (a + h) − F (a) F (a + h) − F (a)
F 0 (a+ ) := lim and F 0 (b− ) := lim .
h→0+ h h→0− h
We say that F is of class C 1 in [a, b] if the derivative of order 1 of F is continuous in [a, b].

In the above, we could replace [a, b] by [a, b) or (a, b].

√
Example 1.2. The function F (x) = x is differentiable in [0, 1], but G(x) = x is not, since
G0 (0+ ) = ∞.

In what follows, I denotes an interval [a, b].

Definition 1.3. The function F is an antiderivative (or primitive) of the function f on the
interval I if and only if F 0 (x) = f (x) for all x ∈ I.

Example 1.4. Both F1 (x) = x3 + 6 and F2 (x) = x3 − 2 are antiderivatives of f (x) = 3x2
in any interval [a, b].

Theorem 1.5. If F1 and F2 are two arbitrary antiderivatives of f on I, then F1 (x)−F2 (x) =
const. on I.

Proof. By definition of antiderivative, F10 = F20 = f on I, thus (F1 − F2 )0 (x) = 0 for

every x ∈ I. Since a function with a null derivative on an interval is constant, we have
F1 (x) − F2 (x) = const. 

Corollary 1.6. If F is one of the antiderivatives of f on I, then any other antiderivative

G of the function f on I has the form G(x) = F (x) + C, where C is a constant.
1
2 II.1 CALCULUS OF PRIMITIVES

Definition 1.7. The set of all antiderivatives of the function f on the interval I is called
the indefinite integral of f on I, and it is denoted
Z
f (x) dx.

R
Remark 1.8. Note that by Corollary 1.6, f (x) dx = F (x) + C, where F is one of the
antiderivatives of f on I, and C is an arbitrary constant.

Example 1.9. (1) An antiderivative of the constant function f (x) = 1 is x, thus

R R
1dx = x + C. In the same way, (−1)dx = −x + C

(2) Since (sin x)0 = cos x, we have cos xdx = sin x + C. The antiderivative of f (x) =
R

cos x that takes the value −5 at the point x = π/2 is F (x) = sin x − 6 (this comes
from the equality sin π/2 + C = −5).

(3) Not every function has an antiderivative in a given interval. Let the function

 −1, if x < 0;


sgn(x) = 0, if x = 0;


 1, if x > 0;

and the interval I = [−2, 2]. If F is an antiderivative of sgn in this interval, then
F 0 (x) = −1 for x ∈ [−2, 0) and F 0 (x) = 1 for x ∈ (0, 2]. Thus, F (x) = −x + C1 for
x ∈ [−2, 0), and F (x) = x + C2 for x ∈ (0, 2]. Since that F has to be continuous
in the interval [−2, 2], it has to be continuous at 0, thus F (0) = C1 = C2 . Hence,
F (x) = |x| + C for all x ∈ [−2, 2]. But F is not differentiable at 0, so we obtain a
contradiction.

1.1. Properties of the Indefinite Integral.

(1) F 0 (x) dx = F (x) + C;

R

(2) For any functions f, g and constants α, β,

Z Z Z
(αf (x) + βg(x)) dx = α f (x) dx + β g(x) dx.

1.2. Basic Indefinite Integrals.

Z
(1) 0 dx = C;
Z
(2) 1 dx = x + C;
 II.1 CALCULUS OF PRIMITIVES 3

xa+1
Z
(3) xa dx = +C (a 6= −1);
a+1
Z
dx
(4) = ln |x| + C (x 6= 0);
x
ax
Z Z
(5) ax dx = +C (0 < a 6= 1), ex dx = ex + C;
ln a
Z
(6) sin x dx = − cos x + C;
Z
(7) cos x dx = sin x + C;
Z
1 π
(8) dx = tan x + C (x 6= + kπ, k integer);
cos2 x 2
Z
dx
(9) √ = arcsin x + C (−1 < x < 1);
1 − x2
Z
dx
(10) = arctan x + C.
1 + x2

2. Integration by Change of Variable

Z
Sometimes the task of finding the integral f (x) dx is simplified by means of a change of
variable x = ϕ(t).

Theorem 2.1. Let I, J two intervals of R and let ϕ : J → R be of class C 1 in J, such that
ϕ(J) ⊆ I. Let f : I → R be continuous and suppose that F is an antiderivative of f on the
interval I. Then the function F (ϕ(t)) is an antiderivative of the function f (ϕ(t))ϕ0 (t) and
hence
Z
f (ϕ(t))ϕ0 (t)dt = F (ϕ(t)) + C.

Remark 2.2. It follows form Theorem 2.1 that

Z  Z
= f (ϕ(t))ϕ0 (t)dt.

f (x)dx

x=ϕ(t)

This is the formula of change of variable. If the function x = ϕ(t) admits and inverse
t = ϕ−1 (x), then the formula can be rewritten
Z Z 
0

f (x)dx = f (ϕ(t))ϕ (t)dt ,
t=ϕ−1 (x)
R
which is the formula generally used to evaluate the integral f (x)dx by the method of
change of variable.
4 II.1 CALCULUS OF PRIMITIVES
Z
Example 2.3. Find tan x dx.

Solution: Let t = cos x. Then dt = − sin x dx. Hence, by the formula of change of variable
Z Z Z
sin x dt
tan x dx = dx = − = − ln |t| + C = − ln | cos x| + C.
cos x t

√
Z
Example 2.4. Find 2x − 1 dx.

Solution: Let t = 2x − 1. Then dt = 2dx. Hence,

√ 1 √ 1 t3/2
Z Z Z
1 1 1
2x − 1 dx = t dt = t1/2 dt = + C = t3/2 + C = (2x − 1)3/2 + C.
2 2 2 3/2 3 3

√
Z
Example 2.5. Find x 2x − 1 dx.

Solution: Let t = 2x − 1. Then dt = 2dx. Moreover, x = (1 + t)/2. Applying the change

of variable formula we get
!
√ t3/2 t5/2
Z Z Z
1 1/2 1 1/2 3/2 1
x 2x − 1 dx = (1 + t)t dt = t +t dt = + +C
4 4 4 3/2 5/2
3 5
= (2x − 1)3/2 + (2x − 1)3/2 + C.
2 2
Z
ln x
Example 2.6. Find dx.
x

Solution: Let t = ln x. Then dt = dx/x and

Z Z
ln x 1 1
dx = t dt = t2 + C = (ln x)2 + C.
x 2 2
Z
2
Example 2.7. Find xe−x dx.

Solution: Let t = x2 . Then dt = 2xdx and

Z Z
2 1 1 1 2
xe−x dx = e−t dt = − e−t + C = − e−x + C.
2 2 2
 II.1 CALCULUS OF PRIMITIVES 5

3. Integration by parts

For differentiable functions u and v we have (uv)0 = uv 0 + vu0 . Taking integrals and given
that (uv)0 (x) dx = u(x)v(x), we have the following formula of integration by parts.
R

Theorem 3.1. Let u, v : I → R be of class C 1 in the interval I. Then

Z Z
u(x)v (x) dx = u(x)v(x) − v(x)u0 (x) dx.
0

Remark 3.2. This relation is known as the formula of integration by parts. Using the
identifications u0 (x) dx = du and v 0 (x) dx = dv we can write this formula as
Z Z
u dv = uv − v du.

Z
Example 3.3. Find xex dx.

Solution: Let u = x and dv = ex dx. Then du = dx and v = ex . Hence

Z Z
xex dx = xex − ex dx = ex (x − 1) + C.

Z
Example 3.4. Find x2 ln x dx.

Solution: Let u = ln x and dv = x2 dx. Notice that du = dx/x and v = x3 /3. Then,
using the formula of integration by parts we get
Z  3 Z 3  3 Z  3
2 x x x 1 2 x 1
x ln x dx = ln x − dx = ln x − x dx = ln x − x3 + C.
3 3x 3 3 3 9
Z
Example 3.5. Find arctan x dx.

Solution: Let u = arctan x and dv = dx. Then du = dx/(1 + x2 ) and v = x. Hence

Z Z
x
arctan x dx = x arctan x − dx.
1 + x2
Now, observe that using the change of variable t = x2 we have dt = 2x dx thereby
Z Z
x 1 1 1 1
2
dx = dt = ln |1 + t| + C = ln (1 + x2 ) + C.
1+x 2 1+t 2 2
Plugging this value into the above expression we finally get
Z
1
arctan x dx = x arctan x − ln (1 + x2 ) + C.
2
6 II.1 CALCULUS OF PRIMITIVES
Z
Example 3.6. Find x2 sin x dx.

Solution: Let u = x2 and dv = sin x dx. Then du = 2x dx and v = − cos x. Thus

Z Z
2 2
x sin x dx = −x cos x + 2 x cos x dx.

Applying again integration by parts to the second integral, u = x and dv = cos x dx we

have du = dx and v = sin x, hence
Z Z
x cos x dx = x sin x − sin x dx = x sin x + cos x + C.

Plugging this value into the previous expression we finally get

Z
x2 sin x dx = −x2 cos x + 2x sin x + 2 cos x + C.

4. Integration of Rational Functions

Pn (x)
A rational function is of the form , where Pn and Qm are polynomials of degrees n
Qm (x)
and m, respectively.

4.1. Decomposition into simple fractions. If n ≥ m the fraction is improper and can
be represented
Pn (x) Rk (x)
= Pn−m (x) + ,
Qm (x) Qm (x)
where the degree of the polynomial Rk is k < m. Thus, the integration of an improper frac-
tion can be reduced to the integration of a proper fraction (k < m) and a polynomial.
Z Z Z
Pn (x) Rk (x)
dx = Pn−m (x) dx + dx.
Qm (x) Qm (x)

Example 4.1.
x3 + x2 + x
Z Z Z
1
dx = (x + 1) dx − dx,
x2 + 1 x2 + 1
because dividing the polynomials we find
x3 + x2 + x 1
2
=x+1− 2 .
x +1 x +1
Then
x3 + x2 + x
Z
1
dx = (x + 1)2 − arctan x + C.
x2 + 1 2

When n < m, we will use the following theorem. It asserts that any proper fraction can be
decomposed into simple fractions. Although we establish the theorem with full generality,
only the simplest cases will be worked on in the course.
 II.1 CALCULUS OF PRIMITIVES 7

Pn (x)
Theorem 4.2. Suppose that is an proper fraction (n < m) and that
Qm (x)

Qm (x) = (x − a)α · · · (x − b)β ((x − p)2 + q 2 )γ · · · ((x − r)2 + s2 )δ ,

where a, . . . , b are real roots of multiplicity α, . . . , β and (x − p)2 + q 2 , . . . , (x − r)2 + s2

are quadratic trinomials irreducible into real factors of multiplicity γ, . . . , δ (notice that
α, . . . , β, γ, . . . , δ are all positive integers). Then there are constants Ai , Bi , Mi , Ni , Ki
and Li such that
Pn (x) Aα Aα−1 A1
= α
+ α−1
+ ··· +
Qm (x) (x − a) (x − a) x−a
Bβ Bβ−1 B1
+ ··· + β
+ β−1
+ ··· +
(x − b) (x − b) x−b
Mγ x + Nγ Mγ−1 x + Nγ−1 M1 x + N 1
+ 2 2 γ
+ 2 2 γ−1
+ ··· +
((x − p) + q ) ((x − p) + q ) (x − p)2 + q 2
Kδ x + Lδ Kδ−1 x + Lδ−1 K1 x + L1
+ ··· + + + ··· + .
((x − r)2 + s2 )δ ((x − r)2 + s2 )δ (x − r)2 + s2

The fractions which appear on the right–hand side are simple fractions and the relation is
the decomposition of a proper rational fraction into a sum of simple fractions.

4.2. Integrals of the simple fractions. Each of the partial fractions can be integrated
in terms of elementary functions:
R A
(1) x−a dx = A ln |x − a| + C,
R A A 1
(2) (x−a) α dx = 1−α (x−a)α−1 + C, (α 6= 1),
 
M x+N M M p+N x−p
ln ((x − p)2 + q 2 ) +
R
(3) (x−p)2 +q 2
dx = 2 q arctan q + C.
M x+N M 1
R R
(4) ((x−p)2 +q 2 )n
dx = − 2(n−1)((x−p)2 +q 2 )n−1 + (M p + N ) ((x−p)2 +q 2 )n
dx.

Z
1
Example 4.3. Find dx.
x2 − 5x + 6

Solution: Notice that x2 − 5x + 6 = (x − 3)(x − 2). Then

1 A B A(x − 2) + B(x − 3)
= + = .
(x − 3)(x − 2) x−3 x−2 (x − 3)(x − 2)
Setting x = 2 we get 1 = −B, whence B = −1 and setting x = 3 we get A = 1. Hence
Z
1
2
dx = ln |x − 3| − ln |x − 2| + C.
x − 5x + 6
8 II.1 CALCULUS OF PRIMITIVES
Z
1
Example 4.4. Find dx.
x3 − 8x2

Solution: Notice that x3 − 8x2 = x2 (x − 8) and that

1 A B C Ax(x − 8) + B(x − 8) + Cx2
= + + =
x2 (x − 8) x x2 x − 8 x2 (x − 8)
if and only if
1 = Ax(x − 8) + B(x − 8) + Cx2
Solving, we get A = −1/64, B = −1/8 and C = 1/64. Hence
−1 dx −1 x−2 x−3 ln |x − 8|
Z Z Z Z
1 dx 1 dx
dx = − + = + + + C.
x3 − 8x2 64 x 8 x2 64 x−8 128 24 64

5. Integral of trigonometric functions

Integrals of the kind Z

R(sin x, cos x)dx,

where R is a rational function, can be reduced to the integral of a rational function of the
class studied above. To this end, the universal change of variable
x
t = tan , −π < x < π
2
is used. It can be shown that
2t 1 − t2 2dt
sin x = , cos x = , dx = .
1 + t2 1 + t2 1 + t2
Usually, this change of variable leads to cumbersome calculations There are cases where the
simplification does not require the change above.

• When R is odd in sin x, R(− sin x, cos x) = −R(sin x, cos x), use

t = cos x, dt = − sin xdx.

• When R is odd in cos x, R(sin x, − cos x) = −R(sin x, cos x), use

t = sin x, dt = cos xdx.

• When R is even in both variables, R(− sin x, − cos x) = R(sin x, cos x), use

t = tan x.

in this case
t 1 dt
sin x = √ , sin x = √ , dx = .
1 + t2 1 + t2 1 + t2
 II.1 CALCULUS OF PRIMITIVES 9
R R R
• Integrals of the kind sin ax cos bxdx, sin ax sin bxdx and cos ax cos bxdx, where
a, b ∈ R, reduce to immediate integrals with the trigonometric formulae

2 sin x cos y = sin (x − y) + sin (x + y),

2 sin x sin y = cos (x − y) − cos (x + y),
2 cos x cos y = cos (x − y) + cos (x + y).