Calculus
Calculus
1 Integration by Parts
In calculus, every differentiation rule has a corresponding integration rule. For instance,
the Chain Rule for differentiation corresponds to the Substitution Rule for integration.
Similarly, the Product Rule for differentiation leads to a powerful technique for evaluating
integrals called integration by parts.
This form is the foundation of the integration by parts formula, which is useful when
dealing with integrals of products of functions. By setting u = f (x) and dv = g ′ (x) dx,
we can rewrite the formula as:
Z Z
u dv = uv − v du.
This formula helps break down complex integrals into simpler parts, especially when
we choose u and dv wisely.
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1.3 Choosing u and dv
The decision of which function to select as u and which as dv in the formula
Z Z
u dv = uv − v du
can greatly impact the difficulty of the integral. An appropriate choice simplifies the
integration, whereas a poor choice may complicate or even make it infeasible.
R Integral u dv
R 2xx ln(x) dx ln(x) x dx
R e 2 cos(x) dx cos(x) e2x dx
R x sin(x) dx x2 sin(x) dx
arcsin(x) dx arcsin(x) dx
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1.5 Step-by-Step Guide for Integration by Parts
Integration by parts is a technique that transforms the integral of a product of functions
into simpler parts. Follow these steps carefully to solve any problem using integration by
parts:
Z Z
u dv = uv − v du.
Steps to Follow
R
1. Identify the Parts: In any integral of the form f (x) · g(x) dx, we need to split
f (x) · g(x) into two parts:
Choose u and dv so that differentiating u (to find du) simplifies the expression, while
integrating dv (to find v) is straightforward.
2. Apply the LIATE Rule to Choose u: Use the LIATE rule as a guideline for
selecting u in the order of:
3. Differentiate u and Integrate dv: After choosing u and dv, calculate du (by dif-
ferentiating u) and v (by integrating dv):
Z
′
du = u dx and v = dv.
5. EvaluateR the New Integral: Complete the solution by evaluating the remaining
integral, v du. If this integral is still complex, consider applying integration by parts
again.
3
R
Example Walkthrough: xex dx
R
Let’s apply these steps to solve xex dx.
u = x, du = dx
dv = ex dx, v = ex
= xex − ex + C
This method, with practice, helps simplify complex integrals by breaking them down
into manageable parts. Remember, choosing u and dv correctly is crucial to making the
process smooth and achieving the simplest final answer.
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index u dv sign
0 x2 sin(x)
index u dv sign
0 x2 sin(x)
1 2x − cos(x) +
After adding this row, we can calculate intermediate values for u and dv: - u = x2 ,
du = 2x - v = − cos(x), dv = − sin(x)
Then, the product uv is −x2 cos(x), and vdu = 2x sin(x). The intermediate integral
is therefore: Z
2
−x cos(x) + 2 sin(x) dx
index u dv sign
0 x2 sin(x)
1 2x − cos(x) +
2 2 − sin(x) −
index u dv sign
0 x2 sin(x)
1 2x − cos(x) +
2 2 − sin(x) −
3 0 cos(x) +
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1.8 Reduction Formula
In this section, we derive a reduction formula for integrals of the form sinn (x) dx, where
R
Solution. To prove this formula, we apply the method of integration by parts. Let
Now, to simplify further, we use the trigonometric identity cos2 (x) = 1 − sin2 (x), so
Z Z
sin (x) dx = − cos(x) sin (x) + (n − 1) sinn−2 (x)(1 − sin2 (x)) dx.
n n−1
sinn (x) dx, we bring the last term on the right to the left side:
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To isolate
Z Z
n sin (x) dx = − cos(x) sin (x) + (n − 1) sinn−2 (x) dx.
n n−1
Reduction Formula
n−1
Z Z
n 1 n−1
sin (x) dx = − cos(x) sin (x) + sinn−2 (x) dx.
n n
This formula is useful because, by applying it iteratively, we can reduce the power of
sin(x) inR each step. Eventually,
R we reach a base case that is straightforward to integrate,
such as sin(x) dx or dx (when n is even).
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1.9 Using Substitution Before Integration by Parts
In some cases, an integral may appear complex, and directly applying the integration by
parts technique may not yield a simplifiable expression. In such situations, performing
a substitution prior to applying integration by parts can simplify the integral, making it
easier to solve. Here are the steps for using substitution before integration by parts:
on the transformed integral in terms of u and du. Follow the LIATE rule
if necessary to choose the parts.
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2 Trigonometric Substitution
In this section, we explore methods to integrate expressions that involve products of sine
and cosine functions by using trigonometric identities and substitutions. These strategies
simplify the integrals by reducing the power of the trigonometric terms, making it easier
to evaluate them.
sinm x cosn x dx
R
2.1 Strategy for Evaluating Integrals of the Form
Strategy for Evaluating Integrals of the Form sinm x cosn x dx
R
To integrate expressions of the form sinm x cosn x dx, we apply different techniques
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based on the parity (odd or even) of the powers m and n. Each scenario requires
a unique approach to simplify the integral.
1 1
sin2 x = (1 − cos 2x), cos2 x = (1 + cos 2x)
2 2
1
It may also be useful to use the identity sin x cos x = 2
sin 2x in cases where
the integral involves the product sin x cos x.
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R
2.2 Strategy for Evaluating tanm x secn x dx,
In this section, we explore integrals involving products of powers of tan x and sec x func-
tions. The approach depends on whether the power of sec x or tan x is even or odd. By
making strategic substitutions, we can simplify these integrals effectively.
R
Strategy for Evaluating tanm x secn x dx
Now, let u = sec x, so du = sec x tan x dx, simplifying the integral in terms of
u.
Key Integrals Z
sec x dx = ln |sec x + tan x| + C
Z
tan x dx = ln | sec x| + C
This integral is useful in applications due to the relationship between sec x and tan x.
Knowing this result can simplify complex integrals, such as those involving cot and csc,
by using the identity 1 + cot2 x = csc2 x.
R
2.3 Strategy for Evaluating Integrals of the Form cotm x cscn x dx
In this section, we examine integrals involving products of powers of cot x and csc x.
The integration strategy depends on whether the power of csc x or cot x is even or odd.
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By using appropriate trigonometric identities and substitutions, we can simplify these
integrals effectively.
R
Strategy for Evaluating cotm x cscn x dx
Now, let u = csc x, so du = − csc x cot x dx, which simplifies the integral in
terms of u.
Key Integrals Z
csc x dx = ln |csc x − cot x| + C
Z
cot x dx = ln | sin x| + C
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Product-to-Sum Formulas
1
sin u cos v = [sin(u + v) + sin(u − v)] ,
2
1
cos u sin v = [sin(u + v) − sin(u − v)] ,
2
1
cos u cos v = [cos(u + v) + cos(u − v)] ,
2
1
sin u sin v = [cos(u − v) − cos(u + v)] .
2
R
These identities are especially useful for integrals like sin(mx) cos(nx) dx. Applying
the identity:
1
sin(mx) cos(nx) = [sin((m + n)x) + sin((m − n)x)]
2
allows us to separate the integral into simpler terms involving sine functions.
3 Trigonometric Substitution
√
When calculating integrals involving square roots of expressions like a2 − x2 , direct
integration can be challenging. However, using trigonometric substitution can simplify
the integrals by transforming the variable x to a trigonometric function of a new variable
θ. This approach leverages trigonometric identities to eliminate the square root, making
the integral easier to solve.
√
x 2 + a2
x
θ
a
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Case 2: When a2 − x2 is embedded in the integrand, use x = a sin(θ).
Hint: 1 − x2 appears in the derivative of sin−1 x.
dx = a cos(θ) dθ.
To convert back to x, use your substitution to get xa = sin(θ), and draw a right triangle
√
with opposite side x, hypotenuse a, and adjacent side a2 − x2 .
a
x
θ
√
a2 − x 2
To convert back to x, use your substitution to get xa = sec(θ), and draw a right triangle
√
with adjacent side a, hypotenuse x, and opposite side x2 − a2 .
x √
x 2 − a2
θ
a
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Expression Substitution Identity
√
a2 − x 2 x = a sin θ, − π2 ≤ θ ≤ π
2
1 − sin2 θ = cos2 θ
√
a2 + x2 x = a tan θ, − π2 < θ < π
2
1 + tan2 θ = sec2 θ
√ π 3π
x 2 − a2 x = a sec θ, 0≤θ< 2
or π ≤ θ < 2
sec2 θ − 1 = tan2 θ
To make this method work, we restrict θ to specific intervals, as shown in Table ??.
These intervals guarantee the substitution is well-defined and that inverse trigonometric
functions can be used without ambiguity.
But for some applications of algebra to calculus, we must reverse this process that is,
3x 1
we must express a fraction such as 2x2 −x−1 as the sum of the simpler fractions (x−1) and
1
(2x+1)
. These simpler fractions are called partial fractions; we learn how to find them
in this section.
Rational Function
Let r be the rational function
P (x)
r(x) =
Q(x)
where the degree of P is less than the degree of Q.
By the Linear and Quadratic Factors Theorem, every polynomial with real coefficients
can be factored completely into linear and irreducible quadratic factors, that is, factors
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of the form ax + b and ax2 + bx + c, where a, b, and c are real numbers. For instance,
If two polynomials are equal, then their coefficients are equal. Thus, since 5x + 7 has
no x2 -term, we have A + B + C = 0. Similarly, by comparing the coefficients of x, we see
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that 3A + B = 5, and by comparing constant terms, we get 2A − 2B − C = 7. This leads
to the following system of equations for A, B, and C:
A + B + C = 0 Equation 1: Coefficients of x2
3A + B = 5 Equation 2: Coefficients of x
2A − 2B − C = 7 Equation 3: Constant coefficients
We use Gaussian elimination to solve this system:
A+B+C =0
−2B − 3C = 5 (Equation 2 + ( − 3) × Equation 1)
−4B − 3C = 7 (Equation 3 + ( − 2) × Equation 1).
Simplifying further:
A+B+C =0
−2B − 3C = 5
3C = −3 (Equation 3 + ( − 2) × Equation 2).
From the third equation, we get C = −1. Back-substituting, we find that B = −1
and A = 2. So the partial fraction decomposition is
5x + 7 2 −1 −1
= + + .
x3 + 2x2 − x − 2 x−1 x+1 x+2
Suppose the complete factorization of Q(x) contains the linear factor ax+b repeated
k times; that is, (ax + b)k is a factor of Q(x). Then, corresponding to each such
P (x)
factor, the partial fraction decomposition for Q(x) contains
A1 A2 Ak
+ 2
+ ··· + .
ax + b (ax + b) (ax + b)k
Solution: Because the factor x − 1 is repeated three times in the denominator, the
partial fraction decomposition has the form
x2 + 1 A B C D
3
= + + 2
+ .
x(x − 1) x x − 1 (x − 1) (x − 1)3
Multiplying each side by the common denominator x(x − 1)3 , gives
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Expanding, we get:
A+B =0 (Coefficients of x3 )
−3A − 2B + C = 1 (Coefficients of x2 )
3A + B − C + D = 0 (Coefficients of x)
−A = 1 (Constant coefficients)
x2 + 1 −1 1 1 2
= + + + .
x(x − 1)3 x x − 1 (x − 1)2 (x − 1)3
Suppose the complete factorization of Q(x) contains the quadratic factor ax2 +bx+c
(which can’t be factored further). Then, corresponding to this, the partial fraction
P (x)
decomposition of Q(x) will have a term of the form:
Ax + B
.
ax2 + bx + c
2x2 − x + 4 A Bx + C
= + 2 .
x3 + 4x x x +4
Multiplying by x(x2 + 4), we get:
Expanding, we obtain:
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= (A + B)x2 + Cx + 4A.
Equating coefficients gives us the system of equations:
A + B = 2 (Coefficients of x2 )
C = −1 (Coefficients of x)
4A = 4 (Constant terms)
Suppose the complete factorization of Q(x) contains the factor (ax2 +bx+c)k , where
ax2 + bx + c can’t be factored further. Then the partial fraction decomposition of
P (x)
Q(x)
will have the terms
A1 x + B1 A2 x + B2 Ak x + Bk
2
+ 2 2
+ ··· + .
ax + bx + c (ax + bx + c) (ax2 + bx + c)k
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Solution: Since the degree of the numerator is larger than the degree of the denom-
inator, we use long division to obtain
2x4 + 4x3 − 2x2 + x + 7 5x + 7
3 2
= 2x + 5 + 3 .
x + 2x − x − 2 x + 2x2 − x − 2
The remainder term now satisfies the requirement that the degree of the numerator is
less than the degree of the denominator. At this point, we proceed as in Example 1 to
obtain the decomposition
2x4 + 4x3 − 2x2 + x + 7 1 1
3 2
= 2x + 5 + − .
x + 2x − x − 2 x−1 x+2
Note: Example 5 is a special case when the power of the numerator is greater than the
denominator, which requires the use of long division before performing partial fraction
decomposition.
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Explanation: This substitution approach allowed us to transform the original inte-
grand into a form where partial fraction decomposition could be applied, simplifying the
integration process. Rationalizing substitutions are effective for integrands containing
square roots or other roots, and the choice of substitution should aim to eliminate the
root, making the integral manageable with standard techniques.
• Trigonometric Forms: If the integrand has terms like sin x or cos x, consider
using identities or trigonometric substitution methods.
• Rational Functions: When dealing with rational functions, partial fraction
decomposition can simplify integration. Sections on partial fractions provide
guidelines for applying this technique.
• Exponential or Logarithmic Terms: For combinations of polynomials and
exponentials (e.g., xex ), consider integration by parts as outlined in integration
techniques.
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allows you to apply previous solutions to similar integrals, especially when similar
forms or identities are involved. For example:
Z Z
tan x dx = sec2 x − 1 dx
2
Using identities can transform a challenging integral into a more familiar form.
By applying these strategies and being familiar with basic integration techniques,
you can develop a more systematic approach to solving integrals. Practice and pattern
recognition are key to mastering integration techniques.
6 Improper Integrals
In previous sections, we defined a definite integral
Z b
f (x) dx
a
for a function f over a finite interval [a, b], assuming that f does not have any infinite
discontinuities on this interval. However, there are cases where we want to extend the
concept of integration to situations where:
1. The interval of integration is infinite, or 2. The function f has an infinite discon-
tinuity within [a, b].
Integrals that fall under either of these cases are called improper integrals. Im-
proper integrals allow us to handle cases that go beyond the typical application of definite
integrals and have important applications, such as in probability theory and physics.
where f (x) is integrated over a range that extends infinitely to the right. To make sense
of this, we use the limit of a definite integral as the upper bound approaches infinity.
Specifically, we define: Z ∞ Z t
f (x) dx = lim f (x) dx,
a t→∞ a
provided that this limit exists as a finite number. Rt
This limit-based approach allows us to evaluate the integral by calculating a f (x) dx
for a finite upper limit t, and then taking the limit as t approaches infinity.
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Example: Consider the function f (x) = x12 on the interval [1, ∞). The area under the
curve y = x12 from x = 1 to infinity can be found by:
Z ∞ Z t
1 1
dx = lim dx.
1 x2 t→∞ 1 x2
Rt 1
Evaluating 1 x2
dx, we get:
Z t t
1 1 1
2
dx = − =1− .
1 x x 1 t
In part (c), any real number a can be used to split the integral.
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6.3 Interpretation of Improper Integrals as Areas
When f (x) is a positive function, an improper integral canR ∞ often be interpreted as an
area. For instance, in case (a), if f (x) ≥ 0 on [a, ∞) and a f (x) dx is convergent, then
we can interpret the area under the curve of f (x) from x = a to infinity as
Z ∞
A(S) = f (x) dx.
a
This approach allows us to consider the area over an infinite interval as the limit of the
area from a to t as t → ∞.
Example: Suppose f (x) = √1x on [0, 1], where f (x) becomes unbounded as x → 0. To
R1
evaluate 0 √1x dx, we set up the integral with a limit as follows:
Z 1 Z 1
1 1
√ dx = lim √ dx.
0 x t→0+ t x
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Definition of an Improper Integral of Type 2
(c) If f has a discontinuity at an interior point c where a < c < b, and both
Z t Z b
lim− f (x) dx and lim+ f (x) dx
t→c a t→c t
Remark on Generality The concept of improper integrals of Type 2 applies even when
f (x) is not a positive function. The limit-based definition ensures that we can evaluate
integrals where f (x) has various types of discontinuities, whether at the endpoints or
within the interval.
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Comparison Theorem
Suppose that f and g are continuous functions with f (x) ≥ g(x) ≥ 0 for x ≥ a.
R∞ R∞
(a) If a f (x) dx is convergent, then a g(x) dx is also convergent.
R∞ R∞
(b) If a g(x) dx is divergent, then a f (x) dx is also divergent.
The Comparison Theorem essentially states that if we have two functions, f and
g, where f (x) is at least as large as g(x) for all x ≥ a, we can make conclusions about
the convergence or divergence of g(x) based on the behavior of f (x) (and vice versa).
Explanation and Intuition: We omit the formal proof of the Comparison Theorem
here, but its plausibility
R∞ can be illustrated intuitively. If the area under the curve y = f (x)
is finite (i.e., if a f (x) dx converges), then the area under the curve y = g(x), which lies
entirely below yR = f (x), must also be finite. Conversely, if the area under y = g(x) is
∞
infinite (i.e., if a g(x) dx diverges), then the area under y = f (x), which is at least as
large, must also be infinite.
The Comparison Test is a powerful tool for evaluating the convergence of improper
integrals, especially when direct computation is challenging. By comparing a given in-
tegral with a known, simpler integral, we can often determine the behavior of complex
functions more efficiently.
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