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Chapter 01 - 240809 - 211303

The document is a comprehensive analysis prepared by Dr. W. Ghecham on the topic of integrals and primitives, specifically focusing on the Riemann integral and its properties. It includes definitions, theorems, and methods for calculating integrals, as well as examples to illustrate the concepts. The content is structured into chapters and sections, covering various aspects of integration in mathematical analysis.

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0% found this document useful (0 votes)
55 views35 pages

Chapter 01 - 240809 - 211303

The document is a comprehensive analysis prepared by Dr. W. Ghecham on the topic of integrals and primitives, specifically focusing on the Riemann integral and its properties. It includes definitions, theorems, and methods for calculating integrals, as well as examples to illustrate the concepts. The content is structured into chapters and sections, covering various aspects of integration in mathematical analysis.

Uploaded by

ilyes21mahboubi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 35

Analysis 2

Higher National School of Renewable Energies,

Environment and Sustainable Development

Chapter 01:
Integral and primitive
Batna, Algeria

Prepared by
DR. W. Ghecham

Year 2023 – 2024

RE2=SD 1 Preparatory Classes Department

1st Year
Contents

1 Integral and primitive 4

1.1 Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.1.1 Definition of the Riemann Integral . . . . . . . . . . . . . . . . . . 4

1.1.2 Integral of a continuous function . . . . . . . . . . . . . . . . . . . . 8

1.1.3 Properties of the Riemann integral . . . . . . . . . . . . . . . . . . 8

1.2 Primitives and indefinite integral . . . . . . . . . . . . . . . . . . . . . . . 11

1.2.1 Primitive (antiderivative) of a function . . . . . . . . . . . . . . . . 11

1.2.2 Indefinite integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1.2.3 Primitive of continuous function . . . . . . . . . . . . . . . . . . . . 11

1.3 Calculation of primitives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

1.3.1 Primitive functions of elementary functions . . . . . . . . . . . . . . 12

1.3.2 General cases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

1.4 Methods for computing primitive functions . . . . . . . . . . . . . . . . . . 15

1.4.1 Method of integration by parts . . . . . . . . . . . . . . . . . . . . 15

1.4.2 Integration by substitution (Change of variables) . . . . . . . . . . 16

1.5 Calculations of integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2
CONTENTS W. Ghecham

1.5.1 Expression of an integral from a primitive . . . . . . . . . . . . . . 19

1.5.2 Integration by parts method . . . . . . . . . . . . . . . . . . . . . . 20

1.5.3 Integration by substitution (Change of variables) . . . . . . . . . . 21

1.6 Integrals involving quadratic expressions . . . . . . . . . . . . . . . . . . . 22

1.7 Rational functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

1.7.1 Decomposition of rational functions to partial fractions . . . . . . . 27

1.7.2 Integration of the rational fraction . . . . . . . . . . . . . . . . . . 29

1.8 Integration of trigonometric functions . . . . . . . . . . . . . . . . . . . . . 33

1.8.1 Primitive of rational functions in sin x and cos x: . . . . . . . . . . 33

1.8.2 Primitives of polynomial functions in sin x and cos x: . . . . . . . . 34

1.8.3 Integrals of the form sin(mx) cos(nx) dx . . . . . . . . . . . . . . 35


R

3
Chapter 1

Integral and primitive

1.1 Riemann Integral

1.1.1 Definition of the Riemann Integral

Riemann sums

Definition 1
Let [a, b] be a closed interval.

1. The set P = {x0 , x1 , ..., xn } of finite points a = x0 , x1 , x2 , ..., xn = b with

a = x0 < x1 < x2 < ... < xn = b

is called a partition of [a, b].

2. For every k = 1, 2, ..., n a closed interval Ik = [xk−1 , xk ] is called the subinterval of


[a, b].

3. For every k = 1, 2, ..., n, the length of Ik = [xk−1 , xk ] is defined by ∆xk = xk − xk−1 .

4. In each of the intervals [a, x1 ], [x1 , x2 ], ..., [xn−1 , b], take points (λ1 , ..., λn ) such that:
∀k ∈ {1, ..., n}, λk ∈ [xk−1 , xk ].

4
1.1. RIEMANN INTEGRAL W. Ghecham

Definition 2
Let f : [a, b] −→ R be a bounded function and P = {a = x0 , x1 , ..., xn = b} be a partition
of [a, b]. For every subinterval Ik = [xk−1 , xk ]. We define Riemann sum

Rn = f (λ1 )(x1 − x0 ) + f (λ2 )(x2 − x1 ) + ... + f (λn )(xn − xn−1 )


n n
= (xk − xk−1 )f (λk ) = ∆xi f (λk )
X X

k=1 k=1

This represents the area of the union of rectangles of base [xk−1 , xk ] and height f (λk ).

Theorem 1.1
Let f : [a, b] → R be a bounded function. The function f is integrable (in the Riemann
sense) if the Riemann sum Rn has a limit, when n → +∞ and this is independent of the
choice of the partition {a = x0 , x1 , ..., xn = b}, and the set of points (λ1 , ..., λn ), this limit,
when it exists, is called the Riemann integral of f on [a, b] and is given by
Z b n
f (x) dx = lim (xk − xk−1 )f (λk )
X
a n→+∞
k=1

Definition 3 (Regular partition)


The regular partition results from an equidistant division of [a, b] into n intervals of identical
length δ = b−a
n
.
The partition points are given by xk = a + k b−a
n
,0≤k≤n

b−a b−a b−a b−a


(a, a + ,a + 2 ,a + 3 , ..., a + n = b)
n n n n

5
1.1. RIEMANN INTEGRAL W. Ghecham

Definition 4 (Regular Riemann Sums)


Let’s consider a regular partition with the chose of λk one of the bounds of each subinterval:

xk = a + k b−a ,0≤k≤n

n

λk = xk−1 or xk , 1 ≤ k ≤ n

The Riemann sums are given by

b − a n−1 n
! !
b−a b−a X b−a
Sn = f a+k or f a+k (1.1)
X
n k=0 n n k=1 n

Theorem 1.2
If f is integrable on [a, b], the sequence (Sn )n≥1 of regular Riemann sums where
n
!
b−a X b−a
Sn = f a+k
n k=1 n

is convergent of the limit f (x) dx.


Rb
a

Example 1
1.
n
Z b
b−a X
∀ α ∈ R, α dx = lim α = α(b − a)
a n→+∞ n k=1

2.
n
1
!
Z b
b−a X b−a
x dx = lim a+k = (b2 − a2 )
a n→+∞ n k=1 n 2

6
1.1. RIEMANN INTEGRAL W. Ghecham

Remark 1
1. The variable used in the notation of the integral is called a dummy variable.
Z b Z b Z b Z b
f= f (x) dx = f (t) dt = f (u) du.
a a a a

2. Conventions f (x) dx = − f (x) dx and f (x) dx = 0


Rb Ra Ra
a b a

Example 2
Consider the exponential function f (x) = ex . We want to find the area enclosed between
the curve y = f (x), the x-axis and the lines x = 0 and x = 1.

Let n > 1, the partition of [0, 1] is (0, n1 , n2 , ..., nk , ..., n−1


n
, 1).
Consider the “lower rectangles » Rk −

The sum of the areas of R−


k is then calculated as the sum of a geometric sequence:
 1
n 
1 1 − en 

b − a n−1 1 n−1 1
!
b−a X k
Sn = f a+k = en =  = (e−1) −→n→+∞ e−1.
X
n
1 1
n k=0 n n k=0 n 1 − en en − 1

7
1.1. RIEMANN INTEGRAL W. Ghecham

x
because e x−1 −→x→0 1 (with x = n1 ).
Let us now consider the “upper rectangles” R+
k . A similar calculation shows that
 1
n 
1 1 − en 

n
1X n 1
!
b−a X b−a k
Sn = f a+k = en =  1 = 1
n
(e−1) −→n→+∞ e−1.
n k=1 n n k=1 n 1 − en en − 1

The area A of our region is greater than the sum of the areas of the lower rectangles, and
it is less than the sum of the areas of the upper rectangles. When considering smaller
and smaller partition (i.e. when we make n → +∞ ) then we obtain in the limit that the
area A of our region is framed by two areas which tend towards e − 1. So the area of our
region is A = e − 1.

1.1.2 Integral of a continuous function

Theorem 1.3
If f is continuous on [a, b] then f is integrable on [a, b].

Definition 5
A function f : [a, b] → R is said to be piecewise continuous if there exists a partition
(x0 , ..., xn ), ∀n ∈ N such that f]xk−1 ,xk [ is continuous, admits a finite limit on the right in
xk−1 and a limit on the left in xk for all k ∈ {1, ..., n}.

Corollary 1
The piecewise continuous functions are integrable.

1.1.3 Properties of the Riemann integral

8
1.1. RIEMANN INTEGRAL W. Ghecham

Theorem 1.4
Let f be an integrable function on [a, b] (a ≤ b). For all c ∈ [a, b], f is integrable on
[a, c] and [c, b] and
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c
or Z c Z b Z b
f (x) dx = f (x) dx − f (x) dx
a a c

Theorem 1.5
Let f and g be two integrable functions on [a, b] (a ≤ b) and λ, µ ∈ R. The function
λf + µg is integrable on [a, b] and
Z b Z b Z b
(λf (x) + µg(x)) dx = λ f (x) dx + µ g(x) dx
a a a

Theorem 1.6
Let f and g be two continuous functions on [a, b]

1. if ∀x ∈ [a, b], f (x) ≥ 0 then f (x) dx ≥ 0.


Rb
a

2. if ∀x ∈ [a, b], f (x) ≤ g(x) then f (x) dx ≤


Rb Rb
a a g(x) dx.

Theorem 1.7
Let f be a continuous function on [a, b], if m ≤ f ≤ M on [a, b] then
Z b
m(b − a) ≤ f (x) dx ≤ M (b − a)
a

Theorem 1.8 (The Mean Value Theorem for Integrals)


Let f be a continuous function on [a, b],then there exists a real number c between a
and b such that Z b
f (x) dx = (b − a)f (c)
a

The number f (c) = 1 Rb


b−a a
f (x) dx is called the average value of f between a and b.

9
1.1. RIEMANN INTEGRAL W. Ghecham

Example 3
Find the average value of the function f (x) = 8 − 2x over the interval [0, 4] and find c
such that f (c) equals the average value of the function over [0, 4].
The formula states the mean value of f (x) is given by
1 Z4
(8 − 2x)dx.
4−0 0
We can see in below figure that the function represents a straight line and forms a right
triangle bounded by the x- and y-axes. The area of the triangle is A = 12 (base)(height).
We have
1
A = (4)(8) = 16
2
The average value is found by multiplying the area by 14 . Thus, the average value of the
function is f (c) = 4. Set the average value equal to f (c) and solve for c. 8−2c = 4 ⇒ c = 2
At c = 2, f (2) = 4.

Exercise: Find the average value of the function f (x) = x2 over the interval [0, 6] and
find c such that f (c) equals the average value of the function over [0, 6].

10
1.2. PRIMITIVES AND INDEFINITE INTEGRAL W. Ghecham

1.2 Primitives and indefinite integral

1.2.1 Primitive (antiderivative) of a function

Definition 6
Let f be a function defined on an interval I ⊂ R and let F be a differentiable function on
I. F is said to be primitive (antiderivative) of f on I if

F ′ (x) = f (x), ∀x ∈ I. (1.2)

Theorem 1.9
If F and G are two primitives of f on I, then

G(x) − F (x) = c, ∀x ∈ I.

where c is a real constant.

Example 4
x3 x3
Let I = R et f : R → R defined by f (x) = x2 . Then F (x) = 3
and G(x) = 3
+ 1 are
two primitives of the function f .

1.2.2 Indefinite integral

Definition 7
Let f be a function that is defined and admits a primitive (an antiderivative) on I. The set
of all antiderivatives of f on I is called the indefinite integral of f on I, and is denoted
by: Z
f (x) dx
and if F is an antiderivative of f on I, then we write:
Z
f (x) dx = F (x) + C, C∈R

1.2.3 Primitive of continuous function

Theorem 1.10
Let f : I → R be a function defined on I, then we have

f is continuous on I ⇒ f admits an antiderivative on I.

11
1.3. CALCULATION OF PRIMITIVES W. Ghecham

1.3 Calculation of primitives

1.3.1 Primitive functions of elementary functions

Function Primitive Interval

a ax + C R

xn , n ∈ N 1
n+1
xn+1 +C R

xα , α ∈ R − {−1} 1
α+1
xα+1 +C R∗+

1 1
− +C R∗− or R∗+
x2 x


x 2 3/2
3
.x +C R+


√1
x
2 x+C R∗+

1
(x−a)2
1
− x−a +C ] − ∞, a[ or ]a, +∞[

1
x
ln |x| + C R∗− or R∗+

1
ax+b
1
a
ln |ax + b| + C ] − ∞, − ab [ or ] − ab , +∞[

12
1.3. CALCULATION OF PRIMITIVES W. Ghecham

ln x x ln x − x + C R∗+

eαx , α ̸= 0 1 αx
α
e +C R

cos(x) sin(x) + C R

sin(x) − cos(x) + C R

cos(ax + b), a ̸= 0 1
a
sin(ax + b) + C R

sin(ax + b), a ̸= 0 − a1 cos(ax + b) + C R

1
cos2 x
= 1 + tan2 x tan x + C ]− π
2
+ kπ, π2 + kπ[, k ∈ Z

1
sin2 x
= 1 + cotan2 x −cotan x + C ]kπ, (k + 1)π[, k ∈ Z

tan x − ln(| cos x|) + C ]− π


2
+ kπ, π2 + kπ[, k ∈ Z

cotan x ln(| sin x|) + C ]kπ, (k + 1)π[, k ∈ Z

sinh x = ex −e−x cosh x + C R


2

cosh x = ex +e−x sinh x + C R


2

13
1.3. CALCULATION OF PRIMITIVES W. Ghecham

1
1+x2
arctan x + C R

1
a2 +x2
1
a
arctan x
a
+C R

√ 1 arcsin x + C ] − 1, 1[
1−x2

√ 1 arcsin xa + C ] − a, a[
a2 −x2


√ 1
x2 +1
ln |x + x2 + 1| + C = R
sinh−1 (x) + C


√ 1
x2 +a2
ln |x + x2+ a2 | + C = R
sinh−1 xa + C


√ 1
x2 −1
ln |x + x2 − 1| + C = ]1, +∞[
cosh−1 (x) + C


√ 1
x2 −a2
ln |x + x2 − a2 | + C = ]a, +∞[
cosh−1 xa + C

1
1−x2
1
ln 1+x
+ C = tanh−1 (x) ] − 1, 1[
2 1−x

1 ] − a, a[
 
a2 −x2
1
2a
ln a+x
a−x
+C = 1
a
tanh−1 x
a
+C

14
1.4. METHODS FOR COMPUTING PRIMITIVE FUNCTIONS W. Ghecham

1.3.2 General cases

The following table gives us a summary of some well known cases


Z
f ′ (x) 1
dx = − + c, f (x) ̸= 0
f (x)
2 f (x)
Z
1
f ′ (x)[f (x)]α dx = [f (x)]α+1 + c, α ̸= −1 (f (x) ̸= 0 if α < 0)
α+1
f (x)
Z ′
dx = ln |f (x)| + c, f (x) ̸= 0.
f (x)
Z
f ′ (x)ef (x) dx = ef (x) + c
Z
f ′ (x) q
q = 2 f (x) + c, f (x) > 0
f (x)
Z
f ′ (x) sin(f (x)) dx = − cos(f (x)) + c
Z
f ′ (x) cos(f (x)) dx = sin(f (x)) + c
Z
f ′ (x)
dx = arctan(f (x)) + c
1 + (f (x))2

1.4 Methods for computing primitive functions

1.4.1 Method of integration by parts

Theorem 1.11
Let u and v be two derivable functions of class C 1 on I then :
Z Z
u(x)v (x)dx = u(x)v(x)

u′ (x)v(x)dx

Example 5
1) Evaluate
Z
x arctan x dx
We put u = arctan x and dv = xdx, then we have:

1 x2
du = dx and v =
1 + x2 2

15
1.4. METHODS FOR COMPUTING PRIMITIVE FUNCTIONS W. Ghecham

Z
x2 1 Z x2
x arctan x dx = arctan x − dx
2 2 1 + x2
x2 1 Z x2 + 1 − 1
= arctan x − dx
2 2 1 + x2
x2 1Z 1
 
= arctan x − 1− dx
2 2 1 + x2
x2 1
= arctan x − (x − arctan x) + C
2 2
x2 + 1 x
= arctan x − + C.
2 2

2) Evaluate Z
xn ln x dx; n ̸= −1.
We put u = ln x and dv = xn dx, then we have

1 xn+1
du = dx and v(x) =
x n+1

Z
xn+1 1 Z n+1 1
x ln x dx =
n
ln x − x . dx
n+1 n+1 x
xn+1 1 xn+1
= ln x − +C
n+1 n+1n+1
xn+1 1
 
= ln x − + C.
n+1 n+1

1.4.2 Integration by substitution (Change of variables)

Theorem 1.12
Let f be a continuous function on I and let g : J → I be a differentiable function on J,
then Z Z
f (g(x))g ′ (x) dx = f (u) du.

Practical method: To calculate the integral of type f (g(x))g ′ (x) dx we follow these
R

steps:

1. We put u = g(x) ⇒ du = g ′ (x)dx.

2. This gives the integral f (u) du. If F is an antiderivative of f then


R

Z
f (u) du = F (u) + c

16
1.4. METHODS FOR COMPUTING PRIMITIVE FUNCTIONS W. Ghecham

3. Replacing u by g(x) and du by g ′ (x)dx gives:


Z
f (g(x))g ′ (x) dx = F (g(x)) + c

Example 6
Evaluate
2x + 3
Z
dx
+ 3x + 5
x2
We let u = x2 + 3x + 5 and then du = 2x + 3 dx. Rewrite the integral in terms of u:
Z
du
= ln |u| + C
u
Replacing u = x2 + 3x + 5 gives:
Z
2x + 3
dx = ln |x2 + 3x + 5| + C
x2 + 3x + 5
Example 7
Evaluate
Z
cos3 x dx

cos3 x dx = cos2 x cos x dx


= (1 − sin2 x) sin′ x dx

Put u = sin x ⇒ du = sin′ x dx = cos x dx


Z
u3
(1 − u2 ) du = u − +C
3
Then Z
sin3 x
cos3 x dx = sin x − +C
3
Example 8
Evaluate
Z √
sin x. cos x dx
Put u = sin x ⇒ du = cos x dx.
Thus Z √ Z √
2 2
sin x. cos x dx = u du = u3/2 + C = sin3/2 x + C
3 3

Exercise:
Use substitution to evaluate the following indefinite integrals
Z √ Z
x
x x − 5 dx,
2 √ dx
1 − x2

17
1.4. METHODS FOR COMPUTING PRIMITIVE FUNCTIONS W. Ghecham

Theorem 1.13
Let f be a continuous function on I and let h : J → I be a bijective function, h and h−1
are of class C 1 , then Z Z
f (x) dx = f (h(u))h′ (u) du.

Practical method: To calculate the integral f (x) dx, we have the following steps
R

1. We put x = h(u) ⇒ dx = h′ (u)du.

2. We obtain the integral Z


f (h(u))h′ (u) du.

If G(u) is an antiderivaitive of f (h(u))h′ (u) then:


Z
f (h(u))h′ (u) du = G(u) + c, c ∈ R.

3. Replacing u by h−1 (x) and h′ (u)du by dx this gives


Z
f (x) dx = G(h−1 (x)) + c, c ∈ R

Example 9
Evaluate
Z √
1 − x2 dx

We consider the function f (x) = 1 − x2 on I =] − 1, 1[.
We put x = h(u) = sin(u), u ∈ J =] π2 , π2 [, then dx = cos(u) du and u = h−1 (x) = arcsin(x)
Z √ Z q Z
1 − x2 dx = 1 − sin2 u (cos(u)) du = cos2 u du

We have
1 + cos(2u)
cos2 u =
2
So
1 + cos(2u) 1Z 1Z
Z Z !
cos u du =
2
du = du + cos(2u) du
2 2 2
1 1
= u + sin(2u) + C
2 4
1 sin u cos u
= u+ +C
2 2

18
1.5. CALCULATIONS OF INTEGRALS W. Ghecham

Substitution u = arcsin(x) in the above expression, we get


Z √ 1 sin(arcsin(x)) cos(arcsin(x))
1 − x2 dx = arcsin(x) + +C
2 2
1 1
= arcsin(x) + x cos(arcsin(x)) + C
2 2
1 1 √
= arcsin(x) + x 1 − x2 + C
2 2
1h √ i
= arcsin(x) + x 1 − x2 + C
2

Trigonometric Substitution

Table of trigonometric substitution

Expression Substitution Identity


a2 − x 2 x = a sin(u), − π2 ≤ u ≤ π
2 1 − sin2 u = cos2 (u)


a2 + x 2 x = a tan(u), − π2 < u < π2 1 + tan2 u = 1
cos2 (u)
or
x = a sinh(u), u ∈ R 1 + sinh2 (u) = cosh2 (u)


x 2 − a2 x = a cos21(u) , 1
cos2 (u)
− 1 = tan2 u
0 ≤ u < π2 or π ≤ u < 3π
2

1.5 Calculations of integrals

1.5.1 Expression of an integral from a primitive

The Fundamental Theorems of Calculus

19
1.5. CALCULATIONS OF INTEGRALS W. Ghecham

Theorem 1.14 (First Fundamental Theorem of Calculus )


Let f : [a, b] → R be a continuous function on [a, b], and define a function F : [a, b] → R
by Z x
F (x) = f (t) dt for every x ∈ [a, b]
a

Then F is differentiable on [a, b] and F ′ (x) = f (x)

Theorem 1.15 (Second fundamental theorem of calculus )


Let f : [a, b] → R be Riemann integrable on [a, b] and F be a primitive of f on [a, b]:
F ′ (x) = f (x). Then
Z b
f (x) dx = [F (x)]ba = F (b) − F (a)
a

Example 10
Z π
cos(x) dx = [sin(x)]π0 = sin(π) − sin(0) = 0
0

1.5.2 Integration by parts method

Theorem 1.16
Let u and v be two derivable functions of class C 1 on [a, b] then :
Z b Z b
u(x)v ′ (x)dx = [u(x)v(x)]ba − u′ (x)v(x)dx
a a
Z b
= u(b)v(b) − u(a)v(a) − u′ (x)v(x)dx
a

Remark 2
1. Sometimes, we have to apply IBP method more than one’s time to solve the problem.

2. We can also use differentials of functions as follow


Z b Z b
udv = u(b)v(b) − u(a)v(a) − vdu
a a

Example 11
1) Evaluate
Z e
x ln x dx.
1

 
u = ln x
  du = 1
IBP ⇒ x
 dv = x dx  v = x2
2

20
1.5. CALCULATIONS OF INTEGRALS W. Ghecham

Thus
#e
x2 1
"
Z e Z e Z
x2 Z
x ln x dx = u dv = [uv]e1 − v du = ln x. − dx
1 1 2 1
2 x
#e
12 1Z e e 2 1 x2 e2 e2 1 e2 + 1
"
e2
= (ln e − ln 1 ) − x dx = − = − + =
2 2 2 1 2 2 2 1
2 4 4 4

2) Evaluate Z 1
x2 ex dx.
0
 
u=x  du = 2x dx 2 
( IBP 1)  ⇒
dv = e dx
x
v = ex
Z 1 h i1 Z 1 Z 1
x2 ex dx = x2 ex −2 xex dx = e − 2 xex dx.
0 0 0 0
 
 u=x du = dx 
( IBP 2) ⇒
 dv = ex dx  v = ex

So Z 1 Z 1
xex dx = [xex ]10 − ex dx = 1
0 0
Therefore Z 1
x2 ex dx = e − 2.
0

1.5.3 Integration by substitution (Change of variables)


Theorem 1.17
Let f be a continuous function on [a, b] and let g : [α, β] → [a, b] be a differentiable function
on [α, β]. Then
Z β Z b
f [g(x)]g ′ (x) dx = f (u) du
α a

Example 12
Evaluate
Z 1/2
x
dx
0 (1 − x2 )3/2
CV: u = 1 − x ⇒ du = −2x dx.
2

For x = 0 ⇒ u = 1 and for x = 21 ⇒ u = 43 .


Therefore
Z 1/2
x Z 3/4 −du
1 Z 3/4 −3/2
dx = 2
= − u du
0 (1 − x2 )3/2 1 u3/2 2 1
1 3/4 1 3/4 1 2
= − [−2u−1/2 ]1 = [ √ ]1 = q − 1 = √ − 1.
2 u 3 3
4

21
1.6. INTEGRALS INVOLVING QUADRATIC EXPRESSIONS W. Ghecham

Theorem 1.18
Let f be a continuous function on [a, b] and let h : [α, β] → [a, b] be a bijective function, h
and h−1 are of class C 1 , then
Z b Z β=h−1 (b)
f (x) dx = f [h(u)]h′ (u) du.
a α=h−1 (a)

Example 13
Evaluate
Z 1/2
1
dx.
0 (1 − x2 )3/2
CV: x = sin u ⇒ dx = cos u du and u = arcsin x.
For x = 0 ⇒ u = arcsin(0) = 0 and for x = 21 ⇒ u = arcsin( 12 ) = π6 .

1 cos u du cos u du
Z 1/2 Z π Z π
6 6
dx = =
0 (1 − x )
2 3/2 0 (1 − sin u)
2 3/2 0 (cos2 u)3/2
6 cos u du 1
Z π Z π
6 du π
= = = [tan u]06 = √ .
0 cos u
3 0 cos u 2
3

1.6 Integrals involving quadratic expressions

Calculate I1 = dx
R
ax2 +bx+c
.

We transform the denominator by putting it in the sum or the difference of two squares.
 !2 !
b −∆ 
ax2 + bx + c = a  x + +
2a 4a2

Let
−∆
= ±k 2 .
4a2
Then
  2 




a x+ b
2a
−k 2
if ∆ > 0

ax2 + bx + c =   
 2
x+ b
+k 2
if ∆ < 0


 a 2a

Thus I1 takes the following form


Z
dx 1Z dx
I1 = =
ax2 + bx + c
 2 
a x + 2a ± k
b 2

22
1.6. INTEGRALS INVOLVING QUADRATIC EXPRESSIONS W. Ghecham

By the change of variables


b
x+ = u ⇒ du = dx
2a
We get
1Z du
I1 = .
a u ± k2
2

First case
1Z du
I1 = .
a u2 + k 2
Then
1 u
 
I1 = arctan +C
ak k
Therefore
1 2ax + b
!
I1 = arctan +C
ak 2ak
Second case
1Z du 1Z du
I1 = = − .
a u2 − k 2 a k 2 − u2
So
1 u
 
I1 == − tanh−1 +C
ak k
Therefore
1 2ax + b
!
I1 = − tanh−1 +C
ak 2ak

Example 14
Calculate
Z
dx
I= .
2x2 + 8x + 20
We have ∆2x2 +8x+20 = −96
Then
h i
2x2 + 8x + 20 = 2 (x + 2)2 + 6

So
Z
dx 1Z dx
=
2x2 + 8x + 20 2 [(x + 2)2 + 6]
The change of variable
x + 2 = u ⇒ dx = du
We get
1 Z du 1 1
!
u
I= = √ arctan √ + C
2 u +6
2 2 6 6
Therefore
1 x+2
!
I = √ arctan √ +C
2 6 6

23
1.6. INTEGRALS INVOLVING QUADRATIC EXPRESSIONS W. Ghecham

Calculate I2 = Ax+B
R
ax2 +bx+c
dx.

Step 1: Derivation of the denominator (ax2 + bx + c)′ = 2ax + b.


Step2: We rewrite the numerator according to the derivative of the denominator.
B A 2aB
   
Ax + B = A x + = 2ax + +b−b
A 2a A
So !
A Ab
Ax + B = (2ax + b) + B −
2a 2a
Replaced in I2 , we get
 
Z
Ax + B Z A
2a
(2ax + b) + B − Ab
2a
I2 = dx = dx.
ax2 + bx + c ax2 + bx + c
Therefore
A Z (2ax + b)
!
Ab Z dx
I2 = dx + B −
2a ax + bx + c
2 2a ax + bx + c
2

(2ax + b)
!
A Z
Ab
= dx + B − I1
2a ax + bx + c
2 2a
The change of variable

ax2 + bx + c = u, (2ax + b) dx = du.

we get
Z
(2ax + b) du
dx = = ln |u| + C = ln |ax2 + bx + c| + C.
ax + bx + c
2 u
Then !
A Ab
I2 = ln |ax2 + bx + c| + B − I1 .
2a 2a
where I1 has been calculated above.
Example 15
Calculate
Z
x+3
I2 = dx.
x2 − 2x − 5
Using the above technique, we have
Z
x+3 Z 1
(2x − 2) + (3 + 1)
I= dx = 2 dx
x − 2x − 5
2 x2 − 2x − 5
1 Z (2x − 2) Z
dx
= dx + 4
2 x2 − 2x − 5 x2 − 2x − 5
1 Z
dx
= ln |x2 − 2x − 5| + 4
2 (x − 1)2 − 6
1 4 −1 x − 1
!
= ln |x − 2x − 5| − √ tanh
2
√ +C
2 6 6

24
1.6. INTEGRALS INVOLVING QUADRATIC EXPRESSIONS W. Ghecham

Calculate I3 = dx
R

ax2 +bx+c
.

We transform the denominator by putting it in the sum or the difference of two squares,
then we proceed by the same change of variables in the first integral I1 .
Case 1: a > 0 and ∆ < 0
v 
!2
√ √ u
u !
b −∆ 
ax2 + bx + c = a t
x+ +
2a 4a2
 

v 
!2
√ u
u
b
= a t x+ + k2

2a

with k 2 = −∆
4a2
. We put u = x + b
2a
⇒ du = dx, we get
Z
dx 1 Z du
I3 = √ =√ √
ax + bx + c
2 a u + k2
2

1 −1 u
 
= √ sinh +C
a k
1 2ax +
!
b
= √ sinh−1 +C
a 2ak

Case 2: a > 0 and ∆ > 0


v 
!2
√ √ u ∆ 
u !
b
ax2 + bx + c = a t
x+ −
2a 4a2
 

v 
!2
√ u
u
b
= a t x+ − k2

2a

with k 2 = ∆
4a2
. We put u = x + b
2a
⇒ du = dx. We get
Z
dx 1 Z du
I3 = √ =√ √ , u2 − k 2 > 0
ax + bx + c
2 a u −k
2 2

1 u
 
= √ cosh−1 +C
a k
1 −1 2ax + b
!
= √ cosh +C
a 2ak

Case 3: a < 0 and ∆ > 0


v 
!2
√ √ u ∆
u !
b
ax2 + bx + c = −a t − x+ 
4a2 2a

√ h√ i
= −a k 2 − u2

25
1.6. INTEGRALS INVOLVING QUADRATIC EXPRESSIONS W. Ghecham

with k 2 = ∆
4a2
,u =x+ b
2a
, We get
Z
dx 1 Z du
I3 = √ = √ √
ax + bx + c
2 −a k − u2
2

1 u
 
=√ arcsin +C
−a k
1 2ax + b
!
=√ arcsin +C
−a 2ak
Case 4: a < 0 and ∆ < 0: It is useless to study this case because: ax2 + bx + c < 0 :

∀x ∈ R, and consequently ax2 + bx + c does not exist.
Example 16
Calculate
Z
dx
I3 = √
x2 +x+1
Let
1 3
 2
x +x+1= x+
2
+
2 4
We obtain
Z
dx Z
dx
√ =
x2 + x + 1
r 2
x+ 1
2
+ 3
4

The change of variable


1
u=x+ ⇒ du = dx
2
So
Z
du Z
du
I3 = q = r  √ 2
u2 + 3
4 u2 + 3
2

2u
!
= sinh −1
√ +C
3
2x + 1
!
= sinh−1 √ +C
3

Calculate I4 = √ Ax+B
R
ax2 +bx+c
dx.

Step 1: We derivate (ax2 + bx + c)′ = 2ax + b.


Step 2: We rewrite the numerator with respect to the derivative, as did while calculating
I2 ,
 
Z A (2ax + b) + B − Ab
Z
Ax + B 2a 2a
√ dx = √ dx
ax + bx + c
2 ax + bx + c
2

2ax + b
!
A Z Ab Z dx
= √ dx + B − √ .
2a ax + bx + c
2 2a ax + bx + c
2

26
1.7. RATIONAL FUNCTIONS W. Ghecham

In the first integral, we putting the following change of variable

ax2 + bx + c = u, (2ax + b)dx = du,

we get
2ax + b
Z Z
du √ √
√ dx = √ = 2 u + C = 2 ax2 + bx + c + C.
ax2 + bx + c u
The second integral is I3 .
Example 17
Calculate
Z
5x + 3
√ dx
x2+ 4x + 10
We have
(x2 + 4x + 10)′ = 2x + 4
and
5
5x + 3 = (2x + 4) + 3 − 10
2
So
Z
5x + 3 5Z 2x + 4 Z
dx
√ dx = √ dx − 7 √
x2 + 4x + 10 2 x2 + 4x + 10 x2 + 4x + 10
√ + 2
!
x
= 5 x2 + 4x + 10 − 7 sinh −1
√ + C.
6

1.7 Rational functions


Definition 8
Let P (x) and Q(x) be two polynomials. A rational function is any function of kind f (x) =
P (x)
Q(x)

• If deg P ≥ deg Q we say that f is an improper rational fraction.

• If deg P < deg Q we say that f is a proper rational fraction.

1.7.1 Decomposition of rational functions to partial fractions

27
1.7. RATIONAL FUNCTIONS W. Ghecham

Theorem 1.19
Let Q
P
be a proper rational fraction (deg P < deg Q ) such that

Q(x) = (x − x1 )m1 (x − x2 )m2 ...(x − xk )mk (x2 + p1 x + q1 )n1 (x2 + p2 x + q2 )n2 ...(x2 + pl x + ql )nl

where

m1 , m2 , ..., mk ∈ N, p1 , p2 , ..., pl , q1 , q2 , ..., ql ∈ R, n1 , n2 , ..., nl ∈ N, x1 , x2 , ..., xk ∈ R

and
∆i = p2i − 4qi < 0, i = 1, ..., l.
Then the fraction P
Q
decomposes into a unique finite sum of simple elements of 1st and 2nd types
as follows:
P A11 A12 A1m1
= + + ... +
Q x − x1 (x − x1 ) 2 (x − x1 )m1
A21 A22 A2m1
+ + + ... +
x − x2 (x − x2 ) 2 (x − x2 )m2
+ .....
Ak1 Ak2 Akmk
+ + + ... +
x − x2 (x − x2 ) 2 (x − x2 )mk
M11 + N11 M12 + N12 M1n1 + N1n1
+ 2 + 2 + ... +
x + p1 x + q1 (x + p1 x + q1 )2 (x2 + p1 x + q1 )n1
M21 + N21 M22 + N22 M2n2 + N2n2
+ 2 + 2 + ... +
x + p1 x + q1 (x + p1 x + q1 )2 (x2 + p1 x + q1 )n2
+ ...
Ml1 + Nl1 Ml2 + Nl2 Mlnl + Nlnl
+ + + ... +
x2 + p1 x + q1 (x2 + p1 x + q1 )2 (x2 + p1 x + q1 )nl

So    
P k mi
Aij  X l ni
Mij + Nij 
= +
X X X
Q i=1 j=1 (x − xi ) i=1 j=1 (x + pi x + qi )
 
j 2 j

with A11 , ...Akmk , M11 , ..., Alnl , N11 , ..., Nlnl ∈ R and ∆i = pi − 4qi < 0, i = 1, ..., l.

undetermined coefficients method For the coefficients Aij , Mij and Nij we have a
general method called the method of indeterminate coefficients which we illustrate by the
following example:
Example 18
Decompose the following fraction into simple elements.

P (x) 2x3 + 4x2 + x + 2


= .
Q(x) (x − 1)2 (x2 + x + 1)

28
1.7. RATIONAL FUNCTIONS W. Ghecham

The discriminant ∆ of x2 + x + 1 is negative, then


P (x) A B Mx + N
= + + 2
Q(x) x − 1 (x − 1) 2 x +x+1
By identification method, we obtain
2x3 + 4x2 + x + 2 A(x − 1)(x2 + x + 1) + B(x2 + x + 1) + (x − 1)2 (M x + N )
=
(x − 1)2 (x2 + x + 1) (x − 1)2 (x2 + x + 1)
then by solving the system below



 A+M =2
B − 2M + N = 4





 B + M − 2N = 1
−A + B + N = 2


we get A = 2, B = 3, M = 0 et N = 1.
Therefore
2x3 + 4x2 + x + 2 2 3 1
= + + 2 .
(x − 1) (x + x + 1)
2 2 x − 1 (x − 1)2 x +x+1

1.7.2 Integration of the rational fraction

First case: For the integration of the rational fraction Q(x)


P (x)
such that deg P < deg Q
(proper rational fraction), we therefore need to integrate the simple elements of 1st and
2nd types.
A Mx + N
; 2 , A, aM, N ∈ R, m, n ∈ N, p2 − 4q < 0.
(x − a) (x + px + q)n
m

type I: Z
A
dx = A ln |x − a| + C
x−a
type II: Z
A A
dx = +C
(x − a) m (1 − m)(x − a)m−1
type III:
Z
Mx + N Z M
(2x + p) + (N − M2p )
dx = 2
dx
x2 + px + q x2 + px + q
M Z (2x + p) Mp Z dx
= dx + (N − )
2 x + px + q
2 2 x + px + q
2

M Mp Z
dx
= ln |x2 + px + q| + (N − )
2 2 2
(x + 2 ) + (q − p4 )
p 2

M 2N − M p 2x + p
= ln |x2 + px + q| + √ arctan √ +C
2 2 4q − p2 4q − p2

29
1.7. RATIONAL FUNCTIONS W. Ghecham

Example 19
Evaluate
Z
2x3 + 4x2 + x + 2
dx
(x − 1)2 (x2 + x + 1)
Integration of simple elements obtained after decomposition in example 18
Z
2x3 + 4x2 + x + 2 Z
2 Z
3 Z
1
dx = dx + dx + dx.
(x − 1) (x + x + 1)
2 2 x−1 (x − 1)2 x +x+1
2

We obtain Z
2
dx = 2 ln |x − 1| + c1
x−1
and Z
3 3
dx = − + c2
(x − 1) 2 x−1
For the integral Z
1
dx
x2 +x+1
we have the following method:
1 3
x2 + x + 1 = (x + )2 +
2 4
We get
Z
1 Z
1
dx = dx
x2 + x + 1 (x + 2 )2 +
1 3
4

We put u = x + 1
2
⇒ du = dx. Then
Z
1 Z
du 2 2u
dx = √ = √ arctan( √ ) + c
(x + 2 ) +
1 2 3
4 u2 +( )
3 2 3 3
2

So we replace u by x + 12 , we find:
Z
1 2 2x + 1
= √ arctan( √ ) + c3
x2 +x+1 3 3
Therefore
Z
2x3 + 4x2 + x + 2 3 2 2x + 1
dx = 2 ln |x − 1| − + √ arctan( √ ) + C
(x − 1) (x + x + 1)
2 2 x−1 3 3

type IV: Z
Mx + N
dx, n > 1.
(x2 + px + q)n

30
1.7. RATIONAL FUNCTIONS W. Ghecham

Example 20
Calculate
Z
x−1
dx
(x2 + 2x + 3)2

Z
x−1 1Z (2x + 2) Z
dx
dx = dx − 2
(x + 2x + 3)
2 2 2 (x + 2x + 3)
2 2 (x + 2x + 3)2
2

1
= C2 − 2 D2
2
Evaluate C2
We put u = x2 + 2x + 3, du = (2x + 2) dx Then
Z
du Z −2 1
C2 = = u du = −u −1
+ c = − +c
u2 u
1
=− 2
x + 2x + 3
Evaluate D2 :

dx Z Z
dx
D2 = =
(x + 2x + 3)
2 2
[(x + 1)2 + 2]2
We put u = x + 1, du = dx. Then
Z
du 1 Z u2 + 2 1Z u2
D2 = = du − du
[u2 + 2]2 2 (u2 + 2)2 2 (u2 + 2)2
1Z 1 1Z u2
= du − du
2 u2 + 2 2 (u2 + 2)2
1 1 1 1Z u2
= √ arctan √ u − du
2 2 2 2 (u2 + 2)2

u2
Evaluate
R
(u2 +2)2
du
u2Z
1Z 2u
du = u du
(u2 + 2)2 2 (u2 + 2)2
calculate this integral using an integration by parts
f (u) = u, f ′ (u) = 1
2u −1
g ′ (u) = , g(u) =
(u2 + 2)2 u2 +2
So
Z
u2 1Z 2u
du = u 2 du
(u + 2)
2 2 2 (u + 2)2
1 u 1
 Z 
= − 2 + du
2 u +2 u2 + 2
1 1 1
!
u
= − 2 + √ arctan √ u
2 u +2 2 2

31
1.7. RATIONAL FUNCTIONS W. Ghecham

Therefore
1 1 1 1 1 1 1
" !#
u
D2 = √ arctan √ u − − 2 + √ arctan √ u
2 2 2 2 2 u +2 2 2
1 1 1 1 1 (x + 1) 1 1
" !#
= √ arctan √ (x + 1) − − + √ arctan √ (x + 1)
2 2 2 2 2 (x + 1)2 + 2 2 2

Second case: If deg P ≥ deg Q (an improper rational fraction), then by the Euclidean
division, we obtain
P R
= S + ; deg R < deg Q
Q Q
such that S is a polynomial and R
Q
is a proper rational fraction and then we have
Z
P Z Z
R
dx = S dx + dx
Q Q
Example 21
Calculate
Z
x4 − 3
dx
x2 + 2x + 1
By the euclidean division, we get

x4 − 3 −4x − 6
= x2 − 2x + 3 + 2 .
x + 2x + 1
2 x + 2x + 1
Calculate Z
−4x − 6
dx
x2+ 2x + 1
of the form I2 then,

−4x − 6 A Z (2ax + b)
!
Z
Ab Z dx
dx = dx + B −
x + 2x + 1
2 2a ax + bx + c
2 2a ax + bx + c
2
Z
(2x + 2) Z
dx
= −2 dx − 2
x2 + 2x + 1 x2 + 2x + 1
Z
dx
= −2 ln |x2 + 2x + 1| − 2
(x + 1)2
2
= −2 ln |x2 + 2x + 1| + +C
x+1
Then
Z
x4 − 3 1 2
dx = x3 − x2 + 3x − 2 ln |x2 + 2x + 1| + +C
x + 2x + 1
2 3 x+1

32
1.8. INTEGRATION OF TRIGONOMETRIC FUNCTIONS W. Ghecham

1.8 Integration of trigonometric functions

1.8.1 Primitive of rational functions in sin x and cos x:

Let I = f (sin x, cos x) dx where f is a rational function.


R

The change of variable u = tan( x2 ), gives x = 2 arctan u ⇒ dx = 2du


1+u2
.

By using the change of variable u = tan( x2 ). The functions sin x and cos x are expressed
in the form of rational functions:
2u 1 − u2
sin x = , cos x =
1 + u2 1 + u2
Proof:
x x x x 2 sin( x2 ) cos( x2 ) x
sin x = sin( + ) = 2 sin( ) cos( ) = cos2 ( )
2 2 2 2 cos ( 2 )
2 x
2
2 sin( 2 )
x
x
= cos2 ( )
cos( 2 )
x
2
x 1 1 2 x
= 2 tan( ) 2 x because x = 1 + tan ( )
2 1 + tan ( 2 ) cos ( 2 )
2 2
2u
=
1 + u2
and
x x x x cos2 ( x2 ) − sin2 ( x2 ) 2 x
cos x = cos( + ) = cos2 ( ) − sin2 ( ) = cos ( )
2 2 2 2 cos2 ( 2 )
x
2
x 1 1 − u2
 
= 1 − tan2 ( ) =
2 1 + tan2 ( x2 ) 1 + u2

Example 22
Calculate the integral
dx
Z

cos x
We put u = tan( x2 ) then x
2
= arctan u ⇒ x = 2 arctan u ⇒ dx = 2du
1+u2
.
Therefore
Z
dx Z
1 + u2 2du
= .
cos x 1 − u2 1 + u2
Z
du Z
du Z
du
=2 = +
1−u 2 1+u 1−u
= ln |1 + u| − ln |1 − u| + C
x x
= ln |1 + tan( )| − ln |1 − tan( )| + C.
2 2

33
1.8. INTEGRATION OF TRIGONOMETRIC FUNCTIONS W. Ghecham

1.8.2 Primitives of polynomial functions in sin x and cos x:

Let Z
I= cosp x sinq x dx

• If p is odd (p = 2n + 1), then


Z Z Z
cos x sin x dx =
p q
cos 2n+1
x sin x dx =
q
(cos2 x)n sinq x cos x dx
Z
= (1 − sin2 x)n sinq x cos x dx.

we put u = sin x ⇒ du = cos x dx. Thus


Z Z
cos x sin x dx =
p q
(1 − u2 )n uq du,

and this is a polynomial.


Example 23
Z Z
cos5 x sin2 x dx = (cos2 x)2 sin2 x cos x dx
We put u = sin x, we have:
Z Z
cos x sin x dx =
5 2
(1 − u2 )2 u2 du
Z
= (1 + u4 − 2u2 )u2 du
Z
= (u2 + u6 − 2u4 )du.

Then
Z
u3 u7 2u5
cos5 x sin2 x dx = + − +C
3 7 5
sin3 x sin7 x 2sin5 x
= + − + C.
3 7 5
• If q is odd, then we put the change of variable u = cos x.

• If p and q are odd, then we put u = cos x or u = sin x.

• If p and q are even no negatives.


We put p = 2n, q = 2m. We write the well-known trigonometric formulas:
1 1 1 1
sin2 x = − cos 2x, cos2 x = + cos 2x.
2 2 2 2
By substituting these expressions into the integral considered, we obtain
1 1 1 1
Z Z Z  n  m
cos x sin x dx =
p q
cos x sin
2n 2m
x dx = + cos 2x − cos 2x dx
2 2 2 2

34
1.8. INTEGRATION OF TRIGONOMETRIC FUNCTIONS W. Ghecham

Example 24
Evaluate
Z
sin4 x dx
Z
1Z 1Z
sin x dx =
4
(1 − cos 2x) dx =
2
(1 − 2 cos 2x + cos2 2x) dx
4 4
1 1Z

= x − sin 2x + (1 + cos 4x)) dx
4 2
1 3 sin 4x

= x − sin 2x + +C
4 2 8
• If p and q are even and if one of them is negative, we put u = tan x ( or u = cotan x).
Example 25
Evaluate
Z
sin2 x dx
cos6 x
Z
sin2 x dx Z sin2 x(sin2 x + cos2 x)2 Z
= dx = tan2 x(1 + tan2 x)2 dx.
cos6 x cos2 x cos4 x
We put tan x = u; then x = arctan u, dx = du
1+u2
, and we get
Z
sin2 x dx Z 2 2 2 du
Z
u3 u5 tan3 x tan5 x
= u (1+u ) = u2
(1+u 2
) du = + +C = + +C.
cos6 x 1 + u2 3 5 3 5

1.8.3 Integrals of the form sin(mx) cos(nx) dx


R

We use the following trigonometric formulas:


1
cos(mx) cos(nx) = [cos((m + n)x) + cos((m − n)x)]
2
1
sin(mx) cos(nx) = [sin((m + n)x) + sin((m − n)x)]
2
1
sin(mx) sin(nx) = [− cos((m + n)x) + cos((m − n)x)]
2
Example 26
Evaluate the integral
Z
sin(3x) sin(2x) dx
we have
1
sin(3x) sin(2x) = [− cos(5x) + cos(x)]
2
1
= (cos(x) − cos(5x)).
2
Therefore, Z
1 1
sin(3x) sin(2x) dx = sin x − sin(5x) + C, C ∈ R.
2 10

35

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