Chapter 4: INTEGRATION

AM
PH
Duong T. PHAM

T.
g.
CALCULUS I
on
Du

Duong T. PHAM 1 / 76
Outline

1 Area problems

AM
2 The fundamental theorems of calculus

PH
3 Indefinite integrals and the net change theorem

4 The substitution rule

T.
5 Integration by parts g.
on
6 Additional techniques of integration
Du

7 Approximate integration

8 Improper integrals

Duong T. PHAM 2 / 76
Area problems

AM
y = f (x)
∆x

PH
T.
S1 S2 S3 S?
Si Sn

a x1
g.x2 x3 · · · xi−1 xi xi+1 · · · xn−1 b x
on
x1∗ x2∗ x3∗ xi∗ xn∗
Du

Rn = f (x1∗ ) ∆x + f (x2∗ ) ∆x + · · · + f (xi∗ ) ∆x + · · · + f (xn∗ ) ∆x

S = lim Rn
n→∞

Duong T. PHAM 3 / 76
Definite integrals
Definition.
Let f : [a, b] → R. Divide [a, b] by x0 , x1 , . . . , xn into n equal subintervals
of width

AM
b−a
∆x =
n

PH
(a = x0 < x1 < . . . < xn−1 < xn = b).
Let x1∗ , x2∗ , . . . , xn∗ be any sample points ( xi∗ ∈ [xi−1 , xi ] )

T.
The definite integral of f from a to b is
Z b
g. n
on
X
f (x) dx = lim f (xi∗ ) ∆x
n→∞
Du

a i=1

if this limit exists. In this case, we say f is integrable on [a, b]

Xn
The sum f (xi∗ ) ∆x is called Riemann sum.
i=1

Duong T. PHAM 4 / 76
Integrable functions

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

AM
If f is continuous on [a, b], except at a finite number of points and f
is bounded, then f is integrable on [a, b]

PH
T.
Theorem.
If f is integrable on [a, b], then
g.
on
b n
Du

Z X
f (x) dx = lim f (xi ) ∆x,
a n→∞
i=1

b−a
where ∆x = n and xi = a + i∆x

Duong T. PHAM 5 / 76
Definite Integrals
Ex: Evaluate the Riemann sum for f (x) = x 3 − 6x taking the sample
points to be the right endpoints with a = 0, b = 3 and n = 6
R3
Evaluate 0 (x 3 − 6x) dx

AM
Ans:

PH
b−a 3−0 1
(a) For n = 6, the interval width is ∆x = = = = 0.5, and
n 6 2
the right endpoints are

T.
x1 = 0.5, x2 = 1, x3 = 1.5, x4 = 2, x5 = 2.5, x6 = 3.
g.
on
The Riemann sum is
Du

6
X  
R6 = f (xi ) ∆x = ∆x f (0.5) + f (1) + f (1.5) + f (2) + f (2.5) + f (3)
i=1
1
= (−2.875 − 5 − 5.625 − 4 + 0.625 + 9 ) = −3.9375
2

Duong T. PHAM 6 / 76
 R3
Ex: Evaluate 0 (x 3 − 6x) dx
3 2×3 (n−1)×3
Ans: n n n
0 x1 x2 xn−1
3

With n subintervals, ∆x = n3 , and

AM
3 3 3
x0 = 0, x1 = , x2 = 2 , . . . , xi = i , . . . , xn = 3.
n n n

PH
Z 3 n n  
3
X X 3i 3
(x − 6x) dx = lim f (xi ) ∆x = lim f
0 n→∞ n→∞ n n
i=1 i=1

T.
n n
" #
3i 3 3 X 27i 3 18i
     
3X 3i
= lim −6 g. = lim −
n→∞ n n n n→∞ n n3 n
i=1 i=1
on
n n
" # " #
81 n(n + 2) 2 54 n(n + 1)
 
81 X 3 54 X
Du

= lim i − 2 i = lim − 2
n→∞ n4 n n→∞ n4 2 n 2
i=1 i=1
"  #
2 2
  
81 1 81 27
= lim 1+ − 27 1 + = − 27 = −
n→∞ 4 n n 4 4

Duong T. PHAM 7 / 76
Properties of Integrals
Properties of Integrals:
Z b Z a
1 f (x) dx = − f (x) dx
Za a b

AM
2 f (x) dx = 0
a

PH
Z b
3 c dx = c(b − a)

T.
a
Z b Z b Z b
4 [f (x) + g (x)] dx =g. f (x) dx + g (x) dx
a a a
on
Z b Z b
5 cf (x) dx = c f (x) dx
Du

a a
Z b Z b Z b
6 [f (x) − g (x)] dx = f (x) dx − g (x) dx
a a a
Z c Z b Z b
7 f (x) dx + f (x) dx = f (x) dx
a c a
Duong T. PHAM 8 / 76
Comparison Properties

Comparison properties:

AM
Z b
1 If f (x) ≥ 0 for a ≤ x ≤ b, then f (x) dx ≥ 0,

PH
a
Z b Z b
2 If f (x) ≥ g (x) for a ≤ x ≤ b, then f (x) dx ≥ g (x) dx,

T.
a a
3 If m ≤ f (x) ≤ M for a ≤ x ≤ b, then
g.
on
Z b
m(b − a) ≤ f (x) dx ≤ M(b − a).
Du

Duong T. PHAM 9 / 76
Exercises

AM
PH
5.2:

T.
1–4, 9–12 21–22, 27–28, 35–40, 52–54
g.
on
Du

Duong T. PHAM 10 / 76
The fundamental theorems of calculus, part I
Theorem.
If f is continuous on [a, b], then the function g defined by

AM
Z x
g (x) = f (t) dt, a ≤ x ≤ b
a

PH
is continuous on [a, b] and differentiable on (a, b) and g 0 (x) = f (x).

T.
Proof: Let x and x + h in (a, b) ( Suppose h > 0) . Then

g (x + h) − g (x) =
g.
Z x+h
f (t) dt −
Z x
f (t) dt =
Z x+h
f (t) dt.
on
a a x
Du

x+h
g (x + h) − g (x)
Z
1
So, = f (t) dt. Since f is continuous on
h h x
[x, x + h], by the extreme value theorem, there are u, v ∈ [x, x + h] such
that
f (u) = min{f (t) : t ∈ [x, x + h]} and f (v ) = max{f (t) : t ∈ [x, x + h]}
Duong T. PHAM 11 / 76
(continuing) We have f (u) ≤ f (t) ≤ f (v ) for x ≤ t ≤ x + h. Hence,
Z x+h Z x+h Z x+h
f (u)dt ≤ f (t) dt ≤ f (v )dt
x x x
Z x+h
1 x+h
Z
f (u)h ≤ f (t) dt ≤ f (v )h ⇒ f (u) ≤ f (t) dt ≤ f (v )

AM
x h x
g (x + h) − g (x)

PH
⇒ f (u) ≤ ≤ f (v ) (?)
h

T.
When h → 0, since u, v ∈ [x, x + h], we have u → x, v → x. Note that f
is continuous on [a, b], thus f (u) → f (x) and f (v ) → f (x). This together
with (?) yields
g.
on
g (x + h) − g (x)
lim = f (x).
Du

h→0 h
This means that g (x) is differentiable (and then continuous) at x ∈ (a, b)
and g 0 (x) = f (x).
The cases x = a and x = b can be proved in the same manner, using
one-sided limits.
Duong T. PHAM 12 / 76
The fundamental theorems of calculus
Z x p
Ex: Find the derivative of g (x) = 1 + t 2 dt
0
√
Ans: Since f (t) = 1 + t 2 is continuous, Part 1 of the Fundamental

AM
theorem of calculus gives
p
g 0 (x) = f (x) = 1 + x 2 .

PH
Z x2
d

T.
Ex: Find sin t dt
dx 1
g.
Ans: Denote u(x) = x 2 . Using the chain rule,
on
Z u(x) Z u 
d d du
Du

sin t dt = sin t dt
dx 1 du 1 dx
d
= sin u (x 2 ) = sin(x 2 ) 2x
dx
= 2x sin x 2

Duong T. PHAM 13 / 76
The fundamental theorems of calculus, part II

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

AM
Z b
f (x) dx = F (b) − F (a)

PH
a

where F is any antiderivative of f .

T.
Z x
Proof: Denote g (x) = f (t) dt. By part 1, g 0 (x) = f (x). It means
a
g.
that g is another antiderivative of f . Thus g (x) = F (x) + C for some
on
constant C . Then
Du

F (b) − F (a) = [g (b) − C ] − [g (a) − C ] = g (b) − g (a)

Z b Z a Z b
= f (t) dt − f (t) dt = f (t) dt
a a a

Duong T. PHAM 14 / 76
The fundamental theorems of calculus

Z 3
Ex: Evaluate e x dx
1

AM
Ans: The function f (x) = e x is continuous everywhere and its
antiderivative is F (x) = e x . Thus

PH
Z 3

T.
e x dx = e 3 − e 1
1
g.
on
Remark: People usually the notation
Du

b
F (x) = F (b) − F (a)
a

Duong T. PHAM 15 / 76
The fundamental theorems of calculus

Ex: Find the area under the parabola y = x 2 from 0 to 1

Ans:

AM
y

PH
T.
A

g. 0 1 x
on
Du

The area
1
x3
Z
1 1
A= x 2 dx = =
0 3 0 3

Duong T. PHAM 16 / 76
The fundamental theorems of calculus

The fundamental theorems of calculus: Suppose f is continuous on

[a, b].
Z x

AM
1 If g (x) = f (t) dt, then g 0 (x) = f (x)
a

PH
Z b
2 If F 0 = f , then f (x) dx = F (b) − F (a).
a

T.
Remark: We note that the two above statements can be written as
follows:
g.
on
Z x
d
Du

f (t) dt = f (x)
dx a
Z b
F 0 (x) dx = F (b) − F (a).
a

Duong T. PHAM 17 / 76
Exercises

AM
PH
5.3:

T.
2, 4, 7–18, 19–30, 41–42, 53–56
g.
on
Du

Duong T. PHAM 18 / 76
Indefinite integrals

Z
f (x) dx = F (x) to indicate that F 0 = f .

AM
Notation: we denote

PH
x3 x3
Z  
d
Ex: We can write x 2 dx = +C as +C = x2

T.
3 dx 3
Z g.
sec2 x dx = ? tan x + C
on
Ex:
Du

d
because (tan x + C ) = sec2 x
dx

Duong T. PHAM 19 / 76
Indefinite Integrals
Indefinite integral table:
ex
Z Z Z
(i) cf (x) dx = c f (x) dx (vii) ax dx = +c
ln a

AM
Z Z
(ii) [f (x) + g (x)] dx = (viii) sin x dx = − cos x + c

PH
Z Z Z
f (x) dx + g (x) dx (ix) cos x dx = sin x + c

T.
Z Z
(iii) k dx = kx + c g. (x) sec2 x dx = tan x + c
on
x n+1
Z Z
(iv) x n dx = + c (n 6= −1) (xi) csc2 x dx = − cot x + c
Du

n+1
Z Z
1 1
(v) dx = ln |x| + c (xii) dx = tan−1 x + c
x 1 + x2
Z
1
Z
(vi) e x dx = e x + c (xiii) √ dx = sin−1 x + c
1−x 2

Duong T. PHAM 20 / 76
Indefinite Integrals
Z 3
Ex: Evaluate (x 3 − 6x) dx
1

Ans:

AM
3 3
x4
Z    
3 81 1
(x − 6x) dx = − 3x 2 = − 27 − − 3 = −6.75

PH
1 4 1 4 4
Z 9 2 √
2t + t 2 t − 1
Ex: Evaluate dt

T.
1 t2
Ans: g.
√
on
9 √
Z 9
2t 2 + t 2 t − 1
Z 
−2
dt = 2 + t − t dt
t2
Du

1 1
9
2
= 2t + t 3/2 + t −1
3 1
4
= 32
9
Duong T. PHAM 21 / 76
The net change theorem

AM
Let y = F (x). Then F 0 represents the rate of change of y = F (x)
w.r.t. x.

PH
F (b) − F (a) is the change in y when x changes from a to b.

T.
The net change theorem: The integral of a rate of change is the net
change:
g.
on
Z b
F 0 (x) dx = F (b) − F (a)
Du

Duong T. PHAM 22 / 76
Some applications

If V (t) is the volume of water in a reservoir at time t, then its

derivative V 0 (t) is the rate at which water flows into the reservoir at

AM
time t. So
t2
Z
V 0 (t) dt = V (t2 ) − V (t1 )

PH
t1

is the change in amount of water in the reservoir between t1 and t2 .

T.
If [C ](t) is the concentration of the product of a chemical reaction at
g.
time t, then the rate of reaction is the derivative d[C ]/dt. So
on
Z t2
d[C ]
Du

dt = [C ](t2 ) − [C ](t1 )
t1 dt

is the change in the concentration of [C ] from time t1 to time t2 .

Duong T. PHAM 23 / 76
Some applications
If the mass of a rod measured from the left end to a point x is m(x),
then the linear density ρ(x) = m0 (x). So
Z b

AM
ρ(x) dx = m(b) − m(a)
a

PH
is the mass of the segment of the rod that lies between x = a and
x = b.

T.
If the rate of growth of a population is dn/dt, then
g.
Z t2
on
dn
dt = n(t2 ) − n(t1 )
t1 dt
Du

is the net change in population during the time period from t1 to t2 .

(The population increases when births happen and decreases when
deaths occur. The net change takes into account both births and
deaths.)
Duong T. PHAM 24 / 76
Exercises

AM
PH
5.4: 1–10, 21–30, 48, 49–52

T.
g.
on
Du

Duong T. PHAM 25 / 76
The substitution rule
The substitution rule: If u = g (x) is a differentiable function whose
range is an interval I and f is continuous on I , then
Z Z

AM
0
f (g (x)) g (x) dx = f (u)du

PH
Proof: Suppose that F is an antiderivative of f , i.e., F 0 = f . Then the
chain rule
d

T.
[F (g (x))] = F 0 (g (x)) g 0 (x).
dx
This implies
g.
on
Z
F 0 (g (x)) g 0 (x) dx = F (g (x)) + C .
Du

Using u = g (x), we obtain

Z Z Z
0 0 0
F (g (x)) g (x) dx = F (u) + C = F (u) du = f (u) du

Duong T. PHAM 26 / 76
The substitution rule
Z
Ex: Find x 3 cos(x 4 + 2) dx

AM
Ans: We use a change of variables u = x 4 + 2. Then du = 4x 3 dx. Thus
du
x 3 dx = . Using the change of variables, we obtain

PH
4
Z Z
du
x 3 cos(x 4 + 2) dx = cos u

T.
4
Z
g. 1
= cos u du
on
4
1
Du

= sin u + C
4
1
= sin(x 4 + 2) + C .
4

Duong T. PHAM 27 / 76
The substitution rule

√
Z
Ex: Find 2x + 1 dx

AM
Ans: We use a change of variables u = 2x + 1. Then du = 2 dx. Thus
dx = du
2 . Using the change of variables, we obtain

PH
√ √ du
Z Z
2x + 1 dx = u

T.
2
1 √
Z
g.=
2
u du
on
12 3
= u2 + C
Du

23
1 3
= (2x + 1) 2 + C .
3

Duong T. PHAM 28 / 76
The substitution rule for definite integrals
The substitution rule for definite integrals: If g 0 is continuous on [a, b]
and f is continuous on the range of u = g (x), then
Z b Z g (b)

AM
0
f (g (x)) g (x) dx = f (u) du
a g (a)

PH
Proof: Let F be an antiderivative of f . Then
d

T.
F (g (x)) = F 0 (g (x)) g 0 (x) = f (g (x)) g 0 (x).
dx
g.
Fundamental Theorem for Calculus (part 2) gives
on
Z b
f (g (x)) g 0 (x) dx = F (g (b)) − F (g (a)).
Du

a
0
Since F = f , using Fund. Theo. for Cal. (II) again, we have
Z g (b)
g (b)
f (u) du = F (u)|g (a) = F (g (b)) − F (g (a)).
g (a)

Comparing the two above equalities yielding the conclusion.

Duong T. PHAM 29 / 76
The substitution rule for definite integrals
Z 2
dx
Ex: Evaluate
1 (3 − 5x)2

AM
Ans: Denote u = 3 − 5x. Then du = −5 dx =⇒ dx = − du 5 .
The endpoints are u(1) = −2, u(2) = −7. Applying the substitution rule,

PH
we obtain
Z −7 du
1 −7 du
Z 2
−5

T.
Z
dx
2
= =−
1 (3 − 5x) −2 u2 5 −2 u 2
g.
1

1
 −7
1 1 −7
 
on
=− − =
5 u −2 5 u −2
Du

 
1 1 1
= − +
5 7 2
1
=
14

Duong T. PHAM 30 / 76
Integrals of symmetric functions
Integrals of symmetric functions: Let f be a continuous funtion on
[−a, a].
Ra Ra
1 If f is even (f (−x) = f (x)), then
−a f (x) dx = 2 0 f (x) dx

AM
Ra
2 If f is odd (f (−x) = −f (x)), then
−a f (x) dx = 0.

PH
Proof:
Ra R0 Ra
1 (f is even). We have −a f (x) dx = −a f (x) dx + 0 f (x) dx.

T.
Denote u(x) = −x. Then du = −dx and u(−a) = a, u(0) = 0.
Noting that f (−u) = f (u) and using substitution rule, we obtain
g.
on
Z 0 Z 0 Z 0 Z 0
f (x) dx = f (−u)(−du) = − f (−u)du = − f (u)du
Du

−a
Za a Z a a a

= f (u)du = f (x)dx.
0 0
Ra Ra
Hence, −a f (x)dx =2 0 f (x)dx
Duong T. PHAM 31 / 76
Exercises

AM
PH
5.5: 1–15, 51–60, 73–74, 77, 86.

T.
g.
on
Du

Duong T. PHAM 32 / 76
Integration by parts
The product gives
d
[f (x)g (x)] = f 0 (x) g (x) + f (x)g 0 (x).
dx

AM
Then

PH
Z
[f 0 (x) g (x) + f (x)g 0 (x)] dx = f (x)g (x)

T.
Integration by parts:
Z g. Z
on
f (x)g (x) dx = f (x)g (x) − f 0 (x)g (x) dx
0
Du

Remark: Another form of the integration by parts is

Z Z
u dv = uv − v du

Duong T. PHAM 33 / 76
Integration by parts
Z
Ex: Evaluate x sin x dx

AM
Ans: Let u(x) = x and v 0 (x) = sin x. Then u 0 (x) = 1 and v (x) = − cos x.

PH
Hence,
Z Z

T.
x sin x dx = u(x)v (x) − v (x)u 0 (x) dx
Z
g.
= x(− cos x) − (− cos x) dx
on
Z
Du

= −x cos x + cos x dx

= −x cos x + sin x + C .

Duong T. PHAM 34 / 76
Integration by parts

Z
Ex: Evaluate ln x dx

AM
dx

PH
Ans: Denote u = ln x and dv = dx. Then du = and v = x.
x
Integration by parts gives

T.
Z Z
dx
ln x dx = x ln x − x
g. x
on
Z
= x ln x − dx
Du

= x ln x − x + C

Duong T. PHAM 35 / 76
Integration by parts
Z
Ex: Evaluate t 2 e t dt

Ans: Denote u = t 2 and dv = e t dt. Then du = 2t dt and v = e t .

AM
Integration by parts gives

PH
Z Z Z
t 2 e t dt = t 2 e t − 2te t dt = t 2 e t − 2 te t dt.

T.
Denote u = t and dv = e t dt. Then du = dt and v = e t . Applying
integration by parts again yields g.
on
Z Z
te t dt = te t − e t dt = te t − e t + C .
Du

Hence,Z
t 2 e t dt = t 2 e t − 2(te t − e t + C ) = t 2 e t − 2te t + 2e t + C1

Duong T. PHAM 36 / 76
Integration by parts
Integration by parts:
Z b b
Z b
u dv = uv − v du
a a a

AM
Z π/2
Ex: Evaluate e x sin x dx

PH
0
Ans: Denote u = e x and dv = sin x. Then du = e x dx and v = − cos x. We have

T.
Z π/2 π/2
Z π/2 Z π/2
x x x
e sin x dx = −e cos x − e (− cos x)dx = 1 + e x cos x dx
0 g. 0 0 0
Denote u = e and dv = cos x. Then du = e x dx and v = sin x. Thus
x
on
Z π/2 π/2
Z π/2 Z π/2
Du

x x x π/2
e cos x dx = e sin x − e sin x dx = e − e x sin x dx
0 0 0 0
R π/2 x π/2
R π/2 x
Hence, 0
e sin x dx = 1 + e − 0
e sin x dx. This implies
Z π/2
1 + e π/2
e x sin x dx =
0 2
Duong T. PHAM 37 / 76
Exercises

AM
PH
7.1: 1–20, 33–38, 44–45,

T.
g.
on
Du

Duong T. PHAM 38 / 76
 sinm x cos2k+1 x dx
R
Z
Ex: Evaluate sin2 x cos3 x dx

Ans: Noting that cos2 x = 1 − sin2 x,

AM
Z Z Z
sin2 x cos3 x dx = sin2 x cos2 x cos x dx = sin2 x (1 − sin2 x) cos x dx.

PH
Denote t = sin x. Then dt = cos xdx and

T.
t3 t5
Z Z Z
sin2 x cos3 x dx = t 2 (1 − t 2 ) dt = (t 2 − t 4 )dt = − +C
g. 3 5
sin3 x sin5 x
on
= − +C
3 5
Du

Z Z Z
m 2k+1 m 2k
sin x cos x dx= sin x cos x cos x dx = sinmx (1− sin2x)k cos x dx
Z
= t m (1 − t 2 )k dt (by substitution t = sin x)

Duong T. PHAM 39 / 76
 sin2k+1 x cosm x dx
R
Z
Ex: Evaluate sin3 x cos2 x dx

Ans: Noting that sin2 x = 1 − cos2 x, we have

AM
Z Z Z
sin x cos x dx = sin x cos x sin x dx = (1 − cos2 x) cos2 x sin x dx.
3 2 2 2

PH
Denote t = cos x. Then dt = − sin x dx and thus
 3
t5
Z Z Z 
t

T.
3 2 2 2 2 4
sin x cos x dx = − (1−t )t dt = − (t −t )dt = − − +C
3 5

=−
 3
cos x
−
g.
5
cos x
+C

on
3 5
Du

Z Z Z
2k+1 m
sin x cos x dx = sin x cos x sinxdx = (1− cos2x)k cosmx sinxdx
2k m

Z
= − (1 − t 2 )k t m dt (denote t = cos x)

Duong T. PHAM 40 / 76
 sin2m x cos2n x dx
R

Z
Ex: Evaluate sin2 x dx

AM
Ans: Applying the following identity
1 − cos 2x

PH
sin2 x =
2

T.
to obtain
Z Z  
2
sin x dx =
1 g.
(1 − cos 2x)dx =
1
x−
sin 2x
+C
on
2 2 2
Du

Z  m  n
1 − cos 2x
Z
2m 2n 1 + cos 2x
sin x cos x dx = dx
2 2

Duong T. PHAM 41 / 76
R
tanm x sec2k x dx

Z
Ex: Evaluate tan3 x sec4 x dx

AM
Ans: Note that 1 + tan2 x = sec 2 x and d tan
dx
x
= sec2 x. We have

PH
Z Z Z
tan3 x sec4 x dx = tan3 x(1 + tan2 x) sec2 x dx = t 3 (1 + t 2 )dt

T.
t4 t6 tan4 x tan6 x
= + +C = + +C
4 6 4 6
g.
on
Z Z Z
m 2k m 2k−2 2
tan x sec x dx = tan x sec x sec xdx= tanmx (1+ tan2x)k−1 sec2xdx
Du

Z
= t m (1 + t 2 )k−1 dt (denote t = tan x)

Duong T. PHAM 42 / 76
R
tan2k+1 x secn x dx
Z
Ex: Evaluate tan3 x sec3 x dx

Ans: Denote u = sec x. Then du = sec x tan x dx.

AM
Z Z Z
tan x sec x dx = tan x sec x secxtanx dx = (1− sec2x) sec2x secx tanx dx
3 3 2 2

PH
u3 u5 sec3 x sec5 x
Z
= (1 − u 2 )u 2 du = − +C = − +C

T.
3 5 3 5

Z g. Z
on
2k+1 n
tan x sec x dx = tan2kx secn−1x secx tan xdx
Du

Z
= (1 − sec2x)k secn−1x secx tanxdx
Z
= (1 − t 2 )k t n−1 dt (denote t = sec x)

Duong T. PHAM 43 / 76
Exercises

AM
PH
7.2: 1–30

T.
g.
on
Du

Duong T. PHAM 44 / 76
Trigonometric substitution

Z √
9 − x2
Ex: Evaluate dx

AM
x2

PH
Ans: Denote x = 3 sin θ. Then dx = 3 cos θ dθ. We then have
Z √ Z p
9 − x2 9 − 9 sin2 θ
Z
3 cos θ

T.
dx = 2
3 cos θ dθ = 3 cos θ dθ
x2 9 sin θ Z 9 sin2 θ
Z g.
= cot2 θ dθ = (csc2 θ − 1) dθ
on
Du

= cot θ − θ + C

Duong T. PHAM 45 / 76
Trigonometric substitution

Expression Identity

AM
Substitution

PH
a2 − x 2 x = a sin θ, − π2 ≤ θ ≤ − π2 1 − sin2 θ = cos2 θ

T.
√
a2 + x 2 x = a tan θ, − π2 < θ < − π2 1 + tan2 θ = sec2 θ
g.
on
π
√ x = a sec θ, 0 ≤ θ < 2 or
x 2 − a2 π ≤ θ < 3π sec2 θ − 1 = tan2 θ
Du

Duong T. PHAM 46 / 76
Trigonometric substitution
Z 2
1
Ex: Evaluate √ dx
0 (x 2 + 4) x 2 + 4

AM
2
Ans: Denote x = 2 tan θ. Then dx = cos2 θ
dθ. We then have

PH
Z 2 Z π/4
1 2 dθ
√ dx = √
0 ( x + 4)3
2
0 ( 4 tan θ + 4)3 cos2 θ
2

T.
Z π/4
1 dθ
= g. √
4 0 ( tan θ + 1)3 cos2 θ
2
on
Z π/4 Z π/4
1 dθ 1
= = cos θ dθ
Du

4 q 3 4
0 1 0
cos2 θ
cos2 θ
√
1 π/4 2
= sin θ|0 =
4 8

Duong T. PHAM 47 / 76
Exercises

AM
PH
7.3: 1–20, 31–32, 41–42

T.
g.
on
Du

Duong T. PHAM 48 / 76
Integration of rational functions
Z
P(x)
Evaluate dx, where P and Q are polynomials
Q(x)
Step 1: If deg(P) > deg(Q), then divide P by Q to obtain

AM
P(x) R(x)
= S(x) + , deg(R) < deg(Q)
Q(x) Q(x)

PH
Ex:
x 3 +x x3 x2
Z Z   Z
2

T.
dx = x 2 +x+2+ dx = + + 2x + 2 ln |x − 1| + C
x−1 x−1 3 2
Step 2: Factorize Q(x):
g.
on
2.1: If Q(x) = (a1 x + b1 ) · · · (ak x + bk ) has no reapeated factor, then write
Du

R(x) A1 Ak
= + ··· +
Q(x) a1 x + b1 ) ak x + bk )

x 2 + 2x − 1
Z
Ex: Evaluate dx
2x 3 + 3x 2 − 2x
Duong T. PHAM 49 / 76
Integration of rational functions
x 2 + 2x − 1
Z
Ex: dx. We have 2x 3 + 3x 2 − 2x = x(2x − 1)(x + 2). Then
2x 3 + 3x 2 − 2x

x 2 + 2x − 1 A1 A2 A3

AM
= + + ∀x
2x 3 + 3x 2 − 2x x 2x − 1 x + 2
=⇒ x 2 + 2x − 1 = A1 (2x − 1)(x + 2) + A2 x(x + 2) + A3 x(2x − 1) ∀x

PH
⇐⇒ x 2 + 2x − 1 = (2A1 + A2 + 2A3 )x 2 + (3A1 + 2A2 − A3 )x − 2A1 ∀x

T.
 
1
2A1 + A2 + 2A3 = 1
 A1 = 2

=⇒ 3A1 + 2A2 − A3 = 2 =⇒ A2 = 15
g. 1
 
−2A1 = −1 A3 = − 10
 
on
Du

Hence Z x 2 + 2x − 1
Z 
1 1 1

dx = + − dx
2x 3 + 3x 2 − 2x 2x 5(2x − 1) 10(x + 2)
1 1 1
= ln |x| + ln |2x − 1| − ln |x + 2| + C
2 10 10

Duong T. PHAM 50 / 76
Integration of rational functions
2.2: Q has repeated factors, i.e., Q(x) = (a1 x + b1 )r (a2 x + b2 ) · · · (ak x + bk ).
We write
R(x) A1 Ar B2 Bk

AM
= + ··· + + + ··· +
Q(x) a1 x + b1 (a1 x + b1 )r a2 x + b2 ak x + bk

PH
Z
4x
Ex: Evaluate dx. We write
(x − 1)2 (x + 1)

T.
4x A B C
= + + ∀x
(x − 1)2 (x + 1)
g. x − 1 (x − 1)2 x +1
=⇒ 4x = A(x − 1)(x + 1) + B(x + 1) + C (x − 1)2
on
∀x
2
⇐⇒ 4x = (A + C )x + (B − 2C )x + (−A + B + C ) ∀x
Du

 
A + C = 0
 A = 1

=⇒ B − 2C = 4 =⇒ B = 2
 
−A + B + C = 0 C = −1
 

Duong T. PHAM 51 / 76
Integration of rational functions

AM
Hence

PH
Z Z  
4x 1 2 1
dx = + − dx
(x − 1)2 (x + 1) x − 1 (x − 1)2 x + 1

T.
2
= ln |x − 1| − − ln |x + 1| + K ,
g. x −1
on
where K is a constant.
Du

Duong T. PHAM 52 / 76
Integration of rational functions

2.3: If Q(x) = (a0 x 2 + b0 x + c0 )(a1 x + b1 ) · · · (ak x + bk ), where b02 − 4a0 c0 < 0,

AM
then we write
R(x) B1 x + C1 A1 Ak

PH
= 2
+ + ··· +
Q(x) a0 x + b0 + c0 a1 x + b1 ak x + bk

T.
2.3: If Q(x) = (a0 x 2 + b0 x + c0 )r (a1 x + b1 ) · · · (ak x + bk ), where
b02 − 4a0 c0 < 0, then we write
g.
on
R(x) B1 x + C1 Br x + Cr A1 Ak
Du

= + ··· + + + ··· +
Q(x) a0 x 2 + b0 + c0 (a0 x 2 + b0 + c0 )r a1 x + b1 ak x + bk

Duong T. PHAM 53 / 76
Exercises

AM
PH
7.4 1–6, odd numbers from 7–38, 39–40

T.
g.
on
Du

Duong T. PHAM 54 / 76
Why we need approximate integration

AM
Many integrals can not be computed exactly, e.g.,
Z 1 Z 1p

PH
x2
e dx 1 + x 3 dx
0 −1

T.
Many integrals arising from science and real life do not have a closed
integrands. g.
on
Du

=⇒ Approximate integration

Duong T. PHAM 55 / 76
Midpoint Rule
y y = f (x)
Rb
a
f (x)dx?
b−a
xi = a + i ∗ ∆x where ∆x = n

AM
Rb Pn
a
f (x)dx ≈ i=1 f (xi∗ ) ∆x,
where xi∗ ∈ [xi−1 , xi ]

PH
How to choose xi∗ ?

T.
x0 = a x1 x2 x3 x4 x5 x6 b =x7 x
xi−1 +xi
Midpoint rule: xi∗ = 2
x1∗ x2∗ x3∗ x4∗ x5∗ x6∗ x7∗
g.
on
Midpoint rule:
b n
Du

Z  
X xi−1 + xi
f (x)dx ≈ Mn = f ∆x
a 2
i=1

b
The error:
Z
n
EM := f (x)dx − Mn
a

Duong T. PHAM 56 / 76
 Error bound for Midpoint rule: Suppose that |f 00 (x)| ≤ K for a ≤ x ≤ b.
Then
n K (b − a)3
EM ≤
24n2
Z 2
1

AM
Ex: Approximate dx by Midpoint method with n = 5.
1 x
n = 5 =⇒ ∆x = 2−1

PH
5 = 0.2 and x0 = 1,
x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8,

T.
x5 = 2
The midpoints: x1∗ = 1.1, x2∗ = 1.3,
1 x x x x 2 x
g.x3∗ = 1.5, x4∗ = 1.7, x5∗ = 1.9
on
1 2 3 4
Du

5
X 1 1 1 1 1
Mn = f (xi∗ )∆x = 0.2 ( + + + + ) = 0.691907885715935
1.1 1.3 1.5 1.7 1.9
i=1

Z 2
1 n
Meanwhile, dx = ln 2 =⇒ EM = 0.001239294844010
1 x
Duong T. PHAM 57 / 76
Error of Midpoint rule

We applied the Midpoint rule for different divisions:

AM
n Mn EMn

PH
5 0.691907885715935 0.001239294844010
10 0.692835360409960 3.118201499850981e − 04

T.
20 0.693069098225587 7.808233435824263e − 05
40 g.
0.693127651979310 1.952858063514196e − 05
on
80 0.693142297914324 4.882645621484549e − 06
200 0.693146399314218 7.812457272216022e − 07
Du

1000 0.693147149309952 3.124999337078549e − 08

Duong T. PHAM 58 / 76
Trapezoidal Rule
y y = f (x) y y = f (x)

AM
PH
T.
x0 = a x1 x2 x3 x4 x5 x6 b =x7 x x0 = a x1 x2 x3 x4 x5 x6 b =x7 x

x1∗ x2∗ x3∗ x4∗ x5∗ x6∗ x7∗ x1∗ x2∗ x3∗ x4∗ x5∗ x6∗ x7∗
g.
on
Pn Pn
xi∗ = xi−1 , Ln = i=1 f (xi−1 ) ∆x xi∗ = xi , Rn = i=1 f (xi ) ∆x
Du

Trapezoidal rule:
Z b
L n + Rn ∆x
f (x)dx ≈ Tn = = (f (x0 ) + 2f (x1 ) + . . . + 2f (xn−1 ) + f (xn ))
a 2 2

Duong T. PHAM 59 / 76
 Error bound for Trapezoidal rule: Suppose that |f 00 (x)| ≤ K for a ≤
x ≤ b. Then
Z b
n n K (b − a)3
ET := f (x)dx − Tn , EM ≤
a 12n2

AM
Z 2
1
Ex: Approximate dx by Trapezoidal method with n = 5.
x

PH
1
n = 5 =⇒ ∆x = 2−1 5 = 0.2 and x0 = 1,
x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8,

T.
x5 = 2
g. ∆x
Tn = [f (1) + 2f (1.2) + 2f (1.4)
2
on
x
1 x x x x
1 2 3 4
2 + 2f (1.6) + 2f (1.8) + f (2)]
Du

 
0.2 1 1 1 1 1
Tn = +2 +2 +2 +2 + f (2) = 0.695634920634921
2 1 1.2 1.4 1.6 1.8
Z 2
1
Meanwhile, dx = ln 2 =⇒ ETn = 0.002487740074976
1 x
Duong T. PHAM 60 / 76
Error of Trapezoidal rule

We applied the Trapezoidal rule for different divisions:

AM
n Tn ETn

PH
5 0.695634920634921 0.002487740074976
10 0.693771403175428 0.000624222615483

T.
20 0.693303381792694 0.000156201232749
40 g.
0.693186240009141 0.000039059449195
on
80 0.693156945994225 0.000009765434280
200 0.693148743055062 0.000001562495117
Du

1000 0.693147243059937 0.000000062499992

Duong T. PHAM 61 / 76
Simpson Rule
y y = f (x)

P1
P0 P5

AM
P2 P4 P6

PH
P3

T.
x0 = a x1
g. x2 x3 x4 x5 b = x6 x
on
Simpson rule: Let n be even .
Du

Z b
∆x
f (x)dx ≈ Sn = (f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + . . .
a 3
+2f (xn−2 ) + 4f (xn−1 ) + f (xn ))

Duong T. PHAM 62 / 76
Simpson rule
Error bound for Simpson rule: Suppose that f (4) (x) ≤ K for a ≤ x ≤
b. Then
K (b − a)5
ESn ≤
180n4

AM
Z 2
1

PH
Ex: Approximate dx by Simpson rule with n = 10.
1 x

T.
n = 10 =⇒ ∆x = 2−1 10 = 0.1 and
g.x0 = 1, x1 = 1.1, x2 = 1.2, x3 = 1.3,
x4 = 1.4, x5 = 1.5, x6 = 1.6, x7 = 1.7,
on
x8 = 1.8, x9 = 1.9, x10 = 2
Du

1 2 x
 
0.1 1 4 2 4 2 4 2 4 2 4 1
S10 = + + + + + + + + + +
3 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
= 0.693150230688930 =⇒ ES10 = 0.000003050128985

Duong T. PHAM 63 / 76
Simpson rule

We applied the Simpson rule for different divisions:

AM
PH
n Sn ESn
10 0.693150230688930 0.000003050128985

T.
20 0.693147374665116 0.000000194105171
40 0.693147192747956
g. 0.000000012188011
80 0.693147181322587 0.000000000762642
on
200 0.693147180579475 0.000000000019530
Du

1000 0.693147180559975 0.000000000000030

Duong T. PHAM 64 / 76
Exercises

AM
PH
7.7: 7–12, 21, 22

T.
g.
on
Du

Duong T. PHAM 65 / 76
Improper integral of type I

Rt 1
y y = 12 ?1
A(t) = dx
x
x2

AM
PH
T.
A(t)

1 t x
g.
on
Z t t  
1 1 1 1
A(t) = dx = − = 1 − =⇒ lim A(t) = lim 1 − =1
Du

1 x2 x 1 t t→∞ t→∞ t
Z ∞ Z t
1 1
We define: dx := lim dx
1 x2 t→∞ 1 x2

Duong T. PHAM 66 / 76
Improper integral of type I
Improper integrals of type I:
Rt
a f (x)dx exists for all t ≥ a, then
1 If

∞ t

AM
Z Z
f (x)dx := lim f (x)dx
a t→∞ a

PH
provided that the limit exists.
Rb
If t f (x)dx exists for all t ≤ b, then

T.
2

Z g.b Z b
f (x)dx := lim f (x)dx
on
−∞ t→−∞ t
Du

provided that the limit exists.

R∞ Ra
3 If a f (x)dx and ∞ f (x)dx are convergent then
Z ∞ Z ∞ Z a
f (x)dx := f (x)dx + f (x)dx
−∞ a ∞
Duong T. PHAM 67 / 76
Improper integrals of type I

Z ∞
1
Ex: Determine the convergence of dx
x

AM
1

Ans: By definition, we have

PH
Z ∞ Z t
1 1 t
dx = lim dx = lim ln |x|
x t→∞ x t→∞

T.
1 1 1
= lim (ln |t| − ln 1)
g. t→∞
= lim ln |t|
on
t→∞
Du

= ∞.
R∞ 1
Hence, the 1 x dx is divergent (not convergent).

Duong T. PHAM 68 / 76
Improper integrals of type I
Z 0
Ex: Evaluate xe x dx
−∞
Z 0 Z 0

AM
x
Ans: By definition, we have xe dx = lim xe x dx.
−∞ t→−∞ t
Denote u = x and dv = e x dx. Then du = dx and v = e x . Integration by

PH
parts gives

T.
Z 0 Z 0
0 0
x x
xe dx = xe − e x dx = −te t − e x = −te t − 1 + e t
t t tg. t
on
Hence,
Du

Z 0
xe x dx = lim (−te t − 1 + e t ) = lim (−te t ) − 1 + lim e t
−∞ t→−∞ t→−∞ t→−∞
−t L’Hopital −1
= lim −t − 1 = lim −1=1
t→−∞ e t→−∞ −e −t

Duong T. PHAM 69 / 76
Improper integrals of type II
Z ∞
1
Ex: Determine the convergence of dx
1 xp
Ans: When p = 1, the integral is divergent (see previous example). when

AM
p 6= 1, by definition, we have

PH
Z ∞
x −p+1 t
Z t
1 −p
dx = lim x dx = lim
1 xp t→∞ 1 t→∞ −p + 1 1

T.
 1−p 
t 1 1 1
= lim − = lim t 1−p −
t→∞ 1 − p g. 1−p 1−p t→∞ 1−p
on
(
1
− 1−p if p > 1
=
Du

∞ if p < 1
(
Z ∞ 1
convergent (= − 1−p ) if p > 1
1
Hence, dx is
1 xp divergent (∞) if p ≤ 1

Duong T. PHAM 70 / 76
Improper integrals of type II
Improper integrals of type II:
1 Let f : [a, b) → R be continuous and f be discontinuous at b. Then
b t

AM
Z Z
f (x)dx := lim f (x)dx
a t→b − a

PH
provided that the limit exists.
2 Let f : (a, b] → R be continuous and f be discontinuous at a. Then

T.
Z b Z b
g. f (x)dx := lim+
t→a
f (x)dx
on
a t

provided that the limit exists.

Du

Rc
3 If f has a discontinuity at c, where a < c < b and both a f (x)dx and
Rb
c
f (x)dx are convergent, then we define
Z b Z c Z b
f (x)dx := f (x)dx + f (x)dx
a a c

Duong T. PHAM 71 / 76
Improper integrals of type II
Z 5
1
Ex: Evaluate √ dx
2 x −2

AM
Ans: We first note that √1 is discontinuous at 2. By definition, we have
x−2

PH
Z 5 Z 5
1 1
√ dx = lim+ √dx
x −2 t→2 x −2

T.
2 t
√
 
5
g. = lim+ 2 x − 2
t→2 t
 √ √
on

= lim+ 2 3 − 2 t − 2
Du

t→2
√
= 2 3.
Z 5
1 √
Hence, √ dx = 2 3
2 x −2
Duong T. PHAM 72 / 76
Improper integrals of type II
Z 1
Ex: Evaluate ln x dx
0

Ans: Note that ln x is not defined at 0. By definition, we have

AM
Z 1 Z 1
ln x dx = lim+ ln x dx.

PH
0 t→0 t

Denote u = ln x and dv = dx. Then du = dx x and v = x. Integration by

T.
parts gives
Z 1 Z 1
1 g. 1
ln x dx = x ln x − dx = −t ln t − x = −t ln t − 1 + t
on
t t t t
Du

ln t 1/t
L’Hopital rule: lim+ t ln t = lim+ = lim+ = lim+ (−t) = 0
t→0 t→0 1/t t→0 −1/t 2 t→0
Hence,
Z 1
ln x dx = lim+ (−t ln t − 1 + t) = lim+ (−t ln t) − 1 + lim+ t = −1
0 t→0 t→0 t→0

Duong T. PHAM 73 / 76
Improper integrals of type II

AM
0
1 x

PH
T.
g.
on
Du

Duong T. PHAM 74 / 76
Comparison test for improper integrals

Theorem (Comparison Theorem).

Let f and g be continuous functions with

AM
0 ≤ f (x) ≤ g (x) for x ≥ a.
∞ Z ∞

PH
Z
If g (x) dx is convergent then f (x) dx is convergent.
Za ∞ Z ∞a

T.
If f (x) dx is divergent then g (x) dx is divergent.
a g. a
Z ∞
dx
on
Ex: Determine whether the integral is convergent?
x 2 ex
Du

1 1
Ans: When x ≥ 1, e x > 1 and hence, 2 x ≤ 2 for all x ≥ 1. Since
Z ∞ x e x Z ∞
1 dx
2
dx is convergent ( ? ), by Comparison Theorem, is
1 x 1 x 2e x
convergent.
Duong T. PHAM 75 / 76
Exercises

AM
PH
7.8: 1–2, 3, 5–30, 55, 57–59, 75

T.
g.
on
Du

Duong T. PHAM 76 / 76