Primitive and Integrals
Primitive and Integrals
1 Riemann integral
Example:
1 1 1
Let [a; b] = [0; 1] ; then S = 0; ; ; ; 1 is the partition of the
5 3 2
interval [0; 1].
Observation:
1
1.2 Integral of staircase function
Let f be a staircase function, S the partition of [a; b] associated to f
and hk the value of f on each sub-interval ]xi 1 ; xi [ for 1 i n: The
integral of f on the interval [a; b] is the number
Xn
I (f; S) = (xi+1 xi ) hk :
i=1
Example: The previous example I (f; S) = (x1 x0 ) :1+(x2 x1 ) :3+
(x3 x2 ) : ( 1) = 2:
1.2.1 Darboux sums
De…nition: Let f be a continuous function over [a; b], An lower (upper, respectively)
Darboux sum of f relative to the regular partition S on [a; b] is the!
num-
Xn Xn
ber S = (xi+1 xi ) mi S = (xi+1 xi ) Mi ; respectively where
i=1 i=1
mi = inf f (x) (Mi = sup f (x)) with x 2 ]xi 1 ; xi [ for 1 !i n: There-
b aX b aX
n n
fore, S = mi S = Mi ; respectively :
n i=1 n i=1
Observation: The number S (S ; respectively) represents the area
of all rectangles that are under (above, respectively) the curve of f:
2
Zb Zc Zb
3. f (x) dx = f (x) dx + f (x) dx for a < c < b:
a a c
Zb Za
4. f (x) dx = f (x) dx:
a b
Zb Zb
5. f (x) dx jf (x)j dx; the equality is achieved if f keeps a
a a
constant sign over [a; b] :
Zb
6. f (x) dx = 0:
a
Zb
7. If f is a continuous function over [a; b], jf (x)j dx = 0 , f 0
a
over [a; b] :
3
1X i 2 1 X 2 n (n + 1) (2n + 1)
n n
S = ( ) = 3 i = :
n i=1 n n i=1 6n3
(n 1) n (2n 1) 1 n (n + 1) (2n + 1)
lim S = lim 3
= ; lim S = lim =
n!+1 n!+1 6n 3 n!+1 n!+1 6n3
1
:
3
Z1 1
x3
On the other hand, we have I (f ) = x2 dx =
3 0
0
Z1
1
= :Thus I (f ) = x2 dx = lim S = lim S :
3 n!+1 n!+1
0
We deduce that f is Riemann integrable on [0; 1].
2 Primitives
De…nition: Let f be a function de…ned on an interval I: A primitive
F of a function f is:
F : I ! R such that F 0 (x) = f (x) ; 8x 2 I:
4
Zx Zx0
f (t) dt f (t) dt
F (x) F (x0 ) a a
f (x0 ) = f (x0 )
x x0 x x0
Zx Za Zx Zx
f (t) dt + f (t) dt f (t) dt + f (x0 ) dt
a x0 x0 x0
= f (x0 ) =
x x0 x x0
Zx Zx Zx
f (t) f (x0 ) dt jf (t) f (x0 )j dt "dt
x0 x0 x0
= <
x x0 x x0 x x0
Consequences:
Zb
If F (x) is a primitive of f , then f (x) dx = [F (x)]ba = F (b) F (a) :
a
5
Example:
Z
I) Determine the following de…nite integrals: I1 = t (2t + 1)n dt;
0
Z3
2x + 1
I2 = dx;
x2 +x+1
2
Z1
dx
I3 = q :
2 2 2
0 (x + 1) + (x + 1) (ln (x + 1))
Z
I1 = t (2t + 1)n dt: Put y = 2t+1 ) dy = 2dt and if t = 0 ! y = 1;
0
t= !y =2 +1
2Z +1 2Z +1
6
Z
dt
1 1 1
= 2 2
= arctan t + c = arctan (2chx) + c; c 2 R:
1+t 2 2
Z dy
6 5
R x5 6
3) Put y = x ) dy = 6x dx ) dx =
1 + x12 1 + y2
R dy 1 1
= 61 2
= arctan y + c = arctan x6 + c; c 2 R:
1+y 6 6
Ze 2
dx; 2) cos (ln x) dx:
1
x 0 0 x
1) Let
Z f (x) = e and g (x) = cos x ) f (x) = e and g (x) = sin x
R
so, ex cos x dx = ex sin x ex sin xdx = e sin x I: Let’s determine
I by integrating by parts:
Put u (x) = ex and v 0 (x) 0 x
Z = sin x ) u (x)Z = e and v (x) = cos x
so, I = ex cos x + ex cos x dx ) ex cos x dx = ex sin x
Z
e cos x + ex cos xdx
x
Z Z Z
ex cos x dx = ex (sin x + cos x) e cos x dx ) 2 ex cos x dx =
x
ex (sin
Z x + cos x)
ex cos x dx = 12 ex (sin x + cos x) + c; c 2 R:
7
Ze 2
2) cos (ln x) dx: Put f (x) = cos (ln x) and g 0 (x) = 1 ) f 0 (x) =
1
1
x
sin (ln x) and g (x) = x
Ze 2 Ze 2
cos (ln x) dx = [x cos (ln x)]1 + sin (ln x) dx = [x cos (ln x)]e1 +
e2 2
1 1
J
1
Put u (x) = sin (ln x) and v 0 (x) = 1 ) u0 (x) = x
cos (ln x) and
v (x) = x
Ze 2
J = [x sin (ln x)]e1
2
cos (ln x) dx
1
Ze 2 Ze 2
e2 e2
) cos (ln x) dx = [x cos (ln x)]1 + [x sin (ln x)]1 cos (ln x) dx
1 1
Ze 2 Ze 2
e2 1
)2 cos (ln x) dx = 1 + e2 ) cos (ln x) dx = 2
:
1 1
x3 x
Example: =x :
x2 + 1 x2 +1
Simple elements:
1. The …rst species simple element designed every rational function
written as
(x x0 )n
where ( ; x0 ) 2 R R and n 2 N :
8
x+
where ; ; and 2 R; 2 R ; n 2 N : The
( x2+ x + )n
second degree polynom x2 + x + has a negative discriminant
( < 0) :
1
Example: is a …rst species simple element.
(x 1)3
x+2 2
and are second species simple elements.
x2 x+1 (x + 1)2
2
Example 1:
2
1) Let Q (x) = x5 + 2x3 + x = x (x4 + 2x2 + 1) = x (x2 + 1) :
The polynom Q (x) has …ve zeros, one real zero x = 0 and two double
complex zeros z1 = i and z2 = i:
2) Q (x) = x6 x2 = x2 (x4 1) = x (x2 + 1) (x2 1) : Q (x) has
six zeros, one double real zero x1 = 0 and two simple real zeros x2 = 1,
x3 = 1 and two simple complex zeros z = i:
9
First of all, the polynom Q (x) has two simple real zeros x = 1 and
x = 2; so Q (x) = (x 1) (x 2) :
x+3 x+3 a b
It follows that 2 = = + :
x 3x + 2 (x 1) (x 2) x 1 x 2
x+3
Now let us …nd the coe¢ cients a and b: F (x) = 2 :
x 3x + 2
In order to determine a we should multiple F (x) by (x 1) and after
that we put x = 1:
x+3 b
(x 1) F (x) = (x 1) 2 = a + (x 1)
x 3x + 2 x 2
x+3 b
) = a + (x 1) : For x = 1 ) a = 4:
(x 2) x 2
Likewise with b; we multiple F (x) by (x 2) and after that we put
x = 2:
x+3 a
(x 2) F (x) = (x 2) 2 = (x 2) +b
x 3x + 2 x 1
x+3 a
) = (x 2) + b: For x = 2 ) b = 5:
(x 1) x 1
x+3 4 5
So, 2 = + :
x 3x + 2 x 1 x 2
Integration of the …rst species simple element
Z
dx
Let where x0 2 R and n 2 N :
(x x0 )n
Let’s calculate the
8 integral of …rst species simple element.
Z < ln jx x0 j + c; c 2 R if n = 1
dx
= (x x0 ) n+1
(x x0 )n : + c; c 2 R if n 6= 1
n+1
Z
dx
Example: = ln jx 2j + c; c 2 R:
x 2
Z
dx (x + 1) n+1 1
3
= +c= + c; c 2 R:
(x + 1) n+1 (1 n) xn 1
10
dx
Let f (x) = and g 0 (x) = 1
(x2+ 1)n
2nx
) f 0 (x) = 2 n+1
and g (x) = x:
Z (x + 1) Z 2
dx x x + 1 1 dx
) In = = + 2n
(x2 + 1)n Z (x2 + 1)n Z (x + 1)
2 n+1
2
x x + 1 dx dx
In = 2 n
+ 2n( 2 n+1
)
(x + 1) (x + 1) (x + 1)n+1
2
x
) In = 2 + 2n (In In+1 )
(x + 1)n
2n 1 1 x
) In+1 = In + + c; c 2 R:
2n 8 2n (x + 1)n 2
< I1 = arctan x + c; c 2 R if n = 1
This implies that 2n 1 1 x
: In+1 = In + 2 n
+ c; c 2 R if n > 1
2n 2n (x
Z + 1)
dx
Example: Calculate the integral I2 = ; by recurrent
(x2 + 1)2
relation we have:
1 1 x
I2 = I1 + +c
2 2 x2 + 1
1 x
) I2 = arctan x + 2
+ c:
2 2(x + 1)
General case:
Z
x+
Jn = dx; with ; ; p; q 2 R:
(x2 + px + q)n
Observation:
Z Z Z
dx dx 1 dx
= n = n n
(x2 + a)n an x2
+1 a 2
a px +1
a
x dx
Let y = p ) dy = p :
Z a p Za p
dx a dx a
) 2 n = n 2 n
= n In
(x + a) a (y + 1) a
where In is the integral of …rst species simple element.
We calculate Jn , x2 + px + q is a polynom of a second degree with a
negative discriminant = p2 4q.
p
We have x + = 2 (2x + p) Z 2
+ : Z
p 2x + p dx
Let = 2
+ ) Jn = 2 2 n
dx +
(x + px + q) (x Z+ px + q)n
2
2x + p
Jn = 2 Kn + Hn : First let’s determine the integral Kn = dx
(x + px + q)n
2
11
8
Z
dy <
ln jyj + c; c 2 R if n = 1
n+1
Notice that Kn = = (y)
yn : + c; c 2 R if n 6= 1
n+1
where y = x2 + px + q:
Now, we calculate Hn , we should write x2 + px + q in a canonical
form.
2 p2 2 p2 +4q
That is x2 + px + q = x + 2 4
+ q = x + 2! 4
2
2 2 x+ p2
x + px + q = x + 2 4
= 4
p +1
2
x+ p2
We put t = p + 1 ) dt = p2 dx:
2
p
Z
2 2 4 n dt
Since x + px + q = 4
(t + 1) so Hn = 2
Z (t2 + 1)n
dt
and the calculating of comes to determine the integral of
(t2 + 1)n
…rst species simple element. Z
5x + 1
Example: Determine the following integral I = dx:
x2 + x + 1
5x + 1 = 52Z(2x + 1) 25 + 1 = Z52 (2x + 1) 23 : Z
5x + 1 5 2x + 1 3 dx
Then I = 2
dx = 2
dx 2
x +x+1 2 x +x+1 2 x +x+1
5 2 3
= 2 ln (x + x + 1) 2 J; let’s calculate J: Since the discriminant of
the second degree polynom
is negative. First, we write x2 + x + 1 in a canonical form, that is
!
2
2 1 2 1 1 2 3 3 x+ 12
x +x+1= x+ 2 4
+1= x+ 2
+ 4
= 4
p
3
+1
2
Z p
p dy 2 3
x+ 21 3
Let y = p ) dy = p2 dx )J = = arctan(y)+
3 3 2 3
2 4
(y 2 + 1) 3
c (c 2 R)
p
So I = 52 ln (x2 + x + 1) 3 arctan p2
3
x+ 1
2
+ c:
Case 1:
Z
1. If I = f (cos x) sin x dx; then put y = cos x ) dy = sin x dx:
Z
2. If I = f (sin x) cos x dx; then put y = sin x ) dy = cos x dx:
12
Z
1 1
3. I = f (tan x) cos2 x
dx; then we put y = tan x ) dy = cos2 x
dx:
Z
cos x
Example: Determine I = dx:
sin x (2 +Z sin x)
dy
Put y = sin x ) dy = cos x dx ) I =
y (2 + y)
that give us an integral of a rational function which sould be decom-
posed into simple elements.
Case 3:
Z
I= sinp x cosq x dx; where p; q 2 N : We consider three situations:
13
1
3. Neither p nor q is odd, then we put y = tan x ) dy = dx =
cos2 x
2
(1 + tan x)dx
1 2 tan2 x
) cos2 x = 2
and sin x = ;
1+Z tan 2x 1 + tan2Zx
y 1 dy y2
therefore I = ) I = dy,
1 + y2 1 + y2 1 + y2 (1 + y 2 )3
this leads us to an integration of second species simple element.
14
Z Z dy
dx x y
Example: Calculate I = Let y = e ) I =
1+ex
: 1+y
Z Z
dy
I = y(y+1) = ( y1 y+1 1
)dy
Z Z
I = ( dy
y
dy
y+1
= ln jyj ln jy + 1j + c; c 2 R
y ex
I = ln y+1
+ c = ln ex +1
+ c:
Z
p
Example: Determine I = chx shx dx: Let y = chx ) dy = shx
dx: Z
p 1
y 2 +1
I= ydy = 1
+1
+ c; c 2 R
2
3 3
) I = 32 y 2 + c = 32 (chx) 2 + c:
15
Z Z
2y+1 1
I= y 2 +y+1
dy y 2 +y+1
dy
I = ln (y 2 + y + 1) J: To determine J we put it 2in a canonic form
3
!2
1
2 2 y+2
y2 + y + 1 = y + 1
2
1
4
+ 1 = y + 21 + 34 = 34 4 p + 15 :
3
2
p
Z
y+ 12 dt 3
Let t = p ) dt = p2 dy )J =
3 3 2 3
2 (t2 + 1) 4
2
J = p3 arctan(t) + c (c 2 R) = p3 arctan( p23 y + 21 ) + c
2
p p
1. If a > 0; then we put ax2 + bx + c = ax + y:
Z
dx p
Example: Calculate I = p : It follows that x2 + 3x + 2 =
x2 + 3x + 2
x+y
y2 2 2 (y 1) (y 2)
)x= ) dx = 2 dy
3
Z 2y (3 2y)
2
)I= dy = ln j3 2yj + c; c 2 R
3 2yp
I = ln 3 2 x2 + 3x + 2 x + c:
Z
Primitive of function in form x Ax + B dx
Z
Let I = x Ax + B dx; where A; B 2 R and ; ; 2 Q: we
consider three cases:
16
3. If +1 + is an integer, then put y p = A + Bx ; where p is the
denominator of :
Z p
x
Example: Determine I = p 4
dx:
3
Z p Z x +1
x 1 1
Indeed, I = p 4
dx = x 2 x3 + 1 4 dx
x3 + 1
1
) = 2 ; = 3 and = 1: So we are in the …rst case then let
x = y4 Z Z
3 4y 3 y 2 y5
) dx = 4y dy; this implies that I = dy = 4 dy
y3 + 1 y3 + 1
y5 y2
we have 3 = y2 3
Zy + 1 Z y 2+ 1
y y3
) I = 4 y 2 dy 4 dy = 4 4J
y3 + 1 3
y2 1 3y 2 1
3
= 3
; so J = ln y 3 + 1
y +1 3y +1 3
) I = 34 (y 3 ln jy 3 + 1j) + c; c 2 R
3 3
) I = 34 (x 4 ln x 4 + 1 + c:
17