Calculus Ii Spring 2011: Harry Mclaughlin Revised 1/22/11 Edited by
Calculus Ii Spring 2011: Harry Mclaughlin Revised 1/22/11 Edited by
Calculus Ii Spring 2011: Harry Mclaughlin Revised 1/22/11 Edited by
Spring 2011
LECTURE 1
Harry McLaughlin
revised 1/22/11
edited by
• x2 ex dx
R
1
Recall
R
sin (x) dx = − cos (x) + C, −∞ < x < ∞
R
cos (x) dx = sin (x) + C, −∞ < x < ∞
ex dx = ex + C, −∞ < x < ∞.
R
End of Recall
2
Introduction
Of interest, now, are integrals of functions of the form, e.g., sin3 (x) and
sin3 (x) cos2 (x). Further, the integral of the natural logarithmic function,
ln (x), remains to be investigated. Functions of the form x sin (x), xex and
ln (x) can be integrated using the method of integration by parts. We at-
tend to these matters in this lectures. Lectures 2 and 3 deal with additional
functions not mentioned here.
One might think that there are an infinite number of function types whose
integrals are interesting. So why are these notes focused on a select few? One
answer is that, with regard to pencil-and-paper calculations, the integrations
selected for these notes comprise most of what one is likely to encounter. It
is true that in practice most occurring integrals are sufficiently involved that
there is no hope for a pencil-and-paper evaluation. Instead one routinely
uses numerical schemes.
To help anchor all of this one notesRthat there is no known closed form
expression for the indefinite integral sin (x2 ) dx; for example the definite
R1
integral 0 sin (x2 ) dx must be computed numerically.
3
The fundamental theorem of calculus says that the definite integral of the
derivative of a real-valued function is completely determined by the func-
tion’s values at the end points of the interval. We give a precise statement.
2. evaluate that (other) function at two points: f (a) and f (b); then sub-
tract. This is sometimes written
Z b
f 0 (x) dx = f (x)|ba = f (b) − f (a).
a
4
Riemnann integrable it must be that the Riemann sums on the right
hand side are all be equal to the integral of f 0 . That is,
n
X Z b
f 0 (ξi )(xi − xi−1 ) = f 0 (x) dx
i=1 a
Before going on we try to capture the statement and proof of the fundamen-
tal theorem of calculus in a thumb nail sketch:
n
X n
X Z b
f (b) − f (a) = [f (xi ) − f (xi−1 )] = f 0 (ξi )∆xi = f 0 (x) dx.
i=1 i=1 a
Here, the first equality is just an identity, the second equality follows from
the mean value theorem, and the last equality follows from the definition of
the Riemann integral.
Since this theorem has been used extensively in our study of the integral,
we don’t offer more examples at this point.
The reader is advised that in the following we are able to lean heavily on the
“computational tricks” of our predecessors. They have reduced our problem-
solving from days to minutes.
5
EXAMPLE. Evaluate the integral
Z π
2
cos (x) dx.
0
Thus
R π
2
0 cos (x) dx = 1.
6
Thus
π
cos2 (x) dx = π4 .
R 2
0
Having successfully integrated cos (x) and cos2 (x) one asks about the inte-
grals of cos3 (x), cos4 (x), etc. The next two examples deal with this question
in the guise of sin3 (x) and sin4 (x). They uncover what is needed to inte-
grate higher powers of the sine and cosine functions. However we don’t dig
deeper than the two examples.
Solution. Using the fact that sin2 (x) + cos2 (x) = 1 one writes
Z π Z π
2 2
sin3 (x) dx = sin2 (x) sin (x) dx
0 0
Z π
2
= (1 − cos2 (x)) sin (x) dx
0
Z π
2
= (sin (x) − cos2 (x) sin (x)) dx
0
Z π Z π
2 2 d
= sin (x) dx + cos2 (x) cos (x) dx
0 0 dx
3
π
π cos (x) 2
= − cos (x)|02 +
3
0
1
= −(0 − 1) + (0 − )
3
1
= 1−
3
2
= .
3
Thus
π
sin3 (x) dx = 32 .
R 2
0
7
EXAMPLE. Evaluate the integral
Z π
2
sin4 (x) dx.
0
Solution. Using the identity sin2 (x) + cos2 (x) = 1 one writes
Z π
4
sin4 (x) dx cos (x + y) = cos (x) cos (y)
0 − sin (x) sin (y)
Z π 2 2
4 cos (2x) = cos (x) − sin (x)
= sin2 (x) sin2 (x) dx 2
= 1 − 2 sin (x)
0
π 2 1 cos (2x)
Z 4
sin (x) = −
2 2 2 2
= (1 − cos (x)) sin (x) dx
0
π
Z 4 sin (x + y) = sin (x) cos (y)
= (sin2 (x) − cos2 (x) sin2 (x)) dx + cos (x) sin (y)
0 sin (2x) = 2 sin (x) cos (x)
Z π4
1 cos (2x) sin2 (2x)
sin2 (2x) 2 2
= cos (x) sin (x)
= − − dx 4
0 2 2 4
π Z π
π sin (2x) 4 1 4 1 cos (4x)
= − − − dx
8 4 0 4 0 2 2
Z π
π 1 π 1 4
= − −0 − + cos (4x) dx
8 4 32 8 0
π
π 1 1 1 sin (4x) 4
= 1− − +
8 4 4 8 4 0
3 1 1
= π − + (0 − 0)
32 4 8
3 1
= π− .
32 4
Thus
π
3
sin4 (x) dx = − 14 .
R 2
0 32 π
8
EXAMPLE. Evaluate the integral
Z π
4
tan (x) dx.
0
Thus
R π
4
√
0 tan (x) dx = ln ( 2).
This can also be written
π
1
R 4
0 tan (x) dx = 2 ln (2).
The next example explores the integral of tan2 (x). The technique differs
from that of the integral of cos2 (x).
Solution. Using the identity tan2 (x) = sec2 (x) − 1 one writes
Z π Z π
4 4
2
tan (x) dx = (sec2 (x) − 1) dx
0 0
9
π π
= tan (x)|04 −
4
π
= 1−0−
4
π
= 1− .
4
Thus
π
tan2 (x) dx = 1 − π4 .
R 4
0
The next two examples deal with integrals of tan3 (x) and tan4 (x).
Solution. Using the identity tan2 (x) = sec2 (x) − 1 one writes
Z π Z π
4 4
3
tan (x) dx = tan (x) tan2 (x) dx
0 0
Z π
4
= tan (x)(sec2 (x) − 1) dx
0
Z π Z π
4 d 4
= tan (x) tan (x) dx − tan (x) dx
0 dx 0
2
π
tan (x) 4 π
4
= + ln (cos (x))| 0
2
0
1 1
= − 0 + ln √ − ln (1)
2 2
1 √
= − ln ( 2) − 0
2
1 √
= − ln ( 2).
2
Thus
π
1
√
tan3 (x) dx =
R 4
0 2 − ln ( 2).
10
This can also be written
π
tan3 (x) dx = 12 (1 − ln (2)).
R 4
0
Solution. Using twice the identity tan2 (x) = sec2 (x) − 1 one
writes
Z π Z π
4 4
4
tan (x) dx = tan2 (x) tan2 (x) dx
0 0
Z π
4
= tan2 (x)(sec2 (x) − 1) dx
0
Z π Z π
4 d
2
4
= tan (x) tan (x) dx − tan2 (x) dx
0 dx 0
π Z π
tan3 (x) 4 4
= − (sec2 (x) − 1) dx
3
0 0
1 π π
= − 0 − tan (x)|04 + x|04
3
1 π
= − (1 − 0) + − 0
3 4
π 2
= − .
4 3
Thus
π
π
tan4 (x) dx = − 23 .
R 4
0 4
This completes our investigation of integrals of powers of sin (x), cos (x),
tan (x) and cot (x). (Powers of sec (x) and csc (x) are left to a later lecture.)
11
In the middle of one of the computations above we were able to write
Z π Z π
4 4 sin2 (2x)
2 2
sin (x) cos (x) dx = dx
0 0 4
Z π
1 4 1 cos (4x)
= − dx
4 0 2 2
π
π sin (4x) 4
= −
32 32 0
π
= .
32
This leads naturally to the next example where we increase the powers of
sin (x) and cos (x) from two to three.
12
Thus
π
1
cos3 (x) sin3 (x) dx =
R 2
0 12 .
13
The above examples don’t treat integrals of the form sinm (x) cosn (x) dx
R
where the non-negative integers m and n are distinct. We include the next
example to provide light on that case.
We pause to look back and ask: What makes the previous computations
successful? For answers: here is a first cut.
14
π
cos2 (x) dx we used the identity
R
• For the example 2
0
1 cos (2x)
cos2 (x) = + .
2 2
π
sin3 (x) dx we wrote
R
• For the example 2
0
sin (x) = sin2 (x) sin (x)
3
15
π
cos3 (x) sin3 (x) dx we wrote
R
• For the example 2
0
1
cos3 (x) sin3 (x) = sin3 (2x)
8
1
= sin2 (2x) sin (2x)
8
1
= (1 − cos2 (2x)) sin (2x)
8
1 1 2 d cos (2x)
= sin (2x) + cos (2x)
8 8 dx 2
cos3 (x) sin3 (x) = cos3 (x) sin2 (x) sin (x)
= cos3 (x)(1 − cos2 (x)) sin (x)
d
= −(cos3 (x) − cos5 (x)) cos (x).
dx
π
sin2 (x) cos3 (x) dx we wrote
R
• For the example 2
0
sin2 (x) cos3 (x) = sin2 (x) cos2 (x) cos (x)
= sin2 (x)(1 − sin2 (x)) cos (x)
= sin2 (x) cos (x) − sin4 (x) cos (x)
d d
= sin2 (x) sin (x) − sin4 (x) sin (x).
dx dx
which seems to occur more than it share of the time in modeling problems.
Integrals of this type play a central role in the study of Fourier series.
16
But before going to the next lecture we introduce the idea of integration by
parts.
Integration by Parts
One recalls that the product of two differentiable real-valued functions, each
defined on the same interval, is differentiable. Further, the accompanying
product rule is
(u(x)v(x))0 = u(x)v 0 (x) + v(x)u0 (x).
“Computing” the indefinite integral on each side and rearranging gives
Z Z
u(x)v (x) dx = u(x)v(x) − v(x)u0 (x) dx
0
This is one form of the integration by parts formula – the indefinite integral
form. It is sometimes written
Z Z
u dv = uv − v du
which is good for recall. (Later we have a look at the inherent notational
ambiguity.)
17
Proof. Using the fact that the product of two differentiable real-valued
functions is differentiable and using the product rule one writes
d
[u(x)v(x)] = u(x)v 0 (x) + v(x)u0 (x), x ∈ I.
dx
Thus
d
u(x)v 0 (x) = [u(x)v(x)] − v(x)u0 (x), x ∈ I.
dx
R d
Since Rthe indefinite integral, dx [u(x)v(x)] dx, exists by definition and
since v(x)u0 (x) dx exists by hypothesis, the indefinite integral of the
right-hand side of the equation exists. Hence the indefinite integral of
the left-hand side exists. Thus
Z Z
u(x)v 0 (x) dx = u(x)v(x) − v(x)u0 (x) dx, x ∈ I.
The next example illustrates the “power” of the integration by parts formula.
Thus
R
x cos (x) dx = x sin (x) + cos (x) + C, −∞ < x < ∞.
18
Theorem. Integration by Parts. Let u and v denote real-valued differen-
tiable functions each defined on a non-degenerate real interval, [a, b]. Fur-
Rb Rb
ther assume that two of the three integrals a v(x)u0 (x) dx, a u(x)v 0 (x) dx,
Rb d
a dx [u(x)v(x)] dx exist. Then all three exist and
Z b Z b
0
u(x)v (x) dx = u(x)v(x)|ba − v(x)u0 (x)dx.
a a
This is another form of the integration by parts formula – the definite integral
form. It is sometimes written
Z b Z b
b
u dv = uv|a − v du.
a a
Proof. Using the fact that the product of two differentiable real-valued
functions is differentiable and using the product rule one writes
d
[u(x)v(x)] = u(x)v 0 (x) + v(x)u0 (x), x ∈ [a, b].
dx
Since the definite integrals of two of these three functions exist, it fol-
lows that all three definite integrals exist.
Rb d
Using the fact that a dx
[u(x)v(x)] dx = u(x)v(x)|ba one obtains
Z b Z b
0
u(x)v (x) dx = u(x)v(x)|ba − v(x)u0 (x) dx.
a a
The next example deals with the definite integral form of the previous ex-
ample.
19
π Z π
2
= −0 − sin (x) · 1 dx
2 0
π π
= + cos (x)|02
2
π
= + (0 − 1)
2
π
= − 1.
2
Thus
π
π
R
0
2
x cos (x) dx = 2 − 1.
As noted above, the definite integral form of the integration by parts formula
is sometimes written as
Z b Z b
u dv = uv|ba − v du.
a a
This is a good way to remember the formula, Rbut it needs to be read not-
b
too-literally. In most contexts, the expression a u dv is taken to mean the
definite integral of a function u(v), a ≤ v ≤ b. However, in the context of in-
Rb Rb d
tegration by parts the expression a u dv is taken to mean a u(x) dx v(x) dx.
20
EXAMPLE. Evaluate the indefinite integral
Z
ln (x) dx, 0 < x < ∞.
In words,
the integral of ellen x is: x ellen x minus x.
Armed Rwith the integration by parts formula we are able to tackle the in-
tegral, xex dx. (It is known how to integrate x and how to integrate ex
separately; this example shows how to integrate their product.)
21
Solution. Using the integration by parts formula
Z b Z b
udv = uv|ba − vdu
a a
one writes
Z 1 Z 1
x d x
xe dx = e dx x
0 0 dx
Z 1
x 1 d
= xe |0 − ex x dx
0 dx
Z 1
= (e − 0) − ex · 1 dx
0
= e − ex |10
= e − (e − 1)
= 1.
Thus
R1
0 xex dx = 1.
Rb
Above we were able to evaluate a xex dx. Having done that one wonders if
Rb
there is a pencil-and-paper approach to evaluating a xn ex dx, n = 2, 3, · · ·.
The next example uncovers the core idea in such calculations.
22
Z 1
= x2 ex |10 − ex 2x dx
0
1 Z
d
= (e − 0) − 2 x ex dx
0 dx
Z 1
x 1 x
= e − 2 xe |0 − e · 1 dx
0
= e − 2 e − 0 − ex |10
= e − 2[e − (e − 1)]
= e−2·1
= e − 2.
Thus
R1
0 x2 ex dx = e − 2.
Finally, the next example shows the role of integration by parts in comput-
ing integrals of inverse trig functions. Although it is just one example; it
tells the whole story. Practice integrating other inverse trig functions is left
to the worksheets.
23
Z
−1 1 1 d
= y cos (y) − p (1 − y 2 ) dy
2 1 − y dy
2
1 p
= y cos−1 (y) − · 2 1 − y 2 + C
2
p
−1
= y cos (y) − 1 − y 2 + C.
Thus
p
cos−1 (y) dy = y cos−1 (y) −
R
1 − y 2 + C, −1 < y < 1.
R1
The definite integral −1 cos−1 (y) dy is dealt with in
one of the worksheets. The fundamental theorem of
calculus can be employed here even though the deriva-
tive of cos−1 (y) does not exist at y = ±1. Some care
with the reasoning is needed.
• xn sin (x) dx
R
• xn cos (x) dx
R
• xn ex dx
R
• xn ln (x) dx
R
• xn cos−1 (x) dx
R
• xn sin−1 (x) dx
R
• xn tan−1 (x) dx
R
• etc.
24
sin4 (x) dx
R
•
R
• tan (x) dx
tan2 (x) dx
R
•
tan3 (x) dx
R
•
tan4 (x) dx
R
•
sin2 (x) cos2 (x) dx
R
•
sin3 (x) cos3 (x) dx
R
•
sin2 (x) cos3 (x) dx
R
•
R
• x cos (x) dx
R
• ln (x) dx
xex dx
R
•
x2 ex dx
R
•
cos−1 (x) dx.
R
•
25