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Chapter 3: Integration: Kavikumar PHD
Chapter 3: Integration: Kavikumar PHD
Kavikumar PhD
November 8, 2020
Outline
Techniques of Integration
Integration by Substitution
Integration by Parts
Integration by Rational Functions
Some Basic
I Mapping
1. many - to - many
2. one - to - many
3. one - to - one
4. many - to - one
I Function
I every x ∈ R domain ⇒ unique image y = f (x) in R co-domain
Basic
Differentiation
f (x + ∆x) − f (x)
f 0 (x) ≈
∆x
f (x + ∆x) − f (x)
f 0 (x) = lim
∆x→0 ∆x
the i th subregion. Letting fi be the associated function value, the single integ
e limit
Single Variable Integration
Z X n
I Physical interpretation
f (x)dx = lim fi xi . of a 1-dimensional/single variable inte-
gral asn!1
area under
i =1
curve.
I Consider xi !0
f (x) defined over some bounded region R of x, and
divided up R into n subregions, where ∆xi - width of the ith
subregion.
Region R
f(x i )
δxi
x
a b
Z n
xi
b X
f (x)dx = lim f (xi )∆xi as n → ∞.
a
Figure ∆x
4.1: The integral
i →0 for one variable
i=1
Z
f (ax + b)dx,
Z
f 0 (x)
dx,
f (x)
and
Z
f 0 (x)[f (x)]n dx.
Problem Z
Evaluate the integral (4x + 1)2 dx by using the substitution u =
4x + 1.
Solution
du 1
If u = 4x + 1, then = 4, that is du = dx. Thus
dx 4
Z Z
1
(4x + 1)2 dx = u2 du
4
1
= u3 + C
12
1
= (4x + 1)3 + C.
12
In general, it can be shown by substitution u = ax + b
Z
(ax + b)n+1
(ax + b)n dx = + C, n 6= 1, a 6= 0.
(n + 1)a
Problem Z
c
Evaluate the integral dx.
ax + b
Solution
du 1
If u = ax + b, then = a, that is du = dx. Thus
dx a
Z Z
c c du
dx =
ax + b a u
c
= ln |u| + C
a
c
= ln |ax + b| + C.
a
Z
dx
= ln |x + 1| + C.
x+1
Problem Z
Evaluate the integral cos(2x + 3)dx.
Solution
du 1
If u = 2x + 3, then = 2, that is du = dx. Thus
dx 2
Z Z
1
cos(2x + 3)dx = cos udu
2
1
= sin u + C
2
1
= sin(2x + 3) + C.
2
Problem Z
12x2 + 16
Evaluate the integral dx.
x3 + 4x
Solution
du
If u = x3 + 4x, then = 3x2 + 4, that is
dx
du = (3x2 + 4)dx.
Thus
Z Z
12x2 + 16 4(3x2 + 4)
dx = dx
x3 + 4x x3 + 4x
Z
du
=4 +C
u
= 4 ln |u| + C
= 4 ln |x3 + 4x| + C.
Problem Z
x + cos x
Evaluate the integral dx.
3x2 + 6 sin x
Solution
du
If u = 3x2 + 6 sin x, then = 6x + 6 cos x, that is
dx
1
du = (x + cos x)dx.
6
Thus
Z Z
x + cos x 1 du
2
dx =
3x + 6 sin x 6 u
1
= ln |u| + C
6
1
= ln |3x2 + 6 sin x| + C.
6
Problem Z
4x + 6
Evaluate the integral dx.
(x2 + 3x + 7)4
Solution
du
If u = x2 + 3x + 7 sin x, then = 2x + 3, that is du = (2x +
dx
3)dx.Thus
Z Z
4x + 6 2x + 3
dx = 2 dx
(x2 + 3x + 7)4 (x2 + 3x + 7)4
Z
du
=2
u4
Z
= 2 u−4 du
2
=− +C
3u3
2
= + C.
3(x2 + 3x + 7)4
Problem Z
sec2 x
Evaluate the integral dx.
tan x
Solution
du
If u = tan x, then = sec2 x, that is du = sec2 xdx.Thus
dx
Z Z
sec2 x du
dx = 2 dx
tan x u
= ln |u| + C
= ln | tan x| + C.
Problem Z
Evaluate the integral sin x cos4 xdx.
Solution
du
If u = cos x, then = − sin x, that is −du = sin xdx.Thus
dx
Z Z
sin x cos xdx = − u4 du
4
1
= − u5 + C
5
1
= − cos5 x + C.
5
Problem Z
Evaluate the integral ex (ex + 1)3 dx.
Solution
du
If u = ex + 1, then = ex , that is du = ex dx.Thus
dx
Z Z
e (e + 1) dx = u3 du
x x 3
1
= u4 + C
4
1
= (ex + 1)4 + C.
4
Problem Z Z
ln x dx
Evaluate the integrals dx and .
x x ln x
Solution
du 1 dx
If u = ln x, then = , that is du = .Thus
dx x x
Z Z
ln x 1 1
dx = udu = u2 + C = ln x + C.
x 2 2
Again,
Z Z
dx du
= = ln |u| + C = ln | ln x|x + C.
x ln x u
Problem Z
√
Evaluate the integral x 3x − 2dx.
Solution
du 1 u+2
If u = 3x − 2, then = 3, that is du = dx and also x = .
dx 3 3
Thus
Z Z
√ 1 u+2 1
x 3x − 2dx = u 2 du
3 3
Z
1 3 1
= u + 2u du
2 2
9
1 2 5 4 3
= u + u
2 2 +C
9 5 3
2 3
= u 2 (3u + 10) + C
135
2 3
= (3x − 2) 2 (9x + 4) + C.
135
Problem Z
Evaluate the integral e2 tanh x sech2 xdx.
Solution
du 1
If u = 2 tanh x, then = 2 sech2 x, that is du = sech2 xdx and
dx 2
u+2
also x = . Thus
3
Z Z
2 tanh x 2 1
e sech xdx = eu du
2
1
= eu + C
2
1
= e2 tanh x + C.
2
Problem Z
dx
Evaluate the integral √ .
1+ x
Solution
√ du 1 √
If u = 1 + x, then = √ , that is 2 xdu = dx and also
√ dx 2 x
x = u − 1. Thus
Z Z Z
dx 2u − 2 2
√ = du = 2− du
1+ x u u
= 2u − 2 ln |u| + C
√ √
= 2(1 + x) − 2 ln |1 + x| + C
√ √
= 2 x − 2 ln |1 + x| + 2 + C
√ √
= 2 x − 2 ln |1 + x| + A, A = 2 + C.
Problem Z 1
2 4x2
Evaluate the integral √ dx by using x = sin θ.
0 1 − x2
Solution
By using substitution x = sin θ, we obtain dx = cos θdθ and when
x = 0 ⇒ θ = 0,
x = 12 ⇒ θ = 61 π
Z 1 Z π Z π
2 4x2 4 sin2 θ cos θ
6 6
√ dx = p dθ = 4 sin2 θdθ
0 1 − x2 0 2
1 − sin θ 0
π
1 6 π
= 4 (2θ − sin 2θ) = [2θ − sin 2θ]06
4 0
π π π 1√ 1 √
= − sin = − 3= 2π − 3 3 .
3 3 3 2 6
Integration by Parts
I Integration by parts is another important method to evaluate
integrals.
I When the integrands involve products of algebraic and tran-
scendental functions.
Z Z Z
I For example, x ln xdx, xex dx, and ex cos xdx.
I Integration by parts is derived from the formula for the differ-
entiation of product.
I if u and v are differentiable functions, then
d dv du
(uv) = u +v .
dx dx dx
I Integrating both sides, we obtain
Z Z
d dv du
(uv) dx = u +v dx
dx dx dx
Integration by Parts
Z Z
dv du
uv = u dx + v dx
dx dx
Z Z
dv du
u dx = uv − v dx
dx dx
or simply
Z Z
udv = uv − vdu.
Problem Z
Evaluate the integral x ln xdx.
Solution
u = ln x and dv = xdx
dx x2
du = and v=
x 2
Z Z 2
x2 x dx
x ln xdx = ln x −
2 2 x
2 Z
x x
= ln x − dx
2 2
2 2
x x
= ln x − +C
2 4
Problem Z 1
Evaluate the integral xe−x dx.
0
Solution
Z Z
e−x
u=x and dv = e−x dx ⇒ dv = e−x dx =
−1
du = dx and v = −e−x
Z Z
xe−x dx = −xe−x − −e−x dx
Z
−x
= −xe + e−x dx
= −xe−x − e−x + C
Z 1
1
xe−x dx = −xe−x − e−x 0 = (−e−1 − e−1 ) − (−1) = 1 − 2e−1 .
0
Problem Z π
2
Evaluate the integral x cos xdx.
0
Solution
Z Z
u=x and dv = cos xdx ⇒ dv = cos xdx = sin x
du = dx and v = sin x
Z Z
x cos xdx = x sin x − sin xdx
= x sin x + cos x + C
Z π
2 π π
x cos xdx = [x sin x + cos x]02 = − 1.
0 2
Problem Z π
2
Evaluate the integral x2 sin xdx.
0
Solution Z Z
u= x2 and dv = sin xdx ⇒ dv = sin xdx = − cos x
du = 2xdx and v = − cos x
Z Z
2 2
x sin xdx = −x cos x − −2x cos xdx
Z
= −x2 cos x + 2 x cos xdx
Solution Z Z
u = cos 2x and dv = ex dx ⇒ dv = ex xdx = ex
du = −2 sin 2xdx and v = ex
Z Z
e cos 2xdx = e cos 2x − ex (−2 sin 2x)dx
x x
Z
Z = e cos 2x + 2 ex sin 2xdx.
x
(1)
x
Integrate e sin 2xdx by parts again,
Z Z
u = sin 2x and dv = ex dx ⇒ dv = ex xdx = ex
du = −2 cos 2xdx and v = ex
Z Z
ex sin 2xdx = ex sin 2x − ex (2 cos 2x)dx
Z
= ex sin 2x − 2 ex cos 2xdx. (2)
Substitute Equation (2) into Equation (1), we have
Z Z
ex cos 2xdx = ex cos 2x + 2 ex sin 2x − 2 ex cos 2xdx
Z
= e cos 2x + 2e sin 2x − 4 ex cos 2xdx
x x
= x2 ex − 2(xex − ex ) + C
= ex (x2 − 2x + 2) + C.
Z 1 1
x2 ex dx = ex (x2 − 2x + 2) 0 = e − 2.
0
Problem
UsingZ the given substitutions, evaluate the following integrals
2
(a) x3 ex dx, z = x2 .
Z
sin(e−x )
(b) dx, z = e−x .
e2x
Solution
1
(a) Let z = x2 , then dz = 2xdx, that is
dz = xdx. Thus
2
Z Z Z
3 x2 1 z 1 1
x e dx = ze dz = ze − e dz = [zez − ez ] + C
z z
2 2 2
h
1 2 x2 2
i
= x e − ex + C.
2
Solution
dz
(b) Let z = e−x , then dz = −e−x dx = −zdx, that is − = dx.
z
Thus
Z Z Z
sin(e−x ) −x 2 −x 2 dz
dx = (e ) sin(e )dx = z sin(z) −
e2x z
Z
= − z sin zdz
Z Z
u=z and dv = sin zdz ⇒ dv = sin zdz = − cos z
du = dz and v = − cos z
Z Z
sin(e−x )
dx = − −z cos z − (− cos z)dz + C
e2x
= z cos z − sin z + C
= e−x cos(e−x ) − sin(e−x ) + C.
Problem Z
Evaluate the integral x3 e2x dx.
Solution
Dif f erentiation Integration
x3 + e2 x
1 2x
3x2 − 2e
1 2x
6x + 4e
1 2x
6 − 8e
1 2x
0 16 e
Z
1 3 6 6
x3 e2x dx = x3 e2x − x2 e2x + xe2x − e2x + C
2 4 8 16
1 3
= [4x − 6x2 + 6x − 3]e2x + C.
8
Problem Z
Evaluate the integral cos 5x sin 4xdx.
Solution
Dif f erentiation Integration
cos 5x + sin 4x
−5 sin 5x − − 14 cos 4x
+ 1
−25 cos 5x − 16 sin 4x
Z Z
1 5 25
cos 5x sin 4xdx = − cos 5x cos 4x − sin 5x sin 4x + cos 5x sin 4x
4 16 16
Z
9 1 5
− cos 5x sin 4xdx = − cos 5x sin 4x − sin 5x sin 4x
16 4 16
Z
4 5
cos 5x sin 4xdx = − cos 5x cos 4x + sin 5x sin 4x + C.
9 9
Integration by Rational Functions
f (x) A1 A2 An
= + + ··· + .
g(x) a1 x + b1 a2 x + b2 an x + bn
Problem Z
1
Evaluate the integral dx.
(x − 2)(x − 3)
Solution
The integrand has at first to be written in the form of partial fraction,
1 A B
that is = + . Combining the terms on
(x − 2)(x − 3) x−2 x−3
the right, we have
1 A(x − 3) + B(x − 2)
=
(x − 2)(x − 3) (x − 2)(x − 3)
Now two rational functions with equal denominators are equal only
if their numerators are also equal; hence we must have
1 = A(x − 3) + B(x − 2)
x2 + 3x + 1 3x + 5
2
=1+ 2
x −4 x −4
⇒ 3x + 5 = A(x + 2) + B(x − 2)
11
When x = 2, we obtain A = and When x = −2, we obtain
4
1
B= .
4
Z 2 Z
x + 3x + 1 11 1 1 1
dx = 1+ + dx
x2 − 4 4 x−2 4x+2
Z Z Z
11 dx 1 dx
= dx + +
4 x−2 4 x+2
11 1
=x+ ln |x − 2| + ln |x + 2| + C.
4 4
Problem Z
cos x
Evaluate the integral 2 dx.
sin x − sin x
Solution
Let u = sin x which gives du = cos xdx, then we have
Z Z Z
cos x du du
2 dx = 2
= .
sin x − sin x u − u u(u − 1)
(ax + b)n
f (x) A1 A2 An
= + 2
+ ··· + .
g(x) ax + b (ax + b) (ax + b)n
Problem Z
x−2
Evaluate the integral dx.
(2x − 1)2 (x − 1)
Solution
I We have deg(x − 2) < deg((2x − 1)2 (x − 1)), so we can
proceed with the decomposition.
I Since (2x − 1)2 is a repeated linear factor, include
A B
+
2x − 1 (2x − 1)2
11 6 11
Equating the coefficients, A = − ,B= ,C= ,
2401 343 2401
5 1
D= ,E=− .
343 49
Z Z Z
x+2 11 dx 6 dx
3 2
dx = − + +
(x + 3) (x − 4) 2401 x − 4 343 (x − 4)2
Z Z Z
11 dx 5 dx 1 dx
+ −
2401 x + 3 343 (x + 3)2 49 (x + 3)3
Z
x+2 11 12 1
dx = − ln |x − 4| − +
(x + 3)3 (x − 4)2 2401 343 (x − 4)3
Z
11 10 1 3 1
ln |x + 3| − +
2401 343 (x + 3)3 49 (x + 3)4
Repeated and Non-repeated Irreducible Quadratic Factor
I For each irreducible quadratic factor
ax2 + bx + c
Ax + B
.
ax2 + bx + c
I Foe each repeated irreducible quadratic factor
(ax2 + bx + c)n ,
1 1 1
Solving for A, B, and C, we get A = , B = − , and C = − .
12 12 3
Thus,
Z Z Z
dx 1 dx 1 x+4
= − dx
x3 − 8 12 x − 2 12 x2 + 2x + 4
Z
1 1 x+4
= ln |x − 2| − dx
12 12 (x + 1)2 + 3
Let u = x + 1 ⇒ du = dx
Z
1 1 u+3
= ln |x − 2| − du
12 12 u2 + 3
Z Z
1 1 u 1 3
= ln |x − 2| − du − du
12 12 u2 + 3 12 u2 + 3
Z Z √
1 1 2u 1 ( 3)2
= ln |x − 2| − du − √ du
12 24 u2 + 3 12 u2 + ( 3)2
1 1 2 3 −1 u
= ln |x − 2| − ln |u + 3| − √ tan √ +C
12 24 12 3 3
√
1 1 2 3 −1 x + 1
= ln |x − 2| − ln |x + 2x + 4| − tan √ +
12 24 12 3
Problem Z
2x5 − 5x
Evaluate the integral .
(x2 + 2)2
Solution
The integrand is an improper fraction. By long division, we have
The second expression on the right side may now be written in the
form of partial fractions, that is
8x3 + 13x Ax + B Cx + D
2 2
= 2 + 2 .
(x + 2) x +2 (x + 2)2
Hence
2x5 − 5x 8x 3x
2 2
= 2x − 2 + 2 .
(x + 2) x + 2 (x + 2)2
Finally, we get
Z Z Z Z
2x5 − 5x x x
dx = 2 xdx − 8 dx + 3 dx
(x2 + 2)2 2
x +2 (x + 2)2
2
3
= x2 − 4 ln(x2 + 2) − 2
+ C.
2(x + 2)