Module 4 Integration
Module 4 Integration
1 Introduction
This chapter is the last part of this course. Here, we will be talking about
integrals. Similar with derivatives, we are asked to find and compute the
integral of a given function.
In the last chapter, we’ve been given a function f (x) and asking what the
derivative of this function was. This chapter will teach us the reverse of this
process, that is, we now want to ask what function we differentiated to get the
function f (x).
f (x) = x2 + 2x + 5?
Dx [xr ] = rxr−1
where r is any number, it can be easily verified that the desired function
is
x3
F (x) = + x2 + 5x.
3
But the question now is, is this unique? Recall that the derivative of any
constant is zero. So any of the following function F (x) will also give
f (x) upon differentiating.
1
x3
F (x) = + x2 + 5x + 3
3 √
x3 2 2
F (x) = + x + 5x −
3 7
3
x
F (x) = + x2 + 5x + 0.123
3
etc
x3
F (x) = + x2 + 5x + c, c is a constant
3
will give f (x) upon differentiating.
Hopefully, the example above enlighten you and gave you an idea how to
solve integrals. Unfortunately, it is not that easy! Sometimes, we need to use
some techniques. In fact there are a lot of techniques of integration to use. But
in this course we will cover only Integration by Substitution Technique which
will be discussed later in this chapter.
2 Indefinite Integrals
Now, let us formally define the anti-differentiation.
2
him/her? It’s up to you. Your teacher definitely knows what to do with you!
(”,)
x3
Z
8x3 − x2 − 4xdx = 2x4 − − 2x2 + c
3
Note: It is better to use parentheses or other symbol of groupings:
x3
Z
3 2 4
(8x − x − 4x)dx = 2x − − 2x2 + c, c is any constant
3
x3
Z
3 2 4
[8x − x ] dx − 4x = 2x − − 4x + c, c is any constant
3
This example also shows the importance of the position of ”dx”. It tells
us what function or shall we say, up to which part of the function that
needs to be anti-differentiated.
Without ”dx”:
Z
8x3 − x2 − 4x = ”syntax error”
At this stage, this may seem unimportant since all of the integrals that we
are going to be working with will only involve single variable.
3
Z Z Z
4. [a1 f1 (x) + · · · + an fn (x)]dx = a1 f1 (x)dx + · · · + an fn (x)dx
4
Z R
f (x) f (x)dx
• dx 6= R
g(x) g(x)dx
Here are some useful formulas for integrals involving some trigonometric
functions.
Theorem 2. The following are the formulas for integrals involving
trigonometric functions.
Z
1. sin udu = − cos u + c
Z
2. cos udu = sin u + c
Z
3. tan udu = ln | sec u| + c
Z
4. cot udu = ln | sin u| + c
Z
5. sec udu = ln | sec u + tan u| + c
Z
6. csc udu = ln | csc u − cot u| + c
Z
7. sec u tan udu = sec u + c
Z
8. csc u cot udu = − csc u + c
Z
9. sec2 udu = tan u + c
Z
10. csc2 udu = − cot u + c
Theorem 3. The following are the formulas for integrals involving ex-
ponential functions.
Z
1. eu du = eu + c
au
Z
2. au du = + c, where a ∈ R
ln a
5
Theorem 4. The following integration formulas yield inverse trigono-
metric functions. Let a ∈ R.
Z
1 u
1. √ du = sin−1 + c
2
a −u 2 a
Z
1 1 −1 u
2. du = tan +c
a2 + u2 a a
Z
1 1 u
3. √ du = sec−1 + c
2
u u −a 2 a a
Theorem 5. The following are the formulas for integrals involving hy-
perbolic functions.
Z
1. sinh udu = cosh u + c
Z
2. cosh udu = sinh u + c
Z
3. sech u · tanh u du = −sech u + c
Z
4. csch u · coth u du = −csch u + c
Z
5. sech2 udu = tanh u + c
Z
6. csch2 udu = − coth u + c
6
√
should be a difference of two squares. So, we rewrite 2 − x2 into
q √
( 2)2 − x2 and apply the formula. Thus, we have
Z
3
√ + 10 sinh x − 5 cos x dx
2 − x2
Z
3
= q √ + 10 sinh x − 5 cos x dx
2
( 2) − x 2
−1 x
= 3 sin √ + 10 cosh x − 5 sin x + c.
2
9 − 3 cos2 θ 2 cos θ
Z
θ
2. − + 7 dθ
cos2 θ sin2 θ
This is a little bit tricky and difficult if you don’t know what you
are doing. We will just break the division in the first term the usual
way and then integrate. For the second term, you can actually ap-
ply the Integration by Substitution method( which will be discussed
next). However, we can solve this by rewriting into equivalent
trigonometric expressions.
9 − 3 cos2 θ 2 cos θ
Z
θ
− + 7 dθ
cos2 θ sin2 θ
Z
9 1 cos θ θ
= −3−2· · + 7 dθ
cos2 θ sin θ sin θ
Z
9 sec2 θ − 3 − 2 csc θ cot θ + 7θ dθ
=
7θ
= 9 tan θ − 3θ − csc θ + + c.
ln 7
Z w w
3. cos sin dw
2 2
Similar to the above problem, it is possible to use the Integration
by Substitution method. However, we can solve this by using a
trigonometric identity. Recall that sin 2θ = 2 sin θ cos θ. Thus,
w w 1
cos sin = sin w.
2 2 2
Therefore, we have
Z w w Z
1
cos sin dw = sin wdw
2 2 2
1
= − cos w + c.
2
7
3 Integration by Substitution
We have already learned how to evaluate the following integrals.
Z Z Z Z
3/5 −7
x dx w dw sin θdθ 2x dx
u = x2 + 1,
Notice that we have already eliminated all the variable x (that’s the main
goal of this method) and replaced it with our new variable u. The resulting
integral (2) is the one that we normally do in the previous section. Evaluating
the integral, we have
Z 1
du
Z Z
xdx 2 1 du 1
2
= = = ln |u| + c. (3)
x +1 u 2 u 2
Note that it is very important to substitute back the original variable x to our
last expression in (3) to get the integral back to its original shape. Therefore,we
have Z
xdx 1
2
= ln |x2 + 1| + c.
x +1 2
What we’ve done above is called Integration by Substitution or simply
Substitution Rule. Here is how the substitution rule works.
8
Given the integral
Z
f (g(x))g 0 (x)dx. (4)
u = g(x). (5)
du = g 0 (x)dx. (6)
Repeat the process if possible until the resulting integral is solvable using
what we discussed in the previous section.
Note: Choosing the right g(x) for changing the variable is a trial-and-
error basis.
Let’s work some examples so we can get better idea how the substitution
rule works.
Example 6. Evaluate each of the following integrals.
Z √
1. (16x3 + 6x2 ) 2x4 + x3 dx
5
2
5yesin(3y +5)
Z
2. dy
sec(3y 2 + 5)
Z
cos(5x)
3. dx
esin(5x)
4x3
Z
4. dx
(x2 + 1)3
√
Z q
5. 2 + xdx
Solution:
Z √
1. (16x3 + 6x2 ) 2x4 + x3 dx
5
9
use that as the substitution. Let
u = 2x4 + x3 (8)
du = 8x3 + 3x2
2du = 16x3 + 6x2 . (9)
u6/5
= 2· +c
6/5
5 6/5
= u + c.
3
Substituting back the original variable, we get
Z √ 5
(16x3 + 6x2 ) 2x4 + x3 dx = (2x4 + x3 )6/5 + c.
5
3
2
5yesin(3y +5)
Z
2. dy
sec(3y 2 + 5)
u = sin(3y 2 + 5) (11)
du = cos(3y 2 + 5) · 6ydy
5
du = 5y cos(3y 2 + 5)dy (12)
6
Substituting (11) and (12) to (10), we get
Z Z
sin(3y 2 +5) 2 5
5ye cos(3y + 5)dy = eu · du
6
5 u
= e + c.
6
Therefore, we have
2
5yesin(3y +5)
Z
5 2
2
dy = esin(3y +5) + c.
sec(3y + 5) 6
10
Z
cos(5x)
3. dx
esin(5x)
In this case, the following should be the substitution. Let
u = sin 5x
du = 5 cos 5xdx
1
du = cos 5xdx
5
Substituting these to the given integral, we get
Z Z Z
cos(5x) 1 du 1
dx = = e−u du. (13)
esin(5x) 5 eu 5
It looks like that we need to apply again the substitution rule here.
Now, let
w = −u
−dw = du
4x3
Z
4. dx
(x2 + 1)3
Maybe up to this point, you are thinking that the ideal function
or expression that needs to be changed is the one with one higher
exponent than the other. Well, that’s not always be true. In this
example, substitution would be the following. Let
u = x2 + 1 =⇒ x2 = u − 1
du = 2xdx =⇒ 2du = 4xdx
11
then substitute the above variables.
4x3 4x · x2
Z Z
dx = dx
(x2 + 1)3 (x2 + 1)3
(u − 1) · 2du
Z
=
u3
Z
−2
u − u−3 du
= 2
u−2
−1
= 2 −u + + c.
2
4x3
Z
2 1
2 3
dx = − 2 + + c.
(x + 1) x + 1 2(x + 1)2
2
√
Z q
5. 2 + xdx
In this case, it seems not easy to find the ideal function or expres-
sion to change the variable. But don’t lose your hope. The hint
is when you choose a function, you should think in advanced what √
your ”du” should look like. In this √ case, if you let u = 2 + x,
then your du should have a factor x in the denominator. But
here, our integral doesn’t have this factor. So, to √fulfill this, our
technique may involve of multiplying and dividing x at the same
time, that is, we are just multiplying 1 to the original integrand.
Now,
Z √ p √
√
Z q
x 2+ x
2 + xdx = √ dx.
x
Again, let
√ √
u = 2 + x ⇐⇒ x = u − 2
dx dx
du = √ =⇒ 2du = √ .
2 x x
12
Substituting back the original variable, we get
Z q
√ 4 √ 8 √
2 + xdx = (2 + 2)5/2 − (2 + 2)3/2 + c.
5 3
13
Z
2
x + e1−x dx
16.
Z
2 1
17. x cos(x + 1) + 2
x +1
Z h z i
18. e−z + sec2 dz
10
√
Z
1
19. 1 − 2 cos w sin w + dw
7w + 2
Z
10x + 3
20.
x2 + 16
Z
21. tan xdx
Z
22. sec ydy
Z √
cos x
23. √
x
Z
t
24. et+e dt
Z √
25. 2x3 x2 + 1dx
Z
1
26. dx
x ln x
e2t
Z
27. dt
1 + e2t
e2t
Z
28. dt
1 + e4t
sin−1 x
Z
29. √ dx
1 − x2
Answers to all of the above integrals can be found at
https://tutorial.math.lamar.edu/Problems/CalcI/CalcI.aspx
14
Exercises 1. Evaluate each of the following integrals.
15
16
This set of problems are taken from the lecture notes of Dr. Julius V.
Benitez of the Department of Mathematics and Statistics, MSU-IIT.
4 Definite Integrals
The concept of partitions or divisions and the formation of sums are the initial
steps in the development of a theory of integration. Here, we shall be discussing
a way of choosing and forming sums that will give rise to the Riemann integral
or the definite integral.
{x0 , x1 , . . . , xn }
17
may form the sum of products
n
X
f (ξ1 )(x1 − x0 ) + f (ξ2 )(x2 − x1 ) + · · · + f (ξn )(xn − xn−1 ) = f (ξi )(xi − xi−1 ).
i=1
exists, then we say that f is Riemann integrable on [a, b]. In this case, we
write Z b n
X
f (x)dx = lim f (ξi )(xi − xi−1 ).
a ||D||→0
i=1
18
definite integral is then
n n
X X 2i 2
f (ξi )∆x = f
i=1 i=1
n n
n
!
2
X 2i 2
= +1
i=1
n n
n
8i3 2
X
= +
i=1
n n
n n
8 X 3 1X
= i + 2
n3 i=1 n i=1
8 n(n + 1)(2n + 1) 1
= + (2n)
n3 6 n
4(n + 1)(2n + 1)
= +2
3n2
14n2 + 12n + 4
= .
3n2
We can now compute the definite integral.
Z 2 n
X
2
(x + 1)dx = lim f (ξi )∆x
0 n→∞
i=1
14n2 + 12n + 4
= lim
n→∞ 3n2
14
= .
3
Actually, there are a lot of simpler way of evaluating definite integrals and
these will be discussed in this section. But before that, we give first a more
precise definition of the Riemann integral.
where ξi ∈ [xi−1 , xi ] for every interval [xi−1 , xi ] in the partition. In this case,
we say that I is the Riemann integral or the definite integral of f over [a, b].
In symbols, we write
Z b Z b
f= f (x)dx = I.
a a
The number a and b are, respectively, the lower and upper limits of integration.
19
Theorem 6. Every continuous function f : [a, b] → R is Riemann
integrable on [a, b].
Z b Z a
1. f (x)dx = − f (x)dx
a b
Z c
2. f (x)dx = 0
c
Z b Z b
3. kf (x)dx = k f (x)dx
a a
Z b Z b Z b
4. [f (x) ± g(x)] dx = f (x)dx ± g(x)dx
a a a
Z b Z c Z b
5. f (x)dx = f (x)dx + f (x)dx
a a c
for every x in [a, b], then F 0 (x) = f (x) for all x ∈ [a, b], that is, F is an
antiderivative of f .
So let’s redo our example above using the Second Fundamental Theorem
of Calculus.
Z 2
Example 9. Evaluate the integral (x2 + 1)dx.
0
20
R 1
Solution: (x2 + 1)dx = x3 + x, we have
Since
3
Z 2 2
2 1 3 1 3 1 3 14
(x + 1)dx = x +x =
2 +2 − 0 +0 =
0 3 0 3 3 3
Solution:
Z 5
5
dx = x = 5 − 1 = 4.
1 1
Z π/3
2. (2 cos w − 3 sin w)dw
0
Solution:
Z π/3
π/3
(2 cos w − 3 sin w)dw = 2 sin w + 3 cos w
0 0
π π
= (2 sin + 3 cos ) − (2 sin 0 + 3 cos 0)
3 3
√ !
3 1
= 2· +3· − (2 · 0 + 3 · 1)
2 2
√ 3
= 3− .
2
21
5
t−1
Z
2
3. − dt Solution:
1 e−t 2
Z 5 Z 5
t−1
2 t 11
− dt = 2e − dt
1 e−t 2 1 2t
5
t 1
= 2e − ln t
2
1
5 1 1 1
= 2e − ln(5) − 2e − ln 1
2 2
1
= 2(e5 − e) − ln 5.
2
3
3x2 ,
Z
if x ≤ 1
4. f (x)dx where f (x) =
−2 6 if x ≥ 1.
It can easily be checked from the graph above that the function in
each interval is continuous. The integral in this case is then
Z 3 Z 1 Z 3
f (x)dx = f (x)dx + f (x)dx
−2 −2 1
Z 1 Z 3
2
= 3x dx + 6dx
−2 1
1 3
3
= x + 6x
−2 1
= 1 − (−8) + (18 − 6) = 21.
22
1/2
x3
Z
5. √
3
dx
0 1 − 2x2
Solution:
In this case, we cannot solve the integral directly unlike the previous
examples. Here, we need to use the substitution rule. But let’s be
careful because if we change the variable, the limit should also be
changed accordingly. Now, let
1−u
u = 1 − 2x2 =⇒ x2 = (14)
2
du
du = −4xdx =⇒ − = xdx (15)
4
When
x = 0 =⇒ u = 1 − 2(0)2 = 1 (16)
2
1 1
x = 1 =⇒ u = 1 − 2 = (17)
2 2
So the lower and upper limits now becomes 1 and 1/2, respectively.
Thus, we have
1/2 1/2
x3 x2 · xdx
Z Z
√
3
dx = √
3
0 1 − 2x2 0 1 − 2x2
Z 1/2 1−u −du
2
· 4
= √
1
3
u
Z 1/2
1 1−u
= − du
8 1 u1/3
1 1/2 −1/3
Z
= − (u − u2/3 )du
8 1
1/2
1 u2/3 u5/3
= − −
8 2/3 5/3 1
3 (1/2)2/3 (1/2)5/3
2/3
(1)5/3
(1)
= − − − −
8 2 5 2 5
3 1 1 1 1
= − √ 3
− √ 3
− +
8 2 4 10 4 2 5
3 2 3
= − √ − .
40 3 4 5
Z 0
6. |2t + 3|dt
−3
Solution:
23
Notice that we cannot find any function to be differentiated to get
an absolute value. So the only way to solve this is to get rid of the
absolute value. Recall that
x, if x ≥ 0
|x| =
−x, if x < 0.
Solution:
24
Exercises 2. Evaluate each of the following integrals.
Z 0 √
1. 2t2 1 − 4t3 dt
−2
Z 5
2. (1 + w)(2w + w2 )5 dw
−1
Z −6
4 5
3. − dx
−2 (1 + 2x)3 1 + 2x
Z 1/2
4. [ey + 2 cos(πy)]dy
0
Z 0
h z i
5. 3 sin − 5 cos(π − z) dz
π/3 2
Z 5
4t
6. 2
dt
−5 2 − 8t
Z 5
4t
7. 2
3 2 − 8t
Z ln(1+π)
8. ex cos(1 − ex )dx
0
e6
[ln t]4
Z
9. dt
e2 t
Z π/9
sec(3P ) tan(3P )
10. p3
dP
π/12 2 + sec(3P )
Z π/2
11. cos x cos(sin x)dx
−π
2
e2/w
Z
12. dw
1/50 w2
Answers to all of the above integrals can be found at
https://tutorial.math.lamar.edu/Problems/CalcI/CalcI.aspx
25
26
This set of problems are taken from the lecture notes of Dr. Julius V.
Benitez of the Department of Mathematics and Statistics, MSU-IIT.
References
[1] http://tutorial.math.lamar.edu
27