Chapter 03A_Integration_annotated
Chapter 03A_Integration_annotated
Integration
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
7 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑥 + 𝐶
The function 𝑓 is called the integrand and the symbol ʃ is read as the “integral”.
Note. Given a primitive 𝐹 𝑥 , any function 𝐹 𝑥 + 𝐶 is still a primitive, since
𝑑
𝐹 𝑥 + 𝐶 = 𝐹 ! 𝑥 = 𝑓(𝑥)
𝑑𝑥
The process of antidifferentiation never returns a single primitive, but a whole family of
primitives. For this reason, antidifferentiation is also referred to as “indefinite integration”.
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
Evaluate ∫ 3𝑥 "𝑑𝑥
Theorem (Linearity of antidifferentiation). For two generic functions 𝑓(𝑥) and 𝑔(𝑥), given 𝑐 ∈
ℝ, the following basic properties apply:
1. Addition/subtraction of functions: ∫ 𝑓 𝑥 ± 𝑔 𝑥 𝑑𝑥 = ∫ 𝑓 𝑥 𝑑𝑥 ± ∫ 𝑔 𝑥 𝑑𝑥
2. Multiplication by a constant: ∫ 𝑐𝑓 𝑥 𝑑𝑥 = 𝑐 ∫ 𝑓 𝑥 𝑑𝑥
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
ANTIDIFFERENTIATION AND FUNDAMENTAL INTEGRALS
% !
Find ∫ #
− 2 𝑥 " 𝑑𝑥
INTEGRATION OF STANDARD EXPRESSIONS WHERE THE ARGUMENT IS A LINEAR FUNCTION
Standard antiderivatives can also be used when the argument of the function in the integrand
is a linear function of 𝑥, i.e. (𝑎𝑥 + 𝑏) with 𝑎, 𝑏 ∈ ℝ.
Theorem. Consider a function 𝑓: 𝑋 → ℝ and a primitive 𝐹(𝑥) such that
7 𝑓 𝑥 𝑑𝑥 = 𝐹 𝑥 + 𝐶
If 𝑎, 𝑏 ∈ ℝ then
1
7 𝑓 𝑎𝑥 + 𝑏 𝑑𝑥 = 𝐹 𝑎𝑥 + 𝑏 + 𝐶
𝑎
INTEGRATION OF STANDARD EXPRESSIONS WHERE THE ARGUMENT IS A LINEAR FUNCTION
$
2. ∫ $& '#($ " 𝑑𝑥
3. ∫ 𝑒 ()#&*𝑑𝑥
INTEGRATION BY DERIVATIVE SUBSTITUTION
The number of standard antiderivatives is quite limited, because only a few functions are
known to have antiderivatives that can be expressed explicitly (i.e. analytically). For example,
+, #
∫ 𝑥 cos 𝑥 𝑑𝑥, ∫ $&# 𝑑𝑥 or ∫ sin 𝑥 " 𝑑𝑥 do not have primitives in terms of standard functions.
And there are no rules to “constructively” calculate an integral, as for differentiation.
But there are a few cases where the integrand has a form that allows us to antidifferentiate.
Theorem (Derivative substitution). Given two functions 𝑓 𝑥 , 𝑔(𝑥) with 𝑓: 𝑋 → ℝ and 𝑔: 𝑌 →
ℝ, if an integral has the following form
7 𝑓 𝑔 𝑥 𝑔! 𝑥 𝑑𝑥
-.
Then the following derivative substitution can be performed: 𝑢 𝑥 = 𝑔 𝑥 ⇒ -# = 𝑔′(𝑥),
which transforms the original integral to ∫ 𝑓 𝑢 𝑑𝑢
INTEGRATION BY DERIVATIVE SUBSTITUTION
2. ∫ 𝑥 2𝑥 + 1𝑑𝑥
+, #
3. ∫ 𝑑𝑥
#
INTEGRATION OF PRODUCTS OF POWERS OF TRIGONOMETRIC/HYPERBOLIC FUNCTIONS
Integrals of the form ∫ sin0 𝑥 cos 1 𝑥 𝑑𝑥
7 sin0 𝑥 cos 1 𝑥 𝑑𝑥
where 𝑚, 𝑛 ∈ ℕ (i.e. both positive). Depending on 𝑚 and 𝑛, two strategies are available:
• if 𝑚 or 𝑛 is odd, a derivative substitution can be created, using the fundamental
trigonometric identity sin" 𝑥 + cos " 𝑥 = 1 repeatedly on the term with the odd power. If
both powers are odd, we can freely choose to apply the identity to either of the two terms.
• if 𝑚 and 𝑛 are both even, double angle formulae for trigonometric functions must be used.
INTEGRATION OF PRODUCTS OF POWERS OF TRIGONOMETRIC/HYPERBOLIC FUNCTIONS
Integration of proper rational functions is possible via a decomposition procedure name the
“method of partial fractions”, which can be seen as the inverse of finding the least common
denominator between fractions: the aim is to rewrite a given rational expression by dividing it
as a sum of simpler terms. For example:
2𝑥 3 2𝑥 𝑥 − 2 + 3(𝑥 + 1) 2𝑥 " − 𝑥 + 3
+ = =
𝑥+1 𝑥−2 (𝑥 + 1)(𝑥 − 2) (𝑥 + 1)(𝑥 − 2)
We will only see cases where we assume that the denominator can always be expressed as a
product of quadratic and/or linear terms.
INTEGRATION OF RATIONAL FUNCTIONS AND THE METHOD OF PARTIAL FRACTIONS
Find:
7 4 − 𝑥 " 𝑑𝑥
TRIGONOMETRIC AND HYPERBOLIC SUBSTITUTIONS
Find:
1
7 " 𝑑𝑥
3𝑥 + 7
INTEGRATION BY PARTS
The method of integration by parts originates from the product rule for differentiation and it is
extensively used in fields as diverse as mathematical physics, fluid dynamics and mechanical
engineering.
Recall that, if 𝑢 = 𝑢(𝑥) and 𝑣 = 𝑣(𝑥) are functions of 𝑥, then
𝑑 𝑑𝑣 𝑑𝑢
𝑢𝑣 = 𝑢 +𝑣
𝑑𝑥 𝑑𝑥 𝑑𝑥
Integrating both sides gives
𝑑𝑣 𝑑𝑢
𝑢𝑣 = 7 𝑢 𝑑𝑥 + 7 𝑣 𝑑𝑥 = 7 𝑢 𝑑𝑣 + 7 𝑣 𝑑𝑢
𝑑𝑥 𝑑𝑥
7 𝑢 𝑑𝑣 = 𝑢𝑣 − 7 𝑣 𝑑𝑢
INTEGRATION BY PARTS
Notes.
-3
1. The integrand is 𝑢 -# so we need to identify the expression that will integrate as such a
product.
2. The term 𝑢 is never integrated directly. This suggests that a good choice of 𝑢 is a function
that (a) we don’t know how to integrate or that (b) will become “more complex” if we integrate
it, but instead gives rise to a simpler expression when differentiated.
3. The term 𝑑𝑣 is integrated once in the first term (𝑢𝑣) and its integral 𝑣 also appears in the
second term. This suggests that a good choice of 𝑑𝑣 is a differential that we know how to
integrate and will become “simpler” (or at least not more complicated) if we integrate it.
In the next examples, it will be clear that some choices of 𝑑𝑣 and 𝑢 are to be avoided.
INTEGRATION BY PARTS
Find
7 𝑥 𝑒 # 𝑑𝑥
INTEGRATION BY PARTS
Find
7 𝑥 cos 𝑥 𝑑𝑥
7 𝑥 "𝑒 # 𝑑𝑥
INTEGRATION BY PARTS
Find
7 ln 𝑥 𝑑𝑥
7 𝑥 ln 𝑥 𝑑𝑥
INTEGRATION BY PARTS
Find
7 𝑒 # sin 𝑥 𝑑𝑥