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Techniques of Integration

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Functions consisting of products of the sine and cosine can be integrated by using substitution and trigonometric identities. These can sometimes be tedious, but the technique is straightforward. Some examples will suﬃce to explain the approach. EXAMPLE 10.1.1 Evaluate sin5 x dx. Rewrite the function:

sin5 x dx =

sin x sin4 x dx =

sin x(sin2 x)2 dx =

sin x(1 − cos2 x)2 dx.

Now use u = cos x, du = − sin x dx: sin x(1 − cos2 x)2 dx = = −(1 − u2 )2 du −(1 − 2u2 + u4 ) du

1 2 = −u + u3 − u5 + C 3 5 2 1 = − cos x + cos3 x − cos5 x + C. 3 5

203

204

Chapter 10 Techniques of Integration

EXAMPLE 10.1.2 function: sin6 x dx =

Evaluate

sin6 x dx. Use sin2 x = (1 − cos(2x))/2 to rewrite the (1 − cos 2x)3 dx 8 1 8 1 − 3 cos 2x + 3 cos2 2x − cos3 2x dx.

(sin2 x)3 dx = =

Now we have four integrals to evaluate: 1 dx = x and 3 −3 cos 2x dx = − sin 2x 2

are easy. The cos3 2x integral is like the previous example: − cos3 2x dx = = = − cos 2x cos2 2x dx − cos 2x(1 − sin2 2x) dx 1 − (1 − u2 ) du 2 u3 u− 3 sin 2x − sin3 2x 3 .

1 =− 2 =− 1 2

And ﬁnally we use another trigonometric identity, cos2 x = (1 + cos(2x))/2: 3 cos2 2x dx = 3 So at long last we get sin6 x dx = 3 1 x − sin 2x − 8 16 16 sin 2x − sin3 2x 3 + 3 16 x+ sin 4x 4 + C. 1 + cos 4x 3 dx = 2 2 x+ sin 4x 4 .

EXAMPLE 10.1.3 Evaluate

sin2 x cos2 x dx. Use the formulas sin2 x = (1−cos(2x))/2 1 − cos(2x) 1 + cos(2x) · dx. 2 2

and cos2 x = (1 + cos(2x))/2 to get: sin2 x cos2 x dx = The remainder is left as an exercise.

Then the √ √ arcsin x x 1 − x2 arcsin x 2x 1 − x2 + = + + C. though the term sin(2 arcsin x) is a bit unpleasant.1. −π/2 ≤ u ≤ π/2.10. so cos u ≥ 0. 4. 7. 10. It is possible to simplify this. EXAMPLE 10. Consider again the substitution x = sin u. since √ cos2 u is positive. 1 − x2 dx = √ We would like to replace cos2 u by cos u. 1. 8. 9. but it is really no diﬀerent in principle than ordinary substitution. This seems like a “reverse” substitution. Find the antiderivatives. Then we continue: √ cos2 u cos u du = = cos2 u du = u sin 2u 1 + cos 2u du = + +C 2 2 4 arcsin x sin(2 arcsin x) + + C. we can write sin 2u = 2 sin u cos u = 2 sin(arcsin x) full antiderivative is 1 − sin2 u = 2x 1 − sin2 (arcsin x) = 2x 1 − x2 .2 Trigonometric Substitutions 205 Exercises 10. sin3 x dx ⇒ cos2 x sin3 x dx ⇒ sin2 x cos2 x dx ⇒ sin x(cos x)3/2 dx ⇒ tan3 x sec x dx ⇒ ½¼º¾ ÌÖ ÓÒÓÑ ØÖ ËÙ ×Ø ØÙØ ÓÒ× So far we have seen that it sometimes helps to replace a subexpression of a function by a single variable. 6. Occasionally it can help to replace the original variable by something more complicated. If we do. but this is valid only if cos u is positive. Let x = sin u so dx = cos u du. 2 4 This is a perfectly good answer. Then 1 − sin2 u cos u du = √ cos2 u cos u du. then by the deﬁnition of the arcsine.1 Evaluate 1 − x2 dx. 2 4 2 2 . 5. 3.2. sin2 x dx ⇒ sin4 x dx ⇒ cos3 x dx ⇒ cos3 x sin2 x dx ⇒ sec2 x csc2 x dx ⇒ 2. Using the identity sin 2x = 2 sin x cos x. We could just as well think of this as u = arcsin x.

206 Chapter 10 Techniques of Integration This type of substitution is usually indicated when the function you wish to integrate contains a polynomial expression that might allow you to use the fundamental identity sin2 x + cos2 x = 1 in one of three forms: If your function contains 1 − x2 . We start by rewriting this so that it looks cos2 x = 1 − sin2 x sec2 x = 1 + tan2 x tan2 x = sec2 x − 1. if it contains 1 + x2 try x = tan u. and if it contains x2 − 1. Let x = tan u. 4 − 9x2 dx. In problems of this type. try x = sec u. so 1 + tan2 u sec2 u du = √ sec2 u sec2 u du.3 Evaluate 1 + x2 dx.2. 1 + x2 dx = √ Since u = arctan(x). Both have relatively nice expressions but they are a bit tricky to discover. Now let 3x/2 = sin u so (3/2) dx = cos u du or dx = (2/3) cos u du.2. .2. −π/2 ≤ u ≤ π/2 and sec u ≥ 0.1.2 Evaluate more like the previous example: 4 − 9x2 dx = 4(1 − (3x/2)2 ) dx = 2 1 − (3x/2)2 dx. try x = sin u. Then 2 1 − (3x/2)2 dx = = 2 1 − sin2 u (2/3) cos u du = 4 3 cos2 u du 4u 4 sin 2u + +C 6 12 2 arcsin(3x/2) 2 sin u cos u + +C = 3 3 2 arcsin(3x/2) 2 sin(arcsin(3x/2)) cos(arcsin(3x/2)) = + +C 3 3 2 arcsin(3x/2) 2(3x/2) 1 − (3x/2)2 + +C 3 3 √ 2 arcsin(3x/2) x 4 − 9x2 = + + C. Then √ sec2 u sec2 u du = sec3 u du. = EXAMPLE 10. as in the example above. Sometimes you will need to try something a bit diﬀerent to handle constants other than one. two integrals come up frequently: sec3 u du and sec u du. EXAMPLE 10. so sec2 u = sec u. 3 2 using some of the work from example 10. dx = sec2 u du.

which we will need to compute sec u du = = sec u sec3 u du: sec u + tan u du sec u + tan u sec2 u + sec u tan u du. Thus sec u du = sec2 u + sec u tan u du = sec u + tan u 1 dw = ln |w| + C w = ln | sec u + tan u| + C. So putting these together we get sec3 u du = sec u tan u ln | sec u + tan u| + + C. = 2 2 using tan(arctan x) = x and sec(arctan x) = 1 + tan2 (arctan x) = 1 + x2 . Now for 3 sec3 u du: sec3 u sec3 u sec3 u (tan2 u + 1) sec u sec u = + = + 2 2 2 2 3 2 3 sec u sec u tan u sec u sec u + sec u tan2 u sec u = + + = + . sec u + tan u Now let w = sec u + tan u.10. . This is “simply” a matter of recognizing the product rule in action: sec3 u + sec u tan2 u du = sec u tan u. 2 2 2 2 2 We already know how to integrate sec u. exactly the numerator of the function we are integrating. so we just need the ﬁrst quotient. 2 2 and reverting to the original variable x: 1 + x2 dx = = sec u tan u ln | sec u + tan u| + +C 2 2 sec(arctan x) tan(arctan x) ln | sec(arctan x) + tan(arctan x)| + +C 2 2 √ √ ln | 1 + x2 + x| x 1 + x2 + + C.2 Trigonometric Substitutions 207 First we do sec u du. dw = sec u tan u + sec2 u du.

but it turns out that in many cases we have an integral of the form f (x)g ′ (x) dx but that f ′ (x)g (x) dx is easier. Find the antiderivatives. we do not have to rely on insight or cleverness to discover such antiderivatives.2. 7. 4. x2 csc3 x dx ⇒ 9 + 4x2 dx ⇒ 1 − x2 dx ⇒ x2 + 2x dx ⇒ x2 √ dx ⇒ 4 − x2 x3 √ dx ⇒ 4x2 − 1 1 √ dx ⇒ 1 + x2 1 dx ⇒ 2 x (1 + x2 ) √ x √ dx ⇒ 1−x ½¼º¿ ÁÒØ Ö Ø ÓÒ Ý È ÖØ× We have already seen that recognizing the product rule can be useful. 1. 6. dx We can rewrite this as f ( x) g ( x) = and then f (x)g ′ (x) dx = f (x)g (x) − f ′ (x)g (x) dx. 10. 11. This technique for turning one integral into another is called integration by parts. x csc x dx ⇒ x2 − 1 dx ⇒ 1 − x2 dx ⇒ 2.208 Chapter 10 Techniques of Integration Exercises 10. Start with the product rule: d f ( x) g ( x) = f ′ ( x) g ( x) + f ( x) g ′ ( x) . and is usually written in more compact form. 12. when we noticed that sec3 u + sec u tan2 u du = sec u tan u. f ′ (x)g (x) dx + f (x)g ′ (x) dx. As with substitution. If we let u = f (x) and v = g (x) then . 8. 9. 5. 3. there is a technique that will often help to uncover the product rule. This may not seem particularly useful at ﬁrst glance.

3 Integration by Parts 209 du = f ′ (x) dx and dv = g ′ (x) dx and u dv = uv − v du.10. Let u = ln x so du = 1/x dx.2 Evaluate x sin x dx. . Then we must let dv = x dx so v = x2 /2 and x ln x dx = x2 ln x − 2 x2 1 x2 ln x dx = − 2 x 2 x x2 ln x x2 dx = − + C.1 Evaluate x ln x dx. Let u = sec x and dv = sec2 x dx.3.3 Evaluate sec3 x dx. Then we must let dv = sin x dx so v = − cos x and x sin x dx = −x cos x − − cos x dx = −x cos x + cos x dx = −x cos x + sin x + C. Here we’ll use the new technique to discover the antiderivative. Then du = sec x tan x dx and v = tan x and sec3 x dx = sec x tan x − = sec x tan x − = sec x tan x − tan2 x sec x dx (sec2 x − 1) sec x dx sec3 x dx + sec x dx.3. Of course we already know the answer to this. EXAMPLE 10. Let u = x so du = dx. 2 2 4 EXAMPLE 10.3. To use this technique we need to identify likely candidates for u = f (x) and dv = g ′ (x) dx. EXAMPLE 10. but we needed to be clever to discover it.

but we need to do integration by parts again.4 and v = − cos x. We illustrate with the previous example. Now Evaluate x2 sin x dx. But looking more closely: sec3 x dx = sec x tan x − sec3 x dx + 2 sec3 x dx = sec x tan x + sec3 x dx = sec x tan x + sec3 x dx = = sec x tan x 1 + 2 2 sec3 x dx + sec x dx sec x dx sec x dx sec x dx sec x tan x ln | sec x + tan x| + + C. Let u = 2x. then du = 2 and v = sin x.210 Chapter 10 Techniques of Integration At ﬁrst this looks useless—we’re right back to sec3 x dx. but it can be a bit tedious to accomplish. This is better than the x2 sin x dx = −x2 cos x + original integral.3. dv = sin x dx. and x2 sin x dx = −x2 cos x + 2x cos x dx 2 sin x dx = −x2 cos x + 2x sin x − = −x2 cos x + 2x sin x + 2 cos x + C. Such repeated use of integration by parts is fairly common. There is a nice tabular method to accomplish the calculation that minimizes the chance for error and speeds up the whole process. 2 2 EXAMPLE 10. especially sign errors involving the subtraction in the formula. dv = cos x dx. then du = 2x dx 2x cos x dx. Let u = x2 . Here is the table: sign − − u x2 2x 2 0 dv sin x − cos x − sin x cos x or u x2 −2x 2 0 dv sin x − cos x − sin x cos x . and it is easy to make errors.

Since this integral is not yet easy. we start with u at the top of the second column and repeatedly compute the derivative. x cos x dx ⇒ xex dx ⇒ sin2 x dx ⇒ 2. we return to the table. as above. (−2x)(− sin x). 1. we can instead ﬁll in the whole table.10. including the “+C ”. or exactly the result of the ﬁrst application of integration by parts. If we can see that the u column will eventually become zero. To compute with this second table we begin at the top. and add this to the integral of the product of the second entry in column u and second entry in column dv . (2)(− sin x). x2 cos x dx ⇒ xex dx ⇒ ln x dx ⇒ 2 . you may simply start with two columns and add a “−” to every second row. we may return yet once more to the table. 4. This gives: −x2 cos x + 2x cos x dx. While this integral is easy. and combine these as −x2 cos x + 2x sin x − 2 sin x dx. (0)(cos x). Find the antiderivatives. Multiply the ﬁrst entry in column u by the second entry in column dv to get −x2 cos x. if you do this by hand. 5. Exercises 10. until the “straight across” multiplication gives an easy integral. Typically we would ﬁll in the table one line at a time. starting with dv at the top of the third column. Now we multiply twice on the diagonal. 3. and (2)(cos x).3 Integration by Parts 211 To form the ﬁrst table. 6. To form the second table we combine the ﬁrst and second columns by ignoring the boundary. (x2 )(− cos x) and (−2x)(− sin x) and then once straight across. and once straight across. We combine these as before to get −x2 cos x + 2x sin x + 2 cos x + 0 dx = −x2 cos x + 2x sin x + 2 cos x + C. we repeatedly compute the antiderivative.3. In the ﬁrst column. computing the products as indicated will then give the entire integral. giving the same result as the second application of integration by parts. we place a “−” in every second row. Now multiply three times on the diagonal to get (x2 )(− cos x).

The denominator becomes un . in principle. . . 12. The algebraic steps in the technique are rather cumbersome if the polynomial in the denominator has degree more than 2. the substitution u = ax + b will always work. and dx = du/a. While it may be tedious to complete the integration if the numerator has high degree. x2 + x − 6 (x − 3)2 x2 − 1 are all rational functions of x. 11. x3 sin x dx ⇒ x sin2 x dx ⇒ √ arctan( x) dx ⇒ sec2 x csc2 x dx ⇒ ½¼º Ê Ø ÓÒ Ð ÙÒ Ø ÓÒ× A rational function is a fraction with polynomials in the numerator and denominator. allows us to integrate any rational function. 14. and each x in the numerator is replaced by (u − b)/a. 13. We should mention a special type of rational function that we already know how to integrate: If the denominator has the form (ax + b)n . . However. something that is not always possible. For example. Chapter 10 Techniques of Integration x arctan x dx ⇒ x3 cos x dx ⇒ x sin x cos x dx ⇒ √ sin( x) dx ⇒ 8. 10.212 7. 9. So we shall explain how to ﬁnd the antiderivative of a rational function only when the denominator is a quadratic polynomial ax2 + bx + c. There is a general technique called “partial fractions” that. it is merely a matter of algebra. and the technique requires that we factor the denominator. in practice one does not often run across rational functions with high degree polynomials in the denominator for which one has to ﬁnd the antiderivative function. 1 x2 + 1 x3 .

depending on how the quadratic factors: either x2 + bx + c = (x − r )(x − s).4. and factor it if possible. There are three possible cases. 2 2 √ 1− 5 x− 2 √ 1+ 5 x− 2 . The quadratic formula tells us that x2 + x + 1 = 0 when x= −1 ± √ 2 1−4 . EXAMPLE 10.10.2 Determine whether x2 + x + 1 factors. The quadratic formula tells us that x2 − x − 1 = 0 when x= Therefore x2 − x − 1 = 1± √ √ 1+4 1± 5 = .4.3 Determine whether x2 − x − 1 factors. and to factor the quadratic if it is possible.4. and factor it if possible. We can use the quadratic formula to decide which of these we have. EXAMPLE 10. We can always factor out the coeﬃcient of x2 and put it outside the integral.4 Rational Functions 213 EXAMPLE 10.1 Find x3 dx. so we can assume that the denominator has the form x2 + bx + c. this quadratic does not factor. . x2 + bx + c = (x − r )2 . Since there is no square root of −3. or it doesn’t factor. Using the substitution u = 3 − 2x we get (3 − 2x)5 3 1 x3 dx = (3 − 2x)5 −2 = = = 1 16 1 16 1 16 u−3 −2 u5 du = 1 16 u3 − 9u2 + 27u − 27 du u5 u−2 − 9u−3 + 27u−4 − 27u−5 du u−1 9u−2 27u−3 27u−4 − + − −1 −2 −3 −4 +C +C =− 1 9 9 27 + − + +C 2 3 16(3 − 2x) 32(3 − 2x) 16(3 − 2x) 64(3 − 2x)4 (3 − 2x)−1 9(3 − 2x)−2 27(3 − 2x)−3 27(3 − 2x)−4 − + − −1 −2 −3 −4 We now proceed to the case in which the denominator is a quadratic polynomial.

(x − 2)(x + 3) x +x−6 x +x−6 (x − 2)(x + 3) x3 dx = (x − 2)(x + 3) x − 1 dx + 7x − 6 dx. The other two cases require diﬀerent approaches.4. we have an integral of the form p(x) dx (x − r )(x − s) where p(x) is a polynomial.5 x3 7x − 6 dx. We start by writing (x − 2)(x + 3) (x − 2)(x + 3) as the sum of two fractions. We want to end up with Evaluate 7x − 6 A B = + . so only the second requires some work. we need 7 = A + B and −6 = 3A − 2B . To do this we use long division of polynomials to discover that Rewrite x3 7x − 6 7x − 6 x3 = 2 =x−1+ 2 =x−1+ . (x − 2)(x + 3) so The ﬁrst integral is easy. we want to write it as a sum of two simpler fractions. (x − 2)(x + 3) x−2 x+3 If we go ahead and add the fractions on the right hand side we get 7x − 6 ( A + B ) x + 3A − 2B = . (x − 2)(x + 3) (x − 2)(x + 3) So all we need to do is ﬁnd A and B so that 7x − 6 = (A + B )x + 3A − 2B . EXAMPLE 10.214 Chapter 10 Techniques of Integration If x2 + bx + c = (x − r )2 then we have the special case we have already seen. Now consider the following simple algebra of fractions: A B A(x − s ) + B (x − r ) (A + B )x − As − Br + = = . This is a problem you’ve seen before: solve a . If x2 + bx + c = (x − r )(x − s). which is to say. adding two fractions with constant numerator and denominators (x − r ) and (x − s) produces a fraction with denominator (x − r )(x − s) and a polynomial of degree less than 2 for the numerator.4.4 x3 dx in terms of an integral with a numer(x − 2)(x + 3) ator that has degree less than 2. that can be handled with a substitution. The ﬁrst step is to make sure that p(x) has degree less than 2. An example should make it clear how to proceed. x−r x−s (x − r )(x − s) (x − r )(x − s) That is. EXAMPLE 10. We want to reverse this process: starting with a single fraction.

4 Rational Functions 215 system of two equations in two unknowns. 2 5 5 Now suppose that x2 + bx + c doesn’t factor. The quadratic denominator does not + 4x + 8 factor. but it is simpler to rearrange the integrand: x+2 1 x+1 dx = dx − dx. +1 dx. here’s one: If 7 = A + B then B = 7 − A and so −6 = 3A − 2B = 3A − 2(7 − A) = 3A − 14+2A = 5A − 14. 5x−2 5 x+3 5 5 x − 1 dx + 7x − 6 dx (x − 2)(x + 3) The answer to the original problem is now x3 dx = (x − 2)(x + 3) = 8 27 x2 − x + ln |x − 2| + ln |x + 3| + C. Again we can use long division to ensure that the numerator has degree less than 2. and then B = 7 − A = 7 − 8/5 = 27/5.4. We could complete the square and use a trigonometric substitution. This is easy to solve for A: A = 8/5.10. u2 2 1 dx = arctan +1 2 x+2 2 x+2 2 . . 2 x + 4x + 8 2 u 2 For the second integral we complete the square: x2 + 4x + 8 = (x + 2)2 + 4 = 4 making the integral 1 4 Using u = x+2 we get 2 1 1 1 dx = 2 x+2 4 4 +1 2 1 x+2 2 2 x+2 2 2 +1 . x+1 dx. There are many ways to proceed. using u = x2 + 4x + 8: x+2 1 du 1 dx = = ln |x2 + 4x + 8|.6 Evaluate x2 The ﬁrst integral is an easy substitution problem. then we complete the square. 2 2 2 x + 4x + 8 x + 4x + 8 x + 4x + 8 EXAMPLE 10. Thus 7x − 6 dx = (x − 2)(x + 3) 27 1 8 27 8 1 + dx = ln |x − 2| + ln |x + 3| + C. The ﬁnal answer is now 1 1 x+1 dx = ln |x2 + 4x + 8| − arctan 2 x + 4x + 8 2 2 + C.

. dx ⇒ 4 + x2 x3 7. . . . . . . . . . . . . . . . . . and there are others. . . we already know one way to approximate an integral: if we think of the integral as computing an area. . . . . . it has area ∆x. . . . . . . . . . 10. . . . we divide the interval into n equal subintervals of length ∆x. . .. . .. . . 4. . . . . . . . . . . . . . .. . . . . 6. . . . . . . . . dx ⇒ x2 + 10x + 25 x4 5. . . . . . .216 Chapter 10 Techniques of Integration Exercises 10. . . . .. . . . . . . . . A f (xi ) + f (xi+1 ) typical trapezoid is pictured in ﬁgure 10. . . . . .1 we see an area under a curve approximated by rectangles and by trapezoids. . . . . . . . . . . As with rectangles. . . . . . . . .. . . . . . . . . . . . . . . . x4 dx ⇒ 4 − x2 x2 dx ⇒ 4 − x2 1 dx ⇒ 2 x + 10x + 29 1 dx ⇒ x2 + 10x + 21 1 dx ⇒ 2 x + 3x ½¼º ÆÙÑ Ö Ð ÁÒØ Ö Ø ÓÒ We have now seen some of the most generally useful methods for discovering antiderivatives. . . . . . . . . . . . . . . . . . . . we can add up the areas of some rectangles. . . . . . . . . . .. . . . . . . . .. . . .. . . . . . . . . . some functions have no simple antiderivatives. . . . . . We will see two methods that work reasonably well and yet are fairly simple. . . . .. . . in such cases if the value of a deﬁnite integral is needed it will have to be approximated.5. .. . . . . . . . . 8. .. . . .. . . . . A similar approach is much better: we approximate the area under a curve over a small interval as the area of a trapezoid. . . . . . . . . . . .. dx ⇒ 4 + x2 1 dx ⇒ 9. it is apparent that the trapezoids give a substantially better approximation on each subinterval. . . . . . Unfortunately. . . . . . .1 Approximating an area with rectangles and with trapezoids. . . . . . . . . . . 2 2x − x − 3 2. . .. . . . . . . . . . . 1 dx ⇒ 1. . . . . In ﬁgure 10. . . . . . . . . . . . . . in some cases more sophisticated techniques will be needed. . . . . . . .. . . . . . . . Figure 10. . . . .. . . . . . . . . . . . . .. . . . . . . . . ... . . . . . . .. . . . . If we add up 2 . . . . . . . . . . . .. . . . .. . . . . . . . . . . . . . . . . . .. . . Find the antiderivatives. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . .. . . . . . . . . . . .. . . . . . . . . . . . . . . . . 4 − x2 1 3. . . . it is usually the case that a large number of rectangles is needed to get acceptable accuracy.4. . . . . . . . . . . . . . . . . . . . . . . . . While this is quite simple. . . . . . . . . . .. . . . . . . . . . . . . . . . Of course. . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . .. . . .2. . . . .5.5. . . . . . .

. . . . . . . . for many functions. . . . . . . .5. a computer can easily do many subintervals. . .5. Fortunately. (xi+1 . . .5 Numerical Integration 217 the areas of all trapezoids we get f ( x1 ) + f ( x2 ) f (xn−1 ) + f (xn ) f ( x0 ) + f ( x1 ) ∆x + ∆x + · · · + ∆x = 2 2 2 f ( x0 ) f ( xn ) ∆x. the error is the diﬀerence between the approximation and the true value of the integral. . . . . there is such an error estimate associated with the trapezoid approximation. .. . 12 12n2 Let’s see how we can use this. . b].1 Suppose f has a second derivative f ′′ everywhere on the interval [a.. With ∆x = (b − a)/n. . . When we compute a particular approximation to an integral. f (xi+1 )) xi Figure 10.. . THEOREM 10. . an error estimate for the trapezoid approximation is E (∆x) = b−a (b − a)3 M (∆x)2 = M. . .. . a value that is guaranteed to be larger than the actual error. For any approximation technique. . . .. . . . . . . we need an error estimate.. . and |f ′′ (x)| ≤ M for all x in the interval. . . . we might need a particular value accurate to three decimal places. .10. . In practice. . an approximation is useful only if we know how accurate it is. . In the case of our approximation of the integral. ... . . For a modest number of subintervals this is not too diﬃcult to do with a calculator. . .2 xi+1 A single trapezoid. . . f (xi )) .. we want E = E (∆x) to be a function of ∆x that gets small rapidly as ∆x gets small. . . . (xi . . .. . . . If A is an approximation and E is the associated error estimate. . . . . + f (x1 ) + f (x2 ) + · · · + f (xn−1 ) + 2 2 This is usually known as the Trapezoid Rule. . .. then we know that the true value of the integral is between A − E and A + E . for example. . .

and it is not hard to see that on [0.77 ≈ 100 <n 3 With n = 6. which is considerably less accurate than the approximation using six trapezoids.005 or 1 1 (2) 2 < 0.74042 and 0. we need to go to n = 12 to get two bounds that both round to the same value.91 ≈ 500 <n 3 Had we immediately tried n = 13 this would have given us the desired answer. which turns out to be 0.001 12 n 1 (1000) < n2 6 12.0047 = 0.001.7727. The trapezoid approximation works well. we need to pick a larger n. For comparison.218 Chapter 10 Techniques of Integration 1 EXAMPLE 10. In practice it generally pays to start by requiring better than the maximum possible error.74 and the second rounds to 0. so we can’t be sure of the correct value in the second decimal place. 6 So the true value of the integral is between 0. .74512 + 0. The second deriva2 2 tive of f = e is (4x − 2)e . because the tops of the trapezoids form a reasonably good approximation to the curve when ∆x is fairly small. the ﬁrst rounds to 0. using 12 rectangles to approximate the area gives 0. |(4x2 − 2)e−x | ≤ 2.5. especially compared to rectangles.74512.74512 − 0. We begin by estimating the number of subintervals we are likely to need. 1]. As it turns out. the error estimate is thus 1/63 < 0.74982. We compute the trapezoid approximation for six intervals: f (0) f (1) + f (1/6) + f (2/6) + · · · + f (5/6) + 2 2 1 ≈ 0.0047. Unfortunately. We can extend this idea: what if we try to approximate the curve more closely.75.75. for example. we might have initially required E (∆x) < 0. To get two decimal places of accuracy. we will certainly need E (∆x) < 0. or 1 1 (2) 2 < 0.0047 = 0.005 12 n 1 (200) < n2 6 5.2 Approximate 0 −x2 2 −x2 e−x dx to two decimal places.

If we divide the interval [a. There are an inﬁnite number of parabolas through any two given points. f (xi+1 )). Nevertheless.5 Numerical Integration 219 by using something other than a straight line? The obvious candidate is a parabola: if we can approximate a short piece of the curve with a parabola with equation y = ax2 + bx + c.5. b. and (xi+2 . If we ﬁnd a parabola through three consecutive points (xi . f (xi+2 )). we would like a simple formula for the area under one parabola. each covering two of the subintervals. b] into an even number of subintervals. we can easily compute the area under the parabola. and c: f (xi ) = a(xi+1 − ∆x)2 + b(xi+1 − ∆x) + c f (xi+1 ) = a(xi+1 )2 + b(xi+1 ) + c f (xi+2 ) = a(xi+1 + ∆x)2 + b(xi+1 + ∆x) + c Not surprisingly. Sage can easily compute and simplify the integral to get xi+1 +∆x xi+1 −∆x ax2 + bx + c dx = ∆x (f (xi ) + 4f (xi+1 ) + f (xi+2 )). f (xi)). To ﬁnd the parabola. as in ﬁgure 10. (xi+2 . 3 This is just slightly more complicated than the formula for trapezoids. f (xi )).3. namely. The algebra is well within the capability of a good computer algebra system like Sage. we should attempt to write down the parabola y = ax2 + bx + c through these points and then integrate it. so we will present the result without all of the algebra. we can then approximate the curve by a sequence of parabolas. the solutions turn out to be quite messy.10. (xi+1 . we need to remember the alternating 2 and 4 coeﬃcients. this is useful only with an error estimate: . and hope that the result is fairly simple. we solve these three equations for a. That is. the parabola through (xi . you can see how to do it in this Sage worksheet. (xi+1 . Although the algebra involved is messy. For this to be practical. This approximation technique is referred to as Simpson’s Rule. 3 Now the sum of the areas under all parabolas is ∆x (f (x0 ) + 4f (x1 ) + f (x2 ) + f (x2 ) + 4f (x3 ) + f (x4 ) + · · · + f (xn−2 ) + 4f (xn−1 ) + f (xn )) = 3 ∆x (f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + 2f (x4 ) + · · · + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )). As with the trapezoid method. it should be quite close to the curve over the whole interval [xi . xi+2 ]. but only one through three given points. f (xi+1 )). this turns out to be possible. f (xi+2 )) on the curve.

since we need an even number of subintervals. . we will certainly need E (∆x) < 0. . . .86 ≈ [4] 200 <n 3 So we try n = 4. . . . . ..4 Let us again approximate 0 −x2 2 2 e−x dx to two decimal places. . . . . . . . . . . let’s require E (∆x) < 0. . . . 1] this is at most 12 in absolute value. . . . (xi+2 . .3 xi+1 xi+2 A parabola (dashed) approximating a curve (solid).75. . ..5. . 180 180n4 1 EXAMPLE 10.746855 + 0.001: 1 1 (12) 4 < 0. . . . . ..746555 and 0. . both of which round to 0. .. . . . . .7471555. . . .. . . Then the error estimate is 12/180/44 < 0.. . . . . . . . . . . . . . .5. . . . With ∆x = (b − a)/n. . . . . .0003 = 0. . . We begin by estimating the number of subintervals we are likely to need.0003 = 0. . . . . . . . . . .5.746855 − 0. . . . . f (xi )) xi Figure 10. . . b]. .220 Chapter 10 Techniques of Integration .. . . . . . . . . .005. . . f (xi+2 )) (xi . . . . ..3 Suppose f has a fourth derivative f (4) everywhere on the interval [a. . . . on [0. . The 2 2 fourth derivative of f = e is (16x − 48x + 12)e−x . . . . . .. . . . . . . and |f (4) (x)| ≤ M for all x in the interval. . To get two decimal places of accuracy. . . . . . . . . . . . . . . . . . .0003 and the approximation is (f (0) + 4f (1/4) + 2f (1/2) + 4f (3/4) + f (1)) 1 ≈ 0.001 180 n 200 < n4 3 2. . . . . . . . . . 3·4 So the true value of the integral is between 0.. . an error estimate for Simpson’s approximation is E (∆x) = b−a (b − a)5 M (∆x)4 = M. . . . . .746855. . . . . THEOREM 10... . but taking a cue from our earlier example. . .

9. f (x) dx = 3·2 x0 This does require a bit of messy algebra. even with just two subintervals.6 Additional exercises 221 Exercises 10. 2 4. ½¼º Ø ÓÒ Ð Ü Ö × × These problems require the techniques of this chapter. 1 5 1 dx ⇒ 1 + x2 x dx ⇒ 1+x x4 + 1 dx ⇒ 0 1 dx ⇒ x 1 1 √ x 1 + x dx ⇒ 1 7. 8. 7. gives the exact value of the integral. 6. compute the trapezoid and Simpson approximations using 4 subintervals. you may use a graphing calculator or computer software to estimate the maximum values. 0 10. 0 3 x2 dx ⇒ 3. Show this is true by showing that x2 x2 − x0 (f (x0 ) + 4f ((x0 + x2 )/2) + f (x2 )). 5. (t + 4)3 dt ⇒ (et + 16)tet dt ⇒ tan t sec2 t dt ⇒ 1 dt ⇒ − 4) cos 3t √ dt ⇒ sin 3t et √ dt ⇒ et + 1 t(t2 2 2 2. You can use this to get started. 6. (Finding the maximum values of the second and fourth derivatives can be challenging for some of these. Using Simpson’s rule on a parabola f (x).10. 1 11. so you may prefer to use Sage. 3 3 1. Simpson’s rule also computes the integral of a cubic function f (x) = ax3 + bx2 + cx + d exactly. approximate each integral to two decimal places. 11. 1.5. Some problems may be done in more than one way. 1 1 0 4 x3 + 1 dx ⇒ 1 + 1/x dx ⇒ 9. 5. 3. 1 4 x dx ⇒ x3 dx ⇒ 2 2. 10.) If you have access to Sage or similar software. because the parabolas used to approximate f will be f itself. and are in no particular order. In the following problems. Remarkably. 4. 12. t(t2 − 9)3/2 dt ⇒ sin t cos 2t dt ⇒ 2t + 1 dt ⇒ +t+3 1 dt ⇒ (25 − t2 )3/2 t2 t sec2 t dt ⇒ cos4 t dt ⇒ . and compute the error estimate for each. 8.

20. 27. 28. 15. 26. t2 t3 √ 1 dt ⇒ 1 + t2 t2 + 1 dt ⇒ sec t dt ⇒ (1 + tan t)3 et sin t dt ⇒ t3 dt ⇒ (2 − t2 )5/2 arctan 2t dt ⇒ 1 + 4t2 sin3 t cos4 t dt ⇒ 1 dt ⇒ t(ln t)2 t3 et dt ⇒ √ (t3/2 + 47)3 t dt ⇒ 1 dt ⇒ t(9 + 4t2 ) t dt ⇒ 2 t + 2t − 3 1 dt ⇒ t2 − 6t + 9 t(ln t)2 dt ⇒ t2 t+1 dt ⇒ +t−1 . 25. 18. 21. 22. Chapter 10 Techniques of Integration t2 1 dt ⇒ + 3t 2 14. 24. 16. 23. 19.222 13. 17.

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