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Integrals

Definitions

Definite Integral: Suppose f ( x ) is continuous Anti-Derivative : An anti-derivative of f ( x )

on [ a, b] . Divide [ a, b ] into n subintervals of is a function, F ( x ) , such that F ¢ ( x ) = f ( x ) .

width D x and choose x from each interval. Indefinite Integral : ò f ( x ) dx = F ( x ) + c

*

i

¥

b

f (x )D x . where F ( x ) is an anti-derivative of f ( x ) .

ò a f ( x ) dx = nlim å

*

Then i

®¥

i =1

Part I : If f ( x ) is continuous on [ a, b ] then Variants of Part I :

d u( x)

f ( t ) dt = u ¢ ( x ) f éëu ( x ) ùû

dx ò a

x

g ( x ) = ò f ( t ) dt is also continuous on [ a, b ]

a

d x d b

and g ¢ ( x ) = () ( ) ò f ( t ) dt = -v¢ ( x ) f éëv ( x ) ùû

dx ò a

f t dt = f x .

dx v( x )

Part II : f ( x ) is continuous on [ a, b ] , F ( x ) is d u( x)

f ( t ) dt = u ¢ ( x ) f [ u ( x ) ] - v¢ ( x ) f [ v ( x ) ]

dx ò v( x )

an anti-derivative of f ( x ) (i.e. F ( x ) = ò f ( x ) dx )

b

then ò f ( x ) dx = F ( b ) - F ( a ) .

a

Properties

ò f ( x ) ± g ( x ) dx = ò f ( x ) dx ± ò g ( x ) dx ò cf ( x ) dx = c ò f ( x ) dx , c is a constant

b b b b b

òa f ( x ) ± g ( x ) dx = òa f ( x ) dx ± ò a g ( x ) dx òa cf ( x ) dx = c ò a f ( x ) dx , c is a constant

a b b

òa f ( x ) dx = 0 òa f ( x ) dx = ò f ( t ) dt

a

b a

ò a f ( x ) dx = -òb f ( x ) dx

b b

ò f ( x ) dx £ ò

a a

f ( x ) dx

b a

If f ( x ) ³ g ( x ) on a £ x £ b then ò f ( x ) dx ³ ò g ( x ) dx

a b

b

If f ( x ) ³ 0 on a £ x £ b then ò f ( x ) dx ³ 0

a

b

If m £ f ( x ) £ M on a £ x £ b then m ( b - a ) £ ò f ( x ) dx £ M ( b - a )

a

Common Integrals

ò k dx = k x + c ò cos u du = sin u + c ò tan u du = ln sec u + c

ò x dx = n+1 x + c, n ¹ -1 ò sin u du = - cos u + c ò sec u du = ln sec u + tan u + c

n 1 n +1

-1 1 2 1 u

1 -1

2 2

ò a x + b dx = a ln ax + b + c

1 1

ò sec u tan u du = sec u + c ò a - u du = sin ( a ) + c

1

2 2

u -1

ò e du = e + c ò csc u du = - cot u + c

u u 2

Visit http://tutorial.math.lamar.edu for a complete set of Calculus notes. © 2005 Paul Dawkins

Calculus Cheat Sheet

Note that at many schools all but the Substitution Rule tend to be taught in a Calculus II class.

( )

ò a f ( g ( x ) ) g ¢ ( x ) dx = ò g (a ) f ( u ) du

b g b

u Substitution : The substitution u = g ( x ) will convert using

cos ( x3 ) dx cos ( x3 ) dx = ò

2 2 8

Ex. ò 1 5x

2

ò 1 5x

2 5

1 3

cos ( u ) du

u = x 3 Þ du = 3x 2 dx Þ x 2 dx = 13 du ( sin (8) - sin (1) )

8

= 53 sin ( u ) 1 = 5

3

x = 1 Þ u = 1 = 1 :: x = 2 Þ u = 2 = 8

3 3

b b b

Integration by Parts : ò u dv = uv - ò v du and ò a u dv = uv a

- ò v du . Choose u and dv from

a

ò xe

-x 5

Ex. dx Ex. ò3 ln x dx

u=x dv = e- x Þ du = dx v = -e - x u = ln x dv = dx Þ du = 1x dx v = x

ò xe dx = - xe + ò e dx = - xe - e

-x -x -x -x -x

+c

ln x dx = x ln x 3 - ò dx = ( x ln ( x ) - x )

5 5 5 5

ò3 3 3

= 5ln ( 5) - 3ln ( 3) - 2

For ò sin n x cos m x dx we have the following : For ò tan n x sec m x dx we have the following :

1. n odd. Strip 1 sine out and convert rest to 1. n odd. Strip 1 tangent and 1 secant out and

cosines using sin x = 1 - cos x , then use

2 2 convert the rest to secants using

the substitution u = cos x . tan 2 x = sec 2 x - 1 , then use the substitution

2. m odd. Strip 1 cosine out and convert rest u = sec x .

to sines using cos 2 x = 1 - sin 2 x , then use 2. m even. Strip 2 secants out and convert rest

the substitution u = sin x . to tangents using sec2 x = 1 + tan 2 x , then

3. n and m both odd. Use either 1. or 2. use the substitution u = tan x .

4. n and m both even. Use double angle 3. n odd and m even. Use either 1. or 2.

and/or half angle formulas to reduce the 4. n even and m odd. Each integral will be

integral into a form that can be integrated. dealt with differently.

Trig Formulas : sin ( 2 x ) = 2sin ( x ) cos ( x ) , cos 2 ( x ) = 2 (1 + cos ( 2 x ) ) , sin ( x ) = 2 (1 - cos ( 2 x ) )

1 2 1

ò cos x dx 3

3 5 4 2 2

(sin x ) sin x

ò cos x dx = ò cos x dx = ò cos x dx

sin x sin x sin x

3 3 3

=ò

cos x

dx 3( u = cos x )

= ò ( u 2 - 1) u 4 du ( u = sec x ) 2 2

= - ò (1-u ) du = - ò 1-2u +u du

2 4

u 3 u 3

= 17 sec7 x - 15 sec5 x + c

= 12 sec2 x + 2 ln cos x - 12 cos 2 x + c

Visit http://tutorial.math.lamar.edu for a complete set of Calculus notes. © 2005 Paul Dawkins

Calculus Cheat Sheet

Trig Substitutions : If the integral contains the following root use the given substitution and

formula to convert into an integral involving trig functions.

a 2 - b 2 x 2 Þ x = ab sin q b 2 x 2 - a 2 Þ x = ba sec q a 2 + b 2 x 2 Þ x = ab tan q

cos 2 q = 1 - sin 2 q tan 2 q = sec 2 q - 1 sec2 q = 1 + tan 2 q

òx ó ( 23 cos q ) dq = ò sin122 q dq

16

Ex. dx 16

2

4 -9 x 2 õ 4 sin 2 q ( 2cosq )

9

x = 23 sin q Þ dx = 23 cos q dq

= ò 12 csc 2 dq = -12 cot q + c

4 - 9x 2 = 4 - 4sin q = 4 cos q = 2 cos q

2 2

Use Right Triangle Trig to go back to x’s. From

Recall x 2 = x . Because we have an indefinite substitution we have sin q = 32x so,

integral we’ll assume positive and drop absolute

value bars. If we had a definite integral we’d

need to compute q ’s and remove absolute value

bars based on that and,

ì x if x ³ 0 4 -9 x 2

x =í From this we see that cot q = 3x

. So,

î- x if x < 0

4 -9 x 2

òx dx = - 4 +c

16

In this case we have 4 - 9x = 2 cos q .

2 2

4 -9 x 2 x

P( x )

Partial Fractions : If integrating ò Q( x) dx where the degree of P ( x ) is smaller than the degree of

Q ( x ) . Factor denominator as completely as possible and find the partial fraction decomposition of

the rational expression. Integrate the partial fraction decomposition (P.F.D.). For each factor in the

denominator we get term(s) in the decomposition according to the following table.

A A1 A2 Ak

ax + b ( ax + b )

k

+ +L +

ax + b ax + b ( ax + b ) 2

( ax + b )

k

Ax + B A1 x + B1 Ak x + Bk

+L +

( ax + bx + c )

2 k

ax 2 + bx + c ax + bx + c ( ax 2 + bx + c )

2 k

ax + bx + c

2

7 x2 +13 x +C A( x2 + 4) + ( Bx + C ) ( x -1)

Ex. ò ( x -1)( x 2

+4)

dx 7 x2 +13 x

2

( x -1)( x + 4 )

= A

x -1 + Bx

x2 + 4

= ( x -1)( x 2 + 4 )

ò ( x -1)( x2 + 4 )

dx = ò x4-1 + 3xx2++164 dx

7 x 2 + 13x = ( A + B ) x 2 + ( C - B ) x + 4 A - C

= ò x4-1 + 3x

x2 + 4

+ 16

x2 + 4

dx Set coefficients equal to get a system and solve

= 4 ln x - 1 + 23 ln ( x 2 + 4 ) + 8 tan -1 ( x2 ) to get constants.

A+ B = 7 C - B = 13 4A - C = 0

Here is partial fraction form and recombined.

A=4 B=3 C = 16

An alternate method that sometimes works to find constants. Start with setting numerators equal in

previous example : 7 x 2 + 13x = A ( x 2 + 4 ) + ( Bx + C ) ( x - 1) . Chose nice values of x and plug in.

For example if x = 1 we get 20 = 5A which gives A = 4 . This won’t always work easily.

Visit http://tutorial.math.lamar.edu for a complete set of Calculus notes. © 2005 Paul Dawkins

Calculus Cheat Sheet

Applications of Integrals

b

Net Area : ò a f ( x ) dx represents the net area between f ( x ) and the

x-axis with area above x-axis positive and area below x-axis negative.

Area Between Curves : The general formulas for the two main cases for each are,

b d

y = f ( x) Þ A = ò éupper function ù

ë û - éëlower function ùû dx & x = f ( y) Þ A = ò é right function ù

ë û - éëleft function ùû dy

a c

If the curves intersect then the area of each portion must be found individually. Here are some

sketches of a couple possible situations and formulas for a couple of possible cases.

d

A = ò f ( y ) - g ( y ) dy

b c b

A = ò f ( x ) - g ( x ) dx c A = ò f ( x ) - g ( x ) dx + ò g ( x ) - f ( x ) dx

a a c

some general information about each method of computing and some examples.

Rings Cylinders

(

A = p ( outer radius ) - ( inner radius)

2 2

) A = 2p ( radius ) ( width / height )

Limits: x/y of right/bot ring to x/y of left/top ring Limits : x/y of inner cyl. to x/y of outer cyl.

Horz. Axis use f ( x ) , Vert. Axis use f ( y ) , Horz. Axis use f ( y ) , Vert. Axis use f ( x ) ,

g ( x ) , A ( x ) and dx. g ( y ) , A ( y ) and dy. g ( y ) , A ( y ) and dy. g ( x ) , A ( x ) and dx.

Ex. Axis : y = a > 0 Ex. Axis : y = a £ 0 Ex. Axis : y = a > 0 Ex. Axis : y = a £ 0

inner radius : a - g ( x ) inner radius: a + f ( x ) width : f ( y ) - g ( y ) width : f ( y ) - g ( y )

These are only a few cases for horizontal axis of rotation. If axis of rotation is the x-axis use the

y = a £ 0 case with a = 0 . For vertical axis of rotation ( x = a > 0 and x = a £ 0 ) interchange x and

y to get appropriate formulas.

Calculus Cheat Sheet

Work : If a force of F ( x ) moves an object Average Function Value : The average value

b

b of f ( x ) on a £ x £ b is f avg = 1

ò f ( x ) dx

in a £ x £ b , the work done is W = ò F ( x ) dx b-a a

a

Arc Length Surface Area : Note that this is often a Calc II topic. The three basic formulas are,

b b b

L = ò ds SA = ò 2p y ds (rotate about x-axis) SA = ò 2p x ds (rotate about y-axis)

a a a

where ds is dependent upon the form of the function being worked with as follows.

( ) ( dxdt ) ( )

2 2

dx if y = f ( x ) , a £ x £ b dt if x = f ( t ) , y = g ( t ) , a £ t £ b

dy 2 dy

ds = 1 + dx

ds = + dt

1+ ( ) ds = r 2 + ( ddrq ) dq if r = f (q ) , a £ q £ b

2 2

ds = dx

dy

dy if x = f ( y ) , a £ y £ b

With surface area you may have to substitute in for the x or y depending on your choice of ds to

match the differential in the ds. With parametric and polar you will always need to substitute.

Improper Integral

An improper integral is an integral with one or more infinite limits and/or discontinuous integrands.

Integral is called convergent if the limit exists and has a finite value and divergent if the limit

doesn’t exist or has infinite value. This is typically a Calc II topic.

Infinite Limit

¥ t b b

1. ò f ( x ) dx = lim ò f ( x ) dx 2. ò¥ f ( x ) dx = lim ò f ( x ) dx

a t ®¥ a - t ®-¥ t

¥ c ¥

3. ò ¥ f ( x ) dx = ò ¥ f ( x ) dx + ò

- - c

f ( x ) dx provided BOTH integrals are convergent.

Discontinuous Integrand

b b b t

1. Discont. at a: ò f ( x ) dx = lim+ ò f ( x ) dx 2. Discont. at b : ò f ( x ) dx = lim- ò f ( x ) dx

a t ®a t a t ®b a

b c b

3. Discontinuity at a < c < b : ò f ( x ) dx = ò f ( x ) dx + ò f ( x ) dx provided both are convergent.

a a c

¥ ¥ ¥ ¥

1. If ò f ( x ) dx conv. then ò g ( x ) dx conv. 2. If ò g ( x ) dx divg. then ò f ( x ) dx divg.

a a a a

¥

Useful fact : If a > 0 then òa dx converges if p > 1 and diverges for p £ 1 .

1

xp

b

For given integral ò a f ( x ) dx and a n (must be even for Simpson’s Rule) define Dx = b-na and

ò f ( x ) dx » Dx éë f ( x ) + f ( x ) + L + f ( x )ùû , xi is midpoint [ xi -1 , xi ]

b

* * * *

Midpoint Rule : 1 2 n

a

b Dx

Trapezoid Rule : ò f ( x ) dx » 2 éë f ( x ) + 2 f ( x ) + +2 f ( x ) + L + 2 f ( x ) + f ( x )ùû

a 0 1 2 n -1 n

b Dx

Simpson’s Rule : ò f ( x ) dx » 3 éë f ( x ) + 4 f ( x ) + 2 f ( x ) + L + 2 f ( x ) + 4 f ( x ) + f ( x )ùû

a

0 1 2 n-2 n -1 n

Visit http://tutorial.math.lamar.edu for a complete set of Calculus notes. © 2005 Paul Dawkins

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