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Handout for integral calculus

Handout for integral calculus

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C is used for an arbitrary constant of integration that can only be determined if something

about the value of the integral at some point is known. Thus each function has an infinite

number of antiderivatives.

These formulas only state in another form the assertions in the table of derivatives.

Integrals with a singularity

When there is a singularity in the function being integrated such that the integral becomes

undefined, i.e., it is not Lebesgue integrable, then C does not need to be the same on both

sides of the singularity. The forms below normally assume the Cauchy principal value around

a singularity in the value of C but this is not in general necessary. For instance in

there is a singularity at 0 and the integral becomes infinite there. If the integral above was

used to give a definite integral between -1 and 1 the answer would be 0. This however is only

the value assuming the Cauchy principal value for the integral around the singularity. If the

integration was done in the complex plane the result would depend on the path around the

origin, in this case the singularity contributes i when using a path above the origin and i

for a path below the origin. A function on the real line could use a completely different value

of C on either side of the origin as in:

Rational functions

More integrals: List of integrals of rational functions

These rational functions have a non-integrable singularity at 0 for a 1.

(Cavalieri's quadrature formula)

More generally,

[1]

Exponential functions

More integrals: List of integrals of exponential functions

Logarithms

More integrals: List of integrals of logarithmic functions

Trigonometric functions

More integrals: List of integrals of trigonometric functions

(See Integral of the secant function. This result was a well-known conjecture in the

17th century.)

(see integral of secant cubed)

Inverse trigonometric functions

More integrals: List of integrals of inverse trigonometric functions

Hyperbolic functions

More integrals: List of integrals of hyperbolic functions

Inverse hyperbolic functions

More integrals: List of integrals of inverse hyperbolic functions

Products of functions proportional to their second derivatives

Absolute-value functions

Let f be a function which has at most one root on each interval on which it is defined, and g

an antiderivative of f that is zero at each root of f (such an antiderivative exists if and only if

the condition on f is satisfied), then

where sgn(x) is the sign function, which takes the values -1, 0, 1 when x is respectively

negative, zero or positive. This gives the following formulas (where a0):

when for some integer n.

when for some integer n.

when for some integer n.

when for some integer n.

If the function f does not has any continuous anti-derivative which takes the value zero at the

zeros of f (this is the case for the sine and the cosine functions), then

is an anti-derivative of f on every interval on which f is not zero,

but may be discontinuous at the points where f(x)=0. For having a continuous anti-derivative,

one has thus to add a well chosen step function. If we also use the fact that the absolute

values of sine and cosine are periodic with period , then we get:

[citation needed]

[citation

needed]

Special functions

Ci, Si: Trigonometric integrals, Ei: Exponential integral, li: Logarithmic integral function,

erf: Error function

Definite integrals lacking closed-form antiderivatives

There are some functions whose antiderivatives cannot be expressed in closed form.

However, the values of the definite integrals of some of these functions over some common

intervals can be calculated. A few useful integrals are given below.

(see also Gamma function)

for a > 0 (the Gaussian integral)

for a > 0

for a > 0, n is 1, 2, 3, ... and !! is the double factorial.

when a > 0

for a > 0, n = 0, 1, 2,

....

(see also Bernoulli number)

(see sinc function and Sine integral)

(if n is an even

integer and n 2)

(if n is an odd

integer and n 3)

(for , , m, n

integers with 0 and m, n 0, see also Binomial coefficient)

(for , real and n non-negative integer, see also

Symmetry)

(for , , m, n integers with 0 and m, n 0, see also Binomial coefficient)

(for , , m, n integers with 0 and m, n 0, see also Binomial coefficient)

(where exp[u] is the exponential

function e

u

, and a > 0)

(where is the Gamma function)

(for Re( ) > 0 and Re() > 0, see Beta

function)

(where I

0

(x) is the modified Bessel function of the first

kind)

(for > 0 , this is related to the

probability density function of the Student's t-distribution)

If the function f has bounded variation on the interval [a,b], then the method of exhaustion

provides a formula for the integral:

(Click "show" at right to see a proof or "hide" to hide it.)[show]

The "sophomore's dream"

Many identities interrelate the trigonometric functions. Among the most frequently used is

the Pythagorean identity, which states that for any angle, the square of the sine plus the

square of the cosine is 1. This is easy to see by studying a right triangle of hypotenuse 1 and

applying the Pythagorean theorem. In symbolic form, the Pythagorean identity is written

where is standard notation for

Other key relationships are the sum and difference formulas, which give the sine and cosine

of the sum and difference of two angles in terms of sines and cosines of the angles

themselves. These can be derived geometrically, using arguments that date to Ptolemy. One

can also produce them algebraically using Euler's formula.

Sum

Subtraction

These in turn lead to the following three-angle formulae:

When the two angles are equal, the sum formulas reduce to simpler equations known as the

double-angle formulae.

When three angles are equal, the three-angle formulae simplify to

These identities can also be used to derive the product-to-sum identities that were used in

antiquity to transform the product of two numbers into a sum of numbers and greatly speed

operations, much like the logarithm function.

Calculus

For integrals and derivatives of trigonometric functions, see the relevant sections of

Differentiation of trigonometric functions, Lists of integrals and List of integrals of

trigonometric functions. Below is the list of the derivatives and integrals of the six basic

trigonometric functions. The number C is a constant of integration.

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