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1 Antiderivatives
Consider the function f(x) = 3x
2
. Suppose that instead of ﬁnding the derivative of f we wish
to ﬁnd a function F, which when diﬀerentiated yields f, i.e. we seek a function F such that
F
(x) = 3x
2
.
It is fairly easy to see that F(x) = x
3
will do. We shall then say that F is an antiderivative
of f.
Antiderivative
Deﬁnition 1.1 If f is a given function, then F is an antiderivative of f provided that F
(x) =
f(x).
Note that we have said “an antiderivative” not “the antiderivative”. The reason is that a
function may have many antiderivatives. For example consider again f(x) = 3x
2
. We have
seen that F(x) = x
3
is one antiderivative, since F
(x) = f(x). Equally well, so are
G(x) = x
3
+ 1, H(x) = x
3
−
17
26739
etc., since they also give 3x
2
when diﬀerentiated. Indeed it is plain that
K(x) = x
3
+C
where C is any constant is an antiderivative of f.
Theorem 1.2 If F(x) is an antiderivative of f(x), then so is F(x) +C, for any constant C.
Proof. We know F
(x) = f(x). Then
d
dx
[F(x) +C] =
d
dx
F(x) +
d
dx
C = F
(x) + 0 = f(x).
Example 1.1
Find antiderivatives for:
(a) 4x
3
(b) x
2
+ 1 (c) x
4
+x
3
+x (d) 3 sin 3x.
Solution
We must ﬁnd functions which when diﬀerentiated yield the above.
(a) It is fairly obvious that x
4
+C will do for any constant C.
(b) It is not hard to see that x
3
/3 +x +C will suﬃce.
(c) Again we take x
5
/5 +x
4
/4 +x
2
/2 +C.
(d) Clearly −cos 3x +C will do.
We have seen that any function K(x) = x
3
+ C is an antiderivative of 3x
2
. Now we are
entitled to ask, “Are there any more antiderivatives?” Could there be some other strange
function, not of the form K(x) = x
3
+C, which when diﬀerentiated also gives 3x
2
?
The answer is that there is not. A rigorous proof of this depends on the following two
results, the ﬁrst of which we shall not prove here, as it would take us too far aﬁeld.
1
Rolle’s Theorem
Theorem 1.3 (Rolle’s Theorem) . Suppose a < b and f is continuous on [a, b] and diﬀer
entiable on (a, b) and that f(a) = f(b). Then there exists a point ξ ∈ (a, b) such that
f
(ξ) = 0.
This has a very simple geometric interpretation.
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a ξ b
.....................
f(x)
Figure 1.1
The Theorem says that in Figure 1.1, there must exist a point ξ, at which there is a horizontal
tangent to the graph of f.
Mean Value Theorem
Theorem 1.4 (Mean Value Theorem) Suppose a < b and f is continuous on [a, b] and
diﬀerentiable on (a, b). Then there exists a point ξ ∈ (a, b) such that
f(b) −f(a)
b −a
= f
(ξ). (1)
Proof. Let
g(x) = f(x) −f(a) −
f(b) −f(a)
b −a
(x −a).
Then g(a) = g(b) = 0. Thus g satisﬁes then conditions of Rolle’s Theorem. Hence there exists
a point ξ at which g
(ξ) = 0, i.e.
0 = f
(ξ) −
f(b) −f(a)
b −a
.
The geometrical interpretation of this is as follows.
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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
f(b)
f(a)
a ξ b
R
Q
P
Figure 1.2
2
Let P and Q be the points (a, f(a)) and (b, f(b)) as shown in Figure 1.2 and let R be the point
(b, f(a)). Then QR = f(b) − f(a) and PR = b − a. Hence the left handside of (1) is just
QR/PR which is the slope of PQ.
On the other hand, f
(ξ) is the slope of the tangent at ξ.
What the theorem says is that there is at least one point ξ, at which the tangent is parallel
to the chord PQ.
An immediate consequence of this is the following result.
Theorem 1.5 If f
(x) ≡ 0 then f(x) ≡ constant.
Proof. Let a and b be any two distinct points. We shall show that f(a) = f(b), which means
that the value of f is the same at any two points, i.e. f is a constant function.
For convenience, suppose a < b. Then for some ξ ∈ (a, b)
f(b) −f(a)
b −a
= f
(ξ).
But the righthand side is zero by hypothesis, and so f(a) = f(b).
This result can be used to prove the following theorem.
Theorem 1.6 If F
1
and F
2
are antiderivatives of f then
F
1
(x) −F
2
(x) ≡ constant.
Proof. We have F
1
(x) = f(x) and F
2
(x) = f(x). Hence
(F
1
−F
2
)
(x) = f(x) −f(x) = 0.
Then by Theorem 1.5,
F
1
(x) −F
2
(x) ≡ constant.
What this theorem says is that once we have found one antiderivative, then all others diﬀer
from that one only by a constant. Thus returning to f(x) = 3x
2
, we know F(x) = x
3
is an
antiderivative. Then by Theorem 1.2, so is x
3
+C, and by Theorem 1.6 there are no others.
Indeﬁnite Integral
We now introduce some special notation. If F is an antiderivative of f we write
f(x) dx = F(x) +C (2)
and say that
f(x) dx is the indeﬁnite integral of f with respect to x, or often more simply
the integral of f. The reason for this symbolization will become clear later.
It follows that F
(x) = f(x), i.e.
d
dx
f(x) dx
¸
= f(x), (3)
and
F
(x) dx = F(x) +C.
3
Thus integration is just the reverse of diﬀerentiation. If f is the derivative of g, then g is an
integral of f, and if g is an integral of f, then f is the derivative of g. Thus since
d
dx
(x
3
) = 3x
2
we have
3x
2
dx = x
3
+C;
since
d
dx
(x
4
) = 4x
3
we have
4x
3
dx = x
4
+C.
In general, since
d
dx
x
n+1
n + 1
= x
n
for n = −1, we have the following result.
Integral of x
n
x
n
dx =
x
n+1
n + 1
+C provided n = −1 (4)
Further since
d
dx
sin kx
k
= cos kx and
d
dx
cos kx
k
= −sin kx
it follows that we have the following formulae.
Integrals of sine and cosine
cos kxdx =
sinkx
k
+C and
sin kxdx = −
cos kx
k
+C, (k = 0) (5)
Note the signs in (5) with care.
Also using the derivatives of tan kx and cot kx (for k = 0), we have the following.
Integrals of sec
2
x and csc
2
x
sec
2
kxdx =
tan kx
k
+C and
csc
2
kxdx = −
cot kx
k
+C (6)
The following simple results enable us to evaluate integrals in a natural way.
Theorem 1.7 Suppose f and g have antiderivatives. Then so do f +g and kf (where k ∈ R)
and moreover
4
(a)
{f(x) +g(x)} dx =
f(x) dx +
g(x) dx
(b)
kf(x) dx = k
f(x) dx where k ∈ R.
Proof. (a) Using (3) we have
d
dx
f(x) dx +
g(x) dx
¸
=
d
dx
f(x) dx +
d
dx
g(x) dx
= f(x) +g(x).
Thus
f(x) dx +
g(x) dx
is an antiderivative of f(x) +g(x), i.e.
f(x) dx +
g(x) dx =
{f(x) +g(x)} dx.
(b) is left as an exercise.
Please note carefully what (b) says. It permits one to take a constant out of the integral
sign. ONE MAY NOT TAKE THE VARIABLE OF INTEGRATION OUT !!! It is
incorrect to think that
xf(x) dx = x
f(x) dx.
For example, consider f(x) = x. Then
xf(x) dx =
x
2
dx =
x
3
3
+C,
while
x
f(x) dx = x
xdx = x
x
2
2
+C
¸
=
x
3
2
+Cx.
Also
f(x)g(x) dx =
f(x) dx
g(x) dx.
To see this take f(x) = g(x) = x. Then a simple calculation shows that the lefthand side is
x
3
/3 +C, while the righthand side is {x
2
/2 +C}
2
.
Example 1.2
Evaluate :
(a)
(x
4
−3x
2
+x + 1) dx (b)
(5 sin 2x + 3 sec
2
x) dx (c)
x + 1
√
x
dx
(d)
x(x + 1)
2
dx.
Solution
(a)
(x
4
−3x
2
+x + 1) dx =
x
5
5
−x
3
+
x
2
2
+x +C (by Theorem 1.6, and (4)).
(b)
(5 sin 2x + 3 sec
2
x) dx = −
5
2
cos 2x + 3 tan x +C by (5), (6).
(c)
x + 1
√
x
dx =
(x
1/2
+x
−1/2
) dx =
2
3
x
3/2
+ 2x
1/2
+C by (4).
(d)
x(x + 1)
2
dx =
(x
3
+ 2x
2
+x) dx =
x
4
4
+
2x
3
3
+
x
2
2
+C.
5
2 Deﬁnite Integrals. Area
One of the most powerful and important applications of calculus lies in evaluating the areas of
plane ﬁgures whose boundary does not consist of straight line segments.
Let us pause for a moment to consider the meaning of the word “area”. Commonly area
will be deﬁned to be something like “the amount of space a ﬁgure occupies”. If this deﬁnition
has any meaning at all (which seems highly doubtful), it is certainly quite useless from a
mathematical point of view, because it yields no method of determining what the area of any
ﬁgure actually is.
Area
Let us agree therefore that area must have, at least, the following properties:
A1 . If X is a subset of R
2
, then, provided it exists, the area of X, denoted a(X), is a
nonnegative real number.
A2 . If X ⊆ Y , and X and Y have areas, then a(X) ≤ a(Y ).
A3 . If X ∩ Y = ∅, and X and Y have areas, then a(X ∪ Y ) = a(X) +a(Y ).
A4 . If R is a rectangle of sides and b, then a(R) = b.
The ﬁrst of these says that area is never negative; the second says that larger sets have larger
area; the third says that if a set is composed of two disjoint “pieces”, then the area of the whole
set is the sum of the areas of the two “pieces”; the last gives the usual formula for the area of
a rectangle.
Now suppose we wish to ﬁnd the area A between the curve f(x) = x
2
, the xaxis and the
line x = 1. Divide the interval from 0 to 1 into, say, four pieces by the points 0, 1/4, 1/2, 3/4
and 1.
Figure 2.1
Draw rectangles L
1
, L
2
, L
3
, L
4
below f(x) and U
1
, U
2
, U
3
, U
4
above f(x), as shown in Figure
2.1. (L
1
will have in this case zero height.) Each rectangle has base 1/4. Now since
f(0) = 0, f(1/4) = 1/16, f(1/2) = 1/4, f(3/4) = 9/16 and f(1) = 1,
we obtain by A4 that
a(L
1
) = 0, a(L
2
) =
1
64
, a(L
3
) =
1
16
, a(L
4
) =
9
64
,
a(U
1
) =
1
64
, a(U
2
) =
1
16
, a(U
3
) =
9
64
, a(U
4
) =
1
4
.
6
Then by A2 and A3,
a(L
1
) +a(L
2
) +a(L
3
) +a(L
4
) ≤ A ≤ a(U
1
) +a(U
2
) +a(U
3
) +a(U
4
),
i.e.
0 +
1
64
+
1
16
+
9
64
≤ A ≤
1
64
+
1
16
+
9
64
+
1
4
,
so
7
32
≤ A ≤
15
32
.
This gives us some idea of the value of A. Now it is easy to see that if we divide up the interval
into more pieces, we shall obtain a more accurate estimate of the area. Let us therefore divide
up the interval [0, 1] into n equal pieces of length 1/n each, by the points
0 = x
0
< x
1
< x
2
< ... < x
n
= 1
(see Figure 2.2).
0 1/n 2/n
x
0
x
1
x
2
x
n−2
x
n−1
x
n
Figure 2.2
Then
x
k
=
1
k
and f(x
k
) =
1
k
2
.
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
0
x
k−1
x
k 1
x
k−1
x
k 1 0
(k −1)
2
n
2
k
2
n
2
Figure 2.3
Drawing the rectangles above and below the graph of f as shown in Figure 2.3, we have
Rectangle Area of Rectangle below Area of Rectangle above
1st 0 ×
1
n
1
n
2
×
1
n
2nd
1
n
2
×
1
n
2
n
2
×
1
n
3rd
2
n
2
×
1
n
3
n
2
×
1
n
· · · · · · · · ·
kth
k −1
n
2
×
1
n
k
n
2
×
1
n
· · · · · · · · ·
nth
n −1
n
2
×
1
n
n
n
2
×
1
n
7
Hence
0 +
1
2
n
3
+
2
2
n
3
+· · · +
(n −1)
2
n
3
≤ A ≤
1
2
n
3
+
2
2
n
3
+· · · +
n
2
n
3
that is
1
n
3
[1
2
+ 2
2
+· · · + (n −1)
2
] ≤ A ≤
1
n
3
[1
2
+ 2
2
+· · · +n
2
]
i.e.
1
n
3
n−1
¸
k=1
k
2
≤ A ≤
1
n
3
n
¸
k=1
k
2
. (7)
Now recall that
n
¸
k=1
k
2
=
n(n + 1)(2n + 1)
n
.
Then eqrefArea1 yields
(n −1)n(2n −1)
6n
3
≤ A ≤
n(n + 1)(2n + 1)
6n
3
,
or, on multiplying out,
2n
3
−3n
2
+n
6n
3
≤ A ≤
2n
3
+ 3n
2
+n
6n
3
.
On letting n →∞, only the highest order terms will matter, and we obtain 1/3 ≤ A ≤ 1/3, so
A =
1
3
.
(Do not worry, we shall demonstrate a much quicker and simpler method than this.)
Now let us repeat the above process in a more general way. Suppose that f is a continuous
function on the interval [a, b] such that f(x) ≥ 0 for all x ∈ [a, b]. Divide the interval [a, b] into
n pieces by the points
a = x
0
< x
1
< x
2
< · · · < x
n
= b,
where each piece has length
x
k
−x
k−1
= ∆x.
(For clarity Figure 2.4 shows a subdivision into only four pieces.)
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a
= x
0
x
1
c
1
x
2
x
3
c
4 x
4
= b
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
f(c
4
)
y = f(x)
. . . . . . . . . . . . . . .
f(c
1
)
Figure 2.4
For each subinterval [x
k−1
, x
k
], choose a point c
k
such that
x
k−1
≤ c
k
≤ x
k
, k = 1, . . . , n,
(in Figure 2.4, c
1
and c
4
are shown) and draw a rectangle of height f(c
k
) and base consisting
of the corresponding subinterval. Each of these rectangles has area
f(c
k
)(x
k
−x
k−1
).
8
The total area under the rectangles is then
n
¸
k=0
f(c
k
)(x
k
−x
k−1
) =
n
¸
k=0
f(c
k
)∆x.
Now let n →∞. This will give the area under the curve. Thus
A = lim
n→∞
n
¸
k=1
f(c
k
)∆x (8)
which we shall write as
A =
b
a
f(x) dx.
Deﬁnite Integral
This is called the deﬁnite integral of f between a and b.
More generally, suppose f is deﬁned on [a, b], and a = x
0
< x
1
< x
2
< . . . < x
n
= b. Let
∆x
i
= x
i
−x
i−1
, i = 1, . . . , n.
Thus we do not assume that the x
i
’s are necessarily evenly spaced. Suppose
c
i
∈ [x
i
, x
i−1
].
Let n →∞, in such a way that max
i
∆x
i
→0.
Integrable Function
Deﬁnition 2.1 Suppose lim
n→∞
n
¸
k=1
f(c
k
)∆x
i
exists (and is independent of the choice of x
i
and
c
i
), then we say f is integrable and denote the limit by
b
a
f(x) dx.
It may be shown that if f is continuous then it is integrable. On the other hand, the function
f deﬁned by
f(x) =
1 , 0 ≤ x ≤ 1
2 , 1 < x ≤ 2
is not continuous but
2
0
f(x) dx
exists and indeed has value 3, (since clearly this is the area under the graph) although f is not
continuous. Thus there exist integrable functions which are not continuous.
On the other hand
g(x) =
1/x , 0 < x ≤ 1
0 , x = 0
is not integrable on [0, 1] because of its vertical asymptote at 0.
Now it may not be clear why we are using an integral sign again. The reason is that there
is a remarkable relationship between areas and the antiderivatives of the previous section. This
fact is one of the most astounding in all of mathematics and enables us to compute areas
without going through all the hard work we have indulged in so far.
9
In passing, let us note that the integral sign is nothing but an elongated s, which shows
that the integral sign is the limit of a sum – s being the ﬁrst letter of “sum”.
Before proceeding, we note that in Deﬁnition 2.1 we assumed a < b. Now suppose a > b.
We deﬁne
a
a
f(x) dx = 0
and
b
a
f(x) dx = −
a
b
f(x) dx.
We conclude this section with some elementary properties of deﬁnite integrals.
Theorem 2.2 If f and g are integrable functions, then so are f +g and kf (where k ∈ R) and
moreover
(a)
b
a
{f(x) +g(x)} dx =
b
a
f(x) dx +
b
a
g(x) dx
(b)
b
a
kf(x) dx = k
b
a
f(x) dx
(c)
c
a
f(x) dx =
b
a
f(x) dx +
c
b
f(x) dx
(d) If f(x) ≤ g(x) for all x ∈ [a, b], then
b
a
f(x) dx ≤
b
a
g(x) dx
(e) If f(x) ≡ K on [a, b], then
b
a
f(x) dx = K(b −a)
(f)
b
a
f(x) dx
≤
b
a
f(x) dx.
Proof. (a)
b
a
{f(x) +g(x)} dx = lim
n→∞
n
¸
k=1
[f(c
k
) +g(c
k
)] ∆x
k
(by deﬁnition)
= lim
n→∞
[
n
¸
k=1
f(c
k
) ∆x
k
+
n
¸
k=1
g(c
k
) ∆x
k
]
= lim
n→∞
n
¸
k=1
f(c
k
) ∆x
k
+ lim
n→∞
n
¸
k=1
g(c
k
) ∆x
k
=
b
a
f(x) dx +
b
a
g(x) dx.
(b) is left as an exercise.
(c) This result is actually true no matter what the order of a, b and c. In the case that
a < b < c, it expresses the intuitively obvious fact that ﬁnding the area between a and c
is the same as ﬁrst ﬁnding the area from a to b and then adding on the area from b to c
(see Figure 2.5).
10
a
b
c
y = f(x)
Figure 2.5
The whole result is somewhat too technical to prove rigorously here.
(d)
b
a
f(x) dx = lim
n→∞
n
¸
k=1
f(c
k
)∆x
k
(by deﬁnition)
≤ lim
n→∞
n
¸
k=1
g(c
k
)∆x
k
(by hypothesis)
=
b
a
g(x) dx.
(e) This expresses the fact that if f is a constant K, on [a, b], then the area of the rectangle
so formed is the length of the interval multiplied by K (see Figure 2.6).
. . . . . . . . .
K
a
b
Figure 2.6
To prove the result formally, we proceed as follows:
b
a
f(x) dx = lim
n→∞
n
¸
k=1
f(c
k
)∆x
k
(by deﬁnition)
= lim
n→∞
n
¸
k=1
K∆x
k
(by hypothesis)
= K lim
n→∞
n
¸
k=1
∆x
k
= K lim
n→∞
[∆x
1
+ ∆x
2
+· · · + ∆x
n
]
= K lim
n→∞
[(x
1
−x
0
) + (x
2
−x
1
) +· · · + (x
n
−x
n−1
)]
= K lim
n→∞
[x
n
−x
0
]
= K lim
n→∞
(b −a) (since x
0
= a and x
n
= b)
= K(b −a).
11
(f) First note that
f(x) ≤ f(x) and −f(x) ≤ f(x).
It follows from (d) that
b
a
f(x) dx ≤
b
a
f(x) dx and
b
a
(−f(x)) dx ≤
b
a
f(x) dx.
Hence by (b) with k = −1
b
a
f(x) dx ≤
b
a
f(x) dx and −
b
a
f(x) dx ≤
b
a
f(x) dx,
and the result follows.
An immediate consequence of Theorem 2.2 is the following result.
Theorem 2.3 Suppose f is integrable on [a, b] and m ≤ f(x) ≤ M for all x ∈ [a, b]. Then
m(b −a) ≤
b
a
f(x) dx ≤ M(b −a).
Proof. Let g(x) ≡ m. Then by Theorem 2.2(d) and (e)
m(b −a) =
b
a
g(x) dx ≤
b
a
f(x) dx.
The righthand inequality in the statement is proved in the same way.
This result may be understood from Figure 2.7.
. . . . . . .
. . . . . . .
a
m
f(x)
b
M
Figure 2.7
The area under the curve lies between the area of the lower rectangle of height m, and the
higher of height M.
3 The Fundamental Theorem of Calculus
We shall now show how to compute areas using integration and show what the connection is
between the deﬁnite integrals of Section 2 and the indeﬁnite integrals of Section 1.
12
First Fundamental Theorem of Calculus
Theorem 3.1 (First Fundamental Theorem of Calculus) Suppose f is a continuous func
tion. Then for any constant a,
d
dx
x
a
f(t) dt
¸
= f(x).
Proof. Let
A(x) =
x
a
f(t) dt.
Then
A(x +h) =
x+h
a
f(t) dt
=
x
a
f(t) dt +
x+h
x
f(t) dt (by Theorem 2.2(c))
= A(x) +
x+h
x
f(t) dt.
Hence
A(x +h) −A(x) =
x+h
x
f(t) dt.
[We can consier this geometrically as follows. A(x) denotes the area between f and the xaxis
between the points a and x.
x
A(x)
?
9
A(x +h) −A(x)
x +h
t
y
a
Figure 3.1
Then
A(x +h) = area between f and the xaxis from a to x +h
= A(x) + (area between f and the xaxis from x to x +h)
as shown in Figure 3.1.]
Resuming our proof, we have
A(x +h) −A(x)
h
=
1
h
x+h
x
f(t) dt. (9)
Now suppose, for simplicity, h > 0. Using Theorem 2.3, we have
mh ≤
x+h
x
f(t) dt ≤ Mh (10)
13
where m and M denote respectively the least and greatest value of f on [x, x + h]. Hence, by
(9) and (10)
m ≤
A(x +h) −A(x)
h
≤ M. (11)
Letting h →0,
lim
h→0
A(x +h) −A(x)
h
= A
(x),
while
m = min
[x,x+h]
f(t) →f(x) and M = max
[x,x+h]
f(t) →f(x),
since f is continuous. Thus if h →0 in (11), we have
f(x) ≤ A
(x) ≤ f(x),
and so
d
dx
x
a
f(t) dt = f(x).
The case where h < 0 is dealt with similarly.
The First Fundamental Theorem thus says that ﬁrst integrating then diﬀerentiating returns
the original function.
Example 3.1
Diﬀerentiate
x
2
sin t
2
dt with respect to x.
Solution
Applying the First Fundamental Theorem, the derivative is just sin x
2
.
The Second Fundamental Theorem is of greater utility and concerns the case where diﬀer
entiation is performed ﬁrst.
Second Fundamental Theorem of Calculus
Theorem 3.2 (Second Fundamental Theorem of Calculus) Suppose f is continuous on
[a, b] and F is an antiderivative of f. Then
b
a
f(t) dt = F(b) −F(a).
Proof. By deﬁnition F
(x) = f(x). Let
G(x) =
x
a
f(t) dt. (12)
By the First Fundamental Theorem
G
(x) =
d
dx
x
a
f(t) dt
¸
= f(x) = F
(x).
Thus G is also an antiderivative of f. Hence by Theorem 1.6
G(x) = F(x) +C (13)
14
for some constant C.
Now clearly, setting x = a in (12),
G(a) = 0.
Thus by (13),
0 = F(a) +C,
and so
C = −F(a).
Hence
G(x) = F(x) −F(a),
and so
G(b) = F(b) −F(a),
that is
b
a
f(t) dt = F(b) −F(a).
Usually we write
F(b) −F(a) as F(x)
b
a
.
Now what this theorem implies is that if we wish to evaluate
b
a
f(t) dt, we must just ﬁnd the
indeﬁnite integral F(t) =
f(t) dt and evaluate it at the endpoints, a and b, then subtract.
Let us return to our example from Section 2. There, with very considerable labour, we
found
1
0
x
2
dx =
1
3
.
Now, using the second fundamental theorem, we have
x
2
dx =
x
3
3
+C,
and so
1
0
x
2
dx =
x
3
3
1
0
=
1
3
3
−
0
3
3
=
1
3
.
The time saved is, of course, enormous.
Note that when evaluating the deﬁnite integral we did not include the usual “+C
. This is
because, if we had included it, it would merely have cancelled out, as we now show.
1
0
x
2
dx =
x
3
3
+C
1
0
=
1
3
3
+C
−
0
3
3
+C
=
1
3
.
Thus when evaluating a deﬁnite integral omit the “+C”, while when dealing with an indeﬁnite
one, include it.
Example 3.2
Find the area enclosed by the parabola y = 4 −x
2
and the xaxis.
Solution
The graph is an inverted parabola that cuts the xaxis at ±2 (see Figure 3.2).
15
−2 2
4
Figure 3.2
We must evaluate
I =
2
−2
(4 −x
2
) dx.
We have
I =
4x −
x
3
3
2
−2
=
8 −
2
3
3
−
−8 +
(−2)
3
3
=
32
3
.
4 More on Areas
So far we have been careful to consider only functions f, where f(x) ≥ 0 for all x. What
happens when f(x) is negative? If we return to the deﬁnition, we see that
b
a
f(x) dx = lim
n→∞
n
¸
k=1
f(c
k
)∆x
k
,
where c
k
∈ [x
k−1
, x
k
].
Thus if f(c
k
) ≤ 0 for each k, it is clear that the righthand side cannot be positive, and
b
a
f(x) dx ≤ 0.
Hence if f(x) ≤ 0 then
b
a
f(x) dx does not represent the area between f and the xaxis, but
rather (−1)× this area.
a
b
y = f(x)
Figure 4.1
In Figure 4.1, the shaded portion has area −
b
a
f(x) dx.
Now suppose the graph of f crosses the xaxis in a number of places, as in Figure 4.2. Here
area A
1
=
b
a
f(x) dx, area A
2
= −
c
b
f(x) dx, and area A
3
=
d
c
f(x) dx.
Thus the total area is
b
a
f(x) dx −
c
b
f(x) dx +
d
c
f(x) dx.
16
A
1
A
2
A
3
a
b
c
d
Figure 4.2
So, when computing area, we subtract the integral for those portions of the graph lying
below the xaxis and add it for those lying above.
Example 4.1
Find the area between the graph of y = x
2
−1 and the xaxis for x between 0 and 2.
Solution
y = x
2
−1
A
1 1
A
2
2
Figure 4.3
Now
total area = area A
2
+ area A
1
=
2
1
(x
2
−1) dx −
1
0
(x
2
−1) dx
=
x
3
3
−x
2
1
−
x
3
3
−x
1
0
=
8
3
−2
−
1
3
−1
−
1
3
−1
= 2.
Example 4.2
Find the area enclosed by the graphs of y = x and y = x
2
.
Solution
Evidently, the graphs meet at x = 0 and x = 1. We must ﬁnd the area of the shaded region
shown in Figure 4.4.
17
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
O A
B
(1, 1)
1
Figure 4.4
This is equal to A
1
−A
2
, where A
1
is the area below y = x and A
2
is the area below y = x
2
.
Thus
A =
1
0
xdx −
1
0
x
2
dx
=
1
0
(x −x
2
) dx
=
x
2
2
−
x
3
3
1
0
=
1
6
.
This idea can be generalized. Suppose f(x) ≥ g(x) (see Figure 4.5). Then the area between
the graphs of f and g is just
b
a
{f(x)) −g(x)} dx.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a b
y = f(x)
y = g(x)
Figure 4.5
Example 4.3
Find the area between the curves y = x
2
+ 2 and y = x
2
/3 for 0 ≤ x ≤ 2.
Solution
By the above argument (see Figure 4.6), the area is
2
0
(x
2
+ 2 −x
2
/3) dx =
2
0
(2x
2
/3 + 2) dx
=
2x
3
9
+ 2x
2
0
= 52/9.
18
.
.
.
.
.
.
.
.
.
.
.
.
.
0 2
y = x
2
+ 2
y = x
2
/3
Figure 4.6
Example 4.4
Find the area lying between the curves f(x) = x
2
and g(x) = (x −2)
2
for 0 ≤ x ≤ 2.
Solution
(1, 1)
?
0 1 2
A
1
A
2
y = f(x)
y = g(x)
Figure 4.7
We must ﬁnd the sum of the areas A
1
and A
2
. Now since g(x) ≥ f(x) for 0 ≤ x ≤ 1,
area A
1
=
1
0
[g(x) −f(x)] dx,
whereas
area A
2
=
1
0
[f(x) −g(x)] dx.
Thus
total area =
1
0
[(x −2)
2
−x
2
] dx +
2
1
[x
2
−(x −2)
2
] dx
=
1
0
(−4x + 4) dx +
2
1
(4x −4) dx
= (−2x
2
+ 4x)
1
0
+ (2x
2
−4x)
2
1
= (−2 + 4) + (8 −8) −(2 −4)
= 4.
5 Techniques of Integration
At this stage the only functions that we can integrate are powers of x (but not x
−1
) and a few
simple trigonometric functions. In this section we shall show how to integrate a greater variety
of functions.
19
5.1 Reduction to Simple Form
Some functions can be reduced, by elementary manipulations, to forms that we know how to
integrate.
Example 5.1
Evaluate (a)
(x + 2)
2
dx (b)
x
2
+ 3x + 1
√
x
dx.
Solution
(a) We simply multiply out the bracket to obtain
(x + 2)
2
dx =
(x
2
+ 4x + 4) dx
=
x
3
3
+ 2x
2
+ 4x +C.
(b) Here we perform the indicated division before integrating.
x
2
+ 3x + 1
√
x
dx =
(x
3/2
+ 3x
1/2
+x
−1/2
) dx
=
2
5
x
5/2
+ 2x
3/2
+ 2x
1/2
+C.
The following two integrals are very useful indeed.
Example 5.2
Evaluate (a)
sin
2
kxdx (b)
cos
2
kxdx.
Solution
(a) We note that cos 2θ = 1 −2 sin
2
θ.
Setting θ = kx, we have
sin
2
kx =
1 −cos 2kx
2
.
Thus
sin
2
kxdx =
1
2
(1 −cos 2kx) dx
=
1
2
x −
sin 2kx
2k
+C.
(b) Similarly, since cos 2θ = 2 cos
2
θ −1, we have
cos
2
kx =
cos 2kx + 1
2
and so
cos
2
kxdx =
1
2
(1 + cos 2kx) dx
=
1
2
x +
sin kx
2k
+C.
20
Example 5.3
Evaluate
sin θ cos 2θ dθ.
Solution
First we need some trigonometry. Recall that
sin(θ +φ) = sin θ cos φ + cos θ sin φ
and
sin(θ −φ) = sin θ cos φ −cos θ sin φ.
Adding gives
2 sin θ cos φ = sin(θ +φ) + sin(θ −φ)
Hence, setting φ = 2θ, and dividing by 2,
sin θ cos 2θ =
1
2
[sin 3θ −sinθ],
and the integral becomes
(sin 3θ −sin θ) dθ =
1
2
cos θ −
cos 3θ
3
+C.
5.2 Integration by Substitution
We have seen that we could integrate 2x(x
2
+ 2)
2
simply by multiplying out. What should we
have done if we were asked instead to evaluate
(x
2
+ 2)
17
2xdx?
We could multiply out, of course, but this would be extremely tedious. Let us therefore set
u = x
2
+ 2. Then certainly du/dx = 2x, and the integral becomes
u
17
du
dx
dx.
Now formally cancelling out the dx’s (this of course will need to be justiﬁed), we obtain
u
17
du =
u
18
18
+C
=
(x
2
+ 2)
18
18
+C.
That this is actually the correct answer is easy to check by diﬀerentiating and using the chain
rule. We have obtained the right solution, but our method is a little doubtful, to say the least
of it. Let us now try to justify the above procedure.
First recall that
F(x) dx = f(x) +C
means exactly the same as
df
dx
= F(x),
and so
df
dx
dx = f(x) +C.
21
Theorem 5.1 Suppose G and u have continuous derivatives. Then
dG
du
du
dx
dx =
dG
du
du.
Proof. Evidently
dG
du
du = G(u(x)) +C. (14)
However
d
dx
[G(u(x)) +C] =
dG
dx
=
dG
du
du
dx
(by the Chain Rule)
= G
(u)u
(x),
so
G(u(x)) +C =
G
(u)u
(x) dx. (15)
The result then follows from (14) and (15).
What the theorem amounts to is that we can formally replace u
(x) dx by du.
Thus returning to our original example we had u = x
2
+ 2. Hence
du
dx
= 2x,
and we can replace
2xdx by du.
It follows that
(x
2
+ 2)
17
2xdx =
u
17
du.
Example 5.4
Evaluate
(x
3
+ 1)
4
x
2
dx.
Solution
Set
u = x
3
+ 1.
Then du/dx = 3x
2
or formally du = 3x
2
dx, and so
x
2
dx =
du
3
.
The integral becomes
1
3
u
4
du =
u
5
15
+C =
(x
3
+ 1)
5
15
+C.
Example 5.5
Evaluate
√
3x + 5 dx.
22
Solution
Set u = 3x + 5. Then du/dx = 3 so du = 3 dx. We obtain
1
3
√
u du =
2
9
u
3/2
+C =
2
9
(3x + 5)
3/2
+C.
Example 5.6
Evaluate
(sin
2
θ + 1)
2
cos θ dθ.
Solution
Set u = sin θ. Then du/dθ = cos θ, that is du = cos θ dθ and the integral is
(u
2
+ 1)
2
du =
(u
4
+ 2u
2
+ 1) du
=
u
5
5
+
2u
3
3
+u +C
=
sin
5
θ
5
+
2 sin
3
θ
3
+ sin θ +C.
[One might think that when evaluating
(u
2
+ 1)
2
du, another substitution, say v = u
2
+ 1
might help. Then dv = 2udu, and we should have
v
2
2u
dv.
This is fruitless, since there is still a u in the integrand.]
Example 5.7
Evaluate I =
1
0
(1 +x
3
/2) 3x
1/2
dx.
Solution
Set
u = 1 +x
3/2
.
Then
du =
3
2
x
1/2
dx.
Thus
(1 +x
3/2
)
3
x
1/2
dx =
2
3
u
3
du +C.
However, we were asked to evaluate a deﬁnite integral. The limits were from x = 0 to x = 1.
Now when we have made the substitution, the integral is in terms of u, so the limits must
also be.
We note that when x = 0, then u = 1, while when x = 1, then u = 2. So
I =
x=1
x=0
(1 +x
3/2
)
3
x
1/2
dx
=
2
3
u=2
u=1
u
3
du
=
1
6
u
4
2
1
=
5
2
.
23
Note that when evaluating a deﬁnite integral
b
a
f(x) dx, using a substitution u = g(x),
three things must be done:
1. The integrand f(x) must be expressed in terms of u.
2. The diﬀerential dx must be expressed in terms of u and du.
3. The limits must be converted to limits in terms of u.
Note also that once all these three steps have been taken, there is no need to change
the variable back from u to x after the integration has been carried out. This is not
the case in indeﬁnite integration, where the antiderivative should, by the end of the
computation, be expressed in terms of the original variable
Example 5.8
Evaluate
2
1
(3x
2
+ 1)(x
3
+x + 2)
1/2
dx.
Solution
Set
u = x
3
+x + 2.
Then
du = (3x
2
+ 1) dx.
Also when x = 1, u = 4, while when x = 2, u = 12. We obtain
12
4
u
1/2
du =
2
3
u
3/2
12
4
=
16
3
[3
3/2
−1].
Example 5.9
Evaluate
1
1 +x
2
dx.
Solution
Set
x = tan θ.
Then
dx = sec
2
θ dθ,
and we have
sec
2
θ
1 + tan
2
θ
dθ.
But, recalling that 1 + tan
2
θ = sec
2
θ, this simpliﬁes to
dθ =
1 dθ = θ +C.
Since x = tan θ, then θ = tan
−1
x, and so
1
1 +x
2
dx = tan
−1
x +C.
24
This may well have seemed a fairly inspired substitution. It was, but do not worry, it
was not originally found without a lot of thought, and not by this author. In general, when
evaluating integrals involving terms in a
2
+ x
2
, try the substitution x = a tan θ when all else
fails. Let us now generalize the previous example.
Example 5.10
Evaluate
1
a
2
+x
2
dx.
Solution
Let
x = a tan θ.
Then dx = a sec
2
θ dθ, and
a
2
+x
2
= a
2
+a
2
tan
2
θ = a
2
sec
2
θ.
We obtain
a sec
2
θ dθ
a
2
sec
2
θ
=
1
a
dθ
=
1
a
θ +C
=
1
a
tan
−1
(x/a) +C.
This is a useful result in its own right.
Integral of 1/(x
2
+ a
2
)
1
a
2
+x
2
dx =
1
a
tan
−1
(x/a) +C (16)
Example 5.11
Evaluate I =
dx
x
2
+ 2x + 5
.
Solution
Completing the square, we have
I =
dx
(x + 1)
2
+ 4
.
Let u = x + 1. Then du = dx, and using (16),
I =
du
u
2
+ 4
=
1
2
tan
−1
(u/2) +C
=
1
2
tan
−1
x + 1
2
+C.
25
Example 5.12
Evaluate I =
dx
√
a
2
−x
2
.
Solution
Now let
x = a sin θ.
Then dx = a cos θ dθ. Also, since
a
2
−x
2
=
a
2
−a
2
sin
2
θ = a
1 −sin
2
θ = a cos θ,
we obtain
a cos θ dθ
a cos θ
= θ +C
Since x = a sin θ, then θ = sin
−1
(x/a).
We have derived an important elementary integral.
Integral of (a
2
−x
2
)
1/2
dx
√
a
2
−x
2
= sin
−1
(x/a) +C. (17)
Note also that from (16) and (17) we obtain (setting a = 1)
d
dx
tan
−1
x =
1
1 +x
2
and
d
dx
sin
−1
x =
1
√
1 −x
2
(18)
Example 5.13
Evaluate I =
1
√
5 −4x −x
2
dx.
Solution
Firstly,
5 −4x −x
2
= 9 −(x + 2)
2
.
Thus we have
I =
dx
9 −(x + 2)
2
.
Using (17) and the obvious substitution (u = x + 2), we obtain
sin
−1
x + 2
3
+C.
Example 5.14
Find the area of a circle.
26
Solution
Let us ﬁnd the area of a quarter circle of radius r and then multiply by 4.
Now the equation of a circle of radius r is x
2
+y
2
= r
2
, so
y = ±
r
2
−x
2
.
Since y = 0 in the quarter we are interested in,
y = +
r
2
−x
2
.
x
r
r
y
Figure 5.1
So we must ﬁnd
I =
r
0
r
2
−x
2
dx.
Set
x = r sin θ.
Then dx = r cos θ dθ and r
2
−x
2
= r
2
cos
2
θ.
Also when x = 0, θ = 0, while if x = r, sin θ = 1 and θ = π/2. Thus we have
I =
π/2
0
r
2
cos
2
θ dθ.
Since
cos 2θ = 2 cos
2
θ −1,
this reduces to
π/2
0
r
2
[1 + cos 2θ)] dθ = r
2
θ +
sin 2θ
2
π/2
0
=
r
2
2
π
2
+
sin π
2
−0
=
πr
2
4
.
So the area of a full circle is πr
2
.
5.3 Integration by Parts
We have seen that
f(x)g(x) dx =
f(x) dx
g(x) dx.
27
What can then be said about the integral of a product? Since we know a formula for the
derivative of a product, it seems sensible to start from there. We have
{f(x)g(x)}
= f
(x)g(x) +f(x)g
(x).
Thus
d
dx
{f(x)g(x)} dx =
f
(x)g(x) dx +
f(x)g
(x) dx,
or
f(x)g(x) =
f
(x)g(x) dx +
f(x)g
(x) dx.
On rearranging we obtain the following result.
Theorem 5.2 (Integration by Parts) If f and g have continuous derivatives, then
f
(x)g(x) dx = f(x)g(x) −
f(x)g
(x) dx. (19)
Thus if we write an integral as
f
(x)g(x) dx we must ﬁrst evaluate f(x)g(x) – i.e. integrate
f
– and then diﬀerentiate g. The idea is illustrated below.
f
(x) g(x) dx = f(x) g(x) −
f(x) g
(x) dx
diﬀerentiate

integrate

Example 5.15
Evaluate
xcos xdx.
Solution
One term will have to be diﬀerentiated and one integrated. Now clearly it will make life easier
if we diﬀerentiate x, since its derivative is just 1.
Thus let g(x) = x and f
(x) = cos x in (19).
Then g
(x) = 1 and f(x) = sin x. Thus we have
x cos xdx =
x sin x −
1 sin xdx
diﬀerentiate

integrate

Completing the calculation gives
xcos xdx = xsin x −
sin xdx
= xsin x + cos x +C.
28
Example 5.16
Evaluate
1
0
x
2
(x + 1)
7
dx.
Solution
Letting f
(x) = (x + 1)
7
and g(x) = x
2
, we obtain
x
2
(x + 1)
8
8
1
0
−
1
4
1
0
x(x + 1)
8
dx = 32 −
1
4
1
0
x(x + 1)
8
dx.
This needs another integration by parts. Let f
(x) = (x+1)
8
and g(x) = x in (19). We have
32 −
1
4
x(x + 1)
9
9
1
0
−
1
0
(x + 1)
9
9
dx
= 32 −
128
9
+
1
360
(x + 1)
10
1
0
= 32 −
128
9
+
128
45
−
1
360
=
7423
360
.
Example 5.17
Evaluate
sin
−1
x dx.
Solution
This demands a trick. We write the integral as
1 sin
−1
x dx.
Then, integrating by parts and remembering that
d
dx
sin
−1
x =
1
√
1 −x
2
,
we have
sin
−1
x dx = xsin
−1
x −
x
√
1 −x
2
dx.
Now set
u = 1 −x
2
.
Then −2xdx = du and we have
xsin
−1
x +
1
2
u
−1/2
du = xsin
−1
x +u
1/2
+C
= xsin
−1
x + (1 −x
2
)
1/2
+C.
6 Exponentials and Logarithms
We have seen that
x
n
dx =
x
n+1
n + 1
+ C provided n = −1. What can we say about the case
where n = −1? i.e. can we evaluate
1
x
dx ?
Let us set
(t) =
t
1
1
x
dx,
where is some function of t, about which we know very little as yet. Geometrically (t) is the
area under the curve y = 1/x between x = 1 and x = t (see Figure 6.1).
29
x
y
y = 1/x
1 t
(t)
6
Figure 6.1
Now by deﬁnition
(rt) =
rt
1
1
x
dx
=
r
1
1
x
dx +
rt
r
1
x
dx (by Theorem 2.2(c))
= (r) +
rt
r
1
x
dx.
In the latter integral let x = rz. Then dx = r dz, and when x = r, z = 1 while when
x = rt, z = t. Hence
(rt) = (r) +
t
1
1
rz
r dz
= (r) +(t).
[The fact that we have a z in the integrand is irrelevant. The integral is just the shaded area
in Figure 6.1, which depends only on t.]
Furthermore,
(t
n
) =
t
n
1
1
x
dx.
Letting x = z
n
, we have dx = nz
n−1
dz.
Also when x = 1, z = 1, and when x = t
n
, z = t. Thus
(t
n
) =
t
1
1
z
n
nz
n−1
dz
= n
t
1
1
z
dz
= n(t).
We have shown
(rt) = (r) +(t) (20)
and
(t
n
) = n(t). (21)
These properties of make us suspect that is in fact a logarithm to some base.
Now recall that if y > 0 then
y = a
x
if and only if log
a
y = x.
30
This means that if
f(x) = log
a
x then f
−1
(x) = a
x
.
Furthermore, since
f(f
−1
(x)) = x and f
−1
(f(x)) = x,
we have
log
a
a
x
= x and a
log
a
x
= x.
Deﬁnition of e
Now let us deﬁne e to be the real number such that
e
1
1
x
dx = 1 (22)
i.e.
(e) = 1.
x
y
y = 1/x
1 e
Area = 1
6
Figure 6.2
Thus e is the number such that the area under the curve y = 1/x between x = 1 and x = e is
1 (Figure 6.2). It may be shown that e ≈ 2.718.
Now by (21) and (22)
(e
x
) = x(e) = x.
Thus must be the inverse function of e
x
. That is (x) = log
e
x provided x > 0.
Natural Logarithm
We write log
e
x as ln x. This is known as the natural logarithm of x. We have shown
x
1
1
t
dt = ln x. (23)
Then by the First Fundamental Theorem of Calculus,
d
dx
x
1
1
t
dt =
1
x
for x > 0.
Substituting from (23), we obtain
d
dx
(ln x) =
1
x
for x > 0, (24)
31
or
1
x
dx = ln x +C for x > 0. (25)
Furthermore, since ln x is the inverse of e
x
,
ln e
x
= x and e
ln x
= x. (26)
The graphs of f(x) = ln x and g(x) = e
x
are similar to those of other powers and logarithms.
1
1
e
f(x) = e
x
1
1
e
g(x) = ln x
Figure 6.3
Note that of course,
ln 1 = 0 and ln e = 1.
The Exponential Function
The function f(x) = e
x
is called the exponential function, and is sometimes written as
exp(x).
Now all the results so far derived for ln x were valid only for x > 0. Suppose on the other
hand, that x < 0.
Let y = −x. Then dy = −dx and y > 0. Thus
1
x
dx = −
−
1
y
dy
=
1
y
dy
= ln y +C.
But since x < 0, y = −x = x and so
1
x
dx = ln x +C for x < 0.
Also if x > 0, then x = x and we have already seen that
1
x
dx = ln x +C = ln x +C.
32
Integral of 1/x
Hence in all cases (except when x = 0)
1
x
dx = ln x +C, (27)
d
dx
(ln x) =
1
x
(28)
Now we know how to diﬀerentiate ln x, what can we say about the derivative of e
x
? The
answer is surprising and interesting.
Suppose
y = e
x
.
Then
x = ln y.
Thus by (28),
dx
dy
=
d
dy
[ln y] =
1
y
=
1
e
x
.
Hence
dy
dx
= e
x
.
Derivative and Integral of e
x
Thus we have the remarkable result
d
dx
e
x
= e
x
. (29)
It follows immediately that
e
x
dx = e
x
+C. (30)
These last two formulae can be generalised using the chain rule. For
d
dx
e
kx
= e
kx
.k = ke
kx
,
and so
d
dx
e
kx
= ke
kx
and
e
kx
dx =
e
kx
k
+C. (31)
We may now diﬀerentiate a number of other functions.
Example 6.1
Diﬀerentiate y = 10
x
.
33
Solution
We have y = 10
x
, so taking logarithms,
ln y = xln 10.
Now using implicit diﬀerentiation,
1
y
dy
dx
= ln 10,
or
dy
dx
= y ln 10 = 10
x
ln 10.
In general, if a > 0,
d
dx
a
x
= a
x
ln a.
Example 6.2
Diﬀerentiate y = x
x
(where x > 0).
Solution
Taking logarithms,
ln y = ln x
x
= xln x.
Thus by the product rule and implicit diﬀerentiation,
1
y
dy
dx
= ln x +x
1
x
= ln x + 1.
So
dy
dx
= y(ln x + 1) = x
x
(ln x + 1).
7 Further Integrations
In this section we shall combine together the results of the previous section with what we
learned earlier, to perform a number of other integrations. First let us generalize (27). Suppose
we wish to evaluate
dx
ax +b
,
where a and b are constants. Let u = ax +b. Then du = a dx and so
dx
ax +b
=
1
a
ln u +C
=
1
a
ln ax +b +C.
A word of caution is in order here. Although it is true that
1
x
dx = ln x +C,
it does NOT follow in general that
1
f(x)
dx = ln f(x) +C.
34
For example,
1
x
2
dx = −x
−1
+C,
and is not equal to ln x
2
 +C.
Example 7.1
Evaluate (a)
dx
3x −5
(b)
dx
3 −2x
.
Solution
(a) We have
dx
3x −5
=
1
3
ln 3x −5 +C.
(b) Similarly,
dx
3 −2x
= −
dx
2x −3
= −
1
2
ln 2x −3 +C.
Now consider the integral
2x + 3
x
2
+ 3x + 5
dx.
Let u = x
2
+ 3x + 5. Then du = (2x + 3) dx and the integral reduces to
du
u
= ln u +C = ln x
2
+ 3x + 5 +C.
Why did this work? It was because the numerator of the integrand was just the derivative of
its denominator.
In general, we see that if we have to evaluate
f
(x)
f(x)
dx,
all we need do is set u = f(x). Then du = f
(x) dx and the integral becomes
du
u
= ln u +C = ln f(x) +C.
Example 7.2
Evaluate
3x
2
+ 2
x
3
+ 2x + 3
dx.
Solution
Let u = x
3
+ 2x + 3. Then du = (3x
2
+ 2) dx, and we have
du
u
= ln x
3
+ 2x + 3 +C.
Integral of cotangent
Example 7.3
Evaluate
cot xdx.
35
Solution
We have
cot xdx =
cos x
sin x
dx.
Letting u = sin x, du = cos xdx, and we arrive at
du
u
,
which gives us
cot xdx = ln  sin x +C. (32)
Integral of tangent
In exactly the same way,
tan xdx = −ln  cos x +C.
But since
−ln  cos x = ln{ cos x
−1
} = ln  sec x,
this implies that
tan xdx = ln  sec x +C. (33)
Sometimes a little more manipulation is needed.
Example 7.4
Evaluate I =
x
2
+ 3x + 4
x
2
+x + 3
dx.
Solution
Dividing, we see that
x
2
+ 3x + 4
x
2
+x + 3
= 1 +
2x + 1
x
2
+x + 3
.
Thus the integral is
I =
1 +
2x + 1
x
2
+x + 3
dx.
The usual substitution yields
x + ln x
2
+x + 3 +C.
Example 7.5
Evaluate
2x −1
√
x
2
−x + 7
dx.
36
Solution
Now take care! The numerator is the derivative of the square of the denominator. Let
u = x
2
−x + 7.
Then
du = (2x −1) dx,
so the integral becomes
du
√
u
= 2u
1/2
+C = 2(x
2
−x + 7)
1/2
+C.
Using our knowledge of e
x
, we can also evaluate some integrals using integration by parts.
Example 7.6
Evaluate
xe
x
dx.
Solution
We use integration by parts. Clearly it will be advantageous to diﬀerentiate the term x, so
we commence by integrating e
x
, to obtain
xe
x
dx = xe
x
−
e
x
dx.
= xe
x
−e
x
+C.
Example 7.7
Evaluate
x
2
e
−2x
dx.
Solution
We use integration by parts. Again it will be advantageous to diﬀerentiate the term x
2
, so
we commence by integrating e
−2x
.
x
2
e
−2x
dx = −
x
2
e
−2x
2
+
xe
−2x
dx.
Another integration by parts yields
−
x
2
e
−2x
2
−
xe
−2x
2
+
1
2
e
−2x
dx = −
x
2
e
−2x
2
−
xe
−2x
2
−
1
4
e
−2x
+C.
Example 7.8
Evaluate I =
e
3x
sin 2xdx.
37
Solution
Using parts twice we obtain
e
3x
sin 2xdx =
1
3
e
3x
sin 2x −
2
3
e
3x
cos 2xdx
=
1
3
e
3x
sin 2x −
2
3
e
3x
cos 2x
3
+
2
3
e
3x
sin 2xdx
¸
=
1
3
e
3x
sin 2x −
2
9
e
3x
cos 2x −
4
9
e
3x
sin 2xdx.
Apparently we are going round in circles, but a moment’s thought will save the day. We have
shown that
I =
1
3
e
3x
sin 2x −
2
9
e
3x
cos 2x −
4
9
I.
Hence
13
9
I =
1
3
e
3x
sin 2x −
2
9
e
3x
cos 2x +C,
so
I =
3
13
e
3x
sin 2x −
2
13
e
3x
cos 2x +C
,
where C
= 9C/13.
We conclude by evaluating three elementary integrals. All involve some sleight of hand.
Integral of Secant
Example 7.9
Evaluate
sec xdx.
Solution
We have
sec xdx =
sec x
sec x + tan x
sec x + tan x
dx =
sec xtan x + sec
2
x
sec x + tan x
dx.
Let
u = sec x + tan x.
Then
du = (sec xtan x + sec
2
x) dx
and the integral reduces to
du
u
= ln u +C.
We have shown
sec xdx = ln  sec x + tan x +C. (34)
38
Integral of cosecant
Similarly,
csc xdx = −ln  csc x + cot x +C. (35)
Example 7.10
Evaluate
ln xdx, where x > 0.
Solution
First note that
ln xdx =
1 ln xdx.
Integrating by parts we obtain
xln x −
xdx = xln x −x +C.
Finally let us make a comment. Although we have seen how to integrate a large number
of functions, some integrals cannot be expressed in terms of elementary functions. Thus for
example
e
x
2
dx,
sin x
2
dx,
and many other integrals cannot be evaluated (in terms of functions we already know about).
8 Odd and Even Functions
Before continuing with our study of calculus and especially of integration, it will be worth our
while to take a short look at some integrals which are particularly easy to evaluate.
As we have seen, if f(x) ≥ 0 for x ∈ [a, b], then
b
a
f(x) dx
represents the area between the graph of f and the xaxis between x = a and x = b. Further
more, if f(x) ≤ 0 for x ∈ [a, b], then the integral above represents minus the same area.
Hence if the graph of f is as shown in Figure 8.1
A
B
−a
a
Figure 8.1
39
where the areas of A and B are equal, then
a
−a
f(x) dx = 0.
Such an integration is, of course, very easy to perform and this technique will work whenever
the limits of integration are of the form −a to a the graph of f has the required form.
Odd and Even Functions
Deﬁnition 8.1 Suppose f : R →R. Then f is an odd function if
f(−x) = −f(x), x ∈ R,
and it is an even function if
f(−x) = f(x), x ∈ R.
f odd f even
Figure 8.2
Example 8.1
Let f(x) = cos x.
Then f(−x) = cos(−x) = cos x = f(x), so that f is even.
Example 8.2
Let f(x) = sin x.
Then f(−x) = sin(−x) = −sin x = −f(x), so that f is odd.
Example 8.3
Let f(x) = x
n
, where n ∈ N. Then
f(−x) = (−x)
n
= (−1)
n
x
n
=
x
n
, n even
−x
n
, n odd
Thus f is an odd/even function if and only if n is odd/even. (This is the reason for the names
in Deﬁnition 8.1.)
40
Example 8.4
Let f(x) = 0 for all x.
Clearly f(−x) = 0 = f(x) and also f(−x) = 0 = −f(x). Thus f is both odd and even!
Example 8.5
Let f(x) = e
x
.
Then f is neither odd nor even.
Thus unlike the case of integers, a function may be odd, even, both or neither.
Theorem 8.2 Suppose all the integrals below exist.
(a) If f is odd then
a
−a
f(x) dx = 0.
(b) If f is even then
a
−a
f(x) dx = 2
a
0
f(x) dx.
Proof.
a
−a
f(x) dx =
0
−a
f(x) dx +
a
0
f(x) dx.
Letting −x = u in the ﬁrst integral, we obtain
a
−a
f(x) dx = −
0
a
f(−u) du +
a
0
f(x) dx
=
0
a
f(u) du +
a
0
f(x) dx (since f is odd)
= −
a
0
f(u) du +
a
0
f(x) dx = 0.
(Note that
a
0
f(u) du =
a
0
f(x) dx, since both integrals depend only on a and f and represent
the area under the same graph between the same limits – in a nutshell, the area is not aﬀected
by the label given to the horizontal axis.)
The proof of the second part is similar and may be seen intuitively from Figure 8.3.
A B
−a a
Figure 8.3
Since f is even, area A = area B, hence the total area is 2B.
41
Example 8.6
Evaluate
π
−π
sin
5
xdx.
Solution
Clearly f(x) = sin
5
x is odd, so that the integral is zero by Theorem 8.2(a).
Example 8.7
Evaluate
3
−3
1
x
dx.
Solution
It might be tempting to suppose that this integral is also 0. Unfortunately it does not even
exist! The reason for this is simply that 1/x is not deﬁned when x = 0.
Example 8.8
Evaluate
π
−π
xsin xdx.
Solution
Now f(x) = xsin x is even so that the integral is equal to
2
π
0
xsin xdx = 2
−xcos x
π
0
+
π
0
cos xdx
¸
= 2π.
9 Partial Fractions
Suppose we wish to evaluate
dx
x
2
+ 2x −15
.
We note
1
8
1
x −3
−
1
x + 5
¸
=
1
(x −3)(x + 5)
=
1
x
2
+ 2x −15
(36)
The integral then becomes
1
8
1
x −3
−
1
x + 5
¸
dx =
1
8
ln x −3 −ln x + 5
¸
+C
=
1
8
ln
x −3
x + 5
+C.
This is all very well provided we know the expression on the lefthand side of (36), but it is not
obvious how to obtain it. Before we show how this may be done systematically, some further
theory is necessary.
42
Identities and Equations
Deﬁnition 9.1 Suppose f and g are deﬁned on some subset D of R. Then we say f is iden
tically equal to g on D, written f ≡ g on D if f(x) = g(x) for every x ∈ D.
The symbols “ = ” and “ ≡ ” have quite diﬀerent meanings. When we write
x
2
= 1
(which is an equation), we are implicitly saying that x = ±1. This equation clearly does not
hold for all x.
On the other hand, the identity
(x + 1)
2
≡ x
2
+ 2x + 1
is true not matter what the value of x.
We shall also need some further notation.
Factorial
Deﬁnition 9.2 Let n ∈ N. Then n! = 1.2.3 . . . n. Also 0! = 1.
The symbol “n!” is called “n factorial”. Note that
(n + 1)n! = (n + 1)! (37)
The reason for deﬁning 0! to be 1 will emerge later.
Theorem 9.3 Suppose
p(x) = a
n
x
n
+a
n−1
x
n−1
+· · · +a
1
x +a
0
and q(x) = b
n
x
n
+b
n−1
x
n−1
+· · · +b
1
x +b
0
are polynomials. If p ≡ q on any interval (a, b), then a
n
= b
n
, a
n−1
= b
n−1
, . . . , a
0
= b
0
.
Proof. We have
a
n
x
n
+a
n−1
x
n−1
+· · · +a
1
x +a
0
≡ b
n
x
n
+b
n−1
x
n−1
+· · · +b
1
x +b
0
. (38)
Diﬀerentiating both sides n times, we obtain
a
n
n! = b
n
n!
and so
a
n
= b
n
.
Hence from (38)
a
n−1
x
n−1
+· · · +a
1
x +a
0
≡ b
n−1
x
n−1
+· · · +b
1
x +b
0
.
Now on diﬀerentiating (n −1) times, we obtain in the same way that
a
n−1
= b
n−1
,
and proceeding in this manner the desired conclusion is reached.
Example 9.1
Suppose 3x
2
−2x + 5 ≡ ax
2
+bx +c.
Then a = 3, b = −2, and c = 5.
43
Equating Coeﬃcients
This process is known as equating coeﬃcients.
Example 9.2
Suppose 5 ≡ Ax
3
+Bx
2
+Cx +D.
Then A = B = C = 0 and D = 5.
Corollary 9.4 Suppose p and q are as in Theorem 9.3, r is a polynomial and that
p(x)
r(x)
≡
q(x)
r(x)
for all x such that r(x) = 0. Then
a
n
= b
n
, a
n−1
= b
n−1
, . . . , a
0
= b
0
and p(x) ≡ q(x) for all x ∈ R.
Proof. Firstly note that any polynomial r is zero at only ﬁnitely many points. Thus we may
ﬁnd an interval (a, b) on which r(x) = 0. Since p(x)/r(x) ≡ q(x)/r(x) on (a, b) then p(x) ≡ q(x)
on (a, b) and the conclusion follows from Theorem 9.3.
Partial Fractions
Example 9.3
Suppose
1
(x −3)(x + 5)
≡
A
x −3
+
B
x + 5
, x = 3, −5. Find A and B.
Solution
The righthand side may be rewritten as
A(x + 5) +B(x −3)
(x −3)(x + 5)
.
Thus
1
(x −3)(x + 5)
≡
A(x + 5) +B(x −3)
(x −3)(x + 5)
, x = 3, −5. (39)
Hence by Corollary 9.4
1 ≡ A(x + 5) +B(x −3) for all x. (40)
We may now proceed in one of two ways. Firstly we may rewrite this as
1 ≡ (A+B)x + (5A−3B).
Equating coeﬃcients, it follows that
A+B = 0
and
5A−3B = 1,
44
whence A = 1/8 and B = −1/8.
Alternatively, setting x = −5 in (40), we have
1 = −8B
and letting x = 3 again in (40), we obtain
1 = 8A
(Note that we could not set x = −5 in (39), which is why Corollary 9.4 was needed.)
Finally we arrive at
1
(x −3)(x + 5)
=
1
8
1
x −3
−
1
x + 5
.
The process outlined above is known as a decomposition into partial fractions.
Example 9.4
Decompose into partial fractions
1
x
2
+ 3x −10
.
Solution
We have
1
x
2
+ 3x −10
=
1
(x + 5)(x −2)
.
Now let
1
(x + 5)(x −2)
≡
A
x + 5
+
B
x −2
, x = 2, −5.
Then, as before,
1 ≡ A(x −2) +B(x + 5)
for all x.
Letting x = 2 and −5 respectively yields
1 = −7A and 1 = 7B.
Thus
1
x
2
+ 3x −10
=
1
7
1
x −2
−
1
x + 5
.
The same idea works when the denominator has three factors.
Example 9.5
Decompose into partial fractions
6x + 6
x
3
+ 4x
2
+x −6
.
Solution
Using the remainder theorem it is easy to see that
6x + 6
x
3
+ 4x
2
+x −6
=
6x + 6
(x −1)(x + 2)(x + 3)
.
45
Thus we set
6x + 6
x
3
+ 4x
2
+x −6
=
A
x −1
+
B
x + 2
+
C
x + 3
.
Then
6x + 6 ≡ A(x + 2)(x + 3) +B(x −1)(x + 3) +C(x −1)(x + 2).
Putting x = −2 gives −6 = −3B so B = 2,
while x = −3 yields −12 = 4C so that C = −3
and setting x = 1, we have 12 = 12A so A = 1.
Thus
6x + 6
(x −1)(x + 2)(x + 3)
=
1
x −1
+
2
x + 2
−
3
x + 3
.
In the case that the numerator is a polynomial whose order is greater than or equal to that
of the denominator, we must ﬁrst divide.
Example 9.6
Decompose into partial fractions
x
3
+ 5x
2
+ 7x + 6
x
2
+ 3x + 2
.
Solution
Since the numerator is cubic and the denominator is quadratic, we ﬁrst divide to obtain
x
3
+ 5x
2
+ 7x + 6
x
2
+ 3x + 2
= x + 2 +
2 −x
(x + 1)(x + 2)
= x + 2 +
A
x + 1
+
B
x + 2
.
Then
A(x + 2) +B(x + 1) ≡ 2 −x.
Hence A = 3 and B = −4. Finally
x
3
+ 5x
2
+ 7x + 6
x
2
+ 3x + 2
= x + 2 +
1
3
3
x + 1
−
4
x + 2
.
Now let us attempt some integrations using partial fractions.
Example 9.7
Evaluate
dx
x
2
−x −2
.
Solution
First we decompose the integrand into partial fractions. After factorising, we have
1
x
2
−x + 2
=
A
x + 1
+
B
x −2
.
Then
1 ≡ A(x −2) +B(x + 1).
Hence
A = −1/3 and B = 1/3.
46
So
dx
x
2
−x −2
=
1
3
1
x −2
−
1
x + 1
dx
=
1
3
{ln x −2 −ln x + 1} +C
=
1
3
ln
x −2
x + 1
+C.
Example 9.8
Evaluate
2
0
x
2
+x + 1
2x
2
−5x −3
dx.
Solution
Since both numerator and denominator are quadratic, we must ﬁrst divide. Thus
x
2
+x + 1
2x
2
−5x −3
=
1
2
+
1
2
7x + 5
2x
2
−5x −3
=
1
2
+
1
2
7x + 5
(2x + 1)(x −3)
Set
7x + 5
(2x + 1)(x −3)
=
A
2x + 1
+
B
x −3
.
Then
7x + 5 ≡ A(x −3) +B(2x + 1).
Letting x = 3, we have 26 = 7B, or B = 26/7,
while putting x = −1/2 gives −7/2 + 5 = −7A/2, so that A = −3/7.
Thus the integral becomes
2
0
1
2
dx +
1
14
2
0
26
x −3
−
3
2x + 1
dx = x/2
2
0
+
1
14
26 ln x −3 −
3
2
ln 2x + 1
2
0
= 1 +
1
14
−26 ln 3 −
3
2
ln 5
.
Example 9.9
Evaluate
3
−1
dx
x
2
+x −2
.
Solution
Now beware!
1
x
2
+x −2
=
1
(x + 2)(x −1)
which is not deﬁned in the region of integration (at x = 1), so that the integral does not
exist.
Up to now we have dealt with the case where the denominator may be factorized inot distinct
linear factors. If the factors are repeated, we must use slightly diﬀerent tactics.
47
Example 9.10
Evaluate
4
(x −1)(x + 1)
2
dx.
Solution
We start by decomposing the integrand into partial fractions. If we try
4
(x −1)(x + 1)
2
=
A
(x + 1)
2
+
B
x −1
(41)
then
4 ≡ A(x −1) +B(x + 1)
2
.
Setting x = 1 gives 4 = 4B so that B = 1. On the other hand, equating the coeﬃcent of
x
2
gives B = 0! This seeming paradox arises because the decomposition (41) is not of the
correct form. Let us start again with
4
(x −1)(x + 1)
2
=
A
x + 1
+
B
(x + 1)
2
+
C
x −1
.
Then
4 ≡ A(x + 1)(x −1) +B(x −1) +C(x + 1)
2
. (42)
Setting x = 1 and x = −1 gives
4 = 4C and 4 = −2B
respectively, so that
B = −2 and C = 1.
To ﬁnd A we equate the coeﬃcient of x
2
in (42) to obtain
0 = A+C.
Thus A = −1 and the integral becomes
−1
x + 1
+
−2
(x + 1)
2
+
1
x −1
dx = ln x −1 −ln x + 1 +
2
x + 1
+C.
In general if there is a repeated linear factor of the form (x+α)
n
in the denominator, try partial
fractions of the form
A
1
(x +α)
+
A
2
(x +α)
2
+· · · +
A
n
(x +α)
n
.
For example, if we considered
1
(x + 1)(x + 2)
2
(x + 3)
3
then we would have a decomposition of the form
A
x + 1
+
B
x + 2
+
C
(x + 2)
2
+
D
x + 3
+
E
(x + 3)
2
+
F
(x + 3)
3
.
Sometimes the denominator contains a quadratic which does not factorize.
48
Example 9.11
Decompose
x + 1
(x
2
+x + 1)(x + 2)
into partial fractions.
Solution
First observe that x
2
+x + 1 has no (real) factors. Now write
x + 1
(x
2
+x + 1)(x + 2)
=
Ax +B
x
2
+x + 1
+
C
x + 2
.
Then
x + 1 ≡ (Ax +B)(x + 2) +C(x
2
+x + 1).
Setting x = −2 gives
−1 = 3C
so C = −1/3.
Equating the coeﬃcients of x
2
and x yields
0 = A+C
and
1 = 2A+B +C
and so A = 1/3 and B = 2/3. Hence
x + 1
(x
2
+x + 1)(x + 2)
=
1
3
x + 2
x
2
+x + 1
−
1
x + 2
.
Partial fractions are also useful in a number of other contexts. We give one illustration.
Example 9.12
Evaluate
1
1.2
+
1
2.3
+· · · +
1
n(n + 1)
.
Solution
Let
1
k(k + 1)
≡
A
k
+
B
k + 1
.
Then
1 ≡ A(k + 1) +Bk,
from which it easily follows that A = 1 and B = −1 and so
1
k(k + 1)
=
1
k
−
1
k + 1
.
Thus
1
1.2
+
1
2.3
+· · · +
1
n(n + 1)
=
1 −
1
2
+
1
2
−
1
3
+· · · +
1
n
−
1
n + 1
.
All the terms except the ﬁrst and last cancel out and we have
1
1.2
+
1
2.3
+· · · +
1
n(n + 1)
= 1 −
1
n + 1
=
n
n + 1
.
It is instructive to prove this also by induction.
49
10 Hyperbolic Functions
We now deﬁne two more elementary functions whose inverses, suitably deﬁned, are useful in
integration.
Hyperbolic sine and cosine
Deﬁnition 10.1 The hyperbolic sine of x, sinh x, is deﬁned by
sinh x =
e
x
−e
−x
2
,
and the hyperbolic cosine of x, cosh x, by
cosh x =
e
x
+e
−x
2
.
These are generally pronounced “sinch” and “cosh”. One of the reasons for the names is their
resemblance to the trigonometric functions sin and cos. We list a few elementary results to
illustrate this point.
1.
cosh
2
x −sinh
2
x = 1 (43)
(This is similar to the trigonometric result cos
2
x + sin
2
x = 1.) Equation (43) is easy to
prove, since
cosh
2
x −sinh
2
x =
e
x
+e
−x
2
2
−
e
x
−e
−x
2
2
= (e
2
x + 2 +e
−2x
−e
2x
+ 2 −e
2x
)/4
= 1.
2. sinh 2x = 2 sinh xcosh x. For
2 sinh xcosh x = (e
x
−e
−x
)(e
x
+e
−x
)/2
= (e
2x
−e
−2x
)/2
= sinh 2x.
3. sinh(x +y) = sinh xcosh y + cosh xsinh y.
Indeed all the basic trigonometric identities translate directly with the exception that if there
is a term involving the product of two sines, the sign must be changed in the corresponding
hyperbolic identity. Thus, since
cos(x +y) = cos xcos y −sin xsin y
then
cosh(x +y) = cosh xcosh y + sinh xsinh y.
Also since
cos 2x = 1 −2 sin
2
x,
then
cosh 2x = 1 + 2 sinh
2
x.
50
The name “hyperbolic” stems from the fact that if
x = cosh θ and y = sinh θ
then by (43)
x
2
−y
2
= 1,
which is the equation of hyperbola.
By analogy with trigonometric functions we also deﬁne
tanh x =
sinh x
coshx
, sech x =
1
cosh x
, cosech x =
1
sinh x
, coth x =
cosh x
sinh x
.
The derivatives of hyperbolic functions obey even simpler rules than those of trigonometric
functions. Thus
d
dx
coshx =
d
dx
e
x
+e
−x
2
=
e
x
−e
−x
2
= sinh x
and
d
dx
sinh x =
d
dx
e
x
−e
−x
2
=
e
x
+e
−x
2
= cosh x.
Derivatives of sinh and cosh
Thus
d
dx
coshx = sinh x and
d
dx
sinh x = cosh x (44)
The graphs of these functions are important in what follows.
Firstly note that cosh is an even function, while sinh is odd. Also as x → ∞, e
−x
→ 0, so
that for large x
cosh x ≈ e
x
/2 and sinh x ≈ e
x
/2,
although cosh x > e
x
/2 while sinh x < e
x
/2, for x > 0.
Furthermore,
cosh 0 = (e
0
+e
0
)/2 = 1, while sinh 0 = (e
0
−e
0
)/2 = 0.
cosh x
sinh x
e
x
/2
1
Figure 10.1
51
Now it is clear from the graphs that sinh is onetoone, but cosh is not. Hence sinh
−1
is
deﬁned without any more trouble by
y = sinh x if and only if x = sinh
−1
y.
In the case of cosh we must ﬁrst restrict ourselves to nonnegative values of x, so that cosh
becomes onetoone. Thus
y = cosh x if and only if x = cosh
−1
y provided x ≥ 0.
Now let us see how hyperbolic functions are useful in integration. Consider the integral
dx
√
x
2
−a
2
.
Let
x = a coshu
(that is u = cosh
−1
(x/a)). We have
dx = a sinh udu,
and
x
2
−a
2
= a
2
cosh
2
u −a
2
= a
2
sinh
2
u
by (43). The integral becomes
a sinh u
a sinh u
du = u +C
= cosh
−1
(x/a) +C.
Similarly if we consider the integral
dx
√
x
2
+a
2
and set x = a sinh u, then dx = a cosh udu and
x
2
+a
2
= a
2
sinh
2
u +a
2
= a
2
cosh
2
u.
The integral reduces to
du = u +C
= sinh
−1
(x/a) +C.
Integrals of (x
2
±a
2
)
−1/2
We have obtained the standard integrals
dx
√
x
2
−a
2
= cosh
−1
(x/a) +C for x ≥ a (45)
and
dx
√
x
2
+a
2
= sinh
−1
(x/a) +C (46)
52
Example 10.1
Evaluate
5
4
dx
√
x
2
−9
.
Solution
Using (45) we have
cosh
−1
(x/3)
5
4
= cosh
−1
(5/3) −cosh
−1
(4/3).
Example 10.2
Evaluate
5
0
dx
√
x
2
−4
.
Solution
Beware! The integral does not exist, since the integrand is undeﬁned for x ≤ 2.
Example 10.3
Evaluate
dx
√
4x
2
+ 25
.
Solution
We have
1
2
dx
x
2
+ 25/4
=
1
2
sinh
−1
(2x/5) +C.
Example 10.4
Evaluate
dx
√
x
2
−6x + 5
.
Solution
Completing the square, we obtain
dx
(x −3)
2
−4
= cosh
−1
x −3
2
+C.
11 Numerical Integration
The impression may now have been given that almost any function may be integrated after
suﬃcient labour. Unfortunately this is not the case. None of the integrals below may be
evaluated in terms of other elementary functions:
e
x
2
dx,
sin x
2
dx,
cos(1/x) dx.
Do not believe that
e
x
2
dx = e
x
2
/2x + C. If you do, try diﬀerentiating the righthand side.
The point is
53
THERE IS NO CHAIN RULE FOR INTEGRATION.
However, in many cases we need only to know the value of a deﬁnite integral. In this case we
may evaluate the integral by an approximation to any degree of accuracy we desire. This pro
cess, known as numerical integration, was diﬃcult to use until comparatively recently, when
the advent of computers made the enormous amount of arithmetic work involved a relatively
simple task.
Suppose then we wish to evaluate
b
a
f(x) dx
where f is some given function deﬁned on the interval [a, b]. Divide up [a, b] by the points
a = x
0
< x
1
< x
2
< · · · < x
n
= b,
where
x
i
−x
i−1
= h, i = 1, . . . , n.
For simplicity let us denote f(x
i
) by f
i
.
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f
0
f
1
f
2
f
3
f
4
f
5
f
6
x
0
x
1
x
2
x
3
x
4
x
5
x
6

h

h
Figure 11.1
Figure 11.1 illustrates the situation when n = 6.
Now connect the points (x
0
, f
0
) to (x
1
, f
1
), (x
1
, f
1
) to (x
2
, f
2
), . . . , (x
n−1
, f
n−1
) to (x
n
, f
n
)
as shown in Figure 11.1, by straight line segments. Then the area under the curve, which is
just the integral, is approximately the sum of the areas of the trapezia so formed.
The area of the ﬁrst trapezium is
h(f
0
+f
1
)/2
of the second
h(f
1
+f
2
)/2
and so on.
Trapezium Rule
We obtain
b
a
f(x) dx ≈ h(f
0
+f
1
)/2 +h(f
1
+f
2
)/2 +· · · +h(f
n−1
+f
n
)/2
54
or
b
a
f(x) dx ≈ h[(f
0
+f
n
)/2 +f
1
+f
2
+· · · +f
n−1
]. (47)
This is known at the Trapezium Rule, for obvious reasons.
Example 11.1
Evaluate
1
0
x
2
dx using the trapezium rule, ﬁrst with four strips, then with eight strips.
Solution
Of course we know the exact value is 1/3, but we wish to start with a simple example. Also
we shall be able to see how the accuracy is aﬀected by the number of strips.
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x
1
x
2
x
3 x
4
= 1
x
0
Figure 11.2
With four strips we have
x
0
= 0, x
1
= 1/4, x
2
= 1/2, x
3
= 3/4 and x
4
= 1.
Since f
i
= f(x
i
) = x
i
2
, this gives
f
0
= 0, f
1
= 1/16, f
2
= 1/4, f
3
= 9/16 and f
4
= 1.
Hence by (47) with n = 4 and h = 1/4
1
0
x
2
dx ≈ [(0 + 1)/2 + (1/16 + 1/4 + 9/16)] = 11/32 = 0.34375.
Since the correct value is 1/3, we have an error of
11/32 −1/3 ≈ 0.01042.
Now with eight strips we have n = 8, h = 1/8 and
f
0
= 0, f
1
= 1/64, f
2
= 1/16, f
3
= 9/64, f
4
= 1/4, f
5
= 25/64, f
6
= 9/16, f
7
= 49/64
and f
8
= 1.
This gives the approximation
[(0 + 1)/2 + (1/64 + 1/16 + 9/64 + 1/4 + 25/64 + 9/16 + 49/64)] = 43/128 = 0.3359375.
The error is then
43/128 −1/3 ≈ 0.0026,
which is considerably more accurate than before – it is in fact just four times as accurate.
55
From this we see that to obtain a really good approximation it would be desirable to use a
very large number of strips, say 1000. Of course, the arithmetic involved would then become
prohibitive.
While the trapezium rule is easy to derive and to use, it is not particularly accurate. A
far better method is Simpson’s Rule. In this we approximate the curve by a number of
parabolic arcs. Now any parabola is totally determined by three points. Let us then ﬁnd the
area under a parabola through three given points (see Figure 11.3). For simplicity let the points
be (−h, f
0
), (0, f
1
) and (h, f
2
) and the parabola be
f(x) = ax
2
+bx +c.
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.
f
0
f
1
f
2
−h h
Figure 11.3
Then the area under the parabola is
h
−h
(ax
2
+bx +c) dx = (ax
3
/3 +bx
2
/2 +cx)
h
−h
=
h
3
(2ah
2
+ 6c).
Now the parabola passes through the points (−h, f
0
), (0, f
1
) and (h, f
2
). So
ah
2
−bh +c = f
0
c = f
1
ah
2
+bh +c = f
2
.
Multiplying the middle equation by 4 and adding all three, we have
2ah
2
+ 6c = f
0
+ 4f
1
+f
2
.
Hence the area under the parabola is
h
3
(f
0
+ 4f
1
+f
2
). (48)
Now returning to the original problem, we wish to approximate
b
a
f(x) dx.
Divide up the interval [a,b] into an even number, 2n, of strips of width h by the points
a = x
0
< x
1
< x
2
< · · · < x
2n−2
< x
2n−1
< x
2n
= b
where
x
i
−x
i−1
= h, i = 1, . . . , 2n.
The case where 2n = 4 is illustrated in Figure 11.4.
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f
0
f
1
f
2
f
3
f
4
x
0
x
1
x
2
x
3
x
4
Parabolic arcs
R
Figure 11.4
Now we approximate the area under the curve by the sum of the areas under the parabolic
arcs shown.
Simpson’s Rule
Then using (48)
b
a
f(x) dx ≈
h
3
(f
0
+ 4f
1
+f
2
) +
h
3
(f
2
+ 4f
3
+f
4
) +· · · +
h
3
(f
2n−2
+ 4f
2n−1
+f
2n
)
or
b
a
f(x) dx ≈
h
3
(f
0
+f
2n
) + 2(f
2
+f
4
+· · · +f
2n−2
) + 4(f
1
+f
3
+· · · +f
2n−1
)
. (49)
This is known as Simpson’s Rule.
To illustrate how accurate it is, let us try to approximate
1
0
e
x
dx
using Simpson’s rule with only 4 strips. We know the correct value is
e −1 ≈ 1.7182818.
Now with 4 strips x
0
= 1, x
1
= 1/4, x
2
= 1/2, x
3
= 3/4 and x
4
= 1, so that
f
0
= e
0
= 1.0000000
f
1
= e
1/4
= 1.2840245
f
2
= e
1/2
= 1.6487213
f
3
= e
3/4
= 2.1170000
f
4
= e
1
= 2.7182818,
and clearly h = 0.25. Thus using (49)
1
0
e
x
dx ≈
0.25
3
[(f
0
+f
4
) + 2f
2
+ 4(f
1
+f
3
)] = 1.7183188,
with an error of only about 3.7 ×10
−5
. By way of contrast, the trapezium rule gives an error
of about 10
−2
. It is this high degree of accuracy which makes Simpson’s rule such a favourite
tool in numerical integration.
57