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Materials for week 5(3 hrs)

1. Basics of Integration
Antiderivatives
The process of recovering a function from its derivative is an
inverse operation of differentiation, the product of which is called an
antiderivative.

Definition. A function F is called an antiderivative of a function f


on a given interval I if F ′( x ) = f ( x) for all x in the interval.

Example 1
1 3
The function F ( x) = x is an antiderivative of f ( x) = x 2 on
3
the interval ( −∞, +∞) because for each x in this interval,
d ⎡1 3 ⎤
F ′( x) = ⎢ x ⎥ = x 2
= f ( x)
dx ⎣ 3 ⎦
1 3
However, F ( x) = x is not the only antiderivative of f since if we
3
1 3 1 3
add a constant to x , then the function G ( x) = x + C is also an
3 3
antiderivative of f on ( −∞, +∞) , since
d ⎡1 ⎤
G′( x) = ⎢ x3 + C ⎥ = x 2 + 0 = f ( x) .
dx ⎣ 3 ⎦
1 3
Therefore G ( x) = x + C is a family of functions that are
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antiderivatives of f that differ only on the values of the constant.

Theorem 1. If F ( x) is any antiderivative of f ( x) on an interval


I, then for any constant C, the function F ( x ) + C is also an
antiderivative on that interval. Moreover, each antiderivative of
f ( x) on the interval I can be expressed in the form F ( x) + C by
choosing the constant C appropriately.
The inverse process is called an integration.

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Materials for week 5(3 hrs)

The Indefinite Integral


The process of finding antiderivative is called antidifferentiation
or integration. Thus if
d
[ F ( x)] = f ( x)
dx
by integrating f ( x) we get an antiderivative of the form F ( x ) + C .
Using the integral notation the statement becomes
∫ f ( x)dx = F ( x) + C
where C is an arbitrary constant.

Note:
• The expression ∫ f ( x)dx is called an indefinite integral.
• The elongated s is called an integral sign
• The function f ( x) is called an integrand
• The constant C is called the constant of integration
• The differential symbol dx serves to identify the independent
variable.

Integration Formulas
Integration is essentially educated guesswork – given the derivative f
of a function F one tries to guess what the function F is. However,
many basic integration formulas can be obtained from their
companion differentiation formulas. Some examples are

Differentiation Formula Integration Formula


d
[ x] = 1 ∫ dx = x + C
dx
d ⎡ x r +1 ⎤ x r +1
= x r ( r ≠ −1) ∫ x dx = r + 1 + C;(r ≠ −1)
r
⎢ ⎥
dx ⎣ r + 1 ⎦
d
[sin x] = cos x ∫ cos xdx = sin x + C
dx
d x
∫ e dx = e +C
x x
[e ] = e x
dx

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Materials for week 5(3 hrs)

Example 2 Verify the following results


(a) ∫ sin xdx = − cos x + C
(b) ∫ 4x 3dx = x 4 + C
1
(c) ∫ tanh x sech xdx = − +C
cosh x

Solution (a). Since integration is a reverse process to differentiation,


to verify the results, differentiate the right-hand-side of the equation.
d
[− cos x + C ] = −(− sin x ) + 0
dx
= sin x
∴ ∫ sin xdx = − cos x + C

Solution (b). Differentiating the right-hand-side of the equation we


obtain:
d 4
[x + C ] = 4x 3 + 0 = 4x 3
dx
∴ ∫ 4x 3dx = x 4 + C

Solution (c). Differentiating the right-hand-side of the equation we


obtain:
d −1 d ⎡
[ +C] = ⎣ ( cosh x )−1
+ C ⎤⎦
dx cosh x dx
= (−)(−1)( cosh x )−2 (sinh x ) + 0
sinh x sinh x
= = = tanh x sech x
cosh2 x cosh x cosh x
1
∴ ∫ tanh x sech xdx = −
cosh x
+C

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Materials for week 5(3 hrs)

Properties of the indefinite integral

Theorem 2 Suppose that F ( x) and G ( x) are antiderivatives of


f ( x) and g ( x) , respectively, and that c is a constant. Then:
(a) ∫ cf (x )dx = c ∫ f (x )dx = cF (x ) + C
(b)
∫ [ f (x ) ± g(x )]dx = ∫ f (x )dx ± ∫ g(x )dx = F (x ) ± G(x ) + C

Example 3 Evaluate
t 2 − 2t 4
(a) ∫ 4 cos xdx (b) ∫ (x + x 2
)dx (c) ∫ t4
dt

Solution (a). Since F ( x ) = sin x is an antiderivative for


f (x ) = cos x , we obtain
∫ 4 cos xdx = 4 ∫ cos xdx = 4 sin x + C
Solution (b). From the above theorem we obtain

∫ (x + x 2 )dx = ∫ xdx +∫ x 2dx


x2 x3
= + +C
2 3

Solution (c).

∫( )
t 2 − 2t 4 1 cos x
∫ t 4 dt =
sin x sin x
dx

= ∫ csc x cot xdx = − csc x + C

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Materials for week 5(3 hrs)

The definite integral


Definite integrals are integrals with limits of integrations. To
evaluate these kinds of integrals we have the following theorem called
the Fundamental Theorem of Calculus.

Theorem 3. If a function f ( x) is continuous on the interval [a, b],


then
b
∫a f (x )dx = F (b) − F (a )
where F ( x) is a function such that F ′( x ) = f ( x) for all x ∈ [a,b ].

Example 4 By using the Fundamental Theorem of Calculus,


evaluate the integrals.

2 π ln 2
(a) ∫0 (x − 1)dx (b) ∫0 cos xdx (c) ∫ln1 e xdx

Solution (a).
2
2 x3 ⎤ ( 2 )3 03 8
∫0 2
x dx = ⎥ =
3 ⎥⎦ 0 3

3
=
3

Solution (b).
π
∫0 cos xdx = sin x ]0π = sin(π) − sin(0) = 0

Solution (c).

ln 2
∫ln1 e xdx = e x ]ln 2
ln1 = e
ln 2
− e ln1 = 2 − 1 = 1

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Materials for week 5(3 hrs)

2. Techniques of Integration
Substitution Method: u – Substitution
Suppose that F is an antiderivative of f and that g is a
differentiable function. The chain rule implies that the
derivative of F (g(x )) can be expressed as
d
[F (g(x ))] = F ′(g(x ))g ′(x )
dx
which can be written in integral form as

∫ F ′(g(x ))g ′(x )dx = F (g(x )) + C


or since F is an antiderivative of f,

∫ f (g(x ))g ′(x )dx = F (g(x )) + C (5.1)


For our purpose, let u = g(x ) and write du / dx = g ′(x ) in
the differential formdu = g ′(x )dx . With this notation (5.1) can
be expressed as

∫ f (u)du = F (u) + C (5.2)


The process of evaluating an integral of form (5.1) by
converting it into form (5.2) with the substitution
u = g(x ) and du = g ′(x )dx
is called the method of u-substitution.

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Example 5 Evaluate ∫ (x 2 + 1) 2xdx
Solution If we let u = x 2 + 1 , then du / dx = 2x , which
implies that du=2xdx. Thus
51
50 u51
(x 2 + 1)
∫ (x + 1) 2xdx = ∫u
2 50
du = +C = +C
51 51

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Materials for week 5(3 hrs)

Guidelines for u-Substitution


Step 1. Look for some composition f (g(x )) within the integrand
for which the substitution
u = g(x ), du = g ′(x )
produces an integral that is expressed entirely in terms
of u and du. This may or may not be possible.
Step 2. If you are successful in Step 1, then try to evaluate the
resulting integral in terms of u. Again, this may or may
not be possible.
Step 3. If you are successful in Step 2, then replace u by g(x) to
express your final answer in terms of x.

Example 6
(a) For ∫ sin(x + 9)dx , let u = x + 9 ⇒du = dx. Hence
∫ sin(x + 9)dx = ∫ sin udu = − cos u + C = − cos(x + 9) + C
∫ (x − 8)
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(b) For dx , let u = x – 8, ⇒du = dx. Hence
u 24 (x − 8)24
∫ (x − 8) ∫
23 23
dx = u du = +C = +C
24 24

(c) For ∫ sin2 x cos xdx , let u = sin x ⇒ du = cos xdx . Hence
u3 sin 3 x
∫ sin ∫
2 2
x cos xdx = u du = +C = +C
3 3
cos x 1 1
(d) For ∫ x dx , let u = x ⇒ du =
2 x
dx or 2du =
x
dx
cos x
hence ∫ dx = ∫ 2 cos udu = 2 sin u + C = 2 sin x + C
x

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Materials for week 5(3 hrs)

(e) For ∫ t 4 3 3 − 5t 5 dt , let


−1
u = 3 − 5t 5 ⇒ du = −25t 4dt or du = t 4dt , hence
25
1 1 u4/3
∫ t 4 3 3 − 5t 5 dt = −
25 ∫
3
udu = −
25 4 / 3
+C
−3
= (3 − 5t 4 )4 / 3 + C
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∫x x − 1dx , let u = x –1 ⇒ du = dx. From the


2
(f) For
2
substitution, we obtain x 2 = (u + 1) = u 2 + 2u + 1 . Hence

∫x ∫ (u + 2u + 1) udu
2 2
x − 1dx =

= ∫ (u + 2u + u
5/2 3/2 1/ 2
)du
2 7/2 4 5/2 2 3/2
= u + u + u +C
7 5 3
2 7/2 4 5/2 2 3/2
= (x − 1) + (x − 1) + (x − 1) + C
7 5 3

x
(g) For ∫ x − 4 dx , let u = x – 4 ⇒ du = dx. From the
substitution, we obtain x = u + 4. Hence,
x u +4 ⎛ 4 ⎞⎟
∫ x −4 dx = ∫ u du = ∫ ⎜⎝ u ⎠⎟du
⎜1 +

= u + 4 ln u + C
= (x − 4) + 4 ln(x − 4) + C
= x + 4 ln(x − 4) + C

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Materials for week 5(3 hrs)

Integration by parts
Purpose: to develop a general method for evaluating
integrals of the form

∫ f (x )g(x )dx (5.3)


To achieve this, let G(x) be any antiderivative of g(x), that
is let G ′(x ) = g(x ) so the product rule for differentiating
f(x)G(x) can be expressed as
d
[ f (x )G (x )] = f (x )g(x ) + f ′(x )G (x ) (5.4)
dx
(5.4) can be expressed as
d
∫ dx [ f (x )G(x )]dx = ∫ ( f (x )g(x ) + f ′(x )G(x ))dx
or equivalently

∫ ( f (x )g(x ) + f ′(x )G(x ))dx = f (x )G(x )


implying

∫ ( f (x )g(x ))dx = f (x )G(x ) − ∫ f ′(x )G(x )dx (5.5)


Now we get a formula for evaluating (5.3). The application of
(5.5) is called integration by parts.
If we let
u = f (x ), du = f ′(x )dx
v = G (x ), dv = G ′(x )dx = g(x )dx
we obtain the more familiar formula for integration by parts
which is

∫ udv = uv − ∫ vdu (5.6)

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Materials for week 5(3 hrs)

Example 7 Use integration by parts to evaluate ∫ x cos xdx .


Solution
The first crucial step is to make a choice for u and dv to
put the integral in the form of ∫ udv .
1. Let u = x and dv = cos xdx .
2. With that choice, compute du and v.
u =x dv = cos xdx

du = dx v= ∫ cos xdx = sin x


3. Apply formula (5.6):

∫ x cos xdx = x sin x − ∫ sin xdx


= x sin x − (− cos x ) + C
= x sin x + cos x + C

Guidelines for integration by parts


The main goal is to choose u and dv to obtain a new
integral that is easier to evaluate than the original. A
strategy that often works is to choose u and dv so that u
becomes ‘simpler’ when differentiated, while leaving a dv that
can be readily integrated to obtain v.

∫ xe dx .
x
Example 8 Evaluate
Solution Let
u =x dv = e xdx

∫ e dx = e
x x
du = dx v=

∫ xe dx = xe − ∫ e xdx = xe x − e x + C
x x

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Materials for week 5(3 hrs)

Example 9 Evaluate ∫ ln xdx


Solution Let
u = ln x dv = dx
dx
du = v = ∫ dx = x
x
∴ ∫ ln xdx = x ln x − ∫ dx = x ln x − x + C

There are occasions where you need to repeat the application of


this rule.

∫xe
2 −x
Example 10 Evaluate dx .
Solution Let
u = x2 dv = e −xdx

∫e
−x
du = 2xdx v= dx = −e −x

∫xe dx = −x 2e −x + 2 ∫ xe −xdx
2 −x

∫ xe
−x
However we see that we still cannot integrate dx .

∫ xe
−x
Reapply this approach on dx .
u =x dv = e −xdx

∫ e dx = −e
−x −x
du = dx v=

∫ xe + ∫ e dx
−x
∴ dx = −xe −x −x

= −xe −x − e −x + C
The solution to the original problem is

∫xe dx = −x 2e −x + 2 (−xe −x − e −x ) + C
2 −x

= −x 2e −x − 2xe −x − 2e −x + C
= −e −x (x 2 + 2x + 2) + C
Notice the choice of u and dv in the second application.

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Materials for week 5(3 hrs)

∫ cos xdx .
x
Example 11 Evaluate e
Solution Let
u = cos x dv = e xdx

∫ e dx = e
x x
du = − sin xdx v=

∫e cos xdx = e x cos x + ∫ e x sin xdx


x
∴ (5.7)

∫e
x
However, sin xdx in (5.7) is similar to the original problem,
we still cannot integrate the expression. Try applying

∫e
x
integration by parts one more time on sin xdx . For

∫e
x
sin xdx , let
u = sin x dv = e xdx

∫ e dx = e
x x
du = cos xdx v=

∫e sin xdx = e x sin x − ∫ e x cos xdx


x
∴ (5.8)

∫e
x
Notice that in (5.8) cos xdx is exactly the original problem.
Do the following: combine the solution.

∫e cos xdx = e x cos x + e x sin x − ∫ e x cos xdx (5.9)


x

Combine like terms from (5.9):
2∫ e x cos xdx = e x cos x + e x sin x
e x cos x + e x sin x
∴ ∫ e cos xdx =
x
+C
2

Notice the choice of u and dv.

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Materials for week 5(3 hrs)

The method of partial fractions


A rational function is a ratio of two polynomials. This is a
general method for integrating rational functions based on the
idea of decomposing a rational function into a sum of simple
rational functions that can be integrated by methods studied
earlier.
In algebra, one learns to combine two or more fractions
into a single fraction by finding a common denominator. For
example,

2 3 2(x + 1) + 3(x − 4) 5x − 10
+ = = 2 (5.10)
x −4 x +1 (x − 4)(x + 1 x − 3x − 4
However, for the purposes of integration, the left side of
equation (5.10) is preferable since each of the terms is easy to
integrate:
5x − 10 2 3
∫ 2
x − 3x − 4
dx = ∫ x −4
dx + ∫ x +1
dx

= 2 ln x − 4 + 3 ln x + 1 + C

Therefore the method of partial fraction is a method, which


enables us to get the left side of (5.10) from its right side.

You should have learned the method for decomposing a rational


function into its partial fractions in Intermediate Math course.

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Materials for week 5(3 hrs)

Linear Factors
1
Example 12 Evaluate ∫ x 2 + x − 2dx .
Solution The integrand is a proper fraction that can be
rewritten as
1 1
=
x 2 + x − 2 (x − 1)(x + 2)
A B
= +
(x − 1) (x + 2)
1 1
Find the values of A and B; A = and B = - .
3 3
1 1/ 3 1/ 3
∫ x 2 + x − 2dx = ∫ (x − 1)dx − ∫ (x + 2)dx
1 1
= ln x − 1 − ln x + 2 + C
3 3
1 x −1
= ln +C
3 x +2

Example 13 (Repeated Linear Factors)


2x + 4
Evaluate ∫ 3 dx .
x − 2x 2
Solution The integrand can be rewritten as
2x + 4 2x + 4 A B C
= = + + (5.11)
x 3 − 2x 2 x 2 (x − 2) x x2 x − 2
The values of the constants are: A = -2, B = -2, and C = 2.
Therefore, (5.11) becomes
2x + 4 −2 −2 2
= + +
x 3 − 2x 2 x x2 x −2
Hence

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Materials for week 5(3 hrs)

2x + 4 −2 −2 2
∫ x 3 − 2x 2 ∫ x
dx = dx + ∫x 2
dx + ∫ x − 2dx
2
= −2 ln x + + 2 ln x − 2 + C
x
x −2 2
= 2 ln + +C
x x

Irreducible Quadratic Factors


x2 + x − 2
Example 14 Evaluate ∫ dx .
3x 3 − x 2 + 3x − 1
Solution The denominator of the integrand can be
factored as follows:
3x 3 − x 2 + 3x − 1 = x 2 (3x − 1) + (3x − 1) = (3x − 1)(x 2 + 1)
where the first factor is linear and the second factor is an
irreducible quadratic factor. Therefore the integrand can be
decomposed as
x2 + x − 2 A Bx + C
= +
3x 3 − x 2 + 3x − 1 3x − 1 x2 + 1
7 4
The values of the constants are found to be A = − , B = ,
5 5
3
and C = . Thus
5
2
x +x −2 −7 / 5 (4 / 5) x + 3/ 5
∫ 3x 3 − x 2 + 3x − 1dx = ∫ 3x − 1 dx + ∫ x 2 + 1 dx
7 1 4 x 3 1
=− ∫ dx + ∫ 2 dx + ∫ 2 dx
5 3x − 1 5 x +1 5 x +1
7 2 3
= − ln 3x − 1 + ln (x 2 + 1) + tan−1 x + C
15 5 5

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Materials for week 5(3 hrs)

Example 15 (Repeated Quadratic (irreducible) Factor)


3x 4 + 4x 3 + 16x 2 + 20x + 9
Evaluate ∫ (x + 2)(x 2 + 3)2
dx .

Solution The denominator has a repeated factor of


(x 2 + 3) . The integrand can be decomposed as:

3x 4 + 4x 3 + 16x 2 + 20x + 9 A Bx + C Dx + E
= + + 2
(x + 2)(x 2 + 3)2 x +2 x2 + 3 (x 2 + 3)

Solving for all the constants we obtain: A = 1, B = 2, C = 0,


D = 4, and E = 0. Thus

3x 4 + 4x 3 + 16x 2 + 20x + 9 1 2x 4x
= + + 2
(x + 2)(x 2 + 3)2 x + 2 x 2 + 3 (x 2 + 3)
and

3x 4 + 4x 3 + 16x 2 + 20x + 9
∫ (x + 2)(x 2 + 3)2
dx

1 2x 4x
=∫ dx + ∫ 2 dx + ∫ 2 2 dx
x +2 x +3 (x + 3)
2
= ln x + 2 + ln (x 2 + 3) − 2 +C
x +3

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Materials for week 5(3 hrs)

Improper Rational Functions


3x 4 + 3x 3 − 5x 2 + x − 1
Example 16 Evaluate ∫ x2 + x − 2
dx .

Solution The integrand is an improper rational function


since the numerator has degree 4 and the denominator has
degree 2. Perform the long division to obtain

3x 4 + 3x 3 − 5x 2 + x − 1 2 1
= (3x + 1) +
x2 + x − 2 x2 + x − 2
hence

3x 4 + 3x 3 − 5x 2 + x − 1 1
∫ 2
x +x −2
dx = ∫ (3x 2 + 1)dx + ∫ 2
x +x −2
dx

The second integral on the right can now be decomposed


into partial fraction. From the result of Example 12, we obtain

3x 4 + 3x 3 − 5x 2 + x − 1 1 x −1

3
dx = x + x + ln +C
x2 + x − 2 3 x +2

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