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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.
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
3
antiderivatives of f that differ only on the values of the constant.
1
Materials for week 5(3 hrs)
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
2
Materials for week 5(3 hrs)
3
Materials for week 5(3 hrs)
Example 3 Evaluate
t 2 − 2t 4
(a) ∫ 4 cos xdx (b) ∫ (x + x 2
)dx (c) ∫ t4
dt
Solution (c).
∫( )
t 2 − 2t 4 1 cos x
∫ t 4 dt =
sin x sin x
dx
4
Materials for week 5(3 hrs)
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
5
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
50
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
6
Materials for week 5(3 hrs)
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)
23
(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)
∫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
8
Materials for week 5(3 hrs)
Integration by parts
Purpose: to develop a general method for evaluating
integrals of the form
9
Materials for week 5(3 hrs)
∫ 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
∴
10
Materials for week 5(3 hrs)
∫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
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
x
Notice that in (5.8) cos xdx is exactly the original problem.
Do the following: combine the solution.
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Materials for week 5(3 hrs)
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
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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
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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
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Materials for week 5(3 hrs)
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)
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)
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
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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