6

TECHNIQUES OF INTEGRATION
 Contents

Integration by parts

Approximate Integration

Improper Integrals
 exercises
• Find the most general antiderivatives of the
functions:
• f(x)= x2lnx
• f(x)= xe-3x
• f(x) = -x sin3x
• f(x) = (lnx)2
TECHNIQUES OF INTEGRATION

Approximate Integration

In this section, we will learn:

How to find approximate values
of definite integrals.
 TRAPEZOIDAL RULE
• The reason for the name can be seen
from the figure, which illustrates the case f(x)
≥ 0.
 TRAPEZOIDAL RULE
• The area of the trapezoid that lies above
the i th subinterval is:

æ f ( xi -1 ) + f ( xi ) ö Dx
Dx ç ÷ = [ f ( xi -1 ) + f ( xi )]
è 2 ø 2

– If we add the areas of

all these trapezoids,
we get the right side of
the Trapezoidal Rule.
 THE TRAPEZOIDAL RULE

b
ò
a
f ( x) dx » Tn =
Dx
= [ f ( x0 ) + 2 f ( x1 ) + 2 f ( x2 ) +... + 2 f ( xn-1 ) + f ( xn ) ]
2
• where ∆x = (b – a)/n and xi = a + i ∆x
 APPROXIMATE INTEGRATION

• Approximate the integral

• 2

• ò1
(1/ x) dx
with n = 5, using:
a. Trapezoidal Rule
• b. Midpoint Rule
 APPROXIMATE INTEGRATION
• With n = 5, a = 1 and b = 2,
we have: ∆x = (2 – 1)/5 = 0.2

– So, the Trapezoidal Rule gives:

2 1 0.2
ò1 x
dx » T5 =
2
[ f (1) + 2 f (1.2) + 2 f (1.4)

+ 2 f (1.6) + 2 f (1.8) + f (2)]

æ1 2 2 2 2 1ö
= 0.1ç + + + + + ÷
è 1 1.2 1.4 1.6 1.8 2 ø
» 0.695635
 APPROXIMATE INTEGRATION
• The approximation is illustrated
here.
 APPROXIMATE INTEGRATION
• The midpoints of the five subintervals
are: 1.1, 1.3, 1.5, 1.7, 1.9
 APPROXIMATE INTEGRATION
• So, the Midpoint Rule gives:

2 1
ò1 x
dx » Dx [ f (1.1) + f (1.3) + f (1.5)

+ f (1.7) + f (1.9)]
1æ 1 1 1 1 1 ö
= ç + + + + ÷
5 è 1.1 1.3 1.5 1.7 1.9 ø
» 0.691908
 APPROXIMATE INTEGRATION
• In Example 1, we deliberately chose
an integral whose value can be computed
explicitly so that we can see how accurate
the Trapezoidal and Midpoint Rules are.

– By the FTC,

2 1
ò1 x
dx = ln x]12 = ln 2 = 0.693147...
 APPROXIMATE INTEGRATION
• From the values in Example 1, we see that
the errors in the Trapezoidal and Midpoint Rule
approximations for n = 5 are:

ET ≈ – 0.002488

EM ≈ 0.001239
 APPROXIMATE INTEGRATION
• In general, we have:

b
ET = ò f ( x) dx - Tn
a

b
EM = ò f ( x) dx - M n
a
 ERROR BOUNDS Estimate 3

• Suppose | f’’(x) | ≤ K for a ≤ x ≤ b.

• If ET and EM are the errors in the Trapezoidal and

Midpoint Rules, then

K (b - a)3 K (b - a)3
ET £ 2
and EM £ 2
12n 24n
 SIMPSON’S RULE
• This is called Simpson’s Rule—after
the English mathematician Thomas
Simpson (1710–1761).
 SIMPSON’S RULE

b
ò
a
f ( x) dx » Sn
Dx
= [ f ( x0 ) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 )
3
+ ... + 2 f ( xn - 2 ) + 4 f ( xn -1 ) + f ( xn )]
• where n is even and ∆x = (b – a)/n.
 APPROXIMATE INTEGRATION
• This means that the area under the parabola through P0,
P1, and P2 from x = x0 to x = x2 is still:

h
( y0 + 4 y1 + y2 )
3
 ERROR BOUND (SIMPSON’S RULE)
• Suppose that | f (4)(x) | ≤ K for a ≤ x ≤ b.

• If Es is the error involved in using

Simpson’s Rule, then

K (b - a) 5
Es £ 4
180n
 SIMPSON’S RULE Example 4

• Use Simpson’s Rule with n = 10 to approximate

2
ò1
(1/ x) dx
 SIMPSON’S RULE Example 4
• Putting f(x) = 1/x, n = 10, and ∆x = 0.1 in
Simpson’s Rule, we obtain:

2 1 Dx
ò
1 x
dx » S10 =
3
[ f (1) + 4 f (1.1) + 2 f (1.2) + 4 f (1.3)

+ ... + 2 f (1.8) + 4 f (1.9) + f (2)]

æ1 4 2 4 2 4 2 4 ö
+ + + + + + +
0.1 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 ÷
ç
= ç ÷
3 ç 2 4 1 ÷
ç + + + ÷
è 1.8 1.9 2 ø
» 0.693150
 SIMPSON’S RULE
• In Example 4, notice that Simpson’s Rule gives a
much better approximation
(S10 ≈ 0.693150) to the true value of the integral
(ln 2 ≈ 0.693147) than does either:

– Trapezoidal Rule (T10 ≈ 0.693771)

– Midpoint Rule (M10 ≈ 0.692835)

TECHNIQUES OF INTEGRATION

Improper Integrals

In this section, we will learn:

How to solve definite integrals
where the interval is infinite and
where the function has an infinite discontinuity.
 IMPROPER INTEGRAL OF TYPE 1
t
• If
ò
a
f ( x) dx exists for every number t ≥ a, then
¥ t
òa
f ( x) dx = lim ò f ( x) dx
t ®¥ a

• provided this limit exists (as a finite number).

 IMPROPER INTEGRAL OF TYPE 1
b
• If
ò
t
f ( x) dx exists for every number t ≤ a, then

b b
ò -¥
f ( x) dx = lim ò f ( x) dx
t ®¥ t

provided this limit exists (as a finite number).

 CONVERGENT AND DIVERGENT
¥ b
• The improper integrals
are called:
òa
f ( x) dx and ò
-¥
f ( x) dx

– Convergent if the corresponding limit exists.

– Divergent if the limit does not exist.

 IMPROPER INTEGRAL OF TYPE 1
¥ a
• If both
ò
a
f ( x) dx and ò
-¥
f ( x) dx are
convergent, then we define:

¥ a ¥
ò -¥
f ( x) dx = ò f ( x) dx + ò f ( x) dx
-¥ a

– Here, any real number a can be used.

 IMPROPER INTEGRALS OF TYPE 1
• For what values of p is the integral
¥ 1 convergent?
ò1 x p
dx

– We know from Example 1 that, if p = 1,

the integral is divergent.

– So, let’s assume that p ≠ 1.

 IMPROPER INTEGRALS OF TYPE 1
• We summarize the result of Example 4
for future reference:
¥ 1
ò
1 x p
dx
is:

– Convergent if p > 1

– Divergent if p ≤ 1
 IMPROPER INTEGRAL OF TYPE 2
• If f is continuous on [a, b) and is discontinuous at b, then

• b t
òa
f ( x) dx = lim- ò f ( x) dx
t ®b a

• if this limit exists (as a finite number).

 IMPROPER INTEGRAL OF TYPE 2
• If f is continuous on (a, b] and is discontinuous at a, then
b b
òa
f ( x) dx = lim+ ò f ( x) dx
t ®a t
• if this limit exists (as a finite number).
IMPROPER INTEGRAL OF TYPE 2
b
• The improper integral
òa
f ( x) dx is called:

– Convergent if the corresponding limit exists.

– Divergent if the limit does not exist.

 IMPROPER INTEGRAL OF TYPE 2
• If f has a discontinuity at c, where a < c < b, and
c b
both ò
a
f ( x) dx and ò f ( x) dx are convergent, then we
c
define:
b c b
òa
f ( x) dx = ò f ( x) dx + ò f ( x) dx
a c
 COMPARISON THEOREM
• Suppose f and g are continuous functions with f(x) ≥ g(x) ≥ 0 for
x ≥ a.
¥ ¥
a. If ò a
f ( x) dx is convergent, then ò
a
g ( x) dx
is convergent.
¥ ¥
b. If ò
a
g ( x) dx is divergent, then ò
a
f ( x) dx
is divergent.
Thanks