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Chapter 7.

Methods of Integration

Le Cong Nhan

Faculty of Applied Sciences


HCMC University of Technology and Education

April 17, 2021

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Contents

1 Integration by Substitution

2 Integration by Parts

3 Trigonometric Integrals

4 Method of Partial Fractions

5 Summary of Integration Techniques

6 First-Order Differential Equations

7 Improper Integrals

8 Hyperbolic Functions

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7.1 Integration by Substitution
Example 1
Find
x2
Z Z Z Z
t dx
a. 5 dx b. √ dt c. d. sec xdx
(x 3 − 2) 1 − t4 1 + ex

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Example 2 (Substitution with fractional exponents)
Z
dx
Find .
x 1/3 + x 1/2

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7.2 Integration by Parts

Formula for Integration by Parts


Z Z
f (x)g 0 (x)dx = f (x)g (x) − g (x)f 0 (x)dx (1)

Let u = f (x) and v = g (x), then the formula for integration by parts becomes
Z Z
udv = uv − vdu (2)

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Example 3
Find
Z Z Z
a. x sin xdx b. ln xdx c. xe x dx

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Example 4
Evaluate
Z Z Z
a. t 2 e t dt b. x 2 sin xdx c. e x sin xdx

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Example 5
Find
Z Z Z
a. x tan−1 xdx b. sin(ln x)dx c. ln(x 2 + 1)dx

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Integration by Parts for Definite Integrals
Z b Z b
b
udv = uv |a − vdu (3)
a a

Example 6
Evaluate
Z 1 Z 1 Z e
a. xe 2x dx b. tan−1 xdx c. x 2 ln xdx
0 0 1

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Example 7 (Exercise 52, p. 523)
A photographer is taking a picture of a clever sign on the back of the truck. The
sign is 5 ft high and its lower edge is 1 ft above the lens of the camera. At first the
truck is 4 ft away from the photographer, but then it begins to move away. What is
the average value of the angle θ (correct to two decimal places) subtended by the
camera lens as the truck moves from 4 ft to 20 ft away from the photographer?

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7.3 Trigonometric Integrals
Product of powers of sine and cosine

Evaluate the integrals of the forms


Z
sinm x cosn xdx (4)

Case 1: If m is odd, m = 2k + 1. We write (4) as follows


Z Z
k
sin2k+1 x cosn xdx = sin2 x cosn x sin xdx
Z
k
= 1 − cos2 x cosn x sin xdx

Then substitute u = cos x.

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Case 2: If n is odd, n = 2k + 1. We write (4) as follows
Z Z
k
sinm x cos2k+1 xdx = sinm x cos2 x cos xdx
Z
k
= sinm x 1 − sin2 x cos xdx

Then substitute u = sin x.


Case 3: If the powers of both sine and cosine are even, use the half-angle
identities
1 1
sin2 x = (1 − cos 2x) , cos2 x = (1 + cos 2x)
2 2
It is sometimes helpful to use the identity
1
sin x cos x = sin 2x
2

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Example 8
Evaluate
Z Z Z Z
3 2
a. cos3 xdx b. sin x cos xdx 2
c. sin xdx d. sin2 x cos4 xdx

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7.3 Trigonometric Integrals
Product of powers of tangent and secant

Evaluate the integrals of the forms


Z
tanm x secn xdx (5)

Case 1: If n is even, n = 2k. We write (5) as follows


Z Z
k−1 2
tanm x sec2k xdx = tanm x sec2 x sec xdx
Z
k−1 2
= tanm x 1 + tan2 x sec xdx

Then substitute u = tan x and du = sec2 xdx. Here we use the identity

sec2 x = 1 + tan2 x.

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Case 2: If m is odd, m = 2k + 1. We write (5) as follows
Z Z
2k+1 n
k n−1
tan x sec xdx = tan2 x (sec x) sec x tan xdx
Z
k n−1
= sec2 x − 1 (sec x) sec x tan xdx

Then substitute u = sec x and du = sec x tan xdx.


Case 3: If m is even and n is odd, use the identities

tan2 x = sec2 x − 1

to express the integrand in terms of powers of sec x and then use the formula

secn−2 ax tan ax n−2


Z Z
n
sec axdx = + secn−2 axdx (6)
a(n − 1) n−1
Z
sec xdx = ln |sec x + tan x| + C (7)

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Example 9
Evaluate
Z Z Z Z
a. tan6 x sec4 xdx b. 5
tan θ sec θdθ 7
c. 3
tan xdx d. sec3 xdx

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7.3 Trigonometric Integrals
Trigonometric Substitutions

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Example 10
Find
Z p Z Z
dx x
a. 4 − x 2 dx b. √ c. √ dx
x2 x2 + 4 x2 + 4

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Example 11
Evaluate
Z Z Z
dx p p
a. √ , where a > 0 b. x2 9 + x 2 dx c. x3 x 2 − 1dx
x 2 − a2

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Example 12
Evaluate
Z p Z Z
dx x
a. 2x − x 2 dx b. √ c. √ dx
2
x − 2x + 5 3 − 2x − x 2

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Example 13
Find the area enclosed by the ellipse

x2 y2
+ =1
a2 b2

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7.4 Method of Partial Fractions

We want to evaluate the indefinite integral


Z
P(x)
dx, where P and Q are polynomials. (8)
Q(x)

To integrate (8) we express the rational function f (x) = P(x)/Q(x) as a sum of


partial fractions of the form
A Ax + B
k
or k
(ax + b) (ax 2 + bx + c)

Recall that
Z
dx 1
= ln |ax + b| + C (9)
ax + b a

1 x − a
Z Z
dx dx 1 x 
= ln + C, = tan−1 +C (10)
x 2 − a2 2a x + a x2 +a 2 a a

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Example 14
Find
x3 + x
Z Z Z
x +5 dx
a. 2
dx b. 2
c. dx
x +x −2 x −9 x −1

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Example 15
Evaluate
2x 2 − x + 4 x2 − x + 1 1 − x + 2x 2 − x 3
Z Z Z
a. dx b. dx c. 2 dx
x 3 + 4x x 2 − 2x + 2 x (x 2 + 1)

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Example 16 (Rationalizing Substitutions)
Evaluate
Z √
ex
Z Z
x +4 cos x
a. dx b. dx c. 2 dx
x e 2x − 1 sin x − sin x − 2

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Weierstrass Substitution
x
For −π < x < π, let u = tan then
2
2u 1 − u2 2
sin x = , cos x = and dx = du
1 + u2 1 + u2 1 + u2
This is called the Weierstrass Substitution.

Example 17
Evaluate
Z Z Z
dx dx dx
a. b. c.
5 sin x + 4 2 cos x − 4 sin x 3 sin x + 4 cos x + 5

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7.5 Summary of Integration Techniques
Example 18
Evaluate
tan3 x √ x5 + 1
Z Z Z
x
a. dx b. e dx c. dx
cos3 x x 3 − 3x 2 − 10x

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Example 19
Find
Z r
1−x
Z Z
dx x
a. √ b. dx c. √ dx
x ln x 1+x 9 − x2

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7.6 First-Order Differential Equations
Separable Differential Equations

Separable differential equation (Section 5.6)


A separable differential equation

dy f (x)
= (11)
dx g (y )

Step 1: separate the variables

g (y )dy = f (x)dx.

Step 2: integrate both sides of the equation


Z Z
g (y )dy = f (x)dx.

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First-Order Linear Differential Equations

A first-order linear differential equation is one that can be put into the form
dy
+ P(x)y = Q(x) (12)
dx
where P(x) and Q(x) are continuous functions on a given interval.

Find an integrating factor of the differential equation


R
P(x)dx
I (x) = e

The general solution to the equation is given by


Z 
1
y= I (x)Q(x)dx + C
I (x)

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Example 20
Solve the differential equation
dy dy 3
a. + 3x 2 y = 6x 2 b. x + 2y = xe x , x >0
dx dx

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Example 21
Find the solution of the initial-value problem

x 2 y 0 + xy = 1, x >0 y (1) = 2.

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Example 22
Find the general solution of the differential equation
dy dy y
a. x + y = xe 2x , x >0 b. + = tan−1 x
dx dx x

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Applications of First-Order Differential Equations
Modeling Logistic Growth

Example 23 (Logistic equation)


The rate at which an epidemic spreads through a community is proportional to the
product of the numbers of residents who have been infected and the number of
susceptible residents. Express the number of residents who have been infected as a
function of time.

Let Q(t) denote the number of residents infected by the time t and B be the total
number of residents. Then the rate at which the epidemic spreads through the
community is
dQ
= kQ (B − Q)
dt

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Modeling Dilution

Example 24 (A dilution problem)


A tank contains 20 lb of salt dissolved in 50 gal of water. Suppose 3 gal of brine
containing 2 lb of dissolved salt per gallon runs into the tank every minute and that
the mixture (kept uniform by stirring) runs out of tank at the rate of 2 gal/min.
Find the amount of salt in the tank at any time t. How much salt in the tank at
the end of one hour?

Let S(t) denote the amount of salt in the tank at the end of t minutes. Then the
net rate of change of salt (dS/dt) is given by

dS
= Inflow rate − Outflow rate.
dt
where the inflow and outflow rate are the rate at which salt running into and out
the tank by the time t.

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Modeling RL circuits

An RL circuit is a one with a constant resistance R and a constant inductance L.


The EMF source, which is usually a battery or generator, supplies voltage that
causes a current to flow in the circuit.

Suppose that the circuit is closed at t = 0,


then by Kirchhoff’s second law the current
I (t) satisfies the differential equation

dI
L + RI = E
dt
Find the current at the time t?

Figure: An RL circuit

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7.7 Improper Integrals

We have defined the definite integral


Z b
f (x)dx
a

on the closed bounded interval [a, b] and f is bounded on [a, b].

In this section, we extend the concept of integral to the case:


the interval of integration is infinite, that is, [a, ∞) or (−∞, b].
f is unbounded at an finite number of points on [a, b].
In either case the integral is called an improper integral.

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Type 1: Infinite intervals

Area of an infinite region: Type 1


Find the area of the infinite region S that lies under the curve y = 1/x 2 , above the
x-axis, and to the right of the line x = 1.

Denote by S the area of the infinite region S.


Then we have
Z ∞ Z t
1 1
S= 2
dx = lim 2
dx = 1.
1 x t→∞ 1 x

Figure: Area of an infinite region

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Definition 25 (Type 1: Infinite intervals)
Rt
(a) If a
f (x)dx exists for every number t ≥ a, then
Z ∞ Z t
f (x)dx = lim f (x)dx
a t→∞ a

provided this limit exists.


Rb
(b) If t f (x)dx exists for every number t ≤ b, then
Z b Z b
f (x)dx = lim f (x)dx
−∞ t→−∞ t

provided this limit exists.


R∞ Rb
The improper integrals a f (x)dx and −∞ f (x)dx are called convergent if the
corresponding limit exists and divergent if the limit does not exist.
Ra R∞
(c) If both integrals −∞ f (x)dx and a f (x)dx are convergent, then we define
Z ∞ Z a Z ∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ a

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R∞
 If f (x) ≥ 0 and the integral a
f (x)dx is convergent, then we define the
area of the region

S = {(x, y ) |x ≥ a, 0 ≤ y ≤ f (x)}

to be the integral
Z ∞
A(S) = f (x)dx.
a

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Example 26
1 Evaluate
Z ∞ Z ∞
1 1
(a) dx (b) dx
1 x2 1 x
Z ∞
1
2 For what values of p is the improper integral dx convergent?
1 xp

The improper integral

1
Z ∞  if p > 1
1 p−1

dx = (13)
1 xp 

∞ if p ≤ 1

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Example 27
Evaluate the improper integrals
Z ∞ Z ∞
2
(a) xe −2x dx (b) xe −x dx
0 −∞

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Example 28
Gabriel’s horn is the name given to the solid formed by revolving about the x-axis
the unbounded region under the curve y = 1/x for x ≥ 1. Show that this solid has
finite volume but infinite surface area.

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Type 2: Unbounded Integrands

Area of an infinite region: Type 2


Suppose that f is a positive continuous function defined on a finite interval [a, b)
and lim f (x) = ∞. Find the area of the infinite region S that lies under the garph
x→b −
of f , above the x-axis and between a and b.

We define the area of S by


Z b Z t
S= f (x)dx = lim− f (x)dx
a t→b a

if this limit exists.

Figure: Area of an infinite region

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Definition 29 (Type 2: Unbounded Integrands)
(a) If f (x) is continuous on [a, b) and unbounded at b, then
Z b Z t
f (x)dx = lim− f (x)dx
a t→b a

if this limit exists.


(b) If f (x) is continuous on (a, b] and unbounded at a, then
Z b Z b
f (x)dx = lim+ f (x)dx
a t→a t

if this limit exists.


Rb
The improper integral a f (x)dx is called convergent if the corresponding limit
exists and divergent if the limit does not exist.
Rc Rb
(c) If f is unbounded at c, where a < c < b and both a f (x)dx and c f (x)dx
are convergent, then we define
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c

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Example 30
Evaluate the improper integrals
Z 1 Z 3 Z 1
dx dx
(a) 2 (b) (c) ln xdx
0 (x − 1) 3 0 x −2 0

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Example 31
1 Determine whether each integral is convergent or divergent
Z 1 Z 1
1 1
(a) 2
dx (b) dx
0 x 0 x
Z 1
1
2 For what values of p is the improper integral p
dx convergent?
0 x

The improper integral

∞ if p ≥ 1

Z 1 
1 
dx = 1 (14)
0 xp 
 if p < 1
1−p

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More generally, we have that


∞ if p ≥ 1
Z b 
1 
dx = (15)
a (x − a)p (b − a)1−p
if p < 1


1−p


∞ if p ≥ 1
Z b 
1 
dx = (16)
a (b − x)p (b − a)1−p
if p < 1


1−p

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Comparison Test for Convergent or Divergent

Theorem 32 (Comparison Theorem)


Suppose that f and g are continuous functions with

0 ≤ f (x) ≤ g (x), ∀x ≥ a. (17)

Then we have
R∞ R∞
If a g (x)dx is convergent, then a f (x)dx is convergent.
R∞ R∞
If a f (x)dx is divergent, then a g (x)dx is divergent.

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Example 33
Show that each improper integral is convergent
Z ∞ Z 1 Z ∞ Z ∞
dx dx 2 1 + cos x
a. √ b. √ c. e −x dx d. dx.
1
3
x + 3x 0
3
x + 3x 1 1 2 + x2

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Example 34

1 + e −x
Z
The integral dx is divergent by the Comparison Theorem because
1 x

1 + e −x 1
> , ∀x ≥ 1
x x
R∞
and 1
(1/x)dx is divergent.

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Example 35 (Exercise 45, p.567)
The total amount of radioactive material present in the atmosphere at time T is
modeled by
Z T
A= Pe −rt dt
0

where P is a constant and t is the number of years. Suppose a recent United


Nations publication indicates that, at the present time, r = 0.002 and P = 200
millirads. Estimate the total future buildup of radioactive material in the
atmosphere if these value remain constant.

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Example 36 (Exercise 46, p.567)
Suppose that an oil well produces P(t) thousand barrels of crude oil per month
according to the formula

P(t) = 100e −0.02t − 100e −0.1t

where t is the number of months the well has been in production. What is the total
amount of oil produced by the oil well?

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7.8 Hyperbolic Functions

Hyperbolic Functions

e x − e −x e x + e −x
sinh x = cosh x =
2 2
sinh x cosh x
tanh x = coth x =
cosh x sinh x

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Applications of Hyperbolic Functions
Hanging Cable Problem

Hanging Cable Problem


Assume that a heavy flexible cable (such as a telephone or power line) is suspended
between two points at the same height.

Then it takes the shape of a curve with


equation

y = c + a cosh(x/a)

called a catenary.

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Example 37
Assume that the length of the cable is 120m and the two poles have equal height
of 50m. What is the minimum distance between the two poles which will prevent
the cable from
a touching the ground?
b getting closer than 10m from the ground?

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Applications of Hyperbolic Functions
Ocean Waves

Another application of hyperbolic functions occurs in the description of ocean waves:


The velocity of a water wave with length L moving across a body of water with
depth d is modeled by the function

s  
gL 2πd
v= tanh
2π L

where g is the acceleration due to gravity.

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Hyperbolic Identities

sinh(−x) = − sinh x cosh(−x) = cosh x

cosh2 x − sinh2 x = 1 1 − tanh2 x = sech2 x

sinh (x + y ) = sinh x cosh x + cosh x sinh y

cosh (x + y ) = cosh x cosh y + sinh x sinh y

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