MAE101 CAL V2 Chapter 6 - Techniquse of Integration

ĐẠI HỌC FPT CẦN THƠ
Chapter 3
TECHNIQUES OF INTEGRATION
(Page 261-330, Calculus Volume 2)
MAE101
Mathematics for Engineering

CONTENT
3.1 Integration by Parts
3.6 Numerical Intergration
3.7 Improper Integrals

3.1 Integration by Parts
In this section, we will learn:

How to integrate complex functions by parts.

INTEGRATION BY PARTS
ò f ( x) g '( x) dx = f ( x) g ( x) - ò g ( x) f '( x) dx
 Let u = f(x) and v = g(x).
 Then, the differentials are:
du = f’(x) dx and dv = g’(x) dx
Thus, by the Substitution Rule, the formula for integration

by parts becomes:
 u dv  uv   v du

Evaluating both sides of Formula 1 between a and b, assuming

f’ and g’ are continuous, and using the FTC, we obtain:
b b
 f ( x) g '( x) dx  f ( x) g ( x) a   g ( x) f '( x) dx
b
a a

Example 1
Find I   x sin xdx

Example 1
Let u  x dv  sin x dx
Then, du  dx v   cos x
Using Formula 2, we have:
u dv u v v du
 x sin x dx   x sin x dx  x ( cos x)   ( cos x) dx

  x cos x   cos x dx
  x cos x  sin x  C

Example 2
Evaluate I= ∫ ex sinx dx
 ex does not become simpler when differentiated.

 Neither does sin x become simpler.

Example 2
Nevertheless, we try choosing
u = ex and dv = sin x
 Then, du = ex dx and v = – cos x.

Example 2
So, integration by parts gives:
e sin x dx  e cos x   e cos x dx

x x x

Example 2
The integral we have obtained, ∫ excos x dx,

is no simpler than the original one.
 At least, it’s no more difficult.
 Having had success in the preceding example integrating by parts

twice, we do it again.

Example 2
This time, we use
u = ex and dv = cos x dx
Then, du = ex dx, v = sin x, and
    sin x dx
x x x
e cos x dx e sin x e

Example 2
we get:
      sin x dx
x x x x
e sin x dx e cos x e sin x e
 This can be regarded as an equation to be

solved for the unknown integral.

Example 2
Adding to both sides ∫ ex sin x dx,

we obtain:
2 e x sin x dx  e x cos x  e x sin x

Example 2
Dividing by 2 and adding the constant

of integration, we get:
òe sin x dx = e (sin x - cos x) + C

x 1 x
2

Example 3
Suppose f(x) is continuous and differentiable, f(1)=4

1 1
and  f ( x)dx  5
0
Find
 xf '( x)dx
0
a 4/5
b 5/4
c 1
d None of the others
e -1

Example 4
Suppose f(x) is continuous and differentiable,

f(1)=3, f(3)=1 and 3
 xf '( x)dx  13
1
What is the average value of f on the interval

[1,3]?

3.6
Numerical Integration

Left endpoint Method
 f ( x)dx  x[ f ( x )  f ( x )  ...  f ( x

a
0 1 n 1 )]

NUMERICAL INTEGRATIONĐẠI HỌC FPT CẦN THƠ
Right endpoint Method
 f ( x)dx  x[ f ( x )  f ( x )  ...  f ( x )]

a
1 2 n

Midpoint Method
f(x)
∆x
x1 x2 x3 x n
b
 f ( x)dx  x[ f ( x )  f ( x
a
1 2 )  ...  f ( x n )]

Trapezoidal Method
x x
b

a
f ( x)dx 
2
[ f ( x0 )  f ( x1 )]  ...  [ f ( xn 1 )  f ( xn )]
2
x
 [ f ( x0 )  2 f ( x1 )  ...  2 f ( xn1 )  f ( xn )]
2
Simpson Method
x x
b
 f ( x)dx 
a
3
[ f ( x0 )  4 f ( x1 )  f ( x2 )]  ...  [ f ( xn2 )  4 f ( xn1 )  f ( xn )]
3
x
 [ f ( x0 )  4 f ( x1 )  2 f ( x2 )  ...  4 f ( xn1 )  f ( xn )]
3
Example
ò
2
Approximate the integral (1/ x) dx
with n = 8, using: 1
a. Left/Right endpoints
b. Midpoints
c. Trapezoidal method
d. Simpson method

Estimate error for Midpoint and Trapezoidal method
• 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 £ and EM £
12n2 24n2

Estimate error for Simpson method
• Suppose | f(4)(x) | ≤ K for a ≤ x ≤ b.

• If ES is the error in the Simpson method, then
K (b - a)5
Es £
180n 4

Example
How large should we take n in order to guarantee
that the Trapezoidal, Midpoint Rule, Simpson rule
approximations for
ò
2
(1/ x) dx
1
are accurate to within 0.0001?

| f’’(x) | ≤ 2 for 1 ≤ x ≤ 2
Accuracy to within 0.0001 means that error < 0.0001
3
Trapezoidal: Choose smallest n so that: 2(1)
< 0.0001
 n = 41
2
12n
3
2(1)
Midpoint:
2
< 0.0001  n = 30
24n
24
Simpson: f (4) ( x) = £ 24
x 5
24(1)5

4
< 0.0001  n=8
180n

3.7 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.

Definition
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).

Definition
b
If ò
t
f ( x) dx exists for every number t ≤ a, then
b b
 
f ( x) dx  lim  f ( x) dx
t  t
provided this limit exists (as a finite number).

CONVERGENT AND DIVERGENT
Definition
¥ 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.

Definition
¥ 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.

Example 1
¥ 1
For what values of p is the integral ò
1 x p
dx convergent?
 Convergent if p > 1
 Divergent if p ≤ 1

Example 2
Investigate the convergence of the improper integrals:

0
x e
2 x3
dx
(a)

x e
2 x3
(b) dx


IMPROPER INTEGRAL OF TYPE 2

Definition
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).

Definition 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).

Definition
b
The improper integral òa
f ( x) dx is called:
 Convergent if the corresponding limit exists.
 Divergent if the limit does not exist.

Definition
If f has a discontinuity at c, where a < c < b, and
c b
both ò
a
f ( x) dx and ò
c
f ( x) dx are convergent, then we
b c b
define: ò
a
f ( x) dx = ò f ( x) dx + ò f ( x) dx
a c

Example 1
Let b> 2. Investigate the convergence of the improper integrals:

b
dx
a ( x  a) p
Answer: diverges if p  1 and converges if p<1.


Example 2
Investigate the convergence of the improper integral:

3
dx

0
x 1

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 g ( x) dx is divergent, then ò f ( x) dx
a a
is divergent.
Note: A similar theorem is true for Type II integrals Mathematics for Engineering
Example

| cos(x ) | dx
Does I  1 x 2
converge?
We have,
| cos(x ) | 1
0 2
 2
x x

dx
and  2 converges
1
x
→ I converges.

Example
Investigate the convergence of the improper integrals

x2
(a)
1
 x
dx

x2
(b) 1
x 3
dx

e
 x2
(c) dx
0


MAE101 CAL V2 Chapter 6 - Techniquse of Integration

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

MAE101 CAL V2 Chapter 6 - Techniquse of Integration

Uploaded by

Copyright:

Available Formats

ĐẠI HỌC FPT CẦN THƠ

Mathematics for Engineering

3.6 Numerical Intergration

3.7 Improper Integrals

Mathematics for Engineering

3.1 Integration by Parts

In this section, we will learn:

Mathematics for Engineering

Thus, by the Substitution Rule, the formula for integration

Mathematics for Engineering

Evaluating both sides of Formula 1 between a and b, assuming

Mathematics for Engineering

Find I   x sin xdx

Mathematics for Engineering

 x sin x dx   x sin x dx  x ( cos x)   ( cos x) dx

Mathematics for Engineering

 ex does not become simpler when differentiated.

Mathematics for Engineering

 Then, du = ex dx and v = – cos x.

Mathematics for Engineering

So, integration by parts gives:

e sin x dx  e cos x   e cos x dx

Mathematics for Engineering

The integral we have obtained, ∫ excos x dx,

 At least, it’s no more difficult.

 Having had success in the preceding example integrating by parts

Mathematics for Engineering

Then, du = ex dx, v = sin x, and

Mathematics for Engineering

 This can be regarded as an equation to be

Mathematics for Engineering

Adding to both sides ∫ ex sin x dx,

2 e x sin x dx  e x cos x  e x sin x

Mathematics for Engineering

Dividing by 2 and adding the constant

òe sin x dx = e (sin x - cos x) + C

Mathematics for Engineering

Suppose f(x) is continuous and differentiable, f(1)=4

Mathematics for Engineering

Suppose f(x) is continuous and differentiable,

What is the average value of f on the interval

Mathematics for Engineering

Mathematics for Engineering

Left endpoint Method

 f ( x)dx  x[ f ( x )  f ( x )  ...  f ( x

Mathematics for Engineering

Right endpoint Method

 f ( x)dx  x[ f ( x )  f ( x )  ...  f ( x )]

Mathematics for Engineering

Mathematics for Engineering

Mathematics for Engineering

Estimate error for Midpoint and Trapezoidal method

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

Mathematics for Engineering

Estimate error for Simpson method

• Suppose | f(4)(x) | ≤ K for a ≤ x ≤ b.

Mathematics for Engineering

Mathematics for Engineering

Mathematics for Engineering

3.7 Improper Integrals

In this section, we will learn:

Mathematics for Engineering

provided this limit exists (as a finite number).