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Techniques of Integration Complete Version-1
Techniques of Integration Complete Version-1
MATH 1014
u = sin x, dv = x.
x2
Then du = cos xdx, v = 2
. By using integration by parts.
Z Z
x sin xdx = uv − vdu
Z 2
1 2 x
= x sin x − cos xdx ⇒ hard to evaluate!
2 2
u = ln x dv = dx
Then we have
1
du = dx v = x.
x
Integrating by parts, we get
Z Z
dx
ln x dx = x ln x − x
Z x
= x ln x − 1dx
= x ln x − x + C
Solution:
Z
1 Z 2θ
e2θ sin 3θdθ = − e d cos 3θ
3
1 Z
= − e2θ cos 3θ − cos 3θde2θ
3
1 1 Z 2θ
= − e2θ cos 3θ + 2e cos 3θdθ
3 3Z
1 2
= − e2θ cos 3θ + e2θ d sin 3θ
3 9
1 2 2θ Z
= − e2θ cos 3θ + e sin 3θ − sin 3θde2θ
3 9
1 2θ 2 4 Z 2θ
= − e cos 3θ + e2θ sin 3θ − e sin 3θdθ
3 9 9
1Z
=− ude−u
2
1 Z
−u −u
= − ue − e du
2
1 1
= − ue−u + · −e−u + c
2 2
1 −u 1 −u
= − ue − e + c
2 2
x = 0, t = 1; when x = 1, t = 2; so
2
Z 1
x 1 Z 2 dt 1
2
dx = = ln |t|
0 1+x 2 1 t 2 1
1 1
= (ln 2 − ln 1) = ln 2
2 2
Therefore
Z 1
−1 π Z1 x π ln 2
tan xdx = − 2
dx = − .
0 4 0 1+x 4 2
sinn x dx in terms of
R R
We couldR eventually express sin x dx (if n is
odd) or (sin x)0 dx = dx (if n is even).
R
1 Let u = ln x.
2 Let u = xn (n ⩾ 0).
3 Let u = enx .
cos).
cos2 x + sin2 x = 1;
1 1
cos2 x = (1 + cos 2x), sin2 x = (1 − cos 2x)
2 2
1
or sin x cos x = sin 2x.
2
sinm x · cosn xdx :
R
Strategy for evaluating
Solution:
Z
sin5 x cos2 xdx
Z 2
= sin2 x cos2 x sin xdx
Z 2
= 1 − cos2 x cos2 x sin xdx
Z
=− 1 − 2 cos2 x + cos4 x cos2 xd cos x
Z
=− cos2 x − 2 cos4 x + cos6 x d cos x
" #
cos3 x cos5 x cos7 x
=− −2· + +C
3 5 7
1 2 1
= − cos3 x + cos5 x − cos7 x + C.
3 5 7
MATH 1014 Techniques of Integration 26 / 185
Remark: An odd power of sine or cosine enabled us to separate a
single factor and convert the remaining even power.
Question: How to deal with even powers of both sine. and cosine?
(c) 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
or sin x cos x = 21 sin 2x.
Solution: Note that d sec θ = tan θ sec θdθ and tan2 θ = sec2 θ − 1.
We have Z
tan5 θ sec7 θdθ
Z
= tan4 θ sec6 θd sec θ
Z 2
= sec2 θ − 1 sec6 θd sec θ
Z
= sec4 θ − 2 sec2 θ + 1 sec6 θd sec θ
Z
= sec10 θ − 2 sec8 θ + sec6 θ d sec θ
1 1 1
= sec11 θ − 2 · sec9 θ + sec7 θ + C
11 9 7
1 2 1
= sec11 θ − sec9 θ + sec7 θ + C
11 9 7
Solution:
Z Z
3
tan xdx = tan x sec2 x − 1 dx
Z Z
= tan xd tan x − tan xdx
tan2 x
= − ln | sec x| + C
2
Identities:
(a) sin A cos B = 21 [sin(A − B) + sin(A + B)]
(b) sin A sin B = 21 [cos(A − B) − cos(A + B)]
(c) cos A cos B = 12 [cos(A − B) + cos(A + B)]
Remark: Even when trig substitutions are possible, they may not give
the easiest solution. Always look for a simpler method first.
x2 y 2
+ 2 = 1.
a2 b
y2 x2 a2 − x 2
= 1 − = or
b2 a2 a2
b√ 2
y=±a − x2 .
a
Because the ellipse is symmetric with
respect to both axes, the total area A
is four times the area in the first quad-
rant.
MATH 1014 Techniques of Integration 48 / 185
Solution Continued: The part of the ellipse in the first quadrant is
given by the function
b√ 2
y= a − x2 0 ⩽ x ⩽ a.
a
and so Z a √
1 b 2
A= a − x2 dx.
4 0 a
To evaluate this integral we substitute x = a sin θ. Then
dx = a cos θdθ.
b Z a√ 2 b Z π/2
A=4 a − x dx = 4
2 a cos θ · a cos θdθ
a 0 a 0
Z π/2 Z π/2
1
= 4ab cos2 θdθ = 4ab (1 + cos 2θ)dθ
0 0 2
π/2
1 π
= 2ab θ + sin 2θ = 2ab + 0 − 0 = πab
2 0 2
We have shown that the area of an ellipse with semiaxes a and b is
πab. In particular, taking a = b = r, we have proved the famous
formula that the area of a circle with radius r is πr2 .
Thus we have
Z
dx Z
2 sec2 θdθ 1 Z sec θ
√ = = dθ
x2 x2 + 4 4 tan2 θ · 2 sec θ 4 tan2 θ
To evaluate this trigonometric integral we put everything in terms of
sin θ and cos θ :
sec θ 1 cos2 θ cos θ
2 = · 2 =
tan θ cos θ sin θ sin2 θ
√
We use above Figure to determine that csc θ = x2 + 4/x and so
√
Z
dx x2 + 4
√ = − + C.
x2 x2 + 4 4x
MATH 1014 Techniques of Integration 52 / 185
√ x
R
Example: Find x2 +4
dx.
Solution: Let u = x2 + 4. Then du = 2xdx and xdx = 12 du.. Hence,
Z
x 1Z 1
√ dx = √ du
x2 + 4 2 u
1 Z −1
= u 2 du
2
1 1 1− 21
= · 1u +c
2 1− 2
1
= u2 + c
√
= x2 + 4 + C
√ √
When u = 0, tan θ = 0, so θ = 0; when u = 3 3, tan θ = 3, so
θ = π/3.
MATH 1014 Techniques of Integration 55 / 185
Solution Continued: So we have
Z 3√3 Z π/3 27
1 u3 tan3 θ 3
du = 8
sec2 θdθ
0 16 u2 + 9 0 27 sec3 θ 2
3 Z π/3 tan3 θ 3 Z π/3 sin3 θ
= dθ = dθ
16 0 sec θ 16 0 cos2 θ
3 Z π/3 1 − cos2 θ
= sin θdθ
16 0 cos2 θ
Now we substitute u = cos θ so that du = − sin θdθ. When
θ = 0, u = 1; when θ = π/3, u = 12 . Therefore
Z 3√3/2
x3 3 Z 1/2 1 − u2 3 Z 1/2 −2
dx = − du = 1 − u du
0 (4x2 + 9)3/2 16 1 u2 16 1
1/2
3 1 3 1
= u+ = + 2 − (1 + 1)
16 u 1 16 2
3
= .
32
MATH 1014 Techniques of Integration 56 / 185
R x
Example: Evaluate √
3−2x−x2
dx.
Solution: We can transform the integrand into a function for which
trigonometric substitution is appropriate by first completing the
square under the root sign:
3 − 2x − x2 = 3 − x2 + 2x = 3 + 1 − x2 + 2x + 1
= 4 − (x + 1)2
Cartesian coordinates :
π
Solution: r = 2, θ = 3
π 1
x = r cos θ = 2 cos =2· =1
3 √2
π 3 √
y = r sin θ = 2 sin = 2 · = 3
3 2
√
Therefore, the point is (1, 3) in Cartesian coordinates
Solution: x = 1, y = −1
q q √
r= x2 + y 2 = 12 + (−1)2 = 2
y −1
tan θ = = = −1
x 1
Since (1, −1) lies
√
in thefourth
√
quadrant,
we can choose θ = − π4 or
θ = 7π
4
. Thus 2, − π4 or 2, 7π
4
are the possible answers.
2x = r2 = x2 + y 2 or x2 + y 2 − 2x = 0
(x − 1)2 + y 2 = 1
Cardioid
MATH 1014 Techniques of Integration 74 / 185
Example: Sketch the curve r = cos 2θ
Horizontal tangent: dy
dθ
= 0 provided that dx
dθ
̸= 0
dx dy
Vertical tangent: dθ
= 0 provided that dθ ̸= 0
dy dx dy
when dθ = dθ = 0. check the limit of dx at those points.
dy π 3π 7π 11π
= cos θ(1 + 2 sin θ) = 0 when θ = , , ,
dθ 2 2 6 6
dx 3π π 5π
= (1 + sin θ)(1 − 2 sin θ) = 0 when θ = , ,
dθ 2 6 6
Therefore,
there
are horizontal
tangents at the points
2, π2 , 12 , 7π
6
, 1 11π
2
, 6
and vertical tangents at 3 π
,
2 6
and 3 5π
,
2 6
.
dy
when θ = 3π , = dx
2 dθ dθ
= 0. We calculate its limit.
1 − 2 sin θ cos θ
= lim − lim −
θ→( π2 ) 2 sin θ − 1 θ→( π2 ) sin θ − 1
1−2 − sin θ
= lim −
2 − 1 θ→( π2 ) cos θ
= lim − tan θ = +∞
θ→( π2 )
General Case: Area bounded by the polar curve r = f (θ) and by the
rays θ = a and θ = b.
4 Set n → +∞.
n
1
f (θi∗ )2 ∆θi .
X
A = lim
n→∞
i=1 2
Z b
1
= [f (θ)]2 dθ.
a 2
R=
Rb 1
[f (θ)]2 dθ − b 1 [g(θ)]2 dθ.
R
a 2 a 2
1
cos 2θ =
2
π 5π
2θ = 2kπ + or 2θ = 2kπ +
3 3
π 5π
θ = kπ + or θ = kπ +
6 6
π 7π 5π 11π
θ= , , ,
6 6 6 6
We
got
four points
of
intersection:
1 π 1 5π 1 7π 1 11π
,
2 6
, ,
2 6
, ,
2 6
, 2
, 6
.
MATH 1014 Techniques of Integration 94 / 185
Solution Continued: However,
we can see from the Figure
that the curves have four other
points
of intersection-namely,
1 1 1
2
, π/3 , 2
, 2π/3 , 2
, 4π/3 ,
and 12 , 5π/3 . These can be found
using symmetry or by noticing that
another equation of the circle is
r = − 12 and then solving the equa-
tions r = cos 2θ and r = − 12 .
B1 x + C1 B 2 x + C2 Bn x + Cn
+ + ··· + .
2
ax + bx + c (ax2 + bx + c) 2 (ax2 + bx + c)n
5x − 4 5x − 4 5x − 4 A1 A2
= ⇒ = +
x2 −x−2 (x − 2)(x + 1) (x − 2)(x + 1) x−2 x+1
⇒ 5x − 4 = A1 (x + 1) + A2 (x − 2)
x3 +x 2
Solution: x−1
= x2 + x + 2 + x−1
and
x3 + x 2
Z Z
dx = x2 + x + 2 + dx
x−1 x−1
x3 x2
= + + 2x + 2 ln |x − 1| + C
3 2
x2 + 2x − 1 A B C
= + +
x(2x − 1)(x + 2) x 2x − 1 x + 2
x2 + 2x − 1 11 1 1 1 1
Z Z
dx = + − dx
2x + 3x − 2x
3 2 2 x 5 2x − 1 10 x + 2
1 1 1
= ln |x| + ln |2x − 1| − ln |x + 2| + C
2 10 10
1 A B
= +
x2 −a 2 x−a x+a
Multiplying both sides by (x − a)(x + a), we have
1 = A(x + a) + B(x − a)
1 1 Z 1 1
Z
dx = − dx
x −a
2 2 2a x−a x+a
1
= (ln |x − a| − ln |x + a|)
2a
1 x−a
= ln .
2a x+a
R(x)
Step 3: Express the proper rational function Q(x)
as a sum of partial
fractions of the form
A Ax + B
or .
(ax + b)i
(ax + bx + c)j
2
R(x) A1 A2 Ak
= + + ··· +
Q(x) a1 x + b 1 a2 x + b 2 ak x + b k
13 − 12 − 1 + 1 = 0, x − 1 is a factor of x3 − x2 − x + 1.
x3 − x2 − x + 1 = x2 (x − 1) − (x − 1)
= x2 − 1 (x − 1) = (x + 1)(x − 1)2
4x A B C
= + +
(x + 1)(x − 1) 2 x − 1 (x − 1)2 x+1
x2 + 1 A B C
= + +
(x − 3)(x − 2)2 x − 3 x − 2 (x − 2)2
Example:
x A Bx + C Dx + E
= + 2 + 2
(x − 2) (x2 2
+ 1) (x + 4) x−2 x +1 x +4
2
x − 2x − 1 A B Cx + D
= + +
(x − 1)2 (x2 + 1) x − 1 (x − 1)2 x2 + 1
2x2 − x + 4 A Bx + C
3
= + 2
x + 4x x x +4
Multiplying both sides by x (x2 + 4), we have
2x2 − x + 4 = A x2 + 4 + (Bx + C)x
= (A + B)x2 + Cx + 4A
A + B =2
A=1
So C = −1 ⇒ B = 1 .
C = −1
4A = 4
Remark:
1) x2dx = a1 arctan xa + C.
R
+a2
B
2) For general term ax2 +bx+c , b2 − 4ac < 0, ax2 + bx + c can be
integrated by completing the square (if necessary) and use the
formula in 1).
r
If Q(x) has the factor (ax2 + bx + c) , where b2 − 4ac < 0, then the
sum
A1 x + B1 A2 x + B2 Ar x + Br
+ 2 + ··· +
2
ax + bx + c (ax + bx + c)
2 (ax2 + bx + c)r
R(x)
occurs in the partial fraction decomposition of Q(x)
.
Solution:
x3 +x2 +1
x(x−1)(x2 +x+1)(x2 +1)3
A B Cx + D Ex + F Gx + H Ix + J
= + + 2 + 2 + 2 2 + .
x x−1 x +x+1 x +1 (x + 1) (x2 + 1)3
1 1
= ln |x| − ln x2 + 1 − arctan x − 2
+ C.
2 2 (x + 1)
√
Solution: Let u = x + 3. Then x = u2 − 3
dx = 2udu
√ √ √
when x = 0, u = 0 + 3 = 3 when x = 1, u = 1 + 3 = 2
Z 1
dx Z 2
1
√ = √ · 2udu
0 2 x+3+x 3 2u + u2 − 3
Z 2
2u
= √ 2 du
3 u + 2u − 3
u2 + 2u − 3 = (u + 3)(u − 1)
2u A B
= +
(u + 3)(u − 1) u+3 u−1
2u = A(u − 1) + B(u + 3)
u = x2 − 1
36,38).
4 Use several methods.
MATH 1014 Techniques of Integration 137 / 185
R tan3 x
Example: dx.
cos3 x
√dx .
R
Example: 4 x ln x
Solution: Here Step 2 is all that is needed. We substitute u = ln x
because its differential is du = dx/x, which occurs in the integral.
Answer: No
The following integrals can not be Integrated in terms of elementary
functions.
Z
x2 ex
Z Z Z
e dx, dx, sin x dx, cos (ex ) dx
2
Z √
x
3
Z
1 Z
sin x
x + 1dx, dx, dx
ln x x
In fact, the majority of elementary functions don’t have elementary
antiderivatives.
Midpoint rule:
Trapezoidal rule:
Z b
f (x)dx ≈ Tn
a
1 h
= ∆x f (x0 ) + 2f (x1 ) + 2f (x2 )
2 i
+ · · · + 2f (xn−1 ) + f (xn ) ,
b−a
where ∆x = n
and xi = a + i · ∆x.
MATH 1014 Techniques of Integration 146 / 185
Proof for Trapezoidal rule: The isth trapezoid has area
1
2
∆x (f (xi−1 ) + f (xi ). So Sum of n trapezoid is
n n
Z b " #
1 X X
f (x)dx ≈ f (xi−1 ) ∆x + f (xi ) ∆x
a 2 i=1 i=1
n
" #
∆x X
= (f (xi−1 ) + f (xi ))
2 i=1
∆x h
= (f (x0 ) + f (x1 )) + (f (x1 ) + f (x2 )).
2 i
+ · · · + (f (xn−1 ) + f (xn ))
∆x h
= f (x0 ) + 2f (x1 ) + 2f (x2 )
2 i
+ · · · + 2f (xn−1 ) + f (xn )
Fact: Tn = 12 (Ln + Rn ).
Error Bounds
Suppose |f ′′ (x)| ⩽ k for a ⩽ x ⩽ b. Then
Z b
k(b − a)3
|ETn | = f (x)dx − Tn ⩽
a 12n2
Z b
k(b − a)3
|EMn | = f (x)dx − Mn ⩽
a 24n2
Remark: The actual error could be substantially less than the upper
bound for the error.
2 · (2 − 1)3
≤ 0.0001
12n2
2
n2 >
12 × 0.0001
1
n> √ ≈ 40.8
0.0006
Thus n = 41 will ensure the desired accuracy.
2 · (2 − 1)3
⩽ 0.0001
24n2
1
n> √ ≈ 28.868
0.0012
Thus n = 29 will ensure the desired accuracy.
b−a 1−0
Solution: (a) a = 0, b = 1, ∆x = n
= 10
= 0.1
Z 1
2
ex dx ≈ ∆x [f (x̄1 ) + f (x̄2 ) + · · · + f (x̄10 )]
0
h 2 2 2
i
= 0.1 e0.05 + e0.15 + · · · + e0.95
≈ 1.460393.
b−a
Let h = ∆x = n
.
Z x2 Z x2
Q1 (x)dx = A1 (x − x1 )2 + B1 (x − x1 ) + C1 dx
x0 x0
Z h
= A1 t2 + B1 t + C1 dt
−h
Z h 2h
= A1 t2 + C1 dt = A1 h2 + 3C1
−h 3
MATH 1014 Techniques of Integration 159 / 185
Note that
h2 + B1 h + C1 = y2
A 1 h i
2h 2h y2 +y0
C1 = y 1 ⇒ 3
(A1 h2 + 3C1 ) = 3 2
+ 2y1
2
A1 h − B1 h + C1 = y0
1
Z 2
dx ≈ S10
1 x
∆x
= [f (1) + 4f (1.1) + 2f (1.2) + 4f (1.3) + · · ·
3
+ 2f (1.8) + 4f (1.9) + f (2)]
"
0.1 1 4 2 4 2 4
= + + + + +
3 1 1.1 1.2 1.3 1.4 1.5
#
2 4 2 4 1
+ + + + +
1.6 1.7 1.8 1.9 2.0
≈ 0.693150.
k(b − a)5
|ES | ⩽ .
180n4
Solution:
1
f (x) = , f ′ (x) = −x−2 , f ′′ (x) = 2x−3 ,
x
f ′′′ (x) = −6x−4 , f (4) (x) = 24x−5 .
Since 1 ⩽ x ⩽ 2, f (4) (x) ⩽ 24. Hence k = 24. Thus, for an error
less than 0.0001 , we should choose n so that
24 · 15
< 0.0001
180n4
24
n4 >
180 · 0.0001
1
n> √ 4
≈ 6.04.
0.00075
Therefore x = 8 ( x must be even) gives the desired accuracy.
MATH 1014 Techniques of Integration 164 / 185
Example:
(a)Use Simpson’s Rule with x = 10 to approximate the integral
R 1 x2
0 e dx
(b) Estimate the error involved in this approximation.
Solution:
b−a 1−0
(a) n = 10, ∆x = n
= 10
= 0.1.
"
Z 1
x2 ∆x
e dx ≈ f (0) + 4f (0.1) + 2f (0.2) + · · ·
0 3
#
+ 2f (0.8) + 4f (0.9) + f (1)
0.1 h 0
= e + 4e0.01 + 2e0.04 + 4e0.09 + 2e0.16 + 4e0.25
3 i
+2e0.36 + 4e0.49 + 2e0.64 + 4e0.81 + e1
≈1.462681
Z b Z b
f (x)dx = lim f (x)dx
−∞ t→−∞ t
1
When x → 0, x2
goes to 0 faster enough compared with x1 .
MATH 1014 Techniques of Integration 172 / 185
R0
Example: Evaluate −∞ xex dx.
Solution: Z 0 Z 0
xex dx = lim xex dx
−∞ t→−∞ t
Z 0 Z 0 Z 0
xex dx = x
xde = xex |0t − ex dx
t t t
= 0 − tet − ex |0t
= −tet − 1 + et
t 1
Since limt→−∞ tet = limt→−∞ e−t
= limt→−∞ −e−t
= 0. Hence
Z 0 Z 0
x
xe dx = lim xex dx
−∞ t→∞ t
= lim −te − 1 + et = −1.
t
t→−∞
Solution:
Z +∞
1 Z 0
1 Z +∞
1
2
dx = 2
dx + dx
−∞ 1+x −∞ 1 + x 0 1 + x2
Z +∞
1 Z t
1 t
dx = lim dx = lim arctan x
0 1 + x2 t→+∞ 0 1 + x2 t→+∞ 0
π
= lim arctan t − arctan 0 =
t→+∞ 2
Z 0
1 Z 0
1
dx = lim dx
−∞ 1 + x2 t→−∞ t 1 + x2
0
= lim arctan x
t→−∞ t
π π
= lim arctan 0 − arctan t = 0 − − =
t→−∞ 2 2
R +∞ 1 R0 1 R +∞ 1 π π
Hence, −∞ 1+x2 dx = −∞ 1+x2 dx + 0 1+x2
dx = 2
+ 2
= π.
MATH 1014 Techniques of Integration 174 / 185
R∞ 1
Example: For what values of p is the integral 1 xp
dx convergent?
when p = 1, 1∞ x1 dx divergent.
R
Assume p ̸= 1,
Z ∞
1 Z t
1
dx = lim dx
1 xp t→∞ 1 xp
1 t
= lim x−p+1
t→∞ −p + 1 1
1 1−p
= lim t −1
t→∞ 1 − p
1
▶ If p > 1, p − 1 > 0 and limt→∞ t1−p = limt→∞ tp−1
R∞ 1
= 0 and
1 xp dx converge.
If p < 1, 1 − p > 0 and limt→∞ t1−p = +∞ and 1∞ x1p dx
R
▶
diverges.
R∞ 1
Summary: 1 xp
dx converges if p > 1, and diverges if p ≤ 1.
MATH 1014 Techniques of Integration 175 / 185
Type II: Discontinuous Integrands
Z π Z t
2
sec xdx = lim − sec xdx
0 t→( π2 ) 0
R π
Thus 2
0 sec xdx diverges.