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C42 - Integrals - Part 2

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0% found this document useful (0 votes)
73 views31 pages

C42 - Integrals - Part 2

Uploaded by

caokhuong12311
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 4: Part 2

Techniques of
Integration
By
Assoc.Prof. Mai Duc Thanh
Outline
1. Integration by Parts
2. Trigonometric Integrals and Trigonometric
Substitutions
3. Integration of Rational Functions by
Partial Fractions

Calculus1 2
1. Integration by Parts
• The Product Rule gives
d
( f ( x) g ( x)) = f ( x) g '( x) + f '( x) g ( x)
dx
  [ f ( x) g '( x) + f '( x) g ( x)]dx = f ( x) g ( x)
This gives formula for Integration by Parts:

 f ( x) g '( x)dx = f ( x) g ( x) −  g ( x) f '( x)dx (1)

Calculus1 3
1. Integration by Parts
• The udv form:
Set u = f ( x), v = g ( x)  du = f '( x)dx, dv = g '( x)dx
By Substitution Rule, Integration by Parts becomes

 udv = uv −  vdu (2)

Calculus1 4
Example
• Evaluate
 ( 2 x + 3) e dx
x

• Solution
u = 2 x + 3, dv = e x dx  du = 2dx, v = e x
u dv u v v du

  (2 x + 3) e x dx = (2 x + 3) e x −  e x 2dx

= ( 2 x + 3) e x − 2e x + C = e x ( 2 x + 1) + C
Calculus1 5
Remark
We can apply the Integration by Parts for the above
exercise in the following way

e x dx = de x
u dv

  (2 x + 3)e x dx =  (2 x + 3) de x
u v v du

= (2 x + 3) e x −  e x d (2 x + 3)
= (2 x + 3)e x − 2  e x dx
= ( 2 x + 3) e x − 2e x + C = e x ( 2 x + 1) + C
Calculus1 6
Integration by Parts
for Definite Integrals
• If we combine Formula for Integration by Parts and
Evaluation Theorem, we get Formula for Integation by
Parts for Definite Integrals:
b b

 f ( x) g '( x)dx = f ( x) g ( x) −  g ( x) f '( x)dx


b
a
a a

It may be convenient to re-write this formula as


b b

 f ( x)dg ( x) = f ( x) g ( x) −  g ( x)df ( x)
b
a
a a
Calculus1 7
1

 xdx
−1
Example: Evaluate tan
0
1 1
I =  tan xdx = x tan x −  xd (tan x),
−1 −1 1 −1
Solution 0
0 0

• It holds that d (tan −1 x) = (tan −1 x) ' dx = 1


dx
1+ x 2

1 1
x 1 1
 I = tan 1 − 
−1
dx =  / 4 −  d (1 + x 2
)
0
1+ x 2
2 0 1+ x 2

Letting u = 1 + x 2 :
1 2 1 ln 2
I =  / 4 − ln(1 + x ) =  / 4 −
2 Calculus1
0 2 8
2. Trigonometric Integrals and
Trigonometric Substitutions
• We can use trigonometric identities to
integrate certain combinations of
trigonometric functions
• Ex:
 cos xdx =  cos x cos xdx =  cos xd (sin x)
3 2 2

3
u
=  (1 − sin 2 x)d sin x =  (1 − u 2 )du = u − + C
3
sin 3 x
= sin x − +C
3 Calculus1 9
2. Trigonometric Integrals
• If the integrand contains only even powers
of both sine and cosine, we may use the
half-angle identities:
sin x = (1 − cos 2 x) / 2
2

cos 2 x = (1 + cos 2 x) / 2
• Ex:
1 1 1
 sin xdx = 2  (1 − cos 2 x)dx = 2 ( x − 2 sin 2 x) + C
2

Calculus1 10
Trigonometric Substitutions

− 
a − x : set x = a sin t ,
2 2
t 
2 2
− 
a + x : set x = a tan t ,
2 2
t 
2 2
 3
x − a : set x = a sec t , 0  t  , or   t 
2 2

2 2

Calculus1 11
9− x 2
Example 1: Evaluate  x 2
dx
Solution:

x = 3sin t , −  / 2  t   / 2, dx = 3cos tdt

9 − x 2 = 9 − 9sin 2 t = 3 | cos t |= 3cos t , (cos t  0, − / 2  t   / 2)

9 − x2 3cos t  1 
 x 2
dx =  2
9sin t
3cos tdt =   2 − 1 dt = − cot t − t + C
 sin t 

Calculus1 12
x2 y 2
Example 2: Find the area enclosed by the ellipse 2 + 2 = 1
a b
Solution:
y2
x 2
a −x 2
b 2 2

2
= 1− 2 = 2
 y= a −x 2

b a a a
Because the ellipse is symmetric with respect to both axes, the total area
is four times the area in the first quadrant. The part of the ellipse in the
first quadrant is given by the function
b 2
y= a − x2 , 0  x  a
a

Calculus1 13
a a
A b 2 b
= a − x dx  A = 4  a − x dx
2 2 2

4 0a a0

x = a sin t  dx = a cos tdt


x = 0  t = 0; x = a  t =  / 2

a 2 − x 2 = a 2 cos 2 t = a | cos t |= a cos t , (0  t   / 2)


a  /2
b b
A = 4  a − x dx = A = 4
2 2
 a cos t.a cos tdt
a0 a 0

2 2
1
= 4ab  cos tdt = 4ab  (1 + cos 2t )dt
2

0 0
2
 /2
 1   
= 2ab t + sin 2t  = 2ab  + 0 − 0  =  ab
 2 0 2 
Calculus1 14
1
Example 3: Find x 2
x2 + 4
dx

Solution:
x = 2 tan t , −  / 2  t   / 2  dx = 2sec 2 tdt
x 2 + 4 = 4(tan 2 t + 1) = 4sec 2 t = 2 | sec t |= 2sec t

1 2sec 2 tdt 1 sec t 1 cos t


x 2
x +4
2
dx =  2
=  2
4 tan t.2sec t 4 tan t
dt =  2 dt
4 sin t
Set u = sin t , we have
1 1 cos t 1 du −1 −1
x 2
x2 + 4
dx =  2
4 sin t
dt = 
4 u 2
=
4u
+ C =
4sin t
+C

x2 + 4 x
=− +C (sin t = )
4x x +4
Calculus12 15
Integration of Rational
Functions by Partial Fractions
Definition A function of the type P/Q, where both P and Q
are polynomials, is a rational function.

Example x3 + 1
is a rational function.
x + x +1
2

The degree of the denominator of the above rational function is less than the
degree of the numerator. First we need to rewrite the above rational
function in a simpler form by performing polynomial division.

Rewriting x3 + 1 2
= x − 1 +
x2 + x + 1 x2 + x + 1
For integration, it is always necessary to perform polynomial division first, if
possible. To integrate the polynomial part is easy, and one can reduce the
problem of integrating a general rational function to a problem of integrating a
rational function whose denominator has degree greater than that of the
numerator (is called proper rational function). Thus, polynomial division is the
first step when integrating rational functions.
Calculus1 16
Partial Fraction Decomposition
The second step is to factor the denominator Q(x) as far as
possible. It can be shown that any polynomial Q can be factored as
a product of linear factors (of the form ax+b) and irreducible
quadratic factors (of the form ax2+bx+c, where b2-4ac<0). For
instance, if Q(x)=x4-16 then Q(x) = (x2-4)(x2+4)=(x-2)(x+2)(x2+4)

The third step is to express the proper rational function as a sum of


partial fractions of the form
A / (ax+b)i or (Ax+B) / (ax2+bx+c)j
3x 2 + 3x + 2 1 1 2x
Example: = + +
x 3 + x 2 + x + 1 1+ x 1+ x 2 1+ x 2

The fourth step is to integrate the partial fractions.


Calculus1 17
Integration Algorithm
Integration of a rational function f = P/Q, where P and Q
are polynomials can be performed as follows.
1. If deg(Q)  deg(P), perform polynomial division and write
P/Q = S + R/Q, where S and R are polynomials with
deg(R) < deg(Q).
Integrate the polynomial S.
2. Factorize the polynomial Q.
3. Perform Partial Fraction Decomposition of R/Q.
4. Integrate the Partial Fraction Decomposition.

Calculus1 18
Different cases of Partial Fraction
Decomposition
The partial fraction decomposition of a rational function R=P/Q,
with deg(P) < deg(Q), depends on the factors of the denominator Q.
It may have following types of factors:

1. Simple, non-repeated linear factors ax + b.


2. Repeated linear factors of the form (ax + b)k, k > 1.
3. Simple, non-repeated quadratic factors of the type ax2 + bx + c.
Since we assume that these factors cannot anymore be factorized,
we have b2 – 4 ac < 0.
4. Repeated quadratic factors (ax2 + bx + c)k, k>1. Also in this case
we have b2 – 4 ac < 0.

We will consider each of these four cases separately.


Calculus1 19
Simple Linear Factors
Case I

Consider a rational function of the type


P(x) P(x)
=
Q(x) ( a1x + b1 )( a2 x + b2 ) ( an x + bn )
bi b j
where a j  0 for all j ,  for i  j , and deg (P )  n = deg (Q ).
ai a j

Partial Fraction Decomposition: Case I

P(x) A1 A2 An
= + + +
( a1x + b1 )( a2 x + b2 ) ( an x + bn ) a1x + b1 a2 x + b2 an x + bn
for some uniquely defined numbers Ak , k = 1, , n.

Calculus1 20
Simple Linear Factors
2 2
Example Consider the rational function = .
x − 1 ( x − 1)( x + 1)
2

By the result concerning Case I we can find numbers A and B such that
2 2 A B
= = + . To get the
x − 1 ( x − 1)( x + 1) x − 1 x + 1
2
equations for A
and B we use
the fact that two
Compute these numbers in the following way
polynomials are
2 A B 2 A( x + 1) B( x − 1)
= +  2 = + the same if and
x −1 x −1 x +1
2
x − 1 ( x − 1)( x + 1) ( x + 1)( x − 1) only if their
A + B = 0 coefficients are
0 x + 2 ( A + B )x + ( A − B )  A =1
 2 =   . the same.
x −1 x −1
2
A − B = 2 B = −1
2 1 1
So the partial fraction decomposition is = − .
x −1 x −1 x +1
2

Calculus1 21
Simple Quadratic Factors
Case II
P(x)
Consider a rational function of the type , deg (P )  deg ( Q ) .
Q(x)
Assume that the denominator Q ( x ) has a quadratic factor ax 2 + bx + c.

Partial Fraction Decomposition: Case II

The quadratic factor ax 2 + bx + c of the denominator leads to a term


Ax + B
of the type in the partial fraction decomposition.
ax + bx + c
2

Calculus1 22
Simple Quadratic Factors
3 3
Example The rational function = has a term of
x 3 − 1 ( x − 1)( x 2 + x + 1)
Ax + B
the type in its partial fraction decomposition.
x2 + x + 1

3 Ax + B C 3 ( Ax + B )( x − 1) C( x 2 + x + 1)
= +  3 = +
x3 − 1 x2 + x + 1 x − 1 x − 1 ( x − 1)( x 2 + x + 1) ( x 2 + x + 1)( x − 1)
 A +C = 0  A = −1
 
3 ( A + C )x 2 + (C + B − A)x + C − B  C + B − A = 0  B = −2.
=
x −1
3
x3 − 1  C −B = 3  C =1
 
Hence To get these equations use the fact
3 1 x+2 that the coefficients of the two
= −
x3 − 1 x − 1 x 2 + x + 1 numerators must be the same.

Calculus1 23
Repeated Linear Factors
Case III
P(x)
Consider a rational function of the type , deg (P )  deg ( Q ) .
Q(x)
Assume that the denominator Q ( x ) has a repeated linear factor ( ax + b )
k
, k  1.

Partial Fraction Decomposition: Case III

( ax + b )
k
The repeated linear factor of the denominator leads to terms
A1 A2 Ak
of the type + + + in the partial fraction
ax + b ( ax + b ) 2
( ax + b )
k

decomposition.

Calculus1 24
Repeated Linear Factors
4x 2 + 4x − 4 4x 2 + 4x − 4
Example The rational function 3 = has
x + x − x − 1 ( x − 1)( x + 1)
2 2

A B C
a partial fraction decomposition of the type + + .
x + 1 ( x + 1)2 x − 1
4x 2 + 4x − 4 A B C
= + +  Equate the
x3 + x2 − x − 1 x + 1 ( x + 1)2 x − 1 coefficients of the
A ( x + 1)( x − 1) + B ( x − 1) + C ( x + 1) numerators.
2
4x 2 + 4x − 4
= 3
( x − 1)( x + 1) x + x2 − x − 1
2

 A +C = 4

( A + C ) x 2 + ( B + 2C ) x − A − B + C 4x 2 + 4x − 4
= 3 
  B + 2C = 4
( x − 1)( x + 1) x + x − x −1
2 2
 − A − B + C = −4

A = 3

 B = 2 4x 2 + 4x − 4 3 2 1
C = 1 We get 3 = + + .
 x + x2 − x − 1 x + 1 ( x + 1)2 x − 1

Calculus1 25
Repeated Quadratic Factors
Case IV
P(x)
Consider a rational function of the type , deg (P )  deg ( Q ) .
Q(x)
Assume that the denominator Q ( x ) has a repeated quadratic factor

( ax )
k
2
+ bx + c , k  1.

Partial Fraction Decomposition: Case IV

( )
k
The repeated quadratic factor ax 2 + bx + c of the denominator leads
A1x + B1 A2 x + B2 Ak x + Bk
to terms of the type + + +
ax 2 + bx + c ( ) (ax )
2 k
ax 2 + bx + c 2
+ bx + c
in the partial fraction decomposition.

Calculus1 26
Repeated Quadratic Factors
2x 4 + 3 x 2 − x 2x 4 + 3 x 2 − x
Example = has a partial
x − x + 2 x − 2 x + x − 1 ( x − 1) x + 1 ( )
5 4 3 2 2
2

A1x + B1 A2 x + B2 C
fraction decomposition of the type + + .
x +1 ( x −1 )
2 2
x +1
2

A1x + B1 A2 x + B2 C
+ + =
x +1 ( )
x −1
2 2
x +1
2

( A1x + B1 ) ( x 2 + 1) ( x − 1) + ( A2 x + B2 )( x − 1) + C ( x 2 + 1)
2

( )( )
2
x − 1 x 2
+ 1

Computing in the same way as before one gets A1 = B1 = A2 = C = 1,


2x 4 + 3 x 2 − x x +1 x 1
and B2 = 0. Hence 5 = + + .
x − x + 2x − 2x + x − 1 x + 1 x + 1 x −1 ( )
4 3 2 2 2
2

Calculus1 27
Integrating Partial Fraction Decompositions
After a general partial fraction decomposition one has to deal
with integrals of the following types. There are four cases.
Two first cases are easy.
A A
1.  dx = ln ax + b + K Here K is the constant of
ax + b a
integration.
A ( ax + b )
1− l
A
2.  ( ax + b ) l
dx =
a 1− l
+ K , l  1.

In the remaining cases we have to compute integrals of the type:


Ax + B Ax + B
3.  2 dx and 4.  dx, l  1
( ax )
l
ax + bx + c 2
+ bx + c

We will discuss the integration of these cases based on


examples. Normally, after some transformations they result
in integrals which are either logarithms or tan-1.
Calculus1 28
Examples
3
Example 1 Compute  x 3 − 1dx.

Observe x 3 − 1 = ( x − 1)( x 2 + x + 1). Hence


3 A Bx + C
= + for some numbers A, B and C.
x3 − 1 x − 1 x2 + x + 1
To compute these numbers A, B and C we get
3 A( x 2 + x + 1) (Bx + C )( x − 1)
= +
x 3 − 1 ( x − 1)( x 2 + x + 1) ( x 2 + x + 1)( x − 1)
 A+B =0  A =1
3 ( A + B )x + ( A − B + C )x + A − C
2
 
 =   A − B + C = 0   B = −1.
x3 − 1 x3 − 1  C = −2
 A −C = 3 
Hence
3 1 x+2
= −
x 3 − 1 x − 1 x Calculus1
2
+ x +1 29
Examples
3
Example 1 (cont’d)  x 3 − 1dx.
Compute

By the previous computations we now have


3 1 x+2
 x3 − 1  x − 1  x 2 + x + 1dx
dx = dx −
Substitute u=x2+x+1
in the first remaining
1 2x + 1 3 1
2  x2 + x + 1 2  x2 + x + 1
= ln x − 1 − dx − dx integral and rewrite
the last integral.
1
( 3
= ln x − 1 − ln x + x + 1 − 
2
2
) 1
2 ( x + 1/ 2 ) + 3 / 4
2
dx

 2x + 1
= ln x − 1 −
1
( )
ln x 2 + x + 1 − 3 arctan  +K
2  3 

This expression is the required substitution to finish the computation.

Calculus1 30
Examples
x3 − x + 2
Example 2 Compute  dx.
x −1
2

We can simplify the function to be integrated by performing polynomial


division first. This needs to be done whenever possible. We get:
x3 − x + 2 2
= x +
x2 − 1 x2 − 1
Partial fraction decomposition for the remaining rational expression leads to
x3 − x + 2 2 1 1
= x + = x + −
x2 − 1 x2 − 1 x −1 x +1
Now we can integrate
x3 − 1+ 2  1 1 
 x2 − 1 dx =   x − 1 x + 1 dx
x + −

x2 x2 x −1
= + ln | x − 1| − ln | x + 1| +K = + ln + K.
2 2 x +1
Calculus1 31

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