Techniques of Integration

Mathematics for Engineering: Calculus
Chapter 3: TECHNIQUES OF INTEGRATION

Department of Mathematics, FPT University
Content
3.1 Integration by Parts
3.6 Numerical Intrgration
3.7 Improper Integrals

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

How to integrate complex functions by parts.
INTEGRATION BY PARTS
 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:
Evaluating both sides of Formula 1 between a and b,

assuming f’ and g’ are continuous, and using the FTC,
we obtain:
Example 1
Find ∫ x sin x dx
Example 1
Let
Then,
Using Formula 2, we have:

Example 2
Evaluate ∫ 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:
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

Example 2
we get:
 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:
Example 2
Dividing by 2 and adding the constant
of integration, we get:
Example 3
1
Suppose f(x) is continuous and
differentiable, f(1)=4 and  f ( x)dx  5
0
1
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
Left endpoint
endpoint Method
Method
 f ( x)dx  x[ f ( x )  f ( x )  ...  f ( x

a
0 1 n 1 )]
Right
Right endpoint
endpoint Method
Method
 f ( x)dx  x[ f ( x )  f ( x )  ...  f ( x )]

a
1 2 n
Midpoint
Midpoint Method
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
TrapezoidalMethod
Method
b
x x

a
f ( x)dx 
2
[ f ( x0 )  f ( x1 )]  ... 
2
[ f ( xn 1 )  f ( xn )]
x
 [ f ( x0 )  2 f ( x1 )  ...  2 f ( xn 1 )  f ( xn )]
2
Simpson
SimpsonMethod
Method
b
x x

a
f ( x)dx 
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
Approximate the integral
with n = 8, using:
a. Left/Right endpoints
b. Midpoints
c. Trapezoidal method
d. Simpson method
Estimate
Estimateerror
errorfor
forMidpoint
Midpoint and
andTrapezoidal
Trapezoidalmethod
method
• Suppose | f’’(x) | ≤ K for a ≤ x ≤ b.

• If ET and EM are the errors in the Trapezoidal and
Midpoint Rules, then
Estimate
Estimateerror
errorfor
forSimpson
Simpsonmethod
method
• Suppose | f(4)(x) | ≤ K for a ≤ x ≤ b.

• If ES is the error in the Simpson method, then
Example
How large should we take n in order to guarantee
that the Trapezoidal, Midpoint Rule, Simpson rule
approximations for
are accurate to within 0.0001?

| f’’(x) | ≤ 2 for 1 ≤ x ≤ 2
Accuracy to within 0.0001 means that error < 0.0001
Trapezoidal: Choose smallest n so that:
 n = 41
Midpoint:  n = 30
Simpson:
  n=8
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.
IMPROPER INTEGRAL OF TYPE 1
Definition
If exists for every number t ≥ a, then
provided this limit exists (as a finite number).

Definition
If 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
The improper integrals and

are called:
 Convergent if the corresponding limit exists.
 Divergent if the limit does not exist.

Definition
If both and are convergent,

then we define:
 Here, any real number a can be used.

Example 1
For what values of p is the integral
convergent?
 Convergent if p > 1
 Divergent if p ≤ 1
Example 2
• Investigate the convergence of the improper integrals:
x e
• (a) 2 x3
dx

x e
2 x3
• (b) dx

Definition
If f is continuous on [a, b) and is discontinuous at b, then
if this limit exists (as a finite number).

Definition
If f is continuous on (a, b] and is discontinuous at a, then
if this limit exists (as a finite number).

Definition
The improper integral 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

both and are convergent, then
we define:
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
COMPARISON THEOREM
Suppose f and g are continuous functions with f(x) ≥ g(x) ≥ 0

for x ≥ a.
 If is convergent, then
is convergent.
 If is divergent, then
is divergent.
Note: A similar theorem is true for Type II integrals

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

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Mathematics for Engineering: Calculus

Chapter 3: TECHNIQUES OF INTEGRATION

3.1 Integration by Parts

3.6 Numerical Intrgration

3.7 Improper Integrals

In this section, we will learn:

 Let u = f(x) and v = g(x).

Thus, by the Substitution Rule, the formula for

Evaluating both sides of Formula 1 between a and b,

Using Formula 2, we have:

 ex does not become simpler when differentiated.

 Neither does sin x become simpler.

 Then, du = ex dx and v = – cos x.

is no simpler than the original one.

 At least, it’s no more difficult.

 Having had success in the preceding example

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

 This can be regarded as an equation to be

Suppose f(x) is continuous and differentiable,

What is the average value of f on the interval

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

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

Approximate the integral

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

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

are accurate to within 0.0001?

In this section, we will learn:

provided this limit exists (as a finite number).

If exists for every number t ≤ a, then

provided this limit exists (as a finite number).

CONVERGENT AND DIVERGENT Definition

The improper integrals and

 Convergent if the corresponding limit exists.

 Divergent if the limit does not exist.

If both and are convergent,

 Here, any real number a can be used.

• Investigate the convergence of the improper integrals:

if this limit exists (as a finite number).

if this limit exists (as a finite number).

The improper integral is called:

 Convergent if the corresponding limit exists.

 Divergent if the limit does not exist.

If f has a discontinuity at c, where a < c < b, and

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

Answer: diverges if p  1 and converges if p<1.

Investigate the convergence of the improper integral:

Suppose f and g are continuous functions with f(x) ≥ g(x) ≥ 0

Note: A similar theorem is true for Type II integrals

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