chapter 8: techniques of integration · sec 8.1: method of integration by parts from the product...
TRANSCRIPT
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27
Chapter 8: TECHNIQUES OF INTEGRATION
BASIC INTEGRATION FORMULAS TABLE:
Differentiation Formula Integration Formula
1
1)(
1
ncn
xdxxx
nn
)(')()]([ 1 xuxnuxudx
d nn 1
)(')(1
n
uduudxxuxu
nnn
+C 1n
)(')(cos))((sin xuxuxudx
d Cxuududxxuxu )(sincos)(')(cos
)(')(sin))((cos xuxuxudx
d Cxuududxxuxu )(cossin)(')(sin
)(')(sec))((tan 2 xuxuxudx
d Cxuduudxxuxu )(tansec)(')(sec 22
)(')(csc))((cot 2 xuxuxudx
d Cxuduudxxuxu )(cotcsc)(')(csc 22
)(')(tan)(sec))((sec xuxuxuxudx
d Cxuduuudxxuxuxu )(sectansec)(')(tan)(sec
)(')(cot)(csc))((csc xuxuxuxudx
d Cxuduuudxxuxuxu )(csccotcsc)(')(cot)(csc
)(')( )()( xueedx
d xuxu cedxxue xuxu )()( )('.
)(
)('))((ln
xu
xuxu
dx
d cxudu
xudx
xu
xu)(ln
)(
1
)(
)('
0ln)(')( )()( aaxuaadx
d xuxu ca
adxxua xuxu )()(
ln
1)('.
)(1
)('))((tan
2
1
xu
xuxu
dx
d
ca
u
aua
dudx
ua
u 1
2222tan
1'
)(1
)('))((sin
2
1
xu
xuxu
dx
d
ca
u
ua
dudx
ua
u
1
2222sin
'
1)(
)('))((sec
2
1
xuu
xuxu
dx
d c
a
u
aauu
dudx
auu
u
1
2222sec
1'
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28
Sec 8.1: Method of INTEGRATION BY PARTS
From the product rule, we can obtain the following formula, which is very useful in integration:
Start with vdx
du
dx
dvuxvxu
dx
d))'()(( .
Integrate both sides to get vduudvuv
Rearrange to obtain the integration by parts formula
To integrate by parts, strategically choose u, dv and then apply the formula.
Key Concept
Choose u, dv in such a way that:
o u is easy to differentiate.
o dv is easy to integrate.
o
Sometimes it is necessary to integrate by parts more than once
ILATE are supposed to suggest the order in which you are to choose the “u:
for choosing which of two functions is to be u and which is to be dv is to choose u by whichever
function comes first in the following list:
I: inverse trigonometric functions: arctan x , arcsec x, etc.
L: the logarithmic function: ln x
A: algebraic functions: x2,3x50, etc.
T: trigonometric functions: sin x, tan x, etc.
E: exponential functions: ex, 13x, etc.
Integration by parts ``works'' on definite integrals as
well:
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Exercise: # 8 Evaluate dxxex3
Exercise # 2 Evaluate dcos
_________________________________________________________________________________
Exercise: # 6 e
xdxx1
3ln # 14 dxxx 2sec4 2
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Examples: Repeated integration by parts
# 4 Evaluate dxxx sin2 # 10 Evaluate dxexx
x22 )12(
# 21 de sin
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Example: We can also sometimes use integration by parts when we want to integrate a functions such
as the inverse functions xx ln&.....,sin 1
that cannot be split into the product of two things. The trick we use is to take dv = 1.
Example: : Evaluate dxxln # 12 Evaluate
dyy1sin
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32
Tabular Integration by parts:
it only works when a polynomial function is chosen to be the u.
This technique is best illustrated with an example. Let us consider a function that would be incredibly difficult
to do with our usual technique for integration by parts.
Example: Example :
Determine dxexx2 Determine dxxx sin2
?
Using tabular integration by parts
Using tabular integration by parts
Example :
Evaluate .
Solution:
Remember, this technique only works if a polynomial function is going to be selected as u. Just because an
integral contains a polynomial does not mean that the tabular method can be applied.
For example, one could not apply this method to the integral in Example 2. In that instance, LIPET told us to
select ln(x) as u, not x3. (In fact, only one use of integration by parts was required to solve that integral.)
Signs: Differentiate: Integrate:
+ x2 2x ex
- 2x ex ex
+ 2 2 ex
- 0 e ex x
Signs Differentiate:: Integrate:
+ x2
x xx2 sin(x)
- 2x - xcos cos(x)
+ 22 2 -sin(x)
- 0 cos xcos (x)
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Sec 8.2: Trigonometric integrals
These are integrals of the following form:
dxxmsin , dxxn
cos and dxxx nm cossin
We have TWO cases,
Case I: if n OR m is an odd positive integer:
we will be using the identity ,cossin 122 xx
xxandxxwhere2222 11 sincos,cossin
If n is odd: Save one xcos out and use the identity xx22
sin1cos to change the
remaining function to xsin , then use the substitution xu sin and xdxdu cos .
Example: dxxx43
sincos
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If m is odd: Save one xsin out and use the identity xx22
cos1sin to change the
remaining function to xcos , then use the substitution xu cos and xdxdu sin .
Example: dxxx34
sincos
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Case II: m and n are both even positive integers
We will be using the identities:
# 14 2/
0
2sin
dxx Exercise # 17
0
4sin8 dxx
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36
Integration of Powers of Sec and tan , cot and csc
These are integrals of the following form:
dxxnsec , dxxm
tan , dxxx mn tansec and dxxx mn
cotcsc .
For integrals of this form, you will either integrate by substitution, letting tanu x x or
secu x x , or you will use integration by parts(Reduction formula). Which path you take
depends on whether m or n is even or odd…
m n u(x)
Even tanu x x ; see Case 1
Odd secu x x ; see Case 2
Even Even tanu x x ; see Case 3
Even Odd Use integration by parts(reduction formulas;)
see Case 4
So we have three cases, in all the three cases , we will be using the identity
1costan,sec1tan2222 xxwherexx
Case 1: When n is even positive integer , Save x2
sec out and use the
identity 1tansec22 xx to change the remaining function to xtan , then use the
substitution xu tan and xdxdu2
sec .
Example: Exercise # 38 xdxx24 tansec
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Case 2: When m is odd positive integer ,Save one xx tansec out and use the
identity 1sectan22 xx to change the remaining function to xsec , then use the
substitution xu sec and xdxxdu tansec .
Example: Exercise # 36 dxxx33
tansec
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Case 3: dxxm tan where m is even
Example: dxx4
tan
Case 4 : dxxnsec ,where n is odd
dxx3
sec: Example
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Sec 8.3: Trigonometric Substitution:
Integrals involving integrands with 2 2a x or 2 2x a .
So there are cases as follow
Case 1: Integrals involving 2 2a x
1) Make the substitution x = asin(), and dx = acos()d.
2) Simplify the radical using algebra and the Pythagorean identity:
22 2 2 2 2sin 1 sin cos cosa a a a a
3) Integrate.
4) To back-substitute, use the following trick from trigonometry.
Since x = asin() sin() = x / a, which means we can draw the diagram below
to evaluate any trigonometric function of :
Example:
Evaluate
dxx
21
1
Let ddxthenx cossin
ccdd
d
ddxx
1
2
2
22
sin1coscos
1
cossin1
1
cossin1
1
1
1
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Case 2: Integrals involving 2 2a x
1) Make the substitution x = atan(), and dx = asec2()d.
2) Simplify the radical using algebra and the Pythagorean identity:
22 2 2 2 2tan 1 tan sec seca a a a a
3) Integrate.
4) To back-substitute, use the following trick from trigonometry.
Since x = atan() tan() = x / a, which means we can draw the
diagram below to evaluate any trigonometric function of :
Example: .
Evaluate
dxx
21
1
Let ddxthenx2sectan
1
2
2
2
22
tan
1
secsec
1
sectan1
1
1
1
cd
ddxx
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Case 3: Integrals involving 2 2x a
1) Make the substitution x = asec(), and dx = asec()tan()d.
2) Simplify the radical using algebra and the Pythagorean identity :
2 2 2 2 2 2sec sec 1 tan tana a a a a .
3) Integrate.
4) To back-substitute, use the following trick from trigonometry.
Since x = asec() sec() = x / a, which means we can draw the
diagram below to evaluate any trigonometric function of :
525
3
2
ydyy
y# 12
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Exercise # 2
dxx
291
3 # 4
2
02
28 x
dx
# 8 #
dxx
x
12
3
31
dxt291
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43
Exercise # 24
1
02/32 )4( x
dx
use an appropriate substitution and the a trigonometric substitution evaluate the integral
4ln
0 29
t
t
e
dte35)
)3/4ln(
)4/3ln(2/32
)1(t
t
e
dte36 #
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Sec 8.4:Integration of Rational functions by Partial fractions
into its )(
)(
xQ
xPf by decomposing
)(
)(
xQ
xPs of the form Our goal in this section is to compute integral
partial fractions ,
where )(xP and )(xQ are polynomials and
Degree of )(xP is < Degree of )(xQ
For Example :
dxxx
x
32
352
In such a case we express the algebraic fraction in terms of its Partial fractions , as follows
3
3
1
2
32
352
xxxx
x
so dxx
dxx
dxxx
x
3
3
1
2
32
352
cxx )3ln(3)1ln(2
Now how do we find Partial Fractions of )(
)(
xQ
xP
Example:
The Rules of Partial fractions are as follows
(1) The numerator )(xP must be of lower degree than that of the denominator )(xQ . If it is not,
Use long division to ensure that the degree of )(xP less than the degree of )(xQ .
(2) Factorize the denominator )(xQ as far as possible. This is important since the factors obtained
determine the shape of the partial fractions.
(3) This fraction can be broken down into partial fractions, that is dependent upon the factors of the
denominator , there are four cases:
(4) linear factors dcx
B
bax
A
dcxbax
xP
))((
)(.
(5) Repeated Linear Factors 22 )()(
)(
bax
B
bax
A
bax
xP
.
(6) More Repeated linear Factors 323 )()()(
)(
bax
C
bax
B
bax
A
bax
xP
.
(7) Quadratic factor edx
C
cbxax
BAx
edxcbxax
xP
22 ))((
)(
2223 22243
4
)())(( xxxxx
x
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Next How do we find A,B,C ……
Consider the example above
3132
352
x
B
x
A
xx
x
Multiply both sides by the denominator )3)(1( xx .
)1()3(35 xBxAx
Now we can solve for A and B using one of the following methods:
Substitution Or Equate coefficients )1()3(35 xBxAx BBxAAxx 335
put 3x )2(33
)1(5
BA
BA
34315 BB solve eq's (1) & (2) 3255
284
BAB
AA
Put 1x
248 AA
So 3
3
1
2
32
352
xxxx
x
__________________________________________________________________________________
# 10 xx
dx
22 # 16
dx
xx
x
82
33
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#22
3
13
2 43dt
tt
tt #24
dx
x
xx22
2
)14(
288
# 28 dxxx
4
1 #30
dx
xx
xx
43 24
2
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# 34
dxx
x
12
4
#40
dt
e
eeet
ttt
1
22
24
(DEGREE OF NUMERATOR > DEGREE OF DENIMINATOR)
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Sec 8.7: Improper Integrals
In this section we need to take a look at a couple of different kinds of integrals. Both of these are examples of
integrals that are called Improper Integrals.
First Type: integrals in which one or both of the limits of integration are infinity so they are of the
forms
(1)
a
dxxf )(
(2)
b
dxxf )(
(3)
dxxf )(
and they can be evaluated using the following definitions :
(1) If )(xf is continuous on ),[ a , then
R
aa Rdxxfdxxf )()( lim
(2) If )(xf is continuous on ],( b , then
a
R
a
Rdxxfdxxf )()( lim
(3) If )(xf is continuous for all ),( x and if c is any real number, then
which can be evaluated using (1) and (2).Note: If either of the integrals in (3)
diverge, then
dxxf )( diverge.
Example 1: Evaluate the
following integral.
12
1dx
x
Solution
c
c
dxxfdxxfdxxf )()()(
So, this is how we will deal with
these kinds of
integrals in general. We will
replace the
infinity with a
variable (Like b),
do the integral and then take the
limit of the result
as b goes to
infinity.
notice that the
area under a
curve on an
infinite interval was not infinity
as we might have
suspected it to
be. In fact, it was a surprisingly
small number.
Of course this won’t always be
the case, but it is
important enough to point out that
not all areas on
an infinite
interval will yield infinite areas.
Let’s now get
some definitions
out of the way. We will call these
integrals
convergent if the associated limit
exists and is a
finite number (i.e. it’s not plus or
minus infinity)
and divergent if
the associated limits either
doesn’t exist or is
(plus or minus)
infinity.
Example 1: Evaluate the
following integral.
1
1dx
x
Solution
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Example: Determine if the following integral is Example: Determine if the following integral is
convergent or divergent. If it is convergent or divergent. If it is
convergent find its value. convergent find its value.
0
4dxxe
x
dx
x2
1
1
# 14
2/32 )4(x
xdx # 24
dxxe
x2
2
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# 20
02
1
1
tan16dx
x
x # 19
012 )tan1)(1( vv
dv
# 12
22 1
2
t
dt # 2
1001.1
x
dx
.
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Second Type: integrals that have discontinuous integrands f(x)
The process here is basically the same with first kind. Here are the general cases that we’ll look at for these
integrals.
(1) If )(xf is continuous on ),[ ba and discontinuous at b , then
R
a
b
a bR
dxxfdxxf )()( lim
(2) If )(xf is continuous on ],( ba and discontinuous at a , then
b
R
b
a aR
dxxfdxxf )()( lim
(3) If )(xf is discontinuous at a number ],[ bac , then
b
c
c
a
b
a
dxxfdxxfdxxf )()()(
Note: If either of the integrals in (3) diverge, then b
a
dxxf )( diverges
(4) If )(xf is discontinuous at a and b , then
b
c
c
a
b
a
dxxfdxxfdxxf )()()(
Note: If either of the integrals in (4) diverge, then b
a
dxxf )( diverges.
Note that the limits in these cases really do need to be right or left handed limits. Since we will be working
inside the interval of integration we will need to make sure that we stay inside that interval. This means that
we’ll used one-sided limits to make sure we stay inside the interval.
b
RcR
R
acR
dxxfdxxf )()( limlim
R
cbR
c
RaR
dxxfdxxf )()( limlim
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Example: Determine if the Example: 2/
0
tan
xdx
following integral is
convergent or divergent. If it is
convergent find its value.
5
1 5
2dx
x
# 16
2
0 24
1ds
s
s # 26
1
0
)ln( dxx
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Before leaving this section lets note that we can also have integrals that involve both of
these cases First kind and Second kind. Consider the following integral.
Example: Determine if the following integral is convergent or divergent. If it is
convergent find its value.
3
1
x
Solution This is an integral over an infinite interval that also contains a discontinuous integrand. To do this integral
we’ll need to split it the given integrals as follows :
In order for the integral in the example to be convergent we will need ALL of these to be convergent. If
one is divergent then the whole integral will also be divergent.
So, the first integral is divergent and so the whole integral is divergent.