Int Guide

Guide to Integration
Mathematics 101
Mark MacLean and Andrew Rechnitzer
Winter 2006/2007
() Guide to Integration Winter 2006/2007 1 / 24

1 Elementary Integrals
2 Substitution
3 Trigonometric integrals
4 Integration by parts
5 Trigonometric substitutions
6 Partial Fractions
7 100 Integrals to do

Table of integrals
Recognise these from a table of derivatives.
The very basics

Z
1 1 dx = x + c
Z
1
2 dx = log |x| + c
x
Z
1
3 x n dx = x n+1 + c
n+1
Z
1
4 e ax dx = e ax + c
a

Table of integrals
The very basics

Z
1 1 dx = x + c
Z
1
2 dx = log |x| + c dont forget the |.|.
x
Z
1
3 x n dx = x n+1 + c if n 6= 1.
n+1
Z
1
4 e ax dx = e ax + c
a

Table of integrals
Trigonometry
1
Z
1 sin(ax) dx = cos(ax) + c
a
Z
1
2 cos(ax) dx = sin(ax) + c
a
Z
1
3 sec2 (ax) dx = tan(ax) + c
a
Z
1
4 sec(ax) tan(ax) dx = sec(ax) + c
a

Table of integrals
Trigonometry
1
Z
a
Z
1
a
Z
1
a
Z
1
a
Inverse trig
Z
1
1 dx = sin1 (x/a) + c
a2
x2
Z
1 1
2
2 2
dx = tan1 (x/a) + c.
a +x a
Table of integrals
Trigonometry
1
Z
a
Z
1
a
Z
1
a
Z
1
a
Inverse trig
Z
1
1 dx = sin1 (x/a) + c need a > 0.
a2
x2
Z
1 1
2
2 2
dx = tan1 (x/a) + c.
a +x a
Substitution rule
From the chain rule we get

Z Z
f 0 (g (x))g 0 (x) dx = f 0 (u) du u = g (x)

Substitution rule
From the chain rule we get

Z Z
f 0 (g (x))g 0 (x) dx = f 0 (u) du u = g (x)
= f (u) + c = f (g (x)) + c
Look for a function and its derivative in the integrand.

Substitution example
Z
sin(3 log x)
Example dx
x

Z
sin(3 log x)
Example dx
x
1
Let u = log x so du = x dx.
We then completely transform all xs into us.

Z
sin(3 log x)
Example dx
x
1
Z Z
sin(3 log x)
dx = sin 3u du
x
1
= cos(3u) + c
3

Z
sin(3 log x)
Example dx
x
1
Z Z
sin(3 log x)
dx = sin 3u du
x
1
= cos(3u) + c
3
We have to turn all the us back into xs

Z
sin(3 log x)
Example dx
x
1
Z Z
sin(3 log x)
dx = sin 3u du
x
1
= cos(3u) + c
3
1
= cos(3 log x) + c
3

Z
sin(3 log x)
Example dx
x
1
Z Z
sin(3 log x)
dx = sin 3u du
x
1
= cos(3u) + c
3
1
= cos(3 log x) + c
3
WARNING you must turn all the xs into the new variable.

Substitution with definite integrals
You have 2 choices of what to do with the integration terminals.
Transform terminals
We make u = log x so change the terminals too.

Transform terminals
Z 2 Z log 2
sin(3 log x)
dx = sin 3u du
1 x log 1

Transform terminals
Z 2 Z log 2
sin(3 log x)
dx = sin 3u du
1 x log 1
log 2
1
= cos(3u)
3 log 1=0

Transform terminals
Z 2 Z log 2
sin(3 log x)
dx = sin 3u du
1 x log 1
log 2
1
= cos(3u)
3 log 1=0
1 1
= cos(3 log 2) + cos(0)
3 3
1 1
= cos(3 log 2) +
3 3

Keep terminals, remember to change everything back to x

Z 2 Z x=2
sin(3 log x)
dx = sin 3u du
1 x x=1


Z 2 Z x=2
sin(3 log x)
dx = sin 3u du
1 x x=1
x=2
1
= cos(3u)
3 x=1


Z 2 Z x=2
sin(3 log x)
dx = sin 3u du
1 x x=1
x=2
1
= cos(3u)
3 x=1
2
1
= cos(3 log x)
3 1


Z 2 Z x=2
sin(3 log x)
dx = sin 3u du
1 x x=1
x=2
1
= cos(3u)
3 x=1
2
1
= cos(3 log x)
3 1
1 1
= cos(3 log 2) +
3 3


Z 2 Z x=2
sin(3 log x)
dx = sin 3u du
1 x x=1
x=2
1
= cos(3u)
3 x=1
2
1
= cos(3 log x)
3 1
1 1
= cos(3 log 2) +
3 3
Of course the answers are the same.

Trigonometric integrals
Trig integrals are really just special cases of substitution.


Usually we need trig identities like


Usually we need trig identities like
Useful trig identities
cos2 x + sin2 x = 1
1 + tan2 x = sec2 x
1
cos2 x = (1 + cos 2x)
2
1
sin2 x = (1 cos 2x)
2

Z
Example sina x cosb x dx

Z
If a and b are both even then use
1
cos2 x = (1 + cos 2x)
2
1
sin2 x = (1 cos 2x)
2

Z
If a and b are both even then use
1
cos2 x = (1 + cos 2x)
2
1
sin2 x = (1 cos 2x)
2
If a or b is odd then use
cos2 x = 1 sin2 x
sin2 x = 1 cos2 x

Z
Example sec x dx

Z
Example sec x dx
Now this is not at all obvious, but you should see it. . .

Z
Example sec x dx
Z Z
sec x + tan x
sec x dx = sec x dx
sec x + tan x

Z
Example sec x dx
Z Z
sec x + tan x
sec x dx = sec x dx
sec x + tan x
Now set u = sec x + tan x:

du
= sec x tan x + sec2 x = sec x (tan x + sec x)
dx

Z
Example sec x dx
Z Z
sec x + tan x
sec x dx = sec x dx
sec x + tan x

du
dx
Hence we have
Z Z
sec x + tan x 1 du
sec x dx = dx
sec x + tan x u dx

Z
Example sec x dx
Z Z
sec x + tan x
sec x dx = sec x dx
sec x + tan x

du
dx
Hence we have
Z Z
sec x + tan x 1 du
sec x dx = dx
sec x + tan x u dx
Z
1
= du = log |u| + c
u

Z
Example sec x dx
Z Z
sec x + tan x
sec x dx = sec x dx
sec x + tan x

du
dx
Hence we have
Z Z
sec x + tan x 1 du
sec x dx = dx
sec x + tan x u dx
Z
1
= du = log |u| + c
u
= log | sec x + tan x| + c
Integration by parts
From the product rule we get

Z Z
f (x)g 0 (x) dx = f (x)g (x) g (x)f 0 (x) dx
Frequently used when you have the product of 2 different types of functions.

From the product rule we get

Z Z
Frequently used when you have the product of 2 different types of functions.
You have to choose f (x) and g 0 (x) there are 2 options.
Usually one will work and the other will not.

Z
Example xe x dx

Z
Example xe x dx
Choose f = x and g 0 = e x

Z
Example xe x dx
Choose f = x and g 0 = e x so f 0 = 1 and g = e x :

Z
Example xe x dx

Z Z

Z
Example xe x dx

Z Z
Z Z
xe dx = xe e x 1 dx
x x
= xe x e x + c

Z
Example xe x dx
What if we choose f and g 0 the other way around?

Z
Example xe x dx

f = e x and g 0 = x so f 0 = e x and g = x 2 /2

Z
Example xe x dx

x2
Z Z 2
x x
xe x dx = e x e dx
2 2

Z
Example xe x dx

x2
Z Z 2
x x
xe x dx = e x e dx
2 2
This is not getting easier, so stop!

Sometimes one of the parts is 1.

Z
Example log x dx


Z
Example log x dx
Choose f = log x and g 0 = 1


Z
Example log x dx
Choose f = log x and g 0 = 1 so f 0 = 1/x and g = x:


Z
Example log x dx

Z Z


Z
Example log x dx

Z Z
Z Z
log x dx = x log x x/x dx
= x log x x + c

Trigonometric substitutions
Based on
sin2 = 1 cos2
tan2 + 1 = sec2

Based on
sin2 = 1 cos2
tan2 + 1 = sec2
Things to associate
If the integrand contains
p
a2 x 2 sin2 = 1 cos2
a2 + x 2 1 + tan2 = sec2

Z
Compute (5 x 2 )3/2 dx

Contains a2 x 2 so put x = 5 sin .

Z

dx

Hence d = 5 cos and
Z Z
5 cos
(5 x 2 )3/2 dx = d
53/2 (1 sin2 )3/2

Z

dx

Hence d = 5 cos and
Z Z
5 cos
(5 x 2 )3/2 dx = d
53/2 (1 sin2 )3/2
Z
cos
= d
5(cos2 )3/2

Z

dx

Hence d = 5 cos and
Z Z
5 cos
(5 x 2 )3/2 dx = d
53/2 (1 sin2 )3/2
Z
cos
= d
5(cos2 )3/2
Z Z
1 1
= d = sec2 d
5 cos2 5

Z

dx

Hence d = 5 cos and
Z Z
5 cos
(5 x 2 )3/2 dx = d
53/2 (1 sin2 )3/2
Z
cos
= d
5(cos2 )3/2
Z Z
1 1
= d = sec2 d
5 cos2 5
1
= tan + c
5

Z

dx

Hence d = 5 cos and
Z Z
5 cos
(5 x 2 )3/2 dx = d
53/2 (1 sin2 )3/2
Z
cos
= d
5(cos2 )3/2
Z Z
1 1
= d = sec2 d
5 cos2 5
1
= tan + c
5
We arent done yet we have to change back to the x variable.

Z
1
We substituted x = 5 sin and got 5 tan + c

Z

We can express tan in terms of sin
sin sin
tan = =p
cos 1 sin2

x/ 5 x x
=p = p =
2
1 x /5 2
5 1 x /5 5 x2

Z

We can express tan in terms of sin
sin sin
tan = =p
cos 1 sin2

x/ 5 x x
=p = p =
2
1 x /5 2
5 1 x /5 5 x2
Hence the integral is

Z
x
(5 x 2 )3/2 dx = +c
5 5 x2

Z
1
Compute dx
4 + x2

Z
1
Compute dx
4 + x2
Contains a2 + x 2 , so sub x = 2 tan .

Z
1
Compute dx
4 + x2
dx
Hence d = 2 sec2 and
2 sec2
Z Z
1
dx = d
4 + x2 4 + 4 tan2

Z
1
Compute dx
4 + x2
dx
2 sec2
Z Z
1
dx = d
4 + x2 4 + 4 tan2
2 sec2 sec2
Z Z
= d = d
2 1 + tan2 sec2

Z
1
Compute dx
4 + x2
dx
2 sec2
Z Z
1
dx = d
4 + x2 4 + 4 tan2
2 sec2 sec2
Z Z
= d = d
2 1 + tan2 sec2
Z
= sec d

Z
1
Compute dx
4 + x2
dx
2 sec2
Z Z
1
dx = d
4 + x2 4 + 4 tan2
2 sec2 sec2
Z Z
= d = d
2 1 + tan2 sec2
Z
= sec d
We have assumed sec > 0. We did similarly in the previous example.

Z
1
Compute dx
4 + x2
We substituted x = 2 tan and got
Z Z
1
dx = sec d
4 + x2

Z
1
Compute dx
4 + x2
Z Z
1
dx = sec d
4 + x2
= log | sec + tan | + c previous work

Z
1
Compute dx
4 + x2
Z Z
1
dx = sec d
4 + x2
So now we need to rewrite in terms of x.

Z
1
Compute dx
4 + x2
Z Z
1
dx = sec d
4 + x2

The tan = x/2 is easy. But sec is harder:
sec2 = 1 + tan2
p p
sec = 1 + tan2 = 1 + x 2 /4

Z
1
Compute dx
4 + x2
Z Z
1
dx = sec d
4 + x2

The tan = x/2 is easy. But sec is harder:
sec2 = 1 + tan2
p p
sec = 1 + tan2 = 1 + x 2 /4
Z
1 p
Hence: dx = log | 1 + x 2 /4 + x/2| + c.
4+x 2

Sometimes you need to complete the square in order to get started.
dx
Try
4x 2 + 12x + 13

Partial fractions
Based on partial fraction decomposition of rational functions

There are some very general rules for this technique.
It is one of the few very formulaic techniques of integration.

Partial fractions
Based on partial fraction decomposition of rational functions

There are some very general rules for this technique.
It is one of the few very formulaic techniques of integration.
Any polynomial with real coefficients can be factored into linear and
quadratic factors with real coefficients
Q(x) = k(x a1 )m1 (x a2 )m2 (x aj )mj

(x 2 + b1 x + c1 )n1 (x 2 + b2 x + c2 )n2 (x 2 + bl x + cl )nl

Partial fractions
Suppose f (x) = P(x)/Q(x) with deg(P) < deg(Q). You might have to do
division to arrive at this.

Partial fractions
Factorise Q(x) as on the previous slide.

Partial fractions
Rewrite f (x) as
A11 A12 A1m1

f (x) = 1
+ 2
+ +
(x a1 ) (x a1 ) (x a1 )m1
+ similar terms for each linear factor
B11 x + C11 B12 x + C12 B1n x + C1n1
+ 2 1
+ 2 2
+ 2 1
(x + b1 x + c1 ) (x + b1 x + c1 ) (x + b1 x + c1 )n1
+ similar terms for each quadratic factor

Partial fractions
Rewrite f (x) as
A11 A12 A1m1

f (x) = 1
+ 2
+ +
(x a1 ) (x a1 ) (x a1 )m1
+ similar terms for each linear factor
B11 x + C11 B12 x + C12 B1n x + C1n1
+ 2 1
+ 2 2
+ 2 1
(x + b1 x + c1 ) (x + b1 x + c1 ) (x + b1 x + c1 )n1
+ similar terms for each quadratic factor
Once in this form, we can integrate term-by-term.

Partial fractions
Z
dx
x(x 1)
Write in partial fraction form
1 A B
= + Now find A and B.
x(x 1) x x 1
A(x 1) + Bx
= Compare numerators
x(x 1)

Partial fractions
Z
dx
x(x 1)
1 A B
x(x 1) x x 1
A(x 1) + Bx
x(x 1)
Compare coefficients of x in the numerators to get equations for A and B.
x(A + B) + (A) = 0x + 1

Partial fractions
Z
dx
x(x 1)
1 A B
x(x 1) x x 1
A(x 1) + Bx
x(x 1)
Compare coefficients of x in the numerators to get equations for A and B.
x(A + B) + (A) = 0x + 1
Hence we have 2 equations

A+B =0
A = 1, B = 1
A =1

Partial fractions
Z
dx
x(x 1)
Hence in partial fraction form we have
1 1 1
= + always check this!
x(x 1) x x 1

Partial fractions
Z
dx
x(x 1)
1 1 1
x(x 1) x x 1
Now integrate term-by-term
Z Z Z
1 1 1
dx = dx + dx
x(x 1) x x 1
= log |x| + log |x 1| + c

x 1
= log
+c
x

Partial fractions
Z
dx
x(x 1)
1 1 1
x(x 1) x x 1
Now integrate term-by-term
Z Z Z
1 1 1
dx = dx + dx
x(x 1) x x 1
= log |x| + log |x 1| + c

x 1
= log
+c
x
Z
1
Try dx.
x 2 a2

Partial fractions
Z
1
dx
x(x 1)2
Start by writing in partial fraction form:

Partial fractions
Z
1
dx
x(x 1)2
1 A B C
2
= + +
x(x 1) x x 1 (x 1)2
A(x 1)2 + Bx(x 1) + Cx
=
x(x 1)2

Partial fractions
Z
1
dx
x(x 1)2
1 A B C
2
= + +
x(x 1) x x 1 (x 1)2
A(x 1)2 + Bx(x 1) + Cx
=
x(x 1)2
Comparing numerators gives
A + B + 0C = 0 2A B + C = 0 A + 0B + 0C = 1

Partial fractions
Z
1
dx
x(x 1)2
1 A B C
2
= + +
x(x 1) x x 1 (x 1)2
A(x 1)2 + Bx(x 1) + Cx
=
x(x 1)2
A + B + 0C = 0 2A B + C = 0 A + 0B + 0C = 1
Solve these equations to get A = 1, B = 1, C = 1.

Partial fractions
Z
1
dx
x(x 1)2
1 A B C
2
= + +
x(x 1) x x 1 (x 1)2
A(x 1)2 + Bx(x 1) + Cx
=
x(x 1)2
A + B + 0C = 0 2A B + C = 0 A + 0B + 0C = 1
Solve these equations to get A = 1, B = 1, C = 1.
Integrate term-by-term
1
Z Z Z Z
1 1 1
dx = dx + dx + dx
x(x 1)2 x x 1 (x 1)2

Partial fractions
Z
1
dx
x(x 1)2
1
Z Z Z Z
1 1 1
2
dx = dx + dx + dx
x(x 1) x x 1 (x 1)2

Partial fractions
Z
1
dx
x(x 1)2
1
Z Z Z Z
1 1 1
2
dx = dx + dx + dx
x(x 1) x x 1 (x 1)2
1
= log |x| log |x 1| +c
x 1
x
= log +c
x 1


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Guide to Integration

Mark MacLean and Andrew Rechnitzer

() Guide to Integration Winter 2006/2007 1 / 24

() Guide to Integration Winter 2006/2007 2 / 24

The very basics

() Guide to Integration Winter 2006/2007 3 / 24

The very basics

() Guide to Integration Winter 2006/2007 3 / 24

() Guide to Integration Winter 2006/2007 3 / 24

From the chain rule we get

() Guide to Integration Winter 2006/2007 4 / 24

From the chain rule we get

Look for a function and its derivative in the integrand.

() Guide to Integration Winter 2006/2007 4 / 24

() Guide to Integration Winter 2006/2007 5 / 24

() Guide to Integration Winter 2006/2007 5 / 24

() Guide to Integration Winter 2006/2007 5 / 24

We have to turn all the us back into xs

() Guide to Integration Winter 2006/2007 5 / 24

We have to turn all the us back into xs

() Guide to Integration Winter 2006/2007 5 / 24

We have to turn all the us back into xs

() Guide to Integration Winter 2006/2007 5 / 24

You have 2 choices of what to do with the integration terminals.

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

Keep terminals, remember to change everything back to x

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

Keep terminals, remember to change everything back to x

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

Keep terminals, remember to change everything back to x

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

Keep terminals, remember to change everything back to x

() Guide to Integration Winter 2006/2007 6 / 24

You have 2 choices of what to do with the integration terminals.

Keep terminals, remember to change everything back to x

() Guide to Integration Winter 2006/2007 6 / 24

Trig integrals are really just special cases of substitution.

() Guide to Integration Winter 2006/2007 7 / 24

Trig integrals are really just special cases of substitution.

() Guide to Integration Winter 2006/2007 7 / 24

Trig integrals are really just special cases of substitution.

Useful trig identities

() Guide to Integration Winter 2006/2007 7 / 24

() Guide to Integration Winter 2006/2007 8 / 24

() Guide to Integration Winter 2006/2007 8 / 24

If a or b is odd then use

() Guide to Integration Winter 2006/2007 8 / 24

() Guide to Integration Winter 2006/2007 9 / 24

() Guide to Integration Winter 2006/2007 9 / 24

() Guide to Integration Winter 2006/2007 9 / 24

Now set u = sec x + tan x:

() Guide to Integration Winter 2006/2007 9 / 24