Basic Rules of Integration

Dr. Tran Thai-Duong

Room #513

December 4, 2012

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 1 / 16

Some Antiderivatives

x n+1
Z
n
x dx = + C , ∀n 6= −1
Z n
Z + 1
1
x −1dx = dx = ln |x| + C
Z x
ex = ex + C

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 2 / 16

Some Antiderivatives

x n+1
Z
n
x dx = + C , ∀n 6= −1
Z n
Z + 1
1
x −1dx = dx = ln |x| + C
Z x
ex = ex + C
Examples
Z
1 3
(3x 3 + −5e x −2)dx = x 4 +ln |x|−5e x −2x+C
x 4
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 2 / 16
Particular Antiderivative
Find the function y (x) such that y (0) = 2 and
dy
= x3
dx

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 3 / 16

Particular Antiderivative
Find the function y (x) such that y (0) = 2 and
dy
= x3
dx
Answer. Z
1
x3 = x4 + C
y (x) =
4
where y (0) = C = 2. Hence
1
y (x) = x 4 + 2
4
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 3 / 16
SUBSTITUTION RULE
Z b Z u(b)
0
f (u(x))u (x)dx = f (u)du
a u(a)

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 4 / 16

SUBSTITUTION RULE
Z b Z u(b)
0
f (u(x))u (x)dx = f (u)du
a u(a)
Example. Let
u = x 3 + 1, u 0(x) = 3x 2, u(0) = 1, u(2) = 9,
Z 2 √ Z 9
1 √
x 2 x 3 + 1dx = udu
0 3 1

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 4 / 16

SUBSTITUTION RULE
Z b Z u(b)
0
f (u(x))u (x)dx = f (u)du
a u(a)
Example. Let
u = x 3 + 1, u 0(x) = 3x 2, u(0) = 1, u(2) = 9,
Z 2 √ Z 9 9
√ 3/2
2 1 1 u 
x x 3 + 1dx = udu =

3 3 3 
0 1 2 1

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 4 / 16

SUBSTITUTION RULE
Z b Z u(b)
0
f (u(x))u (x)dx = f (u)du
a u(a)
Example. Let
u = x 3 + 1, u 0(x) = 3x 2, u(0) = 1, u(2) = 9,
Z 2 √ Z 9 9
√ 3/2
2 1 1 u 
x x 3 + 1dx = udu =

3 3 3 
0 1 2 1
2 3/2
  52
= 9 − 13/2 =
9 9
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 4 / 16
Example
Evaluate Z 3
x
dx
1 x2 + 1

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 5 / 16

Example
Evaluate Z 3
x
2+1
dx
1 x
2
Answer. Use u = x + 1,
u 0(x) = 2x, x = 12 u 0(x), u(1) = 2, u(3) = 10,

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 5 / 16

Example
Evaluate Z 3
x
2+1
dx
1 x
2
Answer. Use u = x + 1,
u 0(x) = 2x, x = 12 u 0(x), u(1) = 2, u(3) = 10, and
Z 3
1 10 du
Z
x
2+1
dx =
1 x 2 2 u

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 5 / 16

Example
Evaluate Z 3
x
2+1
dx
1 x
2
Answer. Use u = x + 1,
u 0(x) = 2x, x = 12 u 0(x), u(1) = 2, u(3) = 10, and
Z 3
1 10 du
Z
x
2+1
dx =
1 x 2 2 u
1 ln 5
= (ln 10 − ln 2) =
2 2
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 5 / 16
Example

Let u = 3x + 7, u 0(x) = 3,
u − 7 20
Z Z
1
x(3x + 7)20 dx = u du
3 3

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 6 / 16

Example

Let u = 3x + 7, u 0(x) = 3,
u − 7 20
Z Z
1
x(3x + 7)20 dx = u du
3 3
 22 21

1 u 7u
= −
9 22 21

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 6 / 16

Example

Let u = 3x + 7, u 0(x) = 3,
u − 7 20
Z Z
1
x(3x + 7)20 dx = u du
3 3
 22 21
(3x + 7)22 (3x + 7)21

1 u 7u
= − = −
9 22 21 198 27

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 6 / 16

Quiz
1. Evaluate
x 2 + 3x − 5
Z
dx
x3
2. Find f (x) such that
f 00(x) = x 3 − 2x + 1, f 0(1) = 0, f (0) = 4
3. Evaluate the following integrals by substitution
√
Z 4 Z 9
x 2x + 1dx , x(x − 7)5dx
0 5
Z 2
x + 2x
dx
(x 3 + 3x 2 + 9)2
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 7 / 16
Some easy problems
Find G 0(3) where
Z x2 √
G (x) = t 3 + 3 dt
0

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 8 / 16

Some easy problems
Find G 0(3) where
Z x2 √
G (x) = t 3 + 3 dt
0

G (x) = F (x 2) where
Z u√ √
0
F (u) = t + 3 dt , F (u) = u 3 + 3
3
0

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 8 / 16

Some easy problems
Find G 0(3) where
Z x2 √
G (x) = t 3 + 3 dt
0

G (x) = F (x 2) where
Z u√ √
0
F (u) = t + 3 dt , F (u) = u 3 + 3
3
0
Therefore √ √
G 0(3) = F 0(9)(2(3)) = 6 732 = 12 183
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 8 / 16
Some easy problems
Rx
Let A(x) = 0 f (t) dt where f (t) is given below

a) Does A(x) have a local maximum at P and a

local minimum at Q?
b) Where does A(x) have a local extremum?
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 9 / 16
Some easy problems
Find the function A(x) such that
A0(x) = rA(x) , A(0) = P

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 10 / 16

Some easy problems
Find the function A(x) such that
A0(x) = rA(x) , A(0) = P
Answer.
e −rx A0(x) = rA(x)e −rx
e −rx A0(x) − (re −rx )A(x) = 0
(e −rx A(x))0 = 0
e −rx A(x) = C
A(x) = Ce rx , A(0) = C = P
Therefore A(x) = Pe rx
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 10 / 16
Some easy problems

Evaluate Z 2 p
3
sin(x ) 9 − x 2dx
−2

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 11 / 16

Some easy problems

Evaluate Z 2 p
3
sin(x ) 9 − x 2dx
−2
Let u=-x, we have
Z 2 p Z −2 p
sin(x 3) 9 − x 2dx = 3
sin(u ) 9 − u 2du
−2 2

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 11 / 16

Some easy problems

Evaluate Z 2 p
3
sin(x ) 9 − x 2dx
−2
Let u=-x, we have
Z 2 p Z −2 p
sin(x 3) 9 − x 2dx = 3
sin(u ) 9 − u 2du
−2 2

Therefore the integral is 0.

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 11 / 16

NUMERICAL INTEGRATION
Choose ∆x = b−a
N
Midpoint rule
Z b N
X ∆x
f ≈ ∆x f (tj ) , tj = a + j∆x −
a 2
j=1

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 12 / 16

NUMERICAL INTEGRATION
Choose ∆x = b−a
N
Midpoint rule
Z b N
X ∆x
f ≈ ∆x f (tj ) , tj = a + j∆x −
a 2
j=1
Trapezoidal rule
 
Z b N
X f (a) + f (b) 
f ≈ ∆x  f (tj ) −
a 2
j=0

where tj = a + j∆x
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 12 / 16
Simpson’s rule for even N
 
N
∆x  X
(3 + (−1)j+1)f (tj ) − f (a) − f (b)
3
j=0

where tj = a + j∆x, and N is even.

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 13 / 16

Simpson’s rule for even N
 
N
∆x  X
(3 + (−1)j+1)f (tj ) − f (a) − f (b)
3
j=0

where tj = a + j∆x, and N is even.

Example. Approximate the following integral
Z 5
dx
= ln 5 ≈ 1.6094
1 x
by Midpoint, Trapezoidal, and Simpson’s rules,
and N = 4.
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 13 / 16
Example
Midpoint
 
1 1 1 1 496
1 + + + = ≈ 1.5746
1.5 2.5 3.5 4.5 315

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 14 / 16

Example
Midpoint
 
1 1 1 1 496
1 + + + = ≈ 1.5746
1.5 2.5 3.5 4.5 315
Trapezoidal
 
0.5 1 1 1 0.5 101
1 + + + + = ≈ 1.6833
1 2 3 4 5 60

Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 14 / 16

Example
Midpoint
 
1 1 1 1 496
1 + + + = ≈ 1.5746
1.5 2.5 3.5 4.5 315
Trapezoidal
 
0.5 1 1 1 0.5 101
1 + + + + = ≈ 1.6833
1 2 3 4 5 60
Simpson
 
1 1 4 2 4 1 73
+ + + + = ≈ 1.6222
3 1 2 3 4 5 45
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 14 / 16
HOMEWORK
1. Find G 0(2) where
Z πx
G (x) = cos5(t) dt
π
x

2. Estimate the following integral by Midpoint,

Trapezoidal, and Simpson’s rules with N = 4
Z 5
dx
2+1
= tan 5 − tan 1 ≈ 0.588
1 x
Rp √
3. Find 1 + 3 x dx
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 15 / 16
HOMEWORK
4. Show that the two areas equal

Hint: Choose u(x) such that

Z 1p Z π
2
1 − x 2 dx = cos2 u du
0 0
Dr. Tran Thai-Duong (IU HCMC) Basic Rules December 4, 2012 16 / 16