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Block 8: Advanced Integration
Block 8: Advanced Integration
Contents
8.1 Revision of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
8.2 Integration by Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
8.3 Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
8.4 Integration using Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . 10
8.5 Answers to Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2
A definite integral has limits, say we integrate x between a and b. This does not require
an arbitrary constant and can be interpreted as the area under the curve.
Z b
Area = f (x) dx = F (b) − F (a)
a
d
where F (x) is a function such that F (x) = f (x). This is the Fundamental Theorem of
dx
Calculus
In F11EP1 you learnt how to differentiate common functions and the rules of differentiation.
Here is a reminder.
General R Example R
f (x) f (x) f (x) f (x)
n xn+1 7 x8
x n+1
+ C for n 6= −1 x 8
+C
cos ax cos 5x
sin ax − +C sin 5x − +C
a 5
sin ax sin(2x)
cos ax +C cos(2x) +C
a 2
eax e−4x
eax +C e−4x − +C
a 4
1 1 1 1
ln(ax + b) + C 3x−2
ln(3x − 2) + C
ax + b a ³x´ 3 ³x´
1 1 1 1
tan−1 +C tan−1 +C
a + x2
2 a ³ xa´ 16 + x2 4 ³ x4´
1 1
√ sin−1 +C √ sin−1 +C
a2 − x2 R a 9 − x2 3
λg(x)dx λ g(x)dx 10e5x 2e5x + C
R R x3
(g(x) + h(x)) g(x)dx + h(x)dx x2 + cos x + sin x + C
3
d d
(f (x)) f (x) + C (sin 3x) sin 3x + C
dx dx
3
Solution
Z Z Z
−2x 2 −2x e−2x x3
(4e + 9x ) dx = 4 e dx + 9 x2 dx = 4 + 9 + C = −2e−2x + 3x3 + C
−2 3
Z
Example 8.2 (cos(E/8) + sin(E/2)) dE
Solution
Z
sin(E/8) cos(E/2)
(cos(E/8) + sin(E/2)) dE = − + C = 8 sin(E/8) − 2 cos(E/2) + C
1/8 1/2
Z 2
Example 8.3 (6x2 − 2x) dx
0
Solution Z 2 £ ¤2
(6x2 − 2x) dx = 2x3 − x2 0 = (16 − 4) − (0 − 0) = 12
0
Z 5
3
Example 8.4 dV
1 V
Solution Z 5
3
dV = [3 ln V ]51 = 3 ln(5) − 3 ln(1) = 3 ln(5)
1 V
Z ∞
Example 8.5 100e−x dx
0
Solution Z ∞ £ ¤∞
100e−x dx = −100e−x 0 = (0) − (−100) = 100
0
Exercises 8.1
Z Z Z
3
3 α
1. Evaluate 2x − 16x dx 2. Evaluate (e + 3) dα 3. Evaluate −x 2 dx
Z 2 Z 2π Z 4
3 1
4. Evaluate 4x − 2x dx 5. Evaluate sin θ dθ 6. Evaluate dx
1 π 1 2x
Z ∞
1
7. Evaluate dx
1 x2
4
R
Example 8.6 Find e2x+1 dx
Solution Can’t do this with the standard integrals and rules learnt so far! Instead we
can use the following trick :
Trick: Introduce a new variable u, which is related to x by
u = 2x + 1
5. Do integral.
du
Solution Let u = x + 1. Then = 1 so du = dx. Therefore
dx
Z Z Z
√ √ 1/2 u3/2 2
x + 1 dx = u du = u du = + C = (x + 1)3/2 + C
3/2 3
du du
Solution Let u = x2 + 1. Then = 2x so dx = . Therefore
dx 2x
Z Z Z
2x 2x du 1
2
dx = = du
x +1 u 2x u
Notice that the 2x term cancels on the top and the bottom. This is no accident. I chose
u = x2 +1 because I noticed its derivative was 2x which was the other term in the expression.
Continuing the solution we get
Z
1
du = ln(u) + C = ln(x2 + 1) + C
u
Solution Let u = x3 . I have chosen this because I notice that the derivative of x3 is 3x2
du du
which is a multiple of 6x2 . Then = 3x2 so dx = 2 . Therefore
dx 3x
Z Z Z
du
6x2 cos(x2 ) dx = 6x2 cos(u) 2 = 2 cos(u) du = 2 sin(u) + C = 2 sin(x3 ) + C.
3x
• Experience...
...which is gained from doing exercises!
Solution
R To calculate the definite integral we first need to know the indefinite integral
ln(t)/t; Z
ln(t)
dt
t
Guessing or noticing that 1/t is the derivative of ln(t) we put u = ln(t). Then
du 1
= so dt = t du
dt t
Therefore
Z Z Z
ln(t) u u2 1
dt = t du = u du = + C = (ln(t))2 + C
t t 2 2
Having found the indefinite integral we can now compute the definite integral using the
fundamental theorem of calculus:
Z e h1 ie
ln(t) 1 1 1
dt = (ln(t))2 = (ln(e))2 − (ln(1))2 =
1 t 2 1 2 2 2
Exercises 8.2
1.Z Use the given substitution toZ find each of the following indefinite
Z integrals.
3
a. (x+7)9 dx; u = x+7 b. sin(2θ −4) dθ; u = 2θ −4 c. x2 ex dx; u = x3
Z Z
3 x
d. sin (5t) cos(5t) dt; u = sin(5t) e. √ dx; u = x2 + 1
2
x +1
Z Z
1−5x ln(x)
f. e dx; u = 1 − 5x g. dx; u = ln(x)
x
2.Z Use a substitution Zto find each of the following
Z indefinite integrals.
Z
5 2 4x−5 2
a. (−x − 3) dx b. θ sin(θ + 4) dθ c. e dx d. xe2−x dx
Z Z Z Z
3 x 2x + 1 cos(x)
e. cos (t) sin(t) dt f. √ dx g. dx h. dx
1 − x2 2
x +x+1 sin4 (x)
3. Evaluate the following definite integrals.
Z 1 Z 2 Z π/2 Z e2
2 x3 7 1
a. x e dx b. (2x + 4) dx c. x cos(x2 ) dx d. dx
0 1 0 e x ln(x)
7
Z Z
0
u(x) v (x) dx = u(x) v(x) − u0 (x) v(x) dx
The above fact can be obtained from the product rule for derivatives and the definition of
indefinite integrals.
Solution To see how the integration by parts formula can be derived, we start by recalling
the product rule (for derivatives):
d
(u(x) v(x)) = u(x) v 0 (x) + u0 (x) v(x)
dx
Integrating both sides then gives
Z Z
d
(u(x) v(x)) dx = (u(x) v 0 (x) + u0 (x) v(x)) dx
dx
Therefore Z Z
0
u(x) v(x) + C = u(x) v (x) dx + u0 (x) v(x) dx
Re-arranging (and absorbing the integration constant back inside the indefinite integral)
then gives the fact stated above:
Z Z
u(x) v (x) dx = u(x) v(x) − u0 (x) v(x) dx
0
Integration by parts is used to simplify an integral; the hope is that the integral on the
RHS is simpler than the one on the LHS!
Z
Example 8.12 Find ln(x) x dx
Solution Let
u(x) = ln(x) and v 0 (x) = x
so Z Z
0 1 0 x2
u (x) = and v(x) = v (x) dx = x dx = (+C)
x 2
8
Thus
Z Z Z
x2 1 x2 x2 1 x2 x2
ln(x) x dx = ln(x) − dx = ln(x) − x dx = ln(x) − +C
2 x 2 2 2 2 4
4. Do remaining integral.
Z
Example 8.13 Find x sin(x) dx
Solution Let
u = x and v 0 = sin(x)
u0 = 1 and v = − cos(x)
Therefore
R R
x sin(x) dx = x(− cos(x)) − 1(− cos(x)) dx
R
= −x cos(x) + cos(x) dx = −x cos(x) + sin(x) + C
• Experience...
...which is gained from doing exercises!
• Remember that the integral on the right hand side should be simpler than the original
integral!
Z
Example 8.14 Find xex dx
Solution Let
u(x) = x and v 0 (x) = ex
so
u0 (x) = 1 and v(x) = ex .
Therefore Z Z
x x
xe dx = xe − ex dx = xex − ex + C.
Z
Example 8.15 Find x2 cos(x) dx
Solution We let
u = x2 and v 0 = cos(x)
so
u0 = 2x and v = sin(x)
Therefore
Z Z Z
2 2 2
x cos(x) dx = x sin(x) − 2x sin(x) dx = x sin(x) − 2 x sin(x) dx
The integral on the RHS can be done by applying integration by parts again! We did this
in an earlier example so we now get
Z
x2 cos(x) dx = x2 sin(x)−2(−x cos(x)+sin(x))+C = x2 sin(x)+2x cos(x)−2 sin(x)+C
Exercises 8.3
7x + 3 = A(x + 4) + B(x − 1)
Putting x = 1 leads to
7 × 1 + 3 = A × (1 + 4) + B × (1 − 1) =⇒ 10 = 5A =⇒ A = 2,
Therefore
7x + 3 2 5
= + .
(x − 1)(x + 4) x−1 x+4
2. Integrate.
Z
3
Example 8.16 dx
x(x + 3)
3 = 0 + (−3)B =⇒ B = −1
Therefore
3 1 1
= −
x(x + 3) x x+3
so
Z Z Z ³ x ´
3 1 1
dx = dx − dx = ln(x) − ln(x + 3) + C = ln +C
x(x + 3) x x+3 x+3
Exercises 8.4