Lecture 1 – Integration

Jan 13, 2021

The indefinite integral of f (x) is
Z
f (x) dx.

It is a function F (x) such that F 0 (x) = f (x).

F (x) is called an anti-derivative for f (x).
Note that F (x) + C is also an anti-derivative for f (x).

Examples
Z
(i) x 3 dx

Z
(ii) sin(x) dx
Basic integral formulas (review)
Z
x n+1
I n
x dx = + C for n 6= 1
n+1
Z
1
I dx = ln |x| + C
x
Z
I ex dx = ex + C
Z
I cos x dx = + sin x + C
Z
I sec2 x dx = tan x + C
Z
1
I dx = tan 1
(x) + C
1+x 2
The definite integral of a continuous function f (x), a  x  b
Z b n
X
f (x) dx = lim f (xi⇤ ) x
a n!1
i=1

limit of Riemann sums, where x = (b a)/n.

The Fundamental Theorem of Calculus asserts
Z b
b
f (x) dx = F (x) a
= F (b) F (a)
a
where F (x) is an anti-derivative of f (x).

Examples
Z 1
(i) x 3 dx
0
The definite integral of a continuous function f (x), a  x  b
Z b n
X
f (x) dx = lim f (xi⇤ ) x
a n!1
i=1

limit of Riemann sums, where x = (b a)/n.

The Fundamental Theorem of Calculus asserts
Z b
b
f (x) dx = F (x) a
= F (b) F (a)
a
where F (x) is an anti-derivative of f (x).

Examples
Z 1
(i) x 3 dx
0
Z ⇡
(ii) sin(x) dx
0
Techniques of integration

(i) Substitution (u, du)

Z
3
Example x 2 ex dx
Techniques of integration

(ii) Integration by parts (u, dv )

Z Z
u dv = uv v du
Z
Example xex dx
Techniques of integration

(iii) Trigonometic identities

Z
Example cos2 x dx

1 + cos 2x
cos2 x =
2
Z Z
cos2 x dx = ( 12 + 1
2 cos 2x) dx
Techniques of integration

(iv) Method of partial fractions

Z
1
Example dx
x(x 1)
Write
1 A B
= +
x(x 1) x x 1
(iv) The method of partial fractions applies if higher powers
of a linear factor appear.
Example

1 A B C D
= + + +
x(x 1)3 x x 1 (x 1)2 (x 1)3

Exercise: equate coefficients to show that

A = 1, B = 1, C = 1, D = 1.
(iv) Method of partial fractions Partial fractions also works if

irreducible quadratic factors appear, but it is more complicated.

In principle, it can be applied to handle any integral of the form

Z
R(x) dx

where R(x) is a rational function, that is, the quotient of two

polynomials.
Summary
The indefinite and definite integrals are related by the
Fundamental Theorem of Calculus.
Z
That is, if f (x) dx = F (x) + C, then
Z b
f (x) dx = F (b) F (a).
a

Integration techniques include

I Substitution (u, du)
R R
I Integration by parts (u, dv using u dv = uv v du)
I Trigonometric identities
I Partial fractions
Question Which integration method(s) can be used to solve
the following?
Z
1. ex sin x dx
Z
2. sin2 x dx
Z
3. sin4 x cos x dx
Z
1
4. dx
x(1 (ln x)2 )