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[Chapter 5] Techniques of Integration
[Chapter 5] Techniques of Integration
Mục lục
1 Using Basic Integration Formulas and Substitution Rule 2
2 Integration by Parts 3
3 Trigonometric RIntegrals 4
3.1 Evaluating R sinm x cosn x dx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
3.2 Evaluating tanm xsecn x dx . . . . . R. . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3.3 Evaluating products of sine and cosine sin(mx)cos(nx)dx . . . . . . . . . . . . . . . . 8
4 Trigonometric Substitutions 9
6 Improper Integrals 16
6.1 Type I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
6.2 Type II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
6.3 Comparison Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1
1 Using Basic Integration Formulas and Substitution Rule
Substitution Rule for definite integrals: If g’(x) is continuous on [a,b] and f is continuous on the
range of u=g(x), then:
Zb g(b)
Z
′
f (g(x))g (x)dx = f (u)du
a g(a)
2
Zπ/2
cos x
Example: Evaluate I = dx
sin x
π/4
Zπ/2 Zπ/2 Zπ/2
cos x (sin x)′ d(sin x)
I= dx = dx =
sin x sin x sin x
π/4 π/4 π/4
2 Integration by Parts
Integration by Parts for definte integrals: If f and g are both differentiable, then:
Zb Zb
′ b
f (x)g (x)dx = [f (x)g(x)]a − f ′ (x)g(x)dx
a a
Zb Zb
b
udv = [uv]a − vdu
a a
Note: Integration by Parts for indefinite integrals is the same as Integration by Parts for definite
integrals but there is no bounds.
Tips to choose u and dv: we usually choose u in order of priority:
Example: Determine I= x2 ex dx
R
We can see that x2 is a polynomial function and ex is a exponential function so we choose u= x2 and
dv=ex dx
Apply integration by Parts
Choose u=x2 => du=2x dx
. dv=ex dx => dv=d(ex ) => v=ex
Z
I = x e − ex 2xdx
2 x
The new integral is less complicated than the original because the exponent on x is reduced by one.
Apply integration by Parts for the integral on the right:
u = 2x => du = 2dx
dv = ex dx => v = ex
Z Z
=> e 2xdx = 2xe − 2 ex dx
x x
= 2xex − 2ex + C
=> I = x2 ex − 2xex + 2ex + C
3
R4
Example: I = xe−x dx
0
Apply Integration by Parts:
Choose u = x => du = dx
dv = e−x dx => v = −e−x
Z4
4
−xe−x 0 e−x dx
=> I = +
0
Z4
= − 4e−4 − e−x d(−x)
0
4
= − 4e−4 − e−x 0
= − 5e−4 + 1
R
Example: I= ln x dx
Apply Integration by Parts:
1
Choose u = ln x => du = dx
x
dv = 1.dx => v = x
Z
1
=> I = xln x − x. dx
x
= xln x − x + C
3 Trigonometric Integrals
sinm x cosn x dx
R
3.1 Evaluating
Tips to remember case 1,2: If the exponent of sin x is odd then substitute u=cos x, if the exponent
of cos x is odd then substitute u = sin x.
Example: Determine I= sin3 x cos2 x dx
R
(We can see that the exponent of sin x is odd, then substitute u=cos x)
Let u=cos x
=> du = d(cosx) = − sin x dx
du
=> dx = −
sin x
4
−u2 sin3 x du
Z
=> I =
sin x
Z
= − u2 sin2 x du
Z
= − u2 (1 − u2 )du
Z
= u4 − u2 du
u5 u3
= − +C
5 3
cos5 x cos3 x
=> I = − +C
5 3
Example: Determine I = cos3 x dx
R
(We can see that the exponent of cos x is odd, and the exponent of sin x is even (0), so we substitute
u=sin x)
Let u=sin x
=> du = cos x dx
du
=> dx =
cos x
Z
=> I = cos2 x du
Z
= (1 − u2 )du
u3
= u− +C
3
sin3 x
=> I = sin x − +C
3
(We can see that the exponents of sin x and cos x are even)
Z
I = (sin2 x)2 cos2 x dx
Z 2
1 − cos2x 1 + cos2x
= . dx
2 2
Z
1
= (1 − 2cos 2x + cos2 2x)(1 + cos 2x)dx
8
Z
1
= (1 + cos 2x − 2cos 2x − 2cos2 2x + cos2 2x + cos3 2x)d(2x)
16
Z Z
1
= 2x + sin 2x − 2 sin 2x − cos2 2x d(2x) + cos3 2x d(2x)
16
5
R
3.2 Evaluating tanm xsecn x dx
(We can see that the exponent of tan x is odd and the exponent of sec x is even and ≥ 1 so you can
choose the way you like to substitute u)
+) Method 1:
Let u=tan x
dx
=> du = => dx = cos2 x du
cos2 x
Z
=> I = u3 sec2 x cos2 x du
u4
Z
= u3 du = +C
4
tan4 x
=> I = +C
4
+) Method 2: (You should try to use this method before seeing my solution to see whether your result
is the same as the result of method 1)
Let u=sec x
du
=> du = sec x tan x dx => dx =
u.tan x
Z 3 2
tan x u du
=> I =
u.tan x
Z
= u.tan2 x du
Z
= u(u2 − 1)du
u4 u2
Z
= (u3 − u)du = − +C
4 2
sec4 x sec2 x
=> I = − +C
4 2
At the first look, you may be confused because those results do not seem similar and you think you
have made some mistakes, so do I =))
6
I will prove those results are similar:
7
R
3.3 Evaluating products of sine and cosine sin(mx)cos(nx)dx
π/2
R
Example: Evaluate I = sin x cos x dx
0
Zπ/2
1
I= (sin 2x + sin 0)dx
2
0
Zπ/2
1
= sin 2x d(2x)
4
0
π/2
−cos 2x
=
4 0
1
=
2
Another method (MUSTR KNOW): Using 2 sin x cos x = sin 2x
Example: Evaluate I = cos 3x cos 2x dx
Z
1
I= (cos 5x + cos x)dx
2
1 1
= sin 5x + sin x + C
2 5
1 1
= sin 5x + sin x + C
10 2
R
Example: Evaluate I = sin 5x sin 3x dx
Z
1
I= − (cos 8x − cos 2x)dx
2
1 1 1
= − sin 8x − sin 2x + C
2 8 2
1 1
= − sin 8x + sin 2x + C
16 4
8
Example: Evaluate I = sin2 x cos 3x dx
R
1 − cos 2x
Z
I= cos 3x dx
2
Z
1
= (1 − cos 2x)cos 3x dx
2
Z
1
= (cos 3x − cos 3x cos 2x)dx
2
Z Z
1
= cos 3x dx − cos 3x cos 2x dx
2
(You can calculate these integrals (section 3.1 and 3.3), so try to calculate them by yourself < 3)
1 1 1
I = sin 3x − sin 5x − sin x + C
6 20 4
4 Trigonometric Substitutions
Z
dx
Example: Evaluate I = √
1 − x2
−π π
Let x = sin u u ∈ ,
2 2
=> dx = cos u du and u = arc sin x
Z
cos u du
=> I = p
1 − sin2 u
Z
cos u du
= √
cos2 u
−π π
Z
cos u
= du (since u ∈ , )
cos u 2 2
Z
= du
= u+C
= arcsin x + C
Z3
dx
Example: Evaluate I = √
9 + x2
0
−π π
Let x = 3tan u u∈ ,
2 2
9
3
=> dx = du = 3sec2 u du
cos2 u
When x = 0 => u = 0
π
. x = 3 => u =
4
Zπ/4 Zπ/4
3sec2 u du 3sec2 u du
=> I = √ = √
9 + 9tan2 u 3 1 + tan2 u
0 0
Zπ/4 Zπ/4
sec2 u du
= √ = sec u
sec2 u
0 0
π/4
= [ln |sec u + tan u|]0
√
= ln(1 + 2)
Z
1
Example: Evaluate I = √ dx
2
h π x − 49
Let x = 7sec u u ∈ 0,
2
=> dx = 7sec u tan u du
Z
7sec u tan u du
=> I = √
49sec2 u − 49
Z
7sec u tan u du
= √
7 sec2 u − 1
Z
sec u tan u du
=
tan u
Z
= sec u du = ln |sec u + tan u| + C
x x
= ln + tan arcsec +C
7 7
Z1/3p
Example: Evaluate I = 1 − 9x2 dx
0
1 −π π 1
Let x = sin u u ∈ , => dx = cos u du
3 2 2 3
When x=0 => u=0
1 π
. x = => u =
3 2
Zπ/2 r Zπ/2 √
1 1 2 1
=> I = cos u 1 − 9. sin u du = cos u cos2 u du
3 9 3
0 0
Zπ/2 Zπ/2
1 1 1 + cos 2u
= cos2 u du = du
3 3 2
0 0
Zπ/2 π/2
1 1 1 1 1 1 π
= + cos 2u du = u + sin 2u =
3 2 2 3 2 4 0 12
0
10
5 Integration of Rational Functions by Partial Fractions
p(x)
This section shows how to express a rational function f (x) = as a sum of simpler fractions, called
q(x)
partial fractions, which are easily integrated.
p(x)
A rational function f (x) = is said to be proper if the degree of p(x) is less than the degree of
q(x)
q(x); otherwise, the rational function is improper
Note:
• A polynomial is said to be irreducible if it cannot be factorized into two. or more polynomials
(with real coefficients) of smaller degree
• Every polynomial of degree ≥ 3 is reducible. We can keep factorizing a polynomial into factors
of smaller degree until we reach a linear or an irreducible quadratic factor.
• We can factorize a polynomial q(x) by finding its roots.
p(x) p(x) s(x)
• With improper rational functions , perform = r(x) +
q(x) q(x) q(x)
(chia đa thức p(x) cho q(x), r(x) là thương, s(x) là phần dư)
11
Steps to find the partial fractions decomposition of a rational function:
5x − 3
Example: Find the partial fractions decomposition of f (x) =
x2 − 2x − 3
Step 1, we have to factorize q(x) = x2 − 2x − 3
By solving q(x)=0, q(x) has 2 roots: x=3 and x=-1
=> q(x) = x2 − 2x − 3 = (x − 3)(x + 1)
So q(x) is reducible, then we do not need to do step 3
Step 2, then f(x) can be written as:
5x − 3 5x − 3
f (x) = =
x2 − 2x − 3 (x − 3)(x + 1)
A B A(x + 1) + B(x − 3)
= + =
x−3 x+1 (x − 3)(x + 1)
Ax + A + Bx − 3B (A + B)x + (A − 3B)
= =
(x − 3)(x + 1) (x − 3)(x + 1)
5x − 3 (A + B)x + (A − 3B)
=> f (x) = =
(x − 3)(x + 1) (x − 3)(x + 1)
12
x2 + 4x + 1
Z
Example: Determine I = dx
(x − 1)(x + 1)(x + 3)
x2 + 4x + 1
Consider f (x) =
(x − 1)(x + 1)(x + 3)
A B C
= + +
x−1 x+1 x+3
A(x + 1)(x + 3) + B(x − 1)(x + 3) + C(x − 1)(x + 1)
=
(x − 1)(x + 1)(x + 3)
(A + B + C)x2 + (4A + 2B)x + (3A − 3B − C)
=
(x − 1)(x + 1)(x + 3)
A+B+C =1
4A + 2B = 4
3A − 3B − C = 1
3 1 −1
=> A = , B = , C =
4 2 4
There is another way to calculate A,B,C
We can solve A(x + 1)(x + 3) + B(x − 1)(x + 3) + C(x − 1)(x + 1) = x2 + 4x + 1 (1) in a way that we
do not need to expand those things. That is substituting x by roots of (x+1)(x+3)(x-1),
so the equation will be easier to find A,B,C.
If x=1, (1) becomes 8A = 6 => A = 3/4
If x=-1, (1) becomes −4B = −2 => B = 1/2
If x=-3, (1) becomes 8C = −1 => C = −1/4
3 1 −1
4 2 4
=> f (x) = + +
x−1 x+1 x+3
Z 3 1 −1
4 2 4
=> I = ++ dx
x−1 x+1 x+3
3 1 1
= ln |x − 1| + ln |x + 1| − ln |x + 3| + C
4 2 4
6x + 7
Example: Find the partial fractions decomposition of f (x) =
x2 + 4x + 4
First, factorize q(x) = x2 + 4x + 4 = (x + 2)2
We can see that q(x) = (x + 2)2
=> (x+2) repeats twice.
6x + 7
f (x) =
(x + 2)2
A B
= +
x + 2 (x + 2)2
A(x + 2) + B
=
(x + 2)2
Ax + (2A + B)
=
(x + 2)2
=> A = 6, B = −5
6 5
=> f (x) = −
x + 2 (x + 2)2
13
8x2 + 8x + 2
Z
Example: Determine I = dx
(4x2 + 1)2
8x2 + 8x + 2
Consider f (x) =
(4x2 + 1)2
We can see that (4x2 + 1) repeats twice.
8x2 + 8x + 2
=> f (x) =
(4x2 + 1)2
Ax + B Cx + D
= 2
+
4x + 1 (4x2 + 1)2
(Ax + B)(4x2 + 1) + Cx + D
=
(4x2 + 1)2
4Ax3 + 4Bx2 + Cx + (A + B + D)
=
(4x2 + 1)2
=> A = 0, B = 2, C = 8, D = 0
2 8x
=> f (x) = 2 +
4x + 1 (4x + 1)2
2
2x + 2
Example: Find the partial fractions decomposition of f (x) =
(x2 + 1)(x − 1)3
We can see that (x2 + 1) repeats once and (x − 1) repeats 3 times.
Ax + B C D E
=> f (x) = + + +
x2 + 1 x − 1 (x − 1)2 (x − 1)3
(Ax + B)(x − 1)3 + C(x2 + 1)(x − 1)2 + D(x2 + 1)(x − 1) + E(x2 + 1)
=
(x2 + 1)(x − 1)3
A+C =0
−3A + B − 2C + D = 0
3A − 3B + 2C − D + E = 0
−A + 3B − 2C + D = 2
−B + C − D + E = 2
14
=> A = 0, B = 1, C = 0, D = −1, E = 2
1 1 2 R
=> f (x) = 2 − 2
+ 3
(You can try to determine I = f (x)dx to practice)
x + 1 (x Z − 1)4 (x − 1)
x
Example: Determine
x2 − 1
(This is an improper rational function because the degree of x4 is greater than the degree of (x2 − 1))
x4 1
Consider f (x) = 2 = x2 + 1 + 2
x −1 x −1
x3
=> I = + x − ln |csc(arcsec x) + cot(arcsec x)| + C (hint: substitute x=sec u)
3
15
6 Improper Integrals
6.1 Type I
Note:
Z∞ Zt
• f (x)dx ̸= lim f (x)dx
x→∞
−∞ −t
• If the limit is finite and exists, then the corresponding improper integral is convergent (or converges)
• If the limit is infinite or does not exist, then the corresponding improper integral is divergent (or
diverges)
Z∞
1 1
• The improper integral dx converges to when p > 1 and diverges when p ≤ 1
xp p−1
1
Z∞
dx
Example: Determine whether I = converges or diverges
x2 + 1
0
Z∞ Zt
dx dx
I= = lim
x2
+ 1 t→∞ x + 12
0 0
−π π
Let x = tan u u ∈ ,
2 2
16
=> dx = sec2 u du
When x = 0 => u = 0
. x = t => u = arctan t
arctan
Z t
sec2 u du
I = lim
t→∞ tan2 u + 1
0
arctan
Z t arctan
Z t
sec2 u du
= lim = lim du
t→∞ sec2 u t→∞
0 0
arctan t
= lim [u]0 = lim arctan t
t→∞ t→∞
π
=
2
=> I converges
R0
Example: Determine whether I = xex dx converges or diverges
−∞
Z0
I = lim xex dx
t→∞
−t
Applying integration by Parts:
Choose u = x => du = dx
. dv = ex dx => v = ex
Z0
0
=> I = lim [xex ]−t − ex dx
t→∞
−t
−t x 0
= lim (−te − [e ]−t )
t→∞
−t 1
= lim − 1 +
t→∞ et et
−1
= lim t − 1 = −1
t→∞ e
=> I converges
17
Z∞
xdx
Example: Determine whether I = converges or diverges.
(x2 + 4)3/2
−∞
Z0 Zt
xdx xdx
I = lim 2 3/2
+
t→∞ (x + 4) (x + 4)3/2
2
−t Z 0
xdx
Consider M = 2 3/2
(x + 4)
−π π
Let x = 2tan u u ∈ ,
2 2
=> dx = 2sec2 u du
4tan u sec2 u du
Z
=> M =
(4tan2 u + 4)3/2
4tan u sec2 u du
Z
=
43/2 (tan2 u + 1)3/2
4tan u sec2 u du
Z
=
43/2 (sec2 u)3/2
tan u sec2 u du
Z
1
=
2 sec3 u
Z
1 tan u du
=
2 sec u
Z
1 sin u cos u du
=
2 cos u
Z
1
= sin u du
2
1
= − cos u + C
2
1 x
= − cos(arctan ) + C
2 2
0 t !
1 x 1 x
=> I = lim − cos(arctan ) + − cos(arctan )
t→∞ 2 2 −t 2 2 0
−1 1 −t 1 t 1
= lim + cos(arctan ) − cos(arctan ) +
t→∞ 2 2 2 2 2 2
1 −π 1 π
= cos − cos = 0
2 2 2 2
=> I converges
18
6.2 Type II
Note:
19
Zπ/2
Example: Determine I = cot x dx
0 πi
We can see that f (x) = cot x is continuous on 0, and discontinuous at x=0
2
Zπ/2
=> I = lim cot x dx
t→0+
t
π/2
= lim+ [ln |sin x|]t
t→0
= lim (−ln |sin t|)
t→0+
= − lim+ ln(sin t)
t→0
= − lim+ ln(t)
t→0
=∞
=> I diverges
Z1
1
Example: Determine I = dx
1−x
0
1
We can see that f (x) = is continuous on [0,1) and discontinuous at x=1
1−x
Zt
1
=> I = lim− dx
t→1 1−x
0
t
= lim [−ln |1 − x|]0
t→1−
= − lim− ln |1 − t|
t→1
= − lim− ln(1 − t)
t→1
=∞
=> I diverges
Z4
dx
Example: Determine I = p
|x|
−1
1
We can see that f (x) = p is continuous on [−1, 0) ∪ (0, 4]
|x|
Z0 Z4
dx dx
=> I = p + p
|x| |x|
−1 0
Z0 Z4
dx dx
= √ + √
−x x
−1 0
Zt Z4
dx dx
= lim− √ + lim √
t→0 −x t→0+ x
−1 t
20
Zt Z4
−1/2
= − lim− (−x) d(−x) + lim+ x−1/2 dx
t→0 t→0
−1 t
h it
h i4
1/2
= − lim 2(−x) + lim 2x1/2
t→0− −1 t→0+ t
√ √
= − lim− 2 −t − 2 + lim− 4 − 2 t
t→0 t→0
= 2+4
=6
=> I converges
Z∞
sin2 x
Example: Determine whether converges or diverges
x2
1
We have 0 ≤ sin2 x ≤ 1 on [1, ∞)
0 sin2 x 1
=> 2 ≤ 2
≤ 2 on [1, ∞)
x x x
Z∞
1
And converges
x2
1
Z∞
sin2 x
=> converges
x2
1
21