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Motivation
What you should already know
Integrals of trig functions
Reduction formulae
Trig & hyperbolic substitutions
Partial fractions
Rationalising substitutions
Weierstrass substitutions
Appendix (more on what you should already know)
Images fromThomas calculusby Thomas, Wier, Hass & Giordano, 2008, Pearson Education, Inc.
1
1. Motivation.
Why study integration?
The theory of integration is a cornerstone of calculus. Integration finds
a useful place in many disciplines, such as: engineering; physics; biology;
economics and beyond.
Where are we going?
We will develop a number of important integration techniques that will
be useful in the study of applied problems.
Throughout our discussions we will see HOW integration naturally arises
in the analysis of applied problems and in modelling. This is critical to
motivate the ideas and also to build the intuition.
The above integrals are derived by using the double angle formulas:
cos 2x = cos2 x sin2 x
= 2 cos2 x 1
= 1 2 sin2 x
and for future reference
sin 2x = 2 sin x cos x.
6
N
X
an sin nx
(1)
n=1
a1 sin x + a2 sin 2x + aN sin N x
where the an are some numbers that are to be determined. That is, we
aim to write f (x) as a sum of sin functions.
f (x) sin mx dx =
Z X
N
an sin nx sin mx dx
n=1
N Z
X
=
an sin nx sin mx dx .
n=1
sin 4x cos 2x dx =
cosm x sinn x dx
If m or n are odd then our aim is to transform the integral into one of
the types:
1
sink+1 x + C
k+1
Z
1
k
cos x sin x dx =
cosk+1 x + C.
k+1
At the heart of the approach is to factor out a sin x or cos x from the
odd power term and then use the identity
Z
sink x cos x dx =
cos2 x + sin2 x = 1
to transform the integral into one which can be directly evalutated.
Ex. Evaluate
I :=
12
Ex: Evaluate
I :=
cos5 x sin5 x dx
13
If both m and n are even, then the integral is slightly harder. We will
see shortly a recursive method for dealing with such an integral, but for
smaller values of m and n one can use the identities
1 cos 2x
1 + cos 2x
2
2
cos x =
sin x =
.
2
2
Ex. Evaluate I :=
I =
=
=
=
1
8
We have
Z
1
8
Z
1
1 cos2 2x + sin2 2x cos 2x dx
8
1 x
1
1
sin 4x + sin3 2x + C.
8 2
8
6
14
Applications matter! An important problem in applied math, engineering and physics is to calculate the total mass of an given object.
Consider a thin plate occupying the unit quarterdisk in the first quadrant.
Z 1 Z 1x2
M =
x2y 4 dy dx.
0
0
15
Z /2 Z 1
0
Z 1
0
r7 dr
Z /2
0
(cos2 )(sin4 ) d.
16
4. Reduction formulae
Repeated integration by parts can be a long process! We can shorten
the process by applying socalled reduction formulae.
Ex: The reduction formula
Z
1
tann x dx =
tann1 x
n1
If In :=
tann2 x dx
()
tan5 x dx.
1
tann1 x In2 ,
n1
n 2.
17
R /2
Ex. Let In := 0
n1
In :=
In2,
n
n2
to calculate I7.
18
xnex dx.
19
Z /2
0
sinn x dx.
20
Z /4
0
secn x dx.
A similar method is used to obtain the reduction formula for the integral
R /4
In := 0 tann x dx.
21
Z /4
0
tann sec d.
Show that
1
2 (n 1)In2 ,
In :=
n
for n 2.
Note that
d
sec = sec tan .
d
22
Z /2
0
Z /2
0
cosm x sinn x dx
[cosm1 x][sinn x cos x] dx
1
sinn+1 x.
n+1
m1
Im2,n,
m+n
m 2.
23
n1
Im,n2. n 2.
m+n
1, I
In applying the above formulae we must reach one of I1,1 = 2
1,0 =
I0,1 = 1 or I0,0 = 2 .
24
25
a2 x2
try x = a sin
a2 + x2
x2 a2
26
27
Ex: Evaluate
I=
Z 4
0
x2 16 x2 dx.
28
Ex: Evaluate
I :=
dx
(a2 + x2)3/2
29
Ex: Evaluate
I :=
dx
q
x2 x2 1
via the substitution x = sec
(This last integral can also be done using a cosh substitution but it
is not easy.)
30
Applications matter! An important problem in applied math, engineering and physics is to calculate the total mass of an given object.
Consider a thin wire of constant density (mass per unit length) that
lies in the XY plane along the curve
y = f (x) := x2/2,
a x b.
Z b q
=
See how an integral of
1 + [f 0(x)]2 dx
a
Z bq
a
1 + x2 dx.
1 + x2 naturally arises?
31
6. Partial Fractions.
A rational function is a function of the form
f (x)
where f and g are
g(x)
polynomials.
Ex: Which of the following are rational functions?
(a)
2x + 1
3x2 4
x2
(c)
x1
cos x
(b) 2
x +1
ex
(d)
.
x+1
For the purpose of integration, we ensure that the degree of the numerator is less than the degree of the denominator. If not then we may need
to divide.
32
dx
x(1 x)
dx
1x
1
1 ?
as some linear combination of 1
Thus, can we write x(1x)
and
x
1x
33
34
35
Heaviside proved important results in electromagnetism and vector calculus. He reduced Maxwells 20 equations in 20 variables to 4 equations
in 2 variables.
Mathematics is an experimental science, and definitions do not come
first, but later on.
Why should I refuse a good dinner simply because I dont understand
the digestive processes involved. [reply when criticised for his daring use
of operators before they could be justified formally.]
36
2x 1
dx =
2
x + 5x + 6
2x 1
dx.
(x + 3)(x + 2)
37
Ex. Evaluate
Z
2x2 + 2x + 6
dx.
(x 1)(x + 1)(x 2)
38
x+3
dx.
3
(x + 2)
39
dx
.
3
x(x + 1)
40
8x + 9
dx.
(x 2)(x + 3)2
41
42
Ex: Evaluate
I :=
2x + 1
dx.
x2 + 4x + 5
43
If the quadratic does have real but irrational roots, one can use this same
method to avoid nasty partial fractions. The second factor will then lead
to an inverse tanh.
e.g.
2x + 1
dx
x2 + 4x 6
Z
3
2x + 4
+
=
dx
2
2
x + 4x 6
10 (x + 2)
!
3
x+2
2
1
= ln |x + 4x 6| + tanh
+ C.
10
10
Z
44
x
dx.
x2 + 2x + 10
du
u
1
1
+ C.
= tan
u2 + a2
a
a
45
x+6
dx.
x(x2 + 2x + 3)
46
47
Ex. Evaluate
I :=
x
dx.
(x + 1)2(x2 + 1)
48
Applications matter! Where does an integral involving partial fractions arise? Let P = P (t) denote the population size of a species
at time t. It can be shown that P and dP/dt satisfy the differential
equation
dP
P
=P 1
(3)
dt
M
where M > 0 is a constant.
The challenge is to determine the unknown function P from (3) and
hence predict what will happen to the population over time.
If we rearrange (3) and integrate both sides w.r.t t then we obtain
Z
dP
dt =
P
dt
P 1M
1
1dt
which becomes
M
dP
= t + K.
P (M P )
49
dP
=
P (M P )
dP
+
P
dP
M P
50
51
7. Rationalising substitutions
The above methods using partial fractions allow us to integrate (in principle) any rational function, so we often make a change of variable in an
integral that will lead us to some rational function.
Ex: Evaluate
I :=
dx
1 + x1/4
52
Ex: Calculate
I :=
dx
Z
q
e2x 1
53
8. Weierstrass substitution.
Weierstrass substitution is very useful for integrals involving a rational
expression in sin x and/or cos x.
x.
Weierstrass substitution is t = tan 2
2t
1 t2
2 dt
Recall, that sin x =
, cos x =
, and that dx =
.
1 + t2
1 + t2
1 + t2
You should know how to derive these formulae. For example, if t =
tan(x/2) then
2 tan(x/2)
2t
=
1 + t2
1 + tan2(x/2)
[sin(x/2)]/[cos(x/2)]
= 2
1 + [sin2(x/2)]/[cos2(x/2)]
= 2 sin(x/2) cos(x/2) = sin x.
Who was Weierstrass??
54
Ex: Calculate
I :=
dx
.
1 + cos x + sin x
55
R /2
dx
.
=
2+cos x
3 3
Z 1
2
I =
dt
0 3 + t2
"
#1
2
t
= tan1
3
3 0
= .
3 3
56
1 r 2,
0 /2.
Suppose at each point (x, y) 6= (0, 0) the plate has density function
1
(x, y) = q
.
x2 + y 2 + x + y
To evaluate the total mass M of the plate we consider
Z
Z
1
M =
4y 2
1y 2
(x, y) dx dy.
Z 2
1
dr
Z /2
0
d
.
1 + cos + sin
57
9. APPENDIX
MAPLE
The following examples show how to use MAPLE to perform partial
fraction decompositions.
> convert(x^2/(x+2), parfrac, x);
4
x2+
x+2
> convert(x/(x-b)^2, parfrac, x);
b
1
+
(x b)2
xb
58
Integration by Parts.
Ex: Evaluate I =
xex dx.
xex dx = xex
1ex dx
= xex ex + C.
59
Integration by inspection.
When confronted by an integral, you should always see if the integral
can be guessed and then finetuned by multiplying or dividing by a
constant.
Alternatively, multiply and divide the integral by a particular constant to
put it into a useful form.
Ex: Evaluate
x(x2 + 1)10 dx =
1 2
(x + 1)11 + C.
22
60
Observe that this method ONLY works for integrals of the form
Z
f (g(x))g 0(x) dx
cos6 t
d
dt
dt
6
cos6 t
.
=
6
The above methods should remind you of the chain rule!
Z
sin t cos5 t dt =
x4(x3 + 1)10 dx
61
Z
q
a2 x2
1
x
1
dx = sin
x
1
dx = sinh
a2 + x2
x
1
1
1
tan
dx =
2
2
a +x
a
a
1
1
1 x
dx
=
tanh
a2 x2
a
a