Integrals: Rational Functions R[x]= P@xD Q@xD 1 Base 1 à âx x 1 à âx x2 +1 1 à âx x2 Log@xD ArcTan@xD 1 x Deg<2 1 à âx ax+b Log@b + a xD a ax+b ApartB F cx+d a bc-ad + c c Hd + c xL Together@%D b+ax d+cx ax+b à âx cx+d ax Hb c - a dL Log@d + c xD + c c2 2 matkem20101213mat3int.nb Deg<3 (0,2), (1,2), (2,2) 1 à âx x2 -6x+8 1 1 Log@4 - xD - 2 Log@- 2 + xD 2 1 ApartB F x2 -6x+8 1 1 - 2 H- 4 + xL 2 H- 2 + xL 1 à âx x2 +6x+9 1 3+x 1 ApartB F x2 +6x+9 1 H3 + xL2 1 ApartB F x2 +2x+4 1 4 + 2 x + x2 1 à âx x2 +2x+4 ArcTanB 1+x F 3 3 2x+5 à âx x2 +2x+4 1+x 3 ArcTanB F + LogA4 + 2 x + x2 E 3 DAx2 + 2 x + 4, xE 2x+5 == x2 +2x+4 3 Simplify + x2 +2x+4 x2 +2x+4 True Summary: Assume that deg of den =2, i.e, Q@xD = x2 + b x + c 3 different cases: i) two different real roots ii) one real root iii) no real root If deg P=1, separate (a constant multiple of )the derivative of Q! matkem20101213mat3int.nb Summary: Assume that deg of den =2, i.e, Q@xD = x2 + b x + c 3 different cases: i) two different real roots ii) one real root iii) no real root If deg P=1, separate (a constant multiple of )the derivative of Q! Deg=n (general) Idea: Factorize, get the partial fractions, integrate them one by one! Example 1 f1 = ; x3 -8 Factor@Denominator@f1DD H- 2 + xL I4 + 2 x + x2 M ? Deno* Denominator@exprD gives the denominator of expr. PF1 = Apart@f1D 1 -4 - x + 12 H- 2 + xL 12 I4 + 2 x + x2 M PF1P1T 1 12 H- 2 + xL à PF1P1T â x 1 Log@- 2 + xD 12 PF1P2T -4 - x 12 I4 + 2 x + x2 M D@PF1P2, 3, 1T, xD - 2 Expand -1 - x 3 4 matkem20101213mat3int.nb à PF1P2T â x 1 1+x 3 ArcTanB - 1 LogA4 + 2 x + x2 E F- 12 3 2 à PF1 â x ArcTanB 1+x F 1 3 - 1 Log@- 2 + xD - + 4 12 3 LogA4 + 2 x + x2 E 24 Question: How to get partial fractions? Factor@Denominator@f1DD H- 2 + xL I4 + 2 x + x2 M Denominator@f1D . x ® 2 0 a bx+c Together Numerator + x2 + 2 x + 4 x-2 4 a - 2 c + 2 a x - 2 b x + c x + a x2 + b x2 CoefficientList@%, xD 84 a - 2 c, 2 a - 2 b + c, a + b< Thread@Equal@%, 81, 0, 0<DD 84 a - 2 c 1, 2 a - 2 b + c 0, a + b 0< Solve@%D 1 1 1 ,b®- ::a ® 12 ,c®12 >> 3 Apart@f1D 1 -4 - x + 12 I4 + 2 x + x2 M 12 H- 2 + xL Final remark If Deg P³Q division with remainder x4 - 8 x + 1 f2 = ; x3 - 8 Apart@f2D 1 -4 - x +x+ 12 H- 2 + xL 12 I4 + 2 x + x2 M PolynomialQuotientAx4 - 8 x + 1, x3 - 8, xE x matkem20101213mat3int.nb x Ix3 - 8M Expand x4 - 8 x + 1 - I- 8 x + x4 M 1 PolynomialRemainderAx4 - 8 x + 1, x3 - 8, xE 1 à f2 â x 1 12 x2 - 2 1+x 3 ArcTanB 24 F + 2 Log@- 2 + xD - LogA4 + 2 x + x2 E 3 Reduction to Rational Functions Clear@fD f = HoldForm@1 Sin@xDD; f 1 Sin@xD 1 - u2 2u f2 = f . :Sin@xD ® , Cos@xD ® 1 + u2 > FullSimplify 1 + u2 1 2u 1+u2 2 f3 = f2 ReleaseHold 1 + u2 1 u à f3 â u Log@uD % . u ® Tan@x 2D x LogBTanB FF 2 à Hf ReleaseHoldL â x FullSimplify x x - LogBCosB FF + LogBSinB FF 2 2 Improper Integrals 5 6 matkem20101213mat3int.nb Improper Integrals ¥ 1 Ùa f @xD â x = ? ¥ 1 âx à x2 1 1 1 Ω FullSimplifyBà 1 â x, Assumptions ® 8Ω ³ 1<F x2 -1 + Ω Ω Limit@%, Ω ® ¥D 1 Outlook: Probability theory, continuous random vars DF, CDF ¥ 2 -x âx à E -¥ Π 2 PlotAE-x , 8x, - 5, 5<, Filling ® Axis, FillingStyle ® RedE 1.0 0.8 0.6 0.4 0.2 -4 ¥ 1 à -¥ 1 2Π -2 2 2 E-x âx 2 4 matkem20101213mat3int.nb PDF@NormalDistribution@Μ, ΣD, xD Hx-ΜL2 2 Σ2 ã 2Π Σ Integrate@PDF@NormalDistribution@Μ, ΣD, xD, 8x, - ¥, ¥<, Assumptions ® 8Im@ΜD 0, Σ > 0<D 1 ¥ à PDF@NormalDistribution@Μ, ΣD, xD â x, FullSimplifyB -¥ Assumptions ® 8Im@ΜD 0, Σ > 0<F 1 x 2 à 0 2 E-t â t Π Erf@xD Area R FullSimplifyBà R2 - x2 â x, Assumptions ® 8R > 0<F -R Π R2 2 PlotB 22 - x2 , 8x, - 2, 2<, Filling ® Axis, FillingStyle ® RedF 2.0 1.5 1.0 0.5 -2 -1 1 2 7 8 matkem20101213mat3int.nb PlotA95 - 2 x, x2 - 4 x - 3=, 8x, - 5, 5<, Filling ® 81 ® 882<, 8White, Orange<<<E 40 30 20 10 -4 -2 2 Solve@5 - 2 x x ^ 2 - 4 x - 3, xD 88x ® - 2<, 8x ® 4<< 4 à HH5 - 2 xL - Hx ^ 2 - 4 x - 3LL â x -2 36 Integrate@HH5 - 2 xL - Hx ^ 2 - 4 x - 3LL, xD 8 x + x2 - x3 3 % . x ® 4 80 3 % . x ® - 2 28 3 80 + 28 108 %3 36 4
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