4.1 Integration By Parts which can be rewritten An Example We know how to integrate ex really easily; on the other hand, we don’t know, yet, how to integrate xex. But consider the same product: . It isn’t immediately obvious how relevant the derivative of this product is, but let’s take its derivative anyway: ( )= + ∙ = ∙ − + , ∙ , = = ∙ − or, in other words, = − = − ∙ ′ and now, we integrate this identity: ∙ = ∙ + = We have already seen how to integrate xex. The same procedure works with sin x or cos x or any of the list of functions indicated above. Let’s just try with sin x. Start with the product uv, where both u and v are understood to be functions of x. Since it is too much trouble (and too cluttered) to write u(x) and v(x) all the time, we’re just going to write uv. As before, we take the derivative of the product: + ← 4.1.2 Examples: ex, sin x, cos x, sinh x, or cosh x multiplied by a polynomial. 4.1.1 A formula for Integration By Parts ∙ = Each of the arrows were taken to represent one of the terms in the calculation. The first arrow, in blue, represents the original integral you’re trying to find. The second arrow represents the u∙ v product which is part of the answer. The last arrow, in green, is written backward, to remind us that the formula requires a minus sign. + . (I hope the color-coding helps to identify which terms has gone where.) No one knows —at least I don’t— who invented this trick, but it is a very commonly used trick, so much so that some people use it gratuitously (though there’s obviously no harm in using this method even in cases where a simpler method works just as well). )= → ↘ ∙ = which gives us ( . When the formula is used in practice, the calculation is usually set out in a certain pattern which makes it easier to spot a mistake in the calculations, as follows: using the product rule. Now, if we rewrite this equation in terms of integrals, we get = ∙ ∙ , 1 Example 1. Integrate ∫ sin 4.1.3 Repeated application of By Parts We’ve just seen the procedure for By Parts used twice in the same problem. We took u to be the power of x, and each time we used it resulted in (an integrated term, plus) a new integral which had one less power of x. Since the other function was sine or cosine, we knew that if we kept going, we would end up with no x’s at all, which would be totally fine by us! Repeated application of By Parts is also used in cases where the result looks as if it is absolutely no improvement at all. In fact, in these examples, we end up with the same thing we started out with! But with a twist. Suppose we want to integrate ∫ sin 3 . You can already anticipate that, whichever factor we chose for u and whichever we chose for v′, it very much looks as though we would be no better off. Luckily, progress is made, though in a surprising fashion. To begin with, we call the integral we’re trying to find by a name, e.g. I. So, . Solution In these problems, we must take u = x, or whatever polynomial is present in the integral with the transcendental function (in this case, sin x). = ∙ sin = ∙ (− ) − (− → )∙ = sin ↘ = − cos + sin + . =1 ← = − cos [The arrows take up too much space on the page, so we’re going to leave them out, and just put in a square grid instead.] Example 2. Integrate ∫ Solution sin = . =− 2 Again, let’s take u = x , and v′=sinx. =− sin cos − (−2 cos =− 3 ) = = sin ′=2 = − cos 3 cos 3 − − cos 3 + 2 3 =− =− cos + 2 cos cos + 2 sin − + + =2 2 sin =2 2 3 cos 3 = = sin 3 ′=2 1 = − cos 3 3 cos 3 What do we do now? We keep going. It is important to set u to be the factor that was associated with the old u, and similarly for v: =− =− sin 3 3 cos 3 + = cos =− = sin 3 cos 3 + 2 9 2 3 sin 3 − 4 9 cos 3 = 2 = sin 3 2 2 = cos 3 3 4 3 1 = sin 3 3 You’re probably not too surprised to see that we end up with a multiple of our original integral! But this is fine; we know algebra, so we can solve this as an algebraic equation. 2 4 =− cos 3 + sin 3 − 3 9 9 To make life a little easier, let’s clear fractions. Multiply through by 9: + . Important: The variable u is used twice, and the variable v is used twice also. The second use of u is not the same as the first. (However, the second use is related to the first use historically.) Similarly for v. 2 9 = −3 cos 3 + 2 sin 3 − 4 , so bringing the I over to the same side, we get (2 sin 3 − 3 cos 3 ), 13 = = ( − )+ . Note how we throw in a +C at the end. All the numbers in the result come out of the 2 and the 3 in the original integral. 13, of course, is the square of 2 plus the square of 3. A similar result is obtained when you integrate ∫ cos 3 , but nobody memorizes these formulas; it is easy to obtain them when needed. This method also works for ∫ sec . 4.1.4 Integrals of some transcendental functions Sometimes it is convenient to take v′ to be just 1, which of course means that v = x. Integrate ∫ arctan . = arctan arctan = arctan − 1+ = arctan − ln 1 + = 1 1+ =1 = + . Similarly for ln(x), arcsin (x) and arcsec (x). 3 5. Exercises 2.3 Find the following integrals: 1. (3 − ) 7. 2. 3. cos 4 sec ln( + 1) 8. 4 cos(ln ) 4.2 Trigonometric Integrals Take a few seconds to persuade yourself that this is correct. We are, obviously, using the identity cos2 x + sin2 x = 1. The parentheses can easily be expanded (or FOILed out, in high-school jargon), and the integral becomes a pile of cosines, multiplied by a single sine: Introduction There are actually two families of methods we can use to find integrals (antiderivatives) consisting of powers of trigonometric functions. Obviously, we can easily find the following integrals: 1 1 sin , cos , sec 5 , csc cot , 2 2 and so on. We can also integrate sec x, sec3 x, and so on, using logarithms, etc. We’re now going to capitalize on these possibilities, and simple substitution. This is the first family of methods. sin ∙ cos (− cos 1 18 1 = sin 18 = + = cos + 3 cos + 3 cos − cos ) cos = (− +3 Mathematica gives − 3 cos + cos −3 )(− sin ) + ) 3 3 − + + , 7 9 11 13 which is horrible. which a clever student can easily convert back into a pile of cosines with appropriate powers. =− + Even such an unlikely integral as ∫ cos √sin can be evaluated this way; just replace the cubed cosine with (cosine) ∙ (cosine-squared), and convert the squared cosine to 1 – sin2 x. Mathematica gives [ = sin sin ∙ (1 − 3 cos = If we were to substitute = cos , the integral becomes (remember, d = – sin x dx): 4.2.1 sines and cosines Consider ∫ sin ∙ cos . Think about this integral for a few minutes, and suggest a good choice for a substitution. Remember, not only must you have an idea for the substitution, you must also plan for the differential. Well? If you suggested = sin x, you’d be in good company. (Obviously, you can use any variable you wish; is just as good as any other one. Just avoid u and v, because if you lose concentration for a second, you might think you’re in the middle of a “By Parts” calculation.) So sin ∙ cos ] 4.2.2 secants and tangents Consider ∫ sec tan . For a really easy substitution, it would be lovely if we had just sec and then, any “polynomial” of tangents. But we can get it to look like this! Replace sec with sec ∙ sec , and then replace sec with (1 + tan ) ! Again, you must use an identity, and simple rules of powers. We end up with: + We can do actually more complicated integrals using a very simple trick. Consider ∫ sin ∙ cos . This next method works provided either the sine or the cosine has an odd integer power. (For tangents and secants, different rules apply.) Look at the sine factor. We rewrite it as sin = sin ∙ sin = sin ∙ (1 − cos ) . sec ∙ (1 + 2 tan Now, use the substitution = tan , = sec becomes ∫(1 + 2 + ) , which is easy. 7 ) + tan . , and the integral . 4.2.3 Products of Even Powers of Sine and Cosine Consider ∫ sin ∙ cos . Since both powers are even, we can’t apply the method from the beginning of this section; if we save either the sine or the cosine, when we convert what’s left to the other function, we end up with radicals! So we need to use a completely different approach. The method is based on the identities cos 2 = 2 cos − 1,and cos 2 = 1 − 2 sin , from which we obtain + − = ,and = . Using these identities, our example is converted like this: 1 − cos 2 1 + cos 2 sin ∙ cos = ∙ 2 2 1 − cos 2 = . 4 As you can see, there is another even power of cosine present. The ¼ we can easily integrate, but we must deal with the squared cosine: 1 + cos 4 1− 2 = 4 1 1 = − cos 4 8 8 1 = − sin 4 + . 8 32 Note: Mathematica gives: 8 9. Exercises 4.2 cos Find the following: 1. sin cos 10. 3. 6. cos sin cos cos 1 + sin 11. √sin sin cos 28. 9 sec 26. 30. sec tan sec ∙ tan 42. tan (sec ) cot 45. [Rewrite the integrand as ∙ csc ∙ cot , and convert the extra cotangents into some powers of csc t.] 36. tan sec 10 4.4.1 Radicals involving, (or fractional powers of,) 4.4 Trigonometric Substitutions Let’s go back to the integral ∫ . While it is certainly nice that we can √ force the integrand to stay defined by making the substitution = 3 sin , there is a far greater advantage. If = 3 sin , then √9 − = 9 − (3 sin ) = √9 − 9 sin = √9 cos = 3 cos , if is chosen to lie in the interval − ≤ ≤ . Introduction This method is almost nothing more than plain old substitutions, except that we do it just a little differently than simple algebraic substitutions. Consider the integral In general, if an integral contains a radical of the form √ − , the suggested substitution is = sin , (or any other variable you like). There are a number of other things that go with this substitution, which we will show you in the examples, all of which help you replace the substitution variable with x, or whatever you began with. Example: 1 . (4 − ) Following the general rule, we substitute = 2 sin , = 2 cos . . √9 − Normally we wouldn’t worry about things like the following, but can you see that the integral doesn’t make sense outside the range –3 ≤ x ≤ 3? For this reason, it makes sense to set x = 3 sin ( ), which would guarantee that x stays within the range –3 ≤ x ≤ 3. Notice that this is a sort of reverse substitution. Instead of setting some function of x to a new variable, like w, here we’re setting just simply x equal to a function of another variable. Consider the integral ( − 16) − . At this point, we do something extra; we notice that sin There isn’t an actual radical here, but you know that fractional powers are powers of radicals. In this instance, we want the expression ( − 16) to stay positive, otherwise the integral would not make sense. This requires that ≥ 16. This can be ensured by taking x = 4 sec , for some variable , or even x = 4 csc . In either case, because of how secant and cosecant are defined, we’re guaranteed that x will lie in the precise range of values that makes the integrand defined. Consider 1 , √4 + in this case x can be anything it likes! But it so happens that there is a choice of x for which we can get rid of the radical! = . To make the process of replacing the ’s with x’s easier, we use a right triangle into which we insert both x and , and 2. 2 Using our old high school Opposite-Adjacent-Hypotenuse x system, we decide that the Hypotenuse is going to be 2, b and because sine is opposite/hypotenuse, we figure that the Opposite should be x. So we make the triangle as 4-x 2 shown at right. As we said, two of the sides (the hypotenuse and the opposite) were 2 and x. Observe how we inserted the third side using Pythagoras’s theorem. Now we’re in a position to write sine, cosine, tangent or anything at all using various combinations of x’s. We already showed you how to reduce the combination 4 − to 4 cos2 . Replacing dx and the factor (4 − ) by their equivalents in terms of , we get a new integral: 2 cos 1 = sec . 8 cos 4 1 9 1 = arcsin − 2 3 2 This is, of course, a snap to integrate. (Things usually don’t turn up this brilliantly well.) The result is: tan + . Now, though we were prepared 9− + . for anything, we only need to figure tan b in terms of x, which is √ , so the final answer is 1 4 √4 − 4.4.2 Radicals involving Consider the integral + . . √ −9 This does look similar to the previous example, but look at the radical closely: the terms are reversed. Again, we can not only substitute an expression for x which will guarantee that the radical always is well-defined, but also get rid of the radical entirely. The substitution is: = 3 sec ; = 3 sec ∙ tan ∙ , and again there is a right triangle that helps us go back from the trig functions to the algebraic expressions: Example: √9 − The recommended substitution is . = 3 sin , = 3 cos sin = 3 , x = 3 sec a 3 − 9−x 2 = 3 sec ∙ tan ∙ 9 sin 3 cos = 9 sin 3cos 9 = (1 − cos 2 ) , 2 using, of course, the little-known identity, the cosine double-angle/halfangle formula, which is a Calculus trade secret. Integrating: 9 1 = − sin 2 + , 2 2 √9 − where, you must not forget, the variable represents an expression in x that has to be replaced. To do this, recall that sin 2 = 2 sin cos . From the little triangle, we see that √9 − cos = = . ℎ 3 Continuing with the integral, − = tan , sec = ; 3 x cos 3 In general, if the integral has the radical √ substitution is = sec ; = sec ∙ tan ∙ , and, doing the algebra, ∙ x2 − 9 b − 9 = 3 tan So the integral becomes: sec x , − = . b (You need not memorize these; you have to use the Trigonometry you know to derive these as you go along!) a Getting back to our example, √ = 2 −9 9 sec = 9 sec ∙ 3 sec ∙ tan 3 tan 9 = (sec tan 2 3 , the recommended x = ;cos = ∙ + ln|sec + tan |) + . x 2 − a2 The integration part is essentially finished! But we still have to rewrite the answer without any ’s. We have to use the triangle we set up along with the substitution. + 25 25 √ 2 1 = 2 = 9 √ −9 √ −9 = ∙ + ln + + 2 3 3 3 3 √ −9 9 = ∙ − + + − + − ln 3. 2 (The constant and (9/2) ln (3) can be replaced with another constant.) tan , tan 2 x +a x = sec + = x x . a sec = Make sure that everything in the box above makes sense to you, from the Trigonometry you know. Again, you ought not to memorize this; be prepared to derive it. Consider the integral ∫ √ + 25 . Using the recommended substitution, = 5 tan , = 5 sec x√ x + 25 + 25 tan x φ + 25 = 5 sec x = , 5 = arctan , 5 = 5 sec + 25 + 5 5 + + 25 + 25 ln + 25 + + − = sin = a . x q cos ∙ 5 sec = 25 sec − = sec sec ∙ tan a2 − x 2 − = sec = x ∙ . (This is most definitely a coincidence; the integral of secant-cubed is very rare!) 3 + = sec tan = , x 2 − a2 , b tan + = tan , = sec = 5 tan , we get, using 2 , + tan |) + + 25 √ ∙ + ln 5 5 − = sin , = cos = , = arctan q + ln|sec tan 2 , x 25 (sec 2 Summary: 4.4.3 Radicals of the form + These sorts of integrals can be rewritten using a substitution so that the radical is completely removed, leaving only a formula without any radicals. The substitution is = = a x 2 + a2 , q x a 4 3. Exercises 4.4 [Find, and do, extra problems wherever you can!] − 1 1. (4 − ) 5. √9 − [1 bonus point if you do this two different ways.] 2. (9 + ) 5 7. √9 −1 ( + 1) √ +4 √ 1 8. 1 9 +2 −5 10. 1 √9 − [Hint: Let y = x+1] 6 4.3 Partial Fractions where A, B, C are constants, and we must find constants that will make the two sides of the equation equal for all values of x. (The two sides are probably going to be equal for almost any choice of A, B, C for a particular value of x, but that’s useless to us.) This is very important. This equation actually has to be solved identically in x. First, we clear fractions. This is a standard procedure for getting rid of fractions in an equation: just multiply through by the Lowest Common Denominator of both sides. In all these cases, this lowest common denominator (or LCM) will be the denominator of the original fraction; in the present problem ( − 2)( + 1)( − 3). Doing this, we get: − 4 = ( + 1)( − 3) + ( − 2)( − 3) + ( − 2)( + 1). To find A, B, C, there are at least two methods. We use the most difficult method, because it always works. (There is an easier method that works some of the time.) Now, the easiest thing to do, especially if you have trouble with algebra, is to multiply out the parentheses: − 4 = ( − 2 − 3) + ( − 5 + 6) + ( − − 2). Combining the groups on the right, you know we’re going to get a polynomial, and this polynomial has to be identical to the polynomial on the left. This means, The “x2” terms on both sides must match exactly: 0 = A + B + C, The “x” terms on both sides must match exactly: 1 = 2A – 5B C, The constant terms on both sides must match exactly: 4 = 3A + 6B 2C. Here’s a convenient way of solving these sorts of equations. We distil the information in these 3 equations into what is called a matrix: Introduction The method of partial fractions is really just an algebraic method for splitting up fractions, which of course makes fractions easier to integrate. [Don't confuse this method with By Parts!!!] We’ll begin with easy fractional decompositions, but remember: as the technique gets more sophisticated, you cannot simply fall back on this first procedure. This method applies only to very easy problems. In every case, the fraction must have a numerator of smaller degree than the denominator. There are very good reasons for this, which will make sense only after you see a few examples. 4.3.1 A very easy special case: A fraction with distinct linear factors Consider the integral −4 . ( − 2)( + 1)( − 3) The integrand looks a lot more innocent than lots of things we’ve been integrating already, but you must agree that nothing we’ve described so far is going to work. (The only thing that might have worked would have been some sort of natural logarithm, but a quick check would dash your hopes there.) But look at the integrand. Having checked first that the numerator is definitely of smaller degree than the denominator, a little reflection will persuade you that if −4 ( − 2)( + 1)( − 3) was obtained by combining several simple fractions, those fractions must have had denominators of (x – 2), (x + 1), and (x – 3). So, the simplest procedure in this group of methods is to find the fractions that will work. We set −4 = + + , ( − 2)( + 1)( − 3) −2 +1 −3 A B C 1 1 1 2 5 1 3 6 2 9 0 1 4 (The A, B, C on top is merely decoration.) The numbers we had on the left sides of the three equations really represent the formula x – 4. No x squared, one x, and a 4. The numbers under the A represent the polynomial ( − 2 − 3), the numbers under B represent ( − 5 + 6), and so on. The usual method of solving equations of this sort is elimination through adding and subtracting. We do the same, but the matrix method involves less writing, actually. The method proceeds by adding one row (which is one equation, really,) to another row, or sometimes a multiple of one row to another, to create as many zeros as possible. The row that is added is called the pivot row. The row that it is added to is called the target row. Let’s try it out. The top row has all 1’s, so it is the most convenient to use; let’s add two times the top row to row 2: 3 3 3 0 0 3 1 1 3 0 0 2 Now, we subtract the last row from the top row: 0 3 3 2 0 3 1 1 3 0 0 2 Well, what do you think might help next? Notice that if we add the middle row to the top row, we introduce another zero in the top row: 0 0 4 1 0 3 1 1 3 0 0 2 1 1 1 0 0 3 1 1 3 6 2 4 Finally, we can add a quarter of the top row to the middle row, to get: 0 0 4 1 5 0 3 0 4 2 3 0 0 Notice that, though we multiplied row 1 by two, we keep it unchanged. Next, we can add two times row 2 to the third row, getting rid of the 6 and the -2: 1 1 1 0 0 3 1 1 3 0 0 2 What has been described here is not the most systematic procedure, but the one that requires the least amount of technique. Those of you who are learning a more careful version of this method in other classes must continue to follow the procedure taught there! Now, since we have only one non-zero entry in each row, and each nonzero entry in a different column, we rewrite the equations in terms of A, B and C to get: 3A = 2; 3B = ¾, and 4C = 1. So, A = 2/3, B = ¼, and C = ¼ also. This means that our integral can be rewritten: −5 −1 2 3 + 12 + 4 −2 +1 −3 Another sort of operation we’re allowed is to multiply any row by any number (except zero!). In this case, we can multiply the last row through by -1, which will be convenient. 1 1 1 0 0 3 1 1 3 0 0 2 Next, we multiply row 1 by three: 1 = 2 3 ln| − 2| − 5 12 ln| + 1| − ln| − 3| + . 4 10 +8 . ( − 2) Because of the repeated factor, here’s the partial fraction structure that we “try”: +8 = + + , ( − 2) − 2 ( − 2) where, of course, no surprises, we have to find A, B, and C. Clearing fractions, + 8 = ( − 2) + ( − 2) + . As before, you can certainly multiply out the right side. But it is a lot more convenient to keep it the way it is, and simply think what the coefficients of the right side will be. Just in case some students were wondering whether there isn’t another way to do this problem, there is. We have: =0 + + 2 + 5 + = −1 3 − 6 + 2 = 4, (where we have neatened the equations just a little bit). If you happened to notice (and who can notice these things?) that when the first two equations are subtracted from the last, we get: −12 = 5, from where we get B right away: B = –5/12. The usual thing anyone does, at this point, is to rewrite equations 1 and 2, for instance, with the known value for B: 5 + = ⋯ (1), 12 2 + = −1 + , or The highest power of x present in the identity is x2. Coefficient of x2 on the Left Side =0. Coefficient of x2 on the Right Side = A + B. (The C term has no x2s.) Next we do x. Coefficient of x on the Left Side = 1. Coefficient of x on the Right Side = – 4A – 2B + C. This is the only tricky one to figure out; if you can see that this is true, you could probably do this sort of thing anytime. Basically, you’re foiling the terms out in your head, and picking out just the x terms in each group. Finally, the constants. On the Left Side: 8; On the Right Side: 4A. Do you see this? No constant terms appear with either B or C. So the equations are: + = 0, −4 − 2 + = 1, 4 = 8. Of course A must be 2, from the last equation; backing up to the first equation, B = –2; plugging these in for A and B, C = 5. 13 ⋯ (2). 12 Now getting A and C is easy; for instance just subtract (1) from (2), and we get A = 2/3, so that B has to be ¼. As you can see, the matrix method leads to the answer more steadily, especially if you’re not afraid to use fractions all through the problem. 2 + = 4.3.2 Repeated linear roots Consider So, our integrand can be split up into +8 . −4 +4 The denominator does have higher degree than the top, so we can proceed. In fact, notice that the denominator can be factored. (Don’t waste time factoring the top, unless there’s going to be some cancelling.) So the integral becomes: Performing the integration, +8 = ( − 2) 2 = 2 ln − 2 ln| − 2| − 11 − − +( ) . 2 5 + − 2 ( − 2) 5 + . −2 (Make sure you understand how the last term is found.) If A and k have the same sign, then we have what is called an irreducible quadratic polynomial. For the simple reason that we don’t want students racking their brains over whether or not some factor is irreducible, we give very obviously irreducible factors in Calc 2. For instance, both these polynomials are irreducible: 4 + 4 + 5,4 + 9 but a student is far less likely to spot the one on the left as irreducible, than the one on the right. Consider the integral −8 −4 . ( − 4 )( + 4) The numerator has smaller degree than the denominator, so we can proceed to split into partial fractions. The big new piece of information is that each irreducible factor must have a numerator of the form Ax + B. (Of course you have to use different unknowns for each factor.): −8 −4 + = + + . ( − 4 )( + 4) −4 +4 Clearing fractions: − 8 − 4 = ( − 4)( + 4) + ( + 4) + ( + )( − 4 ). Now we compare the coefficients of various powers: x3: 0 = A + B + C; x2: 1 = – 4A – 4C + D; x: –8 = 4A + 4B – 4D, Constants: –4 = –16A. A = 1/4. We can rewrite the remaining equations as There are two more sorts of factors in a denominator that must be dealt with, and then you must also learn what to do with a fraction where the numerator has higher degree than the denominator. Let’s do the last technique right away. 4.3.4 Improper Fractions; that is, numerator higher degree than denominator Consider 4 − 16 + 16 + + 8 . −4 +4 We just perform long division. You’re expected to know how to do this: 4 − 16 + 16 + + 8 +8 = 4 + . ( − 2) −4 +4 So 4 − 16 + 16 + + 8 +8 = 4 + ( − 2) −4 +4 5 = 2 + 2 ln − 2 ln| − 2| − + . −2 4.3.5 Irreducible Quadratic Factors You must remember from earlier courses that a quadratic of the form + + can always be written in a form with the completed square as follows: ( − ℎ) + . If A and k have opposite signs, then this expression can be factored into linear factors, even if there might be some ugly radicals involved. So if the denominator contains something like 3 + 4 − 5, in principle it can be factored; in this case the factors will look like 3 + 2 + √19 + 2 − √19 , which of course will be tedious to break into partial fractions, but still possible. B + C = –1/4, 4C – D = –2, B – D = –9/4. Combining the two equations that have B in them, we get C + D = 2. Now adding to the remaining equation, we get 5C = 0, so C =0. So, what does the integral look like now? −8 −4 ( − 4 )( + 4) 1 1 2 = − + ( ) 4 4 −4 +4 1 1 2 = − ln| − 4| + arctan + . 4 ln 4 2 2 12 This gives B = –1/4; D = 2. Exercises: 1 3 6 1 +2 −3 +1 ( − 1) 1 ( − 1) 10 ( − 1)( 13 + 1) 13 18 ( −1 + 1) [Ask me for a Hint. It has to do with multiplying and dividing by ex.] 14 ( + 1) 31 14 +1 +
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