198 4.6 4.6.1 CHAPTER 4. INTEGRALS Integration by parts General Concept If f and g are two di¤erentiable functions, then the product rule gives us: 0 (f (x) g (x)) = f (x) g 0 (x) + f 0 (x) g (x) If we integrate both sides, we get Z Z Z 0 (f (x) g (x)) dx = f (x) g 0 (x) dx + f 0 (x) g (x) dx From the fundamental theorem of calculus, we know that the integral of the derivative of a function is the function itself, therefore we have: Z Z 0 f (x) g (x) = f (x) g (x) dx + f 0 (x) g (x) dx Or, solving for the …rst integral Z f (x) g 0 (x) dx = f (x) g (x) Z f 0 (x) g (x) dx This is the integration by parts formula. However, we usually do not remember it this way. If we let u = f (x), then du = f 0 (x) dx. Similarly, if v = g (x), then dv = g 0 (x) dx. Doing the two substitutions gives us: Z Z udv = uv vdu (4.4) The goal whenR using this formula is to pretend that the integral we are given is of the form udv. We …nd u and dv that accomplish this. Once we have u and dv, we …nd du by di¤erentiating R u and v by integrating dv. Then, we can rewrite the given integral as uv vdu. This will work if the new integral we obtained can be evaluated or is easier to evaluate than the one we started with. Also, once we have selected dv, v is an antiderivative of dv. therefore, we must be able to …nd an antiderivative for dv. For de…nite integrals, the integration by parts formula becomes Z b Z b b f (x) g 0 (x) dx = f (x) g (x)ja f 0 (x) g (x) dx a a We illustrate this technique with several examples. For clarity, the quantities we select from the integral (u and dv) will be in bold characters. The quantities we deduce from our selection (du and v) will be in normal characters. R Example 293 Find x sin xdx If we select u=x du = dx v = cos x dv = sin xdx 4.6. INTEGRATION BY PARTS 199 Then, applying formula 4.4 gives us: Z x sin xdx = x cos x Z cos xdx Z = x cos x + cos xdx = x cos x + sin x + C Remark 294 There is usually more than one way to select u and dv. However, we should do it so that when we apply the integration by parts formula, we obtain an integral we can solve, or at least one that does not seem more complicated. In the above example, if we had selected u = sin x x2 v= 2 du = cos xdx dv = xdx then the integration by parts formula would have given us Z x sin xdx = x2 sin x 2 1 2 Z x2 cos xdx which is more complicated than the integral we started with. R Example 295 Find xex dx Following the previous example, we select u=x v = ex du = dx dv = ex dx Then, applying formula 4.4 gives Z xex dx = xex = xex Z ex dx ex + C R Remark 296 In the past two examples, we had an integral of the form xf (x) dx where we knew an antiderivative of f (x). We did integration R by parts with u = x. This will be the case for most integrals of this form. x ln xdx is an exception. Example 297 Find If we select Re 1 ln xdx u = ln x v=x 1 dx x dv = dx du = 200 CHAPTER 4. INTEGRALS Then, applying formula 4.4 gives Z e e ln xdx = x ln xj1 Z 1 e dx 1 e = x ln xj1 e xj1 = (e ln e ln 1) (e 1) =1 Remark 298 You will note that in the problem we just did, we found that Z ln xdx = x ln x x + C Example 299 Find If we select R tan 1 xdx u = tan 1 x v=x Then, applying formula 4.4 gives Z tan 1 xdx = x tan R 1 dx 1 + x2 dv = dx du = 1 x Z x dx 1 + x2 (4.5) x dx separately, using the substitution u = 1 + x2 . Then, 1 + x2 du = 2xdx therefore Z Z x 1 du dx = 1 + x2 2 u 1 = ln juj + C 2 1 = ln 1 + x2 + C 2 1 = ln 1 + x2 + C 2 We will do Using what we just found in equation 4.5, gives us Z 1 tan 1 xdx = x tan 1 x ln 1 + x2 + C 2 Remark 300 In the previous two examples, the integrand consisted of just one function. We used integration by parts with u set to that function. This technique should be remembered. 4.6.2 Repeated Integration by Parts In some cases, applying the integration by parts formula one time will not be enough. You may need to apply it twice, or more. We look at some example to illustrate the various cases which can occur. 4.6. INTEGRATION BY PARTS Example 301 Find If we select R 201 x2 ex dx u = x2 v = ex du = 2xdx dv = ex dx Then, applying formula 4.4 gives Z x2 ex dx = x2 ex 2 Z xex dx At this point, we are left with an integral that we still cannot do. However, we see that it looks simpler than the one we started with. So, we try the integration by parts formula again. In fact, we already did this integral in an example above, so we will simply use the result. Z x2 ex dx = x2 ex 2 (xex ex + C) = x2 ex 2xex + 2ex + C Note that we replaced 2C by C. We only wish to denote that there is some constant. R Example 302 Find x2 sin xdx If we select u = x2 du = 2xdx v = cos x dv = sin xdx Then, applying formula 4.4 gives Z x2 sin xdx = x2 cos x + 2 We apply the integration by parts formula to R Z x cos xdx x cos xdx. If we select u=x du = dx v = sin x dv = cos xdx Then, applying formula 4.4 gives Z x cos xdx = x sin x Z sin xdx = x sin x + cos x + C If we use what we just found in equation 4.6, we obtain Z x2 sin xdx = x2 cos x + 2 (x sin x + cos x + C) = x2 cos x + 2x sin x + 2 cos x + C Here again, we replaced 2C by C. (4.6) 202 CHAPTER 4. INTEGRALS In these two examples, we applied the integration by parts formula several time. We noticed that every time, the integral was getting easier. So, our hope was that we would eventually be able to …nd it, which we did. In some cases, a di¤erent situation will present itself, as illustrated in the next example. R Example 303 Find ex sin xdx If we select u = ex du = ex dx v = cos x dv = sin xdx Then, applying formula 4.4 gives Z ex sin xdx = ex cos x + Z ex cos xdx (4.7) The integral we obtain is not simpler, but it is not more di¢ cult either. Furthermore, it looks like the original, sin x having been replaced by cos x. We apply the integration by parts formula to it. If we select u = ex du = ex dx v = sin x dv = cos xdx Then, applying formula 4.4 gives Z ex cos xdx = ex sin x Z ex sin xdx If we replace what we just found in equation 4.7, we obtain Z Z ex sin xdx = ex cos x + ex sin x ex sin xdx R Therefore, we can solve for ex sin xdx. We obtain Z Z ex sin xdx + ex sin xdx = ex cos x + ex sin x Z 2 ex sin xdx = ex (sin x cos x) Z ex (sin x cos x) + C ex sin xdx = 2 Note, we inserted the constant C in the last step. Using integration by parts, we can prove important formulae, called reduction formulae. The most important ones are listed as a theorem. Theorem 304 Let n be an integer such that n 1. R sinn xdx = 1 cos x sinn n 1 x+ n n 1R 2. sinn 2 xdx 4.6. INTEGRATION BY PARTS 2. 3. 4. R R R cosn xdx = 1 sin x cosn n n x+ n n R n n (ln x) n (ln x) dx = x (ln x) xn ex dx = xn ex 1 203 R n xn 1R 1 cosn 2 xdx dx 1 x e dx Proof. We only prove part 1. The other parts are left as an exercise. 1. Prove that select R sinn xdx = u = sinn 1 x v = cos x 1 cos x sinn n sinn xdx + (n 1) n Z Z Z x+ n n 1R sinn 2 xdx. If we du = (n 1) sinn 2 x cos xdx dv = sin xdx Then, applying formula 4.4 gives Z sinn xdx = Z 1 n 1 sin x cos x + (n 1) = sinn 1 x cos x + (n 1) = sinn 1 x cos x + (n 1) sinn xdx = sinn 1 x cos x + (n 1) sinn xdx = sinn 1 x cos x + (n 1) sinn xdx = 1 cos x sinn n 1 x+ n 1 Z Z Z Z Z n Z 2. see exercise 34 3. see exercise 37 4. do as an exercise We illustrate with an example how these formulas might be used. Example 305 Find R 3 (ln x) dx = 6x 1 3 ln x 6 Using part 3 of theorem 304, we obtain Z 3 3 (ln x) dx = x (ln x) To …nd R 2 3 1 2 ln x + ln x 2 Z 2 (ln x) dx (ln x) dx, we apply the same formula again. Z Z 2 2 (ln x) dx = x (ln x) 2 ln xdx 1 cos2 x sinn 1 2 xdx sin2 x sinn sinn 2 xdx sinn 2 xdx sinn 2 xdx sinn 2 xdx (n 2 xdx Z 1) sinn xdx 204 CHAPTER 4. INTEGRALS The last integral was found in an example above (otherwise, we would …nd it using integration by parts). It was found to be Z ln xdx = x ln x Combining the three gives us Z 3 3 (ln x) dx = x (ln x) 3 Z x 2 (ln x) dx 3 x (ln x) 3 3x (ln x) + 6 3 3x (ln x) + 6 [x ln x = x (ln x) = x (ln x) 3 = x (ln x) 2 2 2 2 Z 3 = x (ln x) 2 Z ln xdx ln xdx 3x (ln x) + 6x ln x x] 6x Remark 306 As this example shows, the reduction formula may have to be applied several times before we …nd the answer. 4.6.3 Things to know Know and be able to apply the integration by parts formula. Remember that this formula may have to be applied more than once. In particular, remember the following techniques we learned in the examples: R – To integrate xn f (x) dx where f is a function for which we know an antiderivative (such as sin x, cos x, ex , :::) we let u = xn . When n > 1, we will have to do repeated integration by parts (n times). R – When the integrand contains only one function as in f (x) dx, one thing to try is to let u = f (x). Using integration by parts, be able to prove and use the following reduction formulas Z Z 1 n 1 n n 1 sin xdx = cos x sin x+ sinn 2 xdx n n Z Z 1 n 1 cosn xdx = sin x cosn 1 x + cosn 2 xdx n n Z Z n n n 1 (ln x) dx = x (ln x) n (ln x) dx Z Z xn ex dx = xn ex n xn 1 ex dx 4.6. INTEGRATION BY PARTS 4.6.4 205 Problems 1. Using integration by parts, evaluate R 2. Evaluate x cos 2xdx R t 3. Evaluate te 3 dt R 4. Evaluate x2 sin xdx R 5. Evaluate ln (5x + 4) dx R 6. Evaluate arctan 3tdt R 7. Evaluate e2x sin 5xdx R 8. Evaluate 0 x sin 3xdx R x ln xdx with u = ln x and dv = xdx R 2 ln x dx 1 x2 R1 x 10. Evaluate 0 2x dx e R2 2 11. Evaluate 1 (ln x) dx R 12. Evaluate sin 1 xdx 9. Evaluate 13. Use a substitution then integration by parts to evaluate 14. Using the formulas in theorem 304, prove that 15. Using the formulas in theorem 304, prove that 16. Using the formulas in theorem 304, …nd 17. Finish proving theorem 304 R R R R sin 2x +C 4 n 1R2 sinn xdx = sinn 0 n sin2 xdx = 2 0 x 2 2 xdx 3 (ln x) dx 18. If f (0) = g (0) = 0 and f 00 and g 00 are continuous, show that Ra f (a) g 0 (a) f 0 (a) g (a) + 0 f 00 (x) g (x) dx 4.6.5 p sin xdx Ra 0 f (x) g 00 (x) dx = Answers R 1. Using integration by parts, evaluate x ln xdx with u = ln x and dv = xdx R x2 ln x x2 x ln xdx = +C 2 4 R 1 1 2. Evaluate x cos 2xdx = cos 2x + x sin 2x + C 4 2 R t 1 3. Evaluate te 3 dt = 3e 3 t (t 3) + C 206 4. Evaluate 5. Evaluate 6. Evaluate 7. Evaluate 8. Evaluate CHAPTER 4. INTEGRALS R R R R R x2 sin xdx = 2 cos x ln (5x + 4) dx = 1 5 x2 cos x + 2x sin x + C (5x + 4) ln (5x + 4) arctan 3tdt = t arctan 3t e2x sin 5xdx = 0 x sin 3xdx = 1 6 x+C ln 9t2 + 1 + C 2 2x e sin 5x 29 5 cos 5x + C 2 1 3 R 2 ln x dx = 12 12 ln 2 1 x2 R1 x 10. Evaluate 0 2x dx = 41 34 e 2 e R2 2 2 11. Evaluate 1 (ln x) dx = 2 (ln 2 1) p R 12. Evaluate sin 1 xdx = 1 x2 + x arcsin x 9. Evaluate 13. Usepa substitution then p p integration by parts to evaluate 2 x cos x + 2 sin x + C 14. Using the formulas in theorem 304, prove that 15. Using the formulas in theorem 304, prove that 16. Using the formulas in theorem 304, …nd 17. Finish proving theorem 304 R R R 2 3 sin p xdx = sin 2x +C 4 n 1R2 sinn xdx = sinn 0 n sin2 xdx = 0 R (ln x) dx = 6x 1 6 18. If f (0) = g (0) = 0 and f 00 and g 00 are continuous, show that Ra f (a) g 0 (a) f 0 (a) g (a) + 0 f 00 (x) g (x) dx x 2 ln3 x Ra 0 1 2 2 xdx ln2 x + ln x f (x) g 00 (x) dx = 1
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