Techniques of integration 67 Reduction formulas

6.3 Reduction formulas

• A reduction formula expresses an integral In that depends on some integer n in terms
of another integral Im that involves a smaller integer m. If one repeatedly applies this
formula, one may then express In in terms of a much simpler integral.

Example 6.10 We use integration by parts to establish the reduction formula

1 n−1
Z Z
n n−1
sin x dx = − sin x · cos x + sinn−2 x dx. (6.4)
n n
If we take dv = sin x dx, then we have v = − cos x and we may integrate by parts with

u = sinn−1 x, du = (n − 1) sinn−2 x · cos x.

Using the fact that sin2 x + cos2 x = 1, one may thus conclude that
Z Z
n n−1
sin x dx = − sin x · cos x + (n − 1) sinn−2 x · cos2 x dx
Z
n−1
= − sin x · cos x + (n − 1) sinn−2 x · (1 − sin2 x) dx
Z Z
n−1 n−2
= − sin x · cos x + (n − 1) sin x dx + (1 − n) sinn x dx.

Here, the rightmost integral coincides with the original integral on the left. Once we now
rearrange terms, we end up with n copies of the integral and equation (6.4) follows. 

Example 6.11 We use a reduction formula to compute the integral I3 in the case that
Z
In = xn e2x dx.

If we take u = xn and dv = e2x dx, then du = nxn−1 dx and v = 12 e2x , so one has

1 n 2x n 1 n
Z
In = x e − xn−1 e2x dx = xn e2x − · In−1 . (6.5)
2 2 2 2
We now apply the last formula repeatedly to determine I3 . According to the formula,
 
1 3 2x 3 1 3 2x 3 1 2 2x
I3 = x e − · I2 = x e − · x e − I1
2 2 2 2 2
 
1 3 2x 3 1 2 2x 1 2x 1
= xe − · x e − xe + · I0
2 2 2 2 2
1 3 3 3
Z
= x3 e2x − x2 e2x + xe2x − e2x dx
2 4 4 4
1 3 3 3
= x3 e2x − x2 e2x + xe2x − e2x + C. 
2 4 4 8
Techniques of integration 68 Reduction formulas

Example 6.12 We use integration by parts to establish the reduction formula

1 n−2
Z Z
n n−2
sec x dx = sec x · tan x + secn−2 x dx. (6.6)
n−1 n−1
In this case, we note that (tan x)′ = sec2 x and we write the given integral as
Z Z
sec x dx = secn−2 x · sec2 x dx.
n

If we take dv = sec2 x dx, then we have v = tan x and we may integrate by parts with
u = secn−2 x, du = (n − 2) secn−3 x · sec x tan x = (n − 2) secn−2 x · tan x.
Using the fact that 1 + tan2 x = sec2 x, one may thus establish the identity
Z Z
n n−2
sec x dx = sec x · tan x − (n − 2) secn−2 x · tan2 x dx
Z
n−2
= sec x · tan x − (n − 2) secn−2 x · (sec2 x − 1) dx
Z Z
n−2
= sec x · tan x − (n − 2) sec x dx + (n − 2) secn−2 x dx.
n

Since the integral on the left hand side also appears on the right hand side, this gives
Z Z
n n−2
(n − 1) sec x dx = sec x · tan x + (n − 2) secn−2 x dx.

In particular, the reduction formula (6.6) follows by dividing both sides with n − 1. 
Example 6.13 Let a 6= 0 be some given constant and consider the integral
dx
Z Z
In = = (x2 + a)−n dx.
(x2 + a)n
If we take u = (x2 + a)−n and dv = dx, then we may integrate by parts to find that
Z
In = x(x + a) + n x(x2 + a)−n−1 · 2x dx.
2 −n

Let us now rearrange terms and express the last equation in the form
Z 2
2 −n x +a−a
In = x(x + a) + 2n dx
(x2 + a)n+1
dx dx
Z Z
2 −n
= x(x + a) + 2n n
− 2na .
(x + a)
2 (x + a)n+1
2

The integrals on the right hand side have the same form as the original integral, so
In = x(x2 + a)−n + 2n · In − 2na · In+1 .
Rearranging terms once again, one may thus establish the reduction formula
2na · In+1 = (2n − 1) · In + x(x2 + a)−n . 
Techniques of integration 69 Trigonometric integrals

6.4 Trigonometric integrals

Theorem 6.14 – Powers of sine and cosine
Consider the integral sinm x · cosn x dx for any non-negative integers m, n.
R

(a) When n is odd, one may compute this integral using the substitution u = sin x.

(b) When m is odd, one may compute this integral using the substitution u = cos x.

(c) When m, n are even, one may use the half-angle formulas to simplify the integral.

Theorem 6.15 – Powers of secant and tangent

R
Consider the integral secm x · tann x dx for any non-negative integers m, n.

(a) When n is odd, one may compute this integral using the substitution u = sec x.

(b) When m is even, one may compute this integral using the substitution u = tan x.

(c) When m is odd and n is even, one may reduce the integrand to powers of sec x.

• The three cases that arise in Theorem 6.14 are closely related to the identities

(sin x)′ = cos x, (cos x)′ = − sin x, sin2 x + cos2 x = 1.

If one uses the substitution u = sin x, then one may express any even power of cosine
in terms of u2 , but also needs a copy of cosine for du = cos x dx. This yields an odd
number of cosines, so the substitution u = sin x will only help when n is odd.

• The last case that arises in Theorem 6.14 requires the half-angle formulas

1 − cos(2θ) 1 + cos(2θ)
sin2 θ = , cos2 θ = . (6.7)
2 2
These formulas are helpful for reducing the even powers of sine and cosine.

• The three cases that arise in Theorem 6.15 are closely related to the identities

(sec x)′ = sec x tan x, (tan x)′ = sec2 x, 1 + tan2 x = sec2 x.

These imply that an odd number of tangents is needed to substitute u = sec x, while
an even number of secants is needed to substitute u = tan x.

Example 6.16 We use the substitution u = sin x to compute the integral

Z
sin4 x · cos5 x dx.
Techniques of integration 70 Trigonometric integrals

In this case, we have du = cos x dx and also sin2 x + cos2 x = 1, so

Z Z Z
sin x · cos x dx = sin x · (1 − sin x) · cos x dx = u4 (1 − u2 )2 du
4 5 4 2 2

Z Z
= u (1 − 2u + u ) du = (u4 − 2u6 + u8 ) du
4 2 4

u5 2u7 u9 sin5 x 2 sin7 x sin9 x

= − + +C = − + + C. 
5 7 9 5 7 9
Example 6.17 We use the half-angle formulas to simplify and compute the integral
Z
sin2 x · cos2 x dx.

Since the exponents are both even, one needs to express the integrand in the form
1 − cos(2x) 1 + cos(2x) 1 
sin2 x · cos2 x = = · 1 − cos2 (2x)

·
2 2 4
1 1 + cos(4x) 1
= · 1− = · [1 − cos(4x)] .
4 2 8
Once we now integrate both sides of this equation, we may easily conclude that
 
1 sin(4x) x sin(4x)
Z
2 2
sin x · cos x dx = x− +C = − + C. 
8 4 8 32

Example 6.18 We use an appropriate substitution to compute the integral

Z
sec4 x · tan2 x dx.

If we let u = tan x, then du = sec2 x dx and also sec2 x = 1 + tan2 x = 1 + u2 , so one has
Z Z Z
sec x · tan x dx = sec x · tan x · sec x dx = (1 + u2 ) · u2 du
4 2 2 2 2

u 3 u5 tan3 x tan5 x
Z
= (u2 + u4 ) du = + +C = + + C. 
3 5 3 5
Example 6.19 We use an appropriate substitution to compute the integral
sin3 x
Z
dx.
cos8 x
Since the cosine appears in the denominator, it is better to first simplify and write
sin3 x sin3 x 1
Z Z Z
dx = · dx = tan3 x · sec5 x dx.
cos8 x cos3 x cos5 x
Let us take u = sec x. Since du = sec x tan x dx and also u2 = sec2 x = tan2 x + 1, we get
sin3 x
Z Z Z
dx = tan x · sec x · sec x tan x dx = (u2 − 1) · u4 du
2 4
cos8 x
u7 u5 sec7 x sec5 x
Z
= (u6 − u4 ) du = − +C = − + C. 
7 5 7 5
Techniques of integration 71 Trigonometric substitutions

6.5 Trigonometric substitutions

• Trigonometric substitutions
√ are sometimes
√ needed
√ to simplify integrals that contain
expressions of the form a − x , x − a and x2 + a2 for some a > 0. In each of
2 2 2 2

these cases, one naturally seeks a substitution to simplify the square root.
• The three most common trigonometric substitutions are listed in the table below.
Expression
√ Substitution Simplification
√
√a − x x = a sin θ √a − x = a cos θ, dx = a cos θ dθ
2 2 2 2

√a + x
2 2 x = a tan θ √a + x = a sec θ,
2 2 dx = a sec2 θ dθ
x 2 − a2 x = a sec θ x2 − a2 = a| tan θ|, dx = a sec θ tan θ dθ
√
• In the first case, one has a2 − x2 = a2 − a2 sin2 θ = a2 cos2 θ and a2 − x2 = a cos θ.
This is because θ = sin−1 (x/a) lies between −π/2 and π/2, so cos θ is non-negative.
Example 6.20 We use a trigonometric substitution to compute the integral
dx
Z
√ , a > 0.
a2 − x 2
If we let x = a sin θ, then a2 − x2 = a2 − a2 sin2 θ = a2 cos2 θ and also dx = a cos θ dθ, so
dx a cos θ dθ x
Z Z Z
√ = = dθ = θ + C = sin−1 + C. 
a −x
2 2 a cos θ a

Example 6.21 We use a trigonometric substitution to compute the integral

dx
Z
, a > 0.
x + a2
2

If we let x = a tan θ, then x2 + a2 = a2 tan2 θ + a2 = a2 sec2 θ and also dx = a sec2 θ dθ, so

dx a sec2 θ dθ 1 1 1 x
Z Z Z
= = dθ = θ + C = tan−1 + C. 
x +a
2 2 a sec θ
2 2 a a a a

Example 6.22 We use a trigonometric substitution to compute the integral

x2 dx
Z
√ .
4 − x2
If we let x = 2 sin θ, then 4 − x2 = 4 − 4 sin2 θ = 4 cos2 θ and also dx = 2 cos θ dθ, so
x2 dx 4 sin2 θ · 2 cos θ dθ
Z Z Z Z
2
√ = = 4 sin θ dθ = 2 [1 − cos(2θ)] dθ
4 − x2 2 cos θ
= 2θ − sin(2θ) + C = 2θ − 2 sin θ · cos θ + C.
It remains to express this equation in terms of x = 2 sin θ. Since θ = sin−1 x2 , we get
r
x2 dx x x x2 x x√
Z
√ = 2 sin−1 − 2 · · 1 − + C = 2 sin−1 − 4 − x2 + C. 
4 − x2 2 2 4 2 2
Techniques of integration 72 Partial fractions

6.6 Partial fractions

Definition 6.23 – Proper rational function
A proper rational function is a quotient of two polynomials P (x)/Q(x) such that the
degree of the numerator P (x) is smaller than the degree of the denominator Q(x).

Theorem 6.24 – Partial fractions

Suppose that f (x) is a proper rational function whose denominator is the product of
relatively prime polynomials. Then f (x) can be expressed as a sum of proper rational
functions whose denominators are these relatively prime polynomials.

• Two polynomials are relatively prime, if they do not have any common divisor other
than constant factors. For instance, (x + 1)(x − 1) and x2 (x + 3) are relatively prime,
whereas x(x − 1) and x2 (x + 3) have a non-constant factor in common.

Example 6.25 We use partial fractions to compute the integral

x2 + 3x − 4
Z
dx.
(x2 + 1)(x + 1)
According to the last theorem, the integrand can be expressed in the form
x2 + 3x − 4 Ax + B C
= 2 +
(x + 1)(x + 1)
2 x +1 x+1
for some constants A, B, C that need to be determined. Clearing denominators gives

x2 + 3x − 4 = (Ax + B)(x + 1) + C(x2 + 1)

and one may look at some suitable choices of x to find that

x = −1, 0, 1 =⇒ −6 = 2C, −4 = B + C, 0 = 2A + 2B + 2C.

Solving these equations, we now get C = −3, B = −1 and A = 4, which means that
x2 + 3x − 4 4x 1 3
Z Z Z Z
dx = dx − dx − dx.
(x + 1)(x + 1)
2 x +1
2 x +1
2 x+1
The two rightmost integrals are rather easy to compute, and so is the integral
4x 2 du
Z Z
dx = = 2 ln |u| + C = 2 ln(x2 + 1) + C,
x +1
2 u
if one substitutes u = x2 + 1. In view of the last two equations, we must thus have
x2 + 3x − 4
Z
dx = 2 ln(x2 + 1) − tan−1 x − 3 ln |x + 1| + C. 
(x2 + 1)(x + 1)
Techniques of integration 73 Partial fractions

Example 6.26 We use partial fractions to compute the integral

Z 3
x + 3x2 + 5
dx.
x(x − 1)
This rational function is not proper because its numerator is cubic and its denominator is
only quadratic. Thus, one needs to first use division of polynomials to write
x3 + 3x2 + 5 x3 + 3x2 + 5 4x + 5
= =x+4+ .
x(x − 1) x −x
2 x(x − 1)
Since the rightmost fraction is proper, one may use partial fractions to express it as
4x + 5 A B
= + =⇒ 4x + 5 = A(x − 1) + Bx.
x(x − 1) x x−1
Setting x = 0 gives 5 = −A and setting x = 1 gives 9 = B. It easily follows that
x3 + 3x2 + 5 A B 5 9
=x+4+ + =x+4− + .
x(x − 1) x x−1 x x−1
Once we now integrate this equation term by term, we may finally conclude that
Z 3
x + 3x2 + 5 x2
dx = + 4x − 5 ln |x| + 9 ln |x − 1| + C. 
x(x − 1) 2

Example 6.27 We use a substitution and partial fractions to compute the integral
Z 5x
e dx
.
e2x − 1
If we take u = ex , then du = ex dx and the given integral takes the form
Z 5x Z 4x x
e dx e · e dx u4 du
Z
= = .
e2x − 1 e2x − 1 u2 − 1
This is not a proper rational function, so one needs to first use division to write
Z 5x Z 4 Z  
e dx u −1+1 2 1
= du = u +1+ 2 du. (6.8)
e2x − 1 u2 − 1 u −1
Let us merely focus on the proper rational function. Using partial fractions, we get
1 A B
= + =⇒ 1 = A(u + 1) + B(u − 1).
u2 − 1 u−1 u+1
When u = 1, this gives 1 = 2A. When u = −1, it gives 1 = −2B. In particular, one has
1 A B 1/2 1/2
u2 + 1 + = u2 + 1 + + = u2 + 1 + −
u2−1 u−1 u+1 u−1 u+1
and each of these terms can be easily integrated. Returning to (6.8), we conclude that
Z 5x
e dx 1 1 1
= u3 + u + ln |u − 1| − ln |u + 1| + C
e −1
2x 3 2 2
1 1 1
= e3x + ex + ln |ex − 1| − ln(ex + 1) + C. 
3 2 2
Chapter 7

Sequences and series

7.1 Convergence of sequences

Definition 7.1 – Convergence of sequences
A sequence is a function that is defined on the set N of natural numbers. Its values are
usually denoted by writing an for each n ∈ N. We say that the sequence {an } converges,
if an approaches a finite limit as n → ∞. Otherwise, we say that {an } diverges.

Definition 7.2 – Monotonicity

A sequence {an } is called monotonic, if it is either increasing, in which case an ≤ an+1
for each n ∈ N, or else decreasing, in which case an ≥ an+1 for each n ∈ N.

Theorem 7.3 – Monotonic and bounded

If a sequence is monotonic and bounded, then the sequence is also convergent.

ˆ When a precise formula for an is known, one may use that formula to compute the
limit of an and prove convergence. However, a precise formula is not always available.
Example 7.4 We show that each of the following sequences converges.
r  n
8n2 + 3 3 + sin n 1
an = , bn = , cn = 1 + .
2n2 + 5 n2 n
Since the limit of a square root is the square root of the limit, it should be clear that
8n2 + 3 8n2 √
lim = lim =4 =⇒ lim an = 4 = 2.
n→∞ 2n2 + 5 n→∞ 2n2 n→∞

The limit of the second sequence is zero because 2/n2 ≤ bn ≤ 4/n2 for each n ≥ 1. This
means that bn is squeezed between two sequences that converge to zero. Finally, one has
 n  
1 1 ln(1 + 1/n)
cn = 1 + =⇒ ln cn = n · ln 1 + = .
n n 1/n

74
Sequences and series 75 Convergence of sequences

This is a limit of the form 0/0, so one may use L’Hôpital’s rule to conclude that
(1 + 1/n)−1 · (1/n)0
lim ln cn = lim =1 =⇒ lim cn = e1 = e. 
n→∞ n→∞ (1/n)0 n→∞

Example 7.5 There are two different ways of checking that an = n/(n + 1) is increasing.
First of all, one may use derivatives. If we define f (x) = x/(x + 1) for each x ≥ 1, then
(x + 1) − x 1
f 0 (x) = 2
= > 0.
(x + 1) (x + 1)2
This makes f (x) increasing for all x ≥ 1 and thus an is increasing for all n ≥ 1. It is also
possible to check this directly. To show that an is increasing, one needs to show that
n n+1
an ≤ an+1 ⇐⇒ ≤ ⇐⇒ n2 + 2n ≤ n2 + 2n + 1.
n+1 n+2
Since the rightmost inequality is obviously true, the leftmost inequality holds as well. 
2n
Example 7.6 We show that an = n!
is decreasing for all n ≥ 1. In this case, we have
2n 2n+1
an ≥ an+1 ⇐⇒ ≥ ⇐⇒ n + 1 ≥ 2.
n! (n + 1)!
Since the rightmost inequality is obviously true, the leftmost inequality holds as well. 

Example 7.7 We find the limit of the sequence {an } which is defined by a1 = 1 and
√
an+1 = 2an for each n ≥ 1.
To show that this sequence converges, we shall first show that
1 ≤ an ≤ an+1 ≤ 2 for each n ≥ 1. (7.1)
√
When n = 1, this statement asserts that 1 ≤ 1 ≤ 2 ≤ 2, so it is certainly true. Suppose
that it is true for some n. Multiplying by 2 and taking square roots, we then find that
√ √ p
2 ≤ 2an ≤ 2an+1 ≤ 4 =⇒ 2 ≤ 2an ≤ 2an+1 ≤ 2
=⇒ 1 ≤ an+1 ≤ an+2 ≤ 2.
In particular, the statement holds for n + 1 as well, so it actually holds for all n ∈ N. This
shows that the given sequence is monotonic and bounded, hence also convergent; denote its
limit by L. Using the definition of the sequence, one may then argue that
√ √ √
an+1 = 2an =⇒ lim an+1 = lim 2an =⇒ L = 2L.
n→∞ n→∞

This gives L2 = 2L, so either L = 0 or else L = 2. On the other hand, we must also have
1 ≤ an ≤ 2 =⇒ 1 ≤ lim an ≤ 2 =⇒ 1≤L≤2
n→∞

because of equation (7.1). We conclude that the limit of the sequence is L = 2.