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Lectures 8-14, Integration

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29 views43 pages

Lectures 8-14, Integration

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© © All Rights Reserved
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Lecture 8 The Substitution Rule Secon 5.

■The Substitution Rule


Because of the Fundamental Theorem, it’s important to be able to find anti
anti-derivatives.
derivatives. But our anti-differentiation
anti
formulas don’t tell us how to evaluate integrals such as

problem-solving strategy of introducing something extra.


To find this integral we use the problem extra Here the “something
extra” is a new variable;; we change from the variable x to a new variable u.

■Substitution: Indefinite Integrals


Suppose that we let u be the quantity under the root sign in (1), u = 1 +x2. Then the differential
diffe of u is du = 2x dx.
Notice that if the dx in the notation for an integral were to be interpreted as a differential, then the differential 2x
2 dx
would occur in (1) and so, formally, without justifying our calculation, we could write,
write

In general, this form    dx.


his method works whenever we have an integral that we can write in the form
Observe that if   , then,


because, by the Chain Rule,

If we make the “change of variable” or “substitution” u = g(x),, then from Equation 3 we have

Thus, we have proved the following


lowing rule.

EXAMPLE 1 Find    cos   2 

Solution

     2 →   4   Then     

1
Lecture 8 The Substitution Rule Secon 5.5

EXAMPLE 2 Find  √2  1





EXAMPLE 3 Find  
√  

EXAMPLE 4 Find   

NOTE
With some experience, you might be able to evaluate integrals like those in Examples 1–1 4 without going
to the trouble of making an explicit substitution. By recognizing the pattern in Equation 3, where the
integrand on the left side is the product of the derivative of an outer function and the derivative of the
inner function, we could work Example 1 as follows:

2
Lecture 8 The Substitution Rule Secon 5.5

EXAMPLE 5 Find √1   !  

EXAMPLE 6 Find "# 

Practice Problems
Evaluate the following integrals,
% 
".   *.  
& ' & '

(.   5    , .  sin  cos
os  

■Substitution: Definite
finite Integrals
When evaluating a definite integral by substitution, two methods are possible. One method is to evaluate the
indefinite integral first and then use the Fundamental Theorem. For instance, using the result of E
Example 2, we have,

3
Lecture 8 The Substitution Rule Secon 5.5

Another method, which is usually preferable, is to change the limits of integration when the variable is changed.

6 The Substitution Rule for Definite Integrals

If ′is continuous on [a, b]an


andf is continuous on the range of u= g(x), then

EXAMPLE 7 Find. √2  4 

! /
EXAMPLE 8 Evaluate 
 
 

2 01 
EXAMPLE 9 Evaluate  


Practice Problems
Evaluate the following integrals,
s,
! 6
". .  √4     , *. 6  tanh  !  

4
Lecture 8 The Substitution Rule Secon 5.5

■Symmetry

EXAMPLE 10

EXAMPLE 11
789 
Because    & & '− satisfies  ;  ;  it is odd and so

Practice Problem

Evaluate  2   sech 

5
Lecture 9 Integration by Parts Secon 7.1

■Integration by Parts
Every differentiation rule has a corresponding integration rule. For instance, the Substitution Rule for integration
corresponds to the Chain Rule for differentiation. The integration rule that corresponds to the Product Rule for
differentiation is called integration by parts.

■Integration by Parts: Indefinite Integrals


The Product Rule states that if f and t are differentiable functions, then,

In the notation for indefinite


efinite integrals this equation becomes

Or

We can rearrange this equation as

Formula 1 is called the formula for integration by parts.. It is perhaps easier to remembering
rememberin the following
notation. Let u =f (x)and v =g(g(x). Then the differentials are du =f’(x)dx and dv =g’(x)dx, so, by the
Substitution Rule, the formula for integration by parts becomes

EXAMPLE 1 Find   <=#  

6
Lecture 9 Integration by Parts Secon 7.1

EXAMPLE 2 Evaluate ># 

EXAMPLE 3 Find  !  7 

7
Lecture 9 Integration by Parts Secon 7.1

EXAMPLE 4 Evaluate   <=#  

■Integration by Parts: Definite Integrals


If we combine the formula for integration by pparts with Part 2 of the Fundamental Theorem of Calculus, we can
evaluate definite integrals by parts. Evaluating both sides of Formula 1 between a and b,, assuming f ‘and g’ are
continuous, and using the Fundamental Theorem, we obtain

8
Lecture 9 Integration by Parts Secon 7.1


EXAMPLE 5 Evaluate. "
"#  

9
Lecture 9 Integration by Parts Secon 7.1

■Reduction Formulas
EXAMPLE 6 Prove the reduction formula,

Practice Problems

1- Evaluate the following Integrals,

a)     b)   ! <=# 

(  tan   d)    (C<  


e) .  >#   1

?/A
ormula for the following integral B
2- Find a reduction formula <=#9  , Then use it to
?/A
findB <=#.  .

10
Lecture 10 Trigonometric Integrals Secon 7.2

■Integrals of Powers of Sine and Cosine


EXAMPLE 1
Evaluate (C<  

SOLUTION

EXAMPLE 2
Evaluate  <=# (C< ! 

SOLUTION

EXAMPLE 3
6
Evaluate . <=#! 

SOLUTION

If we write <=#!   1 ; (C< ! ,, the integral is no simpler to evaluate. Using the half-angle
angle formula for sin2x,
however, we have

H H
The half angle identities DEFA G  H ; IJDAG, IJDA G  H  IJDAG
A A

11
Lecture 10 Trigonometric Integrals Secon 7.2

EXAMPLE 4
Evaluate  <=# 

SOLUTION

12
Lecture 10 Trigonometric Integrals Secon 7.2

■Integrals of Powers of Secant and Tangent


EXAMPLE 5
Evaluate  "#K <( 

SOLUTION

EXAMPLE 6
Evaluate  "# <( L 

SOLUTION

13
Lecture 10 Trigonometric Integrals Secon 7.2

Practice Problem

Evaluate <(  

Solution

EXAMPLE 7
Evaluate  "# 

SOLUTION

EXAMPLE 8
Evaluate  <(  

SOLUTION

14
Lecture 10 Trigonometric Integrals Secon 7.2

■Using Product Identities

EXAMPLE 9
Evaluate  <=#4 (C<5

SOLUTION

15
Lecture 11 Trigonometric Substitutions Secon 7.3

■Table of Trigonometric Substitutions

The basic idea of these kinds


inds of substitutions is to get rid of the roots b
byy making use of the above
trigonometric identities.

EXAMPLE 1
MN 
Evaluate  


SOLUTION

6 6
Note that (C< O P 0 because ; T O T ; . Thus the inverse substitution rule gives,
! !

 √9 ;  !
<=# O  → (C O 
3 

16
Lecture 11 Trigonometric Substitutions Secon 7.3

EXAMPLE 2
 W
Find the area enclosed by the ellipse  1
8 X

SOLUTION

Solving the equation of the ellipse for y, we get,

Because the ellipse is symmetric with respect to bboth axes, the total area A is four times the area in the first quadrant.
X
The part of the ellipse in the first quadrant is given by the function Y  √"! ;  ! , 0 T  T "
8

To evaluate this integral we substitute   " (C< O →   " <=# O O. To change the limits of integration we note
6
that,   0 → <=# O  0 → O  0,   " → <=# O  1 → O  . Also,
!

We have shown that the area of an ellipse with semi-axes


semi a and b is Zab.. In particular, taking a = b =r, we have
mula that the area of a circle with radius r is Z[ ! .■
proved the famous formula

17
Lecture 11 Trigonometric Substitutions Secon 7.3

EXAMPLE 3
/
Evaluate 
  M  &

SOLUTION
6 6
Let,   2 "# O, ; \ O \ →   2 <( ! O O, and
! !

M  &
From figure, (<( O  →


EXAMPLE 4
 /
Evaluate 
√  &

SOLUTION

It would be possible to use the trigonometric substitution   2 "# Ohere


here (as in Example 3). But the direct
substitution u = x2+4 is simpler, because then, du = 2x dx and

18
Lecture 11 Trigonometric Substitutions Secon 7.3

EXAMPLE 5
/
Evaluate  , "]0
√  8

19
Lecture 11 Trigonometric Substitutions Secon 7.3

EXAMPLE 6
%√%
%
Evaluate .  
  &N%/

EXAMPLE 7

Evaluate  
√! 

SOLUTION

We can transform
sform the integrand into a function for which trigonometric substitution is appropriate by first
completing the square under the root sign:
3 ; 2 ;  !  3 ;  !  2  3 ; _   1! ; 1`  4 ;   1!
This suggests that we make the substitution     1 →    "#    ; 1. So,

 ;1   
^   ^   ^ ;^
√3 ; 2 ;  ! √4 ;  ! √4 ;  ! √4
√ ; !
1 ;2   1 √4 ;  ! 
; ^ ;^ ; ; <=#
<=   a
2 √4 ;  ! √4 ;  ! 2  2
!

20
Lecture 11 Trigonometric Substitutions Secon 7.3

b &
 ;√4 ;  ! ; <=# !  a  ;M4 ;   1! ; <=#  !
 a■

Practice Problem
Evaluate the following integrals,

1
∫ x2 1 − x2
dx

x5
∫ 4 + x2
dx

2
x3
∫1 4 x2 − 1
dx

Hint: Let x = (½)sec t, for 0 < t <π/2.

■Summary of Integration formulas (So far…)

21
Lecture 12 Partial Fractions Secon 7.4

■Integration of Rational functions


ctions by Partial Fractions
In this section we show how to integrate any rational function (a ratio of polynomials) by expressing it as a sum of
simpler fractions, called partial fractions. For example,

If we now reverse the procedure, we see how to integrate


integrate the function on the right side of this equation:

■The Method of Partial Fractions


e 
To see how the method of partial fractions works in general, let’s consider a rational function    , where P
f 
and Q are polynomials. It’s possible to express f as a sum of simpler fractions provided that the degree of P is less
than the degree of Q.. Such a rational functionis called proper. If f is improper, that is, deg g P deg h, then we
must take the preliminary step of dividing Q into P (by long division) until a remainder R(x)is obtained such that
deg(R) < deg (Q). The result is,

 % &
EXAMPLE 1 Evaluate 


22
Lecture 12 Partial Fractions Secon 7.4

■The Four cases of Partial Fractions


A theorem in algebra guarantees that partial fractions are always possible to do this for four cases that occur,

  &!
EXAMPLE 2 Evaluate
! % &  !


The polynomials on each side of Equation 5 are identical, so the coefficients of corresponding terms must be equal.
The coefficient of x2on the right side, 2A
2 + B + 2C, must equal the coefficient of x2on the left side,
side namely, 1.
Likewise, the coefficients of x are equal, and the constant terms are equal. This gives the following system of
equations for A, B, and C:

23
Lecture 12 Partial Fractions Secon 7.4

NOTE We can use an alternative method to find the coefficients A, B, and C in Example 2. Equation 4 is an
identity; it is true for every value of x. Let’s choose values of x that simplify the equation. If we put x = 0 in Equation
4, then the second and third terms on the right side vanish and the equation then becomesbecome -2A = − 1, or A = 1/2.
Likewise,
x = 1/2gives 5B/4 = 1/4and x = -2 gives 10C = − 1, so B =1/5and C = - 1/ 10.

/
Example3 Find , "k0
  8

  8
 ln | ; " | ; ln |  " |  ># l l  a■
!8 !8 &8

24
Lecture 12 Partial Fractions Secon 7.4

 ' !  & &



EXAMPLE 4 Find  
 %   &
&

25
Lecture 12 Partial Fractions Secon 7.4

22;44
EXAMPLE 5 Evaluate 
34


26
Lecture 12 Partial Fractions Secon 7.4

  
&!
EXAMPLE 6 Evaluate  
   &


NOTE Example 6 illustrates the general


general procedure for integrating a partial fraction of the form,

We complete the square in the denominator and then make a substitution that brings the integral into the form,

Then the first integral is a logarithm and the second is expressed in terms oof tan-1

27
Lecture 12 Partial Fractions Secon 7.4

 % &  &
EXAMPLE 7 Write out the form of the partial fraction decomposition of the function  
   &&   &%

&!   %
EXAMPLE 8 Evaluate  
   &


28
Lecture 12 Partial Fractions Secon 7.4

■Rationalizing Substitutions
√&
EXAMPLE 9 Evaluate  


Practice Problems

Find the partial fractions for the following rational functions,


functions
3x
f ( x) = 2
x + 2x − 8

  
 & &!

 % &K
  
  &!m

1
f ( x) = 2
x( x + 4 x + 5)
1
f ( x) =
x( x + 1)2
x −1
f ( x) = 2
x ( x − 2)( x 2 + 1)

29
Lecture 13 Strategy for Integration Secon 7.5

■Summary of Integration formulas

■Summary of Trigonometric Identities


H <=#!   (C< !   1 "#!   1  <( !  1  (C !   (<( ! 

cos   Y  (C<  (C< Y ; <=#  <=# Y → (C<2  (C<< ! ; <=#! 

1 1
→ <=# !   1 ; (C<2 (C< !   1  (C<2
2 2

sin   Y  <=#  (C< Y  (C<  <=# Y → <=# 2  2<=#


<=#  (C< 

30
Lecture 13 Strategy for Integration Secon 7.5

General Guidelines for Attacking an Integration


■Simplify
mplify the Integrand If Possible
Sometimes the use of algebraic manipulation or trigonometric identities will simplify the integrand and
make the method of integration obvious. Here are some examples:

■Look for an Obvious Substitution


Try to find some function    in the integrandwhose differential     also occurs, apart
from a constant factor. Forinstance, in the integral
G
^ A nG
G ;H
we notice that if   ! ; 1,, then
then  2. Therefore, we use the substitution    ! ; 1 instead of
the method of partial fractions.

■Classify the Integrand According to Its Form


If Steps 1 and 2 have not led to the solution, then we take a look at the form of the integrand f (x).

(a) Trigonometric functions. If f (x)is a product of powers of sin x and cos x, of tan x and sec x, or of cot x
and csc x,, then we use the substitutions recommended in Section 7.2.

(b) Rational functions. If f is a rational function, we use the procedure of Section 7.4 involving partial
fractions.

(c) Integration by parts. If f (x)


x) is a product of a power of x (or a polynomial) and a transcendental
function (such as a trigonometric,
trigonometric exponential, or logarithmic function), then we try integration by parts,
choosing u and dv according to the advice given in Section 7.1. .1. If you look at the functions in Exercises
7.1, you will see that most of them are the type just described.

(d) Radicals. Particular kinds of substitutions are recommended when certain radicals appear.
If √"! ;  ! , √"!   ! , or √ ! ; "! occurs, we use a trigonometric substitution according to the table in
Section 7.3.

31
Lecture 13 Strategy for Integration Secon 7.5

789% 
EXAMPLE 1 Evaluate 
opq% 

EXAMPLE 2 Evaluate <=#√ 

 r &
&
EXAMPLE 3 Evaluate 
 %   .


EXAMPLE 4 Evaluate 
√s9

32
Lecture 13 Strategy for Integration Secon 7.5


EXAMPLE 5 Evaluate t 
&

Practice Problems
Evaluate the following Integrals,
Integrals

33
Lecture 13 Strategy for Integration Secon 7.5

Solution to Practice Problems

34
Lecture 13 Strategy for Integration Secon 7.5

35
Lecture 13 Strategy for Integration Secon 7.5

36
Lecture 14 Improper Integrals Secon 7.8

■Improper Integrals
In this section we extend the concept of a definite integral to the case where the interval is infinite and
also to the case where f has an infinite discontinuity in [a, b]. In either case the integral is called an
improper integral.

■Type 1: Infinite Intervals


Consider the unbounded region S that lies under the curve Y  1/ ! , above the
x-axis, and to the right of the line x − 1. You might think that, since S is infinite
in extent, its area must be infinite, but let’s take a closer look. The area of the
part of S that lies to the left of the line x − t (shaded in Figure 1) is,

37
Lecture 14 Improper Integrals Secon 7.8

u
EXAMPLE 1 Determine whether the integral   is convergent or divergent.


.
EXAMPLE 2 Evaluateu   

38
Lecture 14 Improper Integrals Secon 7.8

u 
EXAMPLE 3 Evaluateu 
& 

u 
EXAMPLE 4 For what values of p is the integral   convergent?
v

We summarize the result of Example 4 for future reference:

39
Lecture 14 Improper Integrals Secon 7.8

■Type 2: Discon<nuous Integrands


Suppose that f is a positive continuous function defined on a finite interval [a, b]but but has a vertical asymptote at b.
Let S be the unbounded region under the graph of f and above the x-axis between a and b. b (For Type 1 integrals, the
regions extended indefinitely in a hor
horizontal
izontal direction. Here the region is infinite in a vertical direction.) The area of
the part of S between a and t (the shaded region in Figure 7) is,
7
w   ^  
.

approaches a definite number A as  → *  , then


If it happens that A(t)approaches
we say that the area of the region S is A and we write,

X 7
^    limy ^  
8 7
7→X 8

Parts (b) and (c) of Definion 3 are illustrated in Figures 8 and 9 for the case where   P 0and f has
vertical asymptotes at a and c,, respectively.
resp

40
Lecture 14 Improper Integrals Secon 7.8

/
EXAMPLE 5 Find!
√!

6/!
EXAMPLE 6 Find. <( 

 /
EXAMPLE 7 Find.


WARNING If we had not noticed the asymptote x =1 1 in Example 7 and had instead confused the integral
with
ith an ordinary integral, then we might have erroneously calculated

 z }
^  {F|G ; H||B  {FA ; {F} ~€‚
.  ; 1

41
Lecture 14 Improper Integrals Secon 7.8


EXAMPLE 8 Find. >#  

■A Comparison Test for Improper Integrals

u 
EXAMPLE 9 Show that.    is convergent.

42
Lecture 14 Improper Integrals Secon 7.8

Practice Problems
Decide if the following integrals converge and evaluate the convergent integrals.
u 
a) u  
 &
(Note that we cannot use here the fact that the integrand function is odd.)

u 
b) ! 
&! &

 
c) . 
 &

43

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