MA2002 CALCULUS

Bao Huanchen / Wang Fei

[email protected] / [email protected]

Department of Mathematics
National University of Singapore
Office: S17-06-17 / S17-06-16
Tel: 6601-2430 / 6516-2937

Chapter 8: Techniques of Integration 2

Inverse Substitution Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Trigonometric Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
Integration of Rational Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Universal Trigonometric Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

1
Chapter 8: Techniques of Integration 2 / 37

Inverse Substitution Rule

1
Z
✔ Example. √ dx.
1+ x
√ dx
✘ Let t = x, i.e., x = t2 for t ≥ 0. Then = 2t.
dt
Z  
1 1 2
Z Z
√ dx = · 2t dt = 2− dt
1+ x 1+t 1+t
= 2t − 2 ln |1 + t| + C
√ √
= 2 x − 2 ln(1 + x) + C.

✘ Verification:
d √ √ 1
✓ (2 x − 2 ln(1 + x)) = √ .
dx 1+ x
3 / 37

Inverse Substitution Rule

✔ Inverse Substitution Rule. Let f be a continuous function.
✘ Suppose x = g(t) is one-to-one and g ′ is continuous.
Z Z
✓ Then f (x) dx = f (g(t))g ′ (t) dt.

✔ Remark.
✘ The substitution rule is used to simplify the integrand.
✘ The
Z inverse substitution
Z rule is to convert the type of the integrand.
x=g(t)
✘ f (x) dx ===== f (g(t))g ′ (t) dt = H(t) + C.

✓ Replace t by g −1 (x) to get H(g −1 (x)) + C.

✗ This requires the substitution x = g(t) to be one-to-one.

4 / 37

2
Examples
dx
Z
✔ .
x(1 + x4 )
1 1 dx 1
✘ Let t = , i.e., x = . Then = − 2.
x t dt t
1
dx − t2 dt t3
Z Z Z
✓ = 1
= − dt.
1 + t14


x(1 + x4 ) t
1 + t4
du
✘ Let u = 1 + t4 . Then = 4t3 .
dt
dx 1 1 1
Z Z
4
=− du = − ln |u| + C
x(1 + x ) 4 u 4
 
1 4 1 1
= − ln(1 + t ) + C = − ln 1 + 4 + C.
4 4 x

5 / 37

Examples
dx
Z
✔ , n ∈ N.
(1 + x2 )n
d 1 dx
Z
✘ tan x =
−1
2
⇒ = tan−1 x + C.
dx 1+x 1 + x2
dx
✘ Let x = tan t, t ∈ (− π2 , π2 ). Then = sec2 t.
dt
dx sec2 t dt sec2 t
Z Z Z
= = dt
(1 + x2 )n (1 + tan2 t)n (sec2 t)n
1
Z Z
= dt = (cos t)2n−2 dt.
(sec t)2n−2

dx
Z Z Z
0
✘ = (cos t) dt = 1 dt = t + C = tan−1 x + C.
1 + x2
6 / 37

3
Examples
dx
Z Z
✔ = (cos t)2n−2 dt by setting x = tan t, t ∈ (− π2 , π2 ).
(1 + x2 )n
dx 1 + cos 2t t sin 2t
Z Z Z
2
✘ 2 2
= cos t dt = dt = + + C.
(1 + x ) 2 2 4

2
x
√ 1+
x

1
x 1 2x
✓ sin 2t = 2 sin t cos t = 2 · √ ·√ = .
1 + x2 1 + x2 1 + x2
7 / 37

Examples
dx
Z Z
✔ 2 n
= (cos t)2n−2 dt by setting x = tan t, t ∈ (− π2 , π2 ).
(1 + x )
dx 1 x
Z
✘ 2 2
= tan−1 x + + C.
(1 + x ) 2 2(1 + x2 )
dx
Z Z
✘ 2 3
= (cos t)4 dt.
(1 + x )
1 cos 2t cos2 2t 3 cos 2t cos 4t
✓ (cos t)4 = (cos2 t)2 = + + = + +
4 2 4 8 2 8
Exercise.
dx 3 3 x 1 x
Z
−1
✓ = tan x + + + C.
(1 + x2 )3 8 8 1 + x2 4 (1 + x2 )2
8 / 37

4
Integration by Parts
✔ Let u = u(x), v = v(x) be differentiable with continuous derivatives.
Z  
d du dv du dv
✘ (uv) = v+u ⇒ v+u dx = uv + C.
dx dx dx dx dx
✔ Integration by Parts.
Z   Z  
dv du
✘ u dx = uv − v dx.
dx dx
du dv
✔ Remark. In differential forms, dx = du and dx = dv.
dxZ dx
Z
✘ The formula can be written as u dv = uv − v du.

Express the integrand as u(dv/dx) such that the integration of v(du/dx) is relatively easier
than the integration of u(dv/dx).

9 / 37

Examples
Z
✔ ln x dx.

dv du 1
✘ Let u = ln x and = 1. Then = and v = x.
Z dx Z dx x
✓ ln x dx = x ln x − 1 dx = x ln x − x + C.
Z
✔ x sin x dx.

dv du
✘ Let u = x and = sin x. Then = 1 and v = − cos x.
Z dx Z dx
✓ x sin x dx = −x cos x + cos x dx = −x cos x + sin x + C.

10 / 37

5
Examples
Z
✔ x2 ex dx.

dv du
✘ Let u = x2 and = ex . Then = 2x and v = ex .
dx dx
Z Z
2 x 2 x
✓ x e dx = x e − 2 xex dx.

dv du
✘ Let u = x and = ex . Then = 1 and v = ex .
Z dx Z dx
✓ xe dx = xe − ex dx = xex − ex + C.
x x

Z
✘ x2 ex dx = x2 ex − 2(xex − ex ) + C = (x2 − 2x + 2)ex + C.

11 / 37

Examples
Z
✔ sin−1 x dx.

dv du 1
✘ Let u = sin−1 x and = 1. Then =√ and v = x.
dx dx 1 − x2
x
Z Z
−1 −1
✓ sin x dx = x sin x − √ dx.
1 − x2
dw
✘ Let w = 1 − x2 . Then = −2x.
dx
Z
−x dx
Z
dw √ √
✓ √ = √ = w + C = 1 − x2 + C.
1 − x2 2 w
Z √
✘ sin−1 x dx = x sin−1 x + 1 − x2 + C.

12 / 37

6
Examples
Z
✔ ex sin x dx.
dv du
✘ Let u = ex and = sin x. Then = ex and v = − cos x.
dx dx
Z Z
✓ e sin x dx = −e cos x + ex cos x dx.
x x

dv du
✘ Let u = ex and = cos x. Then = ex and v = sin x.
Z dx Z dx
✓ e cos x dx = e sin x − ex sin x dx.
x x

Z Z
✘ e sin x dx = −e cos x + e sin x − ex sin x dx.
x x x

1
Z
✓ ex sin x dx = ex (sin x − cos x) + C.
2
13 / 37

Examples
Z Z
n
✔ (cos x) dx = (cos x)n−1 cos x dx.

dv
✘ Let u = (cos x)n−1 and = cos x.
dx
du
✓ Then = −(n − 1)(cos x)n−2 sin x and v = sin x.
Z dx Z
n
(cos x) dx = (cos x) n−1
sin x + (n − 1) (cos x)n−2 sin2 x dx
Z
n−1
= (cos x) sin x + (n − 1) [(cos x)n−2 − (cos x)n ] dx.
Z Z
n n−1
n (cos x) dx = (cos x) sin x + (n − 1) (cos x)n−2 dx.

14 / 37

7
Examples
1 n−1
Z Z
n n−1
✔ (cos x) dx = (cos x) sin x + (cos x)n−2 dx (n 6= 0).
n n
1 1
Z
✘ cos2 x dx = cos x sin x + x + C.
2 2
1 3 3
Z
✘ cos4 x dx = cos3 x sin x + cos x sin x + x + C.
4 8 8
x 1
✔ Let x = tan t, t ∈ (− π2 , π2 ). Then sin t = √ , cos t = √ .
1 + x2 1 + x2
dx 1 3 3
Z Z
4 3
= cos t dt = cos t sin t + cos t sin t + t+C
(1 + x2 )3 4 8 8
1 x 3 x 3
= 2 2
+ 2
+ tan−1 x + C.
4 (1 + x ) 8 1+x 8

15 / 37

Examples
Z Z
n n−1
✔ n (cos x) dx = (cos x) sin x + (n − 1) (cos x)n−2 dx.
Z Z
✘ − (cos x) dx = (cos x) sin x − 2 (cos x)−3 dx.
−1 −2

1 1
Z Z
3 2
sec x dx = sec x sin x + sec x dx
2 2
1 1
= sec x tan x + ln |sec x + tan x| + C.
2 2
Z Z
✘ −2 (cos x)−2 dx = (cos x)−3 sin x − 3 (cos x)−4 dx.
1 2
Z Z
4 3
sec x dx = sec x sin x + sec2 x dx
3 3
1 2
= sec2 x tan x + tan x + C.
3 3
16 / 37

8
Trigonometric Substitution
✔ Suppose the integrand contains the square root of quadratic functions.
✘ One may consider to use the trigonometric substitution.
✓ Complete the square to get one of the following forms.
√
1. a2 − x2 (a > 0). Let x = a sin t, t ∈ [− π2 , π2 ].
√ p √
✓ a2 − x2 = a2 − a2 sin2 t = a2 cos2 t = a|cos t| = a cos t.
√
2. a2 + x2 (a > 0). Let x = a tan t, t ∈ (− π2 , π2 ).
√ √ √
✓ a2 + x2 = a2 + a2 tan2 t = a2 sec2 t = a|sec t| = a sec t.
√
3. x2 − a2 (a > 0). Let x = a sec t, t ∈ [0, π2 ) ∪ [π, 3π
2
).
√ √ √
✓ x2 − a2 = a2 sec2 t − a2 = a2 tan2 t = a|tan t| = a tan t.

17 / 37

Examples
Z √
✔ 1 − x2 dx.
√ dx
✘ Let x = sin t, t ∈ [− π2 , π2 ]. Then 1 − x2 = cos t and
= cos t.
dt
Z √ Z Z
1 − x2 dx = cos t · cos t dt = cos2 t dt
1 + cos 2t
Z
= dt
2
1 1
= t + sin t cos t + C
2 2
1 −1 1 √
= sin x + x 1 − x2 + C.
2 2
18 / 37

9
Examples
Z √
✔ 1 + x2 dx.
√ dx
✘ Let x = tan t, t ∈ (− π2 , π2 ). Then 1 + x2 = sec t and = sec2 t.
dt
Z √ Z Z
2
1+ x2 dx = sec t · sec t dt = sec3 t dt
1 1
= sec t tan t + ln |sec t + tan t| + C
2 2
1 √ 1 √
= x 1 + x2 + ln 1 + x2 + x + C.
2 2
19 / 37

Examples
Z √
✔ x2 − 1 dx.

✘ Let x = sec t, t ∈ [0, π2 ) ∪ [π, 3π

2
).
√ dx
✓ Then x2 − 1 = tan t, = sec t tan t.
Z √ Z dt Z Z
2 3
x − 1 dx = tan t · sec t tan t dt = sec t dt − sec t dt
1 1
= sec t tan t + ln |sec t + tan t| − ln |sec t + tan t| + C
2 2
1 1
= sec t tan t − ln |sec t + tan t| + C
2 2
1 √ 1 √
= x x2 − 1 − ln x + x2 − 1 + C.
2 2
20 / 37

10
Examples
Z √ √ p
✔ x 5 + 4x − x2 dx. 5 + 4x − x2 = 32 − (x − 2)2 .
√
✘ Let x − 2 = 3 sin t, t ∈ [− π2 , π2 ]. Then 5 + 4x − x2 = 3 cos t.
Z √ Z
x 5 + 4x − x2 dx = (2 + 3 sin t) 3 cos t · 3 cos t dt
Z Z
= 18 cos t dt + 27 cos2 t sin t dt
2

= 9t + 9 sin t cos t − 9 cos3 t + C

x2 − x − 11 √
= 5 + 4x − x2
3
x−2
+ 9 sin−1 + C.
3
21 / 37

Integration of Rational Functions

✔ A rational function is the ratio of polynomials.
P (x)
✘ f (x) = , where P (x) and Q(x) are polynomials.
Q(x)
The following rational functions can be integrated.

Z
1  ln |x| + C if n = 1,
✘ dx = 1−n
xn  x + C if n ≥ 2.
1−n
1
Z Z
x=tan t
✘ dx ====== (cos t)2n−2 dt.
(1 + x2 )n
1
Z
✓ 2
dx = tan−1 x + C,
1 + x
1 1 x
Z
✓ 2 2
dx = tan−1 x + + C, . . . .
(1 + x ) 2 2(1 + x2 )

22 / 37

11
Integration of Rational Functions
✔ Theorem. Every non-constant single-variable polynomial with real coefficients can be
uniquely factorized as the product of real linear factors and real irreducible quadratic
factors.
✘ Let P (x) be a polynomial with coefficients in R and deg P (x) ≥ 1. It can be uniquely
written as the product of
✓ Linear factors:
✗ (x + a)r , where a ∈ R, r ∈ N.
✓ Irreducible quadratic factors:
✗ (x2 + bx + c)s , where b, c ∈ R, s ∈ N, b2 < 4c.
✔ Example.
✘ x6 − 1 = (x − 1)(x + 1)(x2 + x + 1)(x2 − x + 1).
23 / 37

Integration of Rational Functions

✔ Theorem. Every rational function can be uniquely expressed as the sum of partial
fractions.
A(x)
✔ Let f (x) = , where A(x), B(x) are polynomials.
B(x)
✘ Suppose deg A(x) ≥ deg B(x). Use long division to get
✓ A(x) = B(x)Q(x) + R(x), where deg R(x) < deg B(x).
A(x) R(x)
✗ f (x) = = Q(x) + .
B(x) B(x)
A(x)
✔ Definition. f (x) = is a proper rational function if
B(x)
✘ A(x), B(x) are polynomials with deg A(x) < deg B(x).

24 / 37

12
Integration of Rational Functions
A(x)
✔ Let f (x) = be a proper rational function.
B(x)
✘ Then f (x) is the sum of the following partial fractions.
✓ Let x + a be a linear factor of B(x) with multiplicity r.
A1 A2 Ar
✗ + 2
+ ··· + .
x + a (x + a) (x + a)r
Let x2 + bx + c be an irreducible quadratic factor of B(x) with multiplicity s.
✓
B1 x + C1 B2 x + C2 Bs x + Cs
✗ 2
+ 2 2
+ ··· + 2 .
x + bx + c (x + bx + c) (x + bx + c)s
✔ Remark.
✘ The total number of unknowns Ai , Bj , Ck equals the deg B(x).

25 / 37

Example
4x 1 1 2
✔ =− + + .
x3 x2
− −x+1 x + 1 x − 1 (x − 1)2
1. Factorize x3 − x2 − x + 1 = (x + 1)(x − 1)2 .
2. The partial fraction form is
A B C
✓ + + .
x + 1 x − 1 (x − 1)2
(A + B)x2 + (−2A + C)x + (A − B + C)
✓ .
(x + 1)(x − 1)2
3. Compare coefficients of the numerators.
✓ A + B = 0, −2A + C = 4, A − B + C = 0.
4. Solve the system.
✓ A = −1, B = 1 and C = 2.
26 / 37

13
Integration of Rational Functions
✔ It suffices to integrate each partial fraction.
1
✘ , where a ∈ R and k ∈ N.
(x + a)k

Z
1  ln |x + a| + C if k = 1,
✓ dx = 1−k
(x + a)k  (x + a) + C if k ≥ 2.
1−k
x
✘ 2
, where b, c ∈ R, k ∈ N, b2 < 4c.
(x + bx + c)k
du
✓ Let u = x2 + bx + c. Then = 2x + b.
Z dx
x 1 1 b 1
Z Z
✓ dx = du − dx.
(x2 + bx + c)k 2 uk 2 (x2 + bx + c)k

27 / 37

Integration of Rational Functions

1
✔ , where b, c ∈ R, k ∈ N, b2 < 4c.
(x2 + bx + c)k
2 
b2
 
2 b
✘ x + bx + c = x + + c− .
2 4
r
b b2
✓ Let u = x + , α = c − . Then x2 + bx + c = u2 + α2 .
2 4
dx du
Z Z
✗ 2
= .
(x + bx + c) k (u + α2 )k
2

✓ Let u = αv. Then u2 + α2 = α2 (v 2 + 1).

du α dv 1 dv
Z Z Z
✗ 2 2
= 2 2
= 2k−1 .
(u + α ) k [α (1 + v )] k α (1 + v 2 )k
28 / 37

14
Examples
x2 + 2x − 1
Z
✔ dx.
2x3 + 3x2 − 2x
1. 2x3 + 3x2 − 2x = x(x + 2)(2x − 1).
x2 + 2x − 1 A B C
2. 3 2
= + + .
2x + 3x − 2x x x + 2 2x − 1
(2A + 2B + C)x2 + (3A − B + 2C)x + (−2A)
✓ .
x(x + 2)(2x − 1)
3. 2A + 2B + C = 1, 3A − B + 2C = 2 and −2A = −1.
✓ A = 1/2, B = −1/10 and C = 1/5.
x2 + 2x − 1 1 1 1
Z
4. 3 2
dx = ln |x| − ln |x + 2| + ln |2x − 1| + C.
2x + 3x − 2x 2 10 10
29 / 37

Examples
2x2 − x + 4
Z
✔ dx.
x3 + 4x
1. x3 + 4x = x(x2 + 4).
2x2 − x + 4 A Bx + C
2. 3
= + 2 .
x + 4x x x +4
(A + B)x2 + Cx + 4A
✓ .
x(x2 + 4)
3. A + B = 2, C = −1 and 4A = 4.
✓ A = 1, B = 1 and C = −1.
2x2 − x + 4 1 1 x
Z
4. 3
dx = ln |x| + ln(x2 + 4) − tan−1 + C.
x + 4x 2 2 2
30 / 37

15
Examples
x4 − 2x2 + 4x + 1
Z
✔ dx.
x3 − x2 − x + 1
x4 − 2x2 + 4x + 1 4x
1. 3 2
= (x + 1) + 3 2
.
x −x −x+1 x −x −x+1
4x
2. The partial fraction form of 3 2
:
x −x −x+1
1 1 2
✓ − + + .
x + 1 x − 1 (x − 1)2

x4 − 2x2 + 4x + 1
Z
✘ dx
x3 − x2 − x + 1
1 2 2
= x + x − ln |x + 1| + ln |x − 1| − + C.
2 x−1
31 / 37

Examples
1 1
✔ ≤ ≤ 1 on [0, 1]. Multiply by x4 (1 − x)4 , integrate on [0, 1].
2 1 + x2
1 1 4
Z 1 4 Z 1
x (1 − x)4
Z
4
✘ x (1 − x) dx ≤ 2
dx ≤ x4 (1 − x)4 dx.
2 0 0 1 + x 0
1. x4 (1 − x)4 = x8 − 4x7 + 6x6 − 4x5 + x4 .
Z 1
1
✓ x4 (1 − x)4 dx = .
0 630
x4 (1 − x)4 6 5 4 2 4
2. = x − 4x + 5x − 4x + 4 − .
1 + x2 1 + x2
Z 1 4
x (1 − x)4 22
✓ 2
dx = − π.
0 1+x 7
1 22 1
✘ Therefore, ≤ −π ≤ .
1260 7 630
32 / 37

16
Universal Trigonometric Substitution
✔ Let f be a rational expression in two variables.
Z
✘ f (sin x, cos x) dx, −π < x < π, can be evaluated by

dx 2
✓ t = tan(x/2), i.e., x = 2 tan−1 t. Then = .
dt 1 + t2
2 sin x2 cos x2 2 tan x2 2t
✗ sin x = = = .
cos2 x2 + sin2 x21 + tan 22 x
1 + t2
cos2 x2 − sin2 x2 1 − tan2 x2 1 − t2
✗ cos x = = = .
cos2 x2 + sin2 x2 1 + tan2 x2 1 + t2
2t 1 − t2
Z  
2
Z
✘ f (sin x, cos x) dx = f 2
, 2
dt.
1+t 1+t 1 + t2
This is known as the universal trigonometric substitution.
33 / 37

Examples
Z
✔ sec x dx, −π < x < π, x 6= ±π/2.

dx 2 1 + t2
✘ Let t = tan(x/2). Then = and sec x = .
dt 1 + t2 1 − t2
1 + t2 2 2
Z Z Z
sec x dx = · dt = dt
1 − t2 1 + t2 1 − t2
 
1 1
Z
= + dt = ln |1 + t| − ln |1 − t| + C
1+t 1−t
1+t 1 + t2 + 2t
= ln + C = ln +C
1−t 1 − t2
= ln | sec x + tan x| + C.
✘ This formula is valid on each interval where sec x is continuous.
34 / 37

17
Examples
dx
Z
✔ , −π < x < π.
sin x + 2 cos x + 3
✘ Let t = tan(x/2). Then
2
dx dt 2
Z Z Z
1+t2
= 2(1−t2 )
= dt
sin x + 2 cos x + 3 2t
+ 1+t2 +3 t2 + 2t + 5
1+t2
2 dt du
Z Z
u= t+1
2
= 2 2
===== 2
(t + 1) + 2 u +1
−1
= tan u + C
 
−1 1 x 1
= tan tan + + C.
2 2 2

35 / 37

Examples
 
dx 1 x 1
Z
−1
✔ = tan tan + + C, x ∈ (−π, π).
sin x + 2 cos x + 3 2 2 2
 
1 x 1
✘ Let F (x) = tan−1 tan + .
2 2 2
π π
✓ lim + F (x) = − and lim− F (x) = .
x→−π 2 x→π 2
✘ Let F1 be the continuous extension of F on [−π, π].
dx
Z
✓ = F1 (x) + C, x ∈ [−π, π].
sin x + 2 cos x + 3
Z π
dx π 1
✓ = F1 (π) − F1 (0) = − tan−1 .
0 sin x + 2 cos x + 3 2 2
36 / 37

18
Examples
 
dx 1 x 1
Z
✔ = tan−1 tan + + C, x ∈ (−π, π).
sin x + 2 cos x + 3 2 2 2
✘ Let F1 be the continuous extension of F on [−π, π].
dx
Z
✓ = F1 (x) + C, x ∈ [−π, π].
sin x + 2 cos x + 3
Z 3π Z −π
2 dx 2 dx
=
π sin x + 2 cos x + 3 −π sin x + 2 cos x + 3

= F1 (−π/2) − F1 (−π)
 π
=0− −
2
π
= .
2
37 / 37

19