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Advanced Integration
Techniques
Advanced approaches for solving many complex integrals using special functions, some
transformations and complex analysis approaches
Third Version
ZAID ALYAFEAI
YEMEN
mailto:[email protected]
Contents
1.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2 Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.1.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.4.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.5.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.5.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3 Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.5 Extension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.5.1 Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.6.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1
3.11 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.13 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.14 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
4 Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.1 Representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
4.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.9 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.10 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5 Digamma function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
5.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
2
5.9 Gauss Digamma theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
5.11 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5.12 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5.13 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
5.14 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
5.15 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
6 Zeta function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
6.4 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
6.6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
6.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
7.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
8 Polylogarithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
8.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
8.5 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
8.6 Dilogarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
8.6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
8.6.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3
8.6.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
8.6.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
8.6.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
9.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
9.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
9.5 Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
10 Error Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
10.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
10.4 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
10.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
10.7 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
10.8 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
10.9 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
10.10 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
11.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
11.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
11.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
11.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
11.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
11.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
11.7 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4
12.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
12.5 Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
13 Euler sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
13.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
5
15.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
6
20.5 Loggamma integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
7
22.6.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
8
ÕækQË@ áÔgQË@ é<Ë@ Õæ.
9
Acknowledgement
I want to offer my sincerest gratitude to all those who supported me during my journey to finish this
book. Especially my parents, sisters and friends who supported the idea of this book. I also want to
thank my Math teachers at King Fahd University because I wouldn’t be able to learn the advanced
without having knowledge of the elementary. I also want to extend my thanks to all my friends on the
different math forums like MMF, MHB and stack exchange without them I wouldn’t be learning any
thing.
Reviewers
A special thank for Mohammad Nather Shaaban for reviewing some parts of the book.
What is new?
The new version is all about contour integration using the concepts from complex analysis. One might
deviate from such approaches because of the heavy theory behind them but I tried to give a brief
I have a plan to add many other sections. Basically I’ll try to focus on transformations like Mellin and
fourier transforms. Also many other functions like the Jacobi theta function and q-series.
10
Introduction
This book is a summary of working on advanced integrations for around five years. It collects many
examples that I gathered during that period. The approaches taken to solve the integrals aren’t neces-
sarily the only and best methods but they are offered for the sake of explaining the topic. Most of the
content of this book I already wrote on mathhelpboards.com during the past three years but I thought
that publishing it using a pdf would be easier to read and distribute. The motivation behind this book is
to allow those who are interested in solving complicated integrals to be able to use the different methods
to solve them efficiently. When I started learning about these techniques I would suffer to get enough
information about all the required approaches so I tried to collect every thing in just one book. You are
free to distribute this book and use any of the methods to solve the integrals or use the same techniques.
The methods used are not necessarily new or ground-breaking but as I said they introduce the concept
as easy as possible.
To follow this book you have to be know the basic integration techniques like integration by parts, by
substitution and by partial fractions. I don’t assume that the readers know any other stuff from any
other topics or advanced courses from mathematics. Usually the details that require deep knowledge of
analysis or advanced topics are left or just touched upon lightly to give the reader some hints but not
After reading this book you should be able to solve many advanced integrals that you might face
in engineering courses. I hope you enjoy reading this book and if you have any suggestions, com-
mathhelpboards.com if you have some questions that I could reply to you directly using Latex.
11
1 Differentiation under the integral sign
This is one of the most commonly used techniques to solve a numerous number of questions.
b
∫ f (x, y) dx
a
Then we can differentiate with respect to y provided that f is continuous and has a partial continuous
b
F ′ (y) = ∫ fy (x, y) dx
a
Now using this in many problems is not that clear you have to think a lot to get the required answer
because many integrals are usually in one variable so you need to introduce the second variable and
1.1 Example
1 x2 − 1
∫ dx
0 log(x)
That seems very difficult to solve but using this technique we can solve it easily. The crux move is to
decide where to put the second variable! So the problem with the integral is that we have a logarithm
in the denominator which makes the problem so difficult to tackle! Remember that we can get a natural
1 xa − 1
F (a) = ∫ dx
0 log(x)
Now we take the partial derivative with respect to a
1 ∂ xa − 1 1 1
F ′ (a) = ∫ ( ) dx = ∫ xa dx =
0 ∂a log(x) 0 a+1
Integrate with respect to a
F (a) = log (a + 1) + C
12
To find the value of the constant put a = 0
F (0) = log(1) + C Ô⇒ C = 0
1 xa − 1
∫ dx = log (a + 1)
0 log(x)
By this powerful method we were not only able to solve the integral we also found a general formula for
1 x2 − 1
∫ dx = log (2 + 1) = log(3)
0 log(x)
1.2 Example
π
2 x
∫ dx
0 tan x
So where do we put the variable a here? that doesn’t seem to be straight forward , how do we proceed ?
π
2 arctan(a tan(x))
F (a) = ∫ dx
0 tan(x)
Now differentiate with respect to a
π
1
F ′ (a) = ∫
2
dx
0 1 + (a tan(x))2
It can be proved that
π
2 1 π
∫ dx =
0 1 + (a tan(x))2 2(1 + a)
Now Integrate both sides
π
F (a) = log(1 + a) + C
2
Substitute a = 0 to find C = 0
13
π
2 arctan(a tan(x)) π
∫ dx = log(1 + a)
0 tan(x) 2
Put a = 1 in order to get our original integral
π
2 x π
∫ dx = log(2)
0 tan(x) 2
1.3 Example
∞ sin(x)
∫ dx
0 x
This problem can be solved by many ways , but here we will try to solve it by differentiation. So as I
showed in the previous examples it is generally not easy to find the function to differentiate. Actually
this step might require trial and error techniques until we get the desired result, so don’t just give up if
∞ sin(ax)
F (a) = ∫ dx
0 x
If we differentiated with respect to a we would get the following
∞
F ′ (a) = ∫ cos(ax) dx
0
But unfortunately this integral doesn’t converge, so this is not the correct one. Actually, the previous
∞ sin(x)e−ax
F (a) = ∫ dx
0 x
Take the derivative
∞
F ′ (a) = − ∫ sin(x)e−ax dx
0
∞ −1
F ′ (a) = − ∫ sin(x)e−ax dx =
0 a2 + 1
Integrate both sides
14
Another Random Scribd Document
with Unrelated Content
The Project Gutenberg eBook of A Book of the
Pyrenees
This ebook is for the use of anyone anywhere in the United
States and most other parts of the world at no cost and with
almost no restrictions whatsoever. You may copy it, give it away
or re-use it under the terms of the Project Gutenberg License
included with this ebook or online at www.gutenberg.org. If you
are not located in the United States, you will have to check the
laws of the country where you are located before using this
eBook.
Author: S. Baring-Gould
Language: English
AND
(Uniform with this Volume)
A BOOK OF BRITTANY
A BOOK OF CORNWALL
A BOOK OF DEVON
A BOOK OF NORTH WALES
A BOOK OF SOUTH WALES
A BOOK OF THE RHINE
A BOOK OF THE RIVIERA
LA VALLÉE DU LYS
A BOOK OF
THE PYRENEES
BY
S. BARING-GOULD
AUTHOR OF “A BOOK OF BRITTANY,” “A BOOK OF THE
RIVIERA,” ETC.
Index 305
LIST OF ILLUSTRATIONS
La Vallée du Lys Frontispiece
PAGE
T
his Book of the Pyrenees follows the same lines as my Book of
the Rhine and Book of the Riviera. It is not a guide, but an
introduction to the chain, giving to the reader a sketch of
the History of the Country he visits.
PYRENEES
THE PYRENEES
CHAPTER I
THE PYRENEAN CHAIN
The wall of division—A triple chain—Contrasts—Deforesting—
The Catalan of Roussillon—The Basque of Navarre—Roman
roads—The three ports—Central ridge—Trough to the north—
Watershed—Glacial moraines—Lakes—Cirques—Abrupt
termination of the lower valleys—Cave dwellers—Dolmens—
That of Buzy—Landes of Pontacq—The Iberian stock—
Development of language—Auxiliary verbs—The Basque
villages and people.
T
he Pyrenees stand up as a natural wall of demarcation between
two nations, the French and the Spaniards, just as the
mountains of Dauphiné sever the French from the Italians.
It has been remarked that these natural barriers are thrown up to
part Romance-speaking peoples, whereas the mountain ranges sink
to comparative insignificance between the French and the Germans.
Over the Jura the French tongue has flowed up the Rhone to Sierre,
above the Lake of Geneva, so the Spanish or Catalan has overleaped
the Pyrenees in Roussillon, and the Basque tongue has those who
speak it in both cis-Pyrenean and trans-Pyrenean Navarre. The
Pyrenees are the upcurled lips of the huge limestone sea-bed, that
at some vastly remote period was snapped from east to west, and
through the fissure thus formed the granite was thrust, lifting along
with it the sedimentary rocks.
A
É. Reclus: Géographie universelle, II. “La
France.”