CHAPTER 6

Techniques of Integration
 Content
3.1 Integration by Parts

3.6 Numerical Intergration

3.7 Improper Integrals

 TECHNIQUES OF INTEGRATION

3.1 Integration by Parts

In this section, we will learn:

How to integrate complex functions by parts.
 INTEGRATION BY PARTS

 Let u = f(x) and v = g(x).

 Then, the differentials are:
du = f’(x) dx and dv = g’(x) dx

Thus, by the Substitution Rule, the formula for integration

by parts becomes:
u dv uv  v du
 INTEGRATION BY PARTS

Evaluating both sides of Formula 1 between a and b, assuming

f’ and g’ are continuous, and using the FTC, we obtain:

b b b
 f ( x) g '( x) dx  f ( x) g ( x)
a a
  g ( x) f '( x) dx
a
 INTEGRATION BY PARTS

Example 1

Find I x sin xdx

 INTEGRATION BY PARTS
Example 1

Let u  x dv sin x dx
Then, du dx v  cos x
Using Formula 2, we have:

u  dv u  v    v  du
x sin x dx x sin x dx x ( cos x)  ( cos x) dx
 x cos x  cos x dx
 x cos x  sin x  C
 INTEGRATION BY PARTS
Example 2

Evaluate I= ∫ ex sinx dx

ex does not become simpler when differentiated.

Neither does sin x become simpler.

Nevertheless, we try choosing

u = ex and dv = sin x
Then, du = ex dx and v = – cos x.
 INTEGRATION BY PARTS
Example 2

So, integration by parts gives:

  cos x dx
x x x
e sin x dx  e cos x  e

This time, we use

u = ex and dv = cos x dx

Then, du = ex dx, v = sin x, and

  sin x dx
x x x
e cos x dx e sin x  e
 INTEGRATION BY PARTS
Example 2
we get:
  sin x dx
x x x x
e sin x dx  e cos x  e sin x  e

– This can be regarded as an equation to be solved for

the unknown integral.
Adding to both sides ∫ ex sin x dx,
we obtain:
2 e x sin x dx  e x cos x  e x sin x
Example 3

Suppose f(x) is continuous and

1
differentiable, f(1)=4
1
and f ( x)dx 5 Find
0
xf '( x)dx
0

a 4/5
b 5/4
c 1
d None of the others
e -1
 Example 4

Suppose f(x) is continuous and differentiable,

f(1)=3, f(3)=1 and 3
xf '( x)dx 13
1
What is the average value of f on the interval
[1,3]?
 3.6
Numerical Integration
Left
Left endpoint
endpoint Method
Method

f ( x)dx x[ f ( x )  f ( x )  ...  f ( x

a
0 1 n 1 )]
Right
Right endpoint
endpoint Method
Method

f ( x)dx x[ f ( x )  f ( x )  ...  f ( x )]

a
1 2 n
Midpoint
Midpoint Method
Method

f(x)

∆x

x1 x2 x3 x n
b

f ( x)dx x[ f ( x )  f ( x
a
1 2 )  ...  f ( x n )]
Trapezoidal
TrapezoidalMethod
Method

b
x x
f ( x)dx 
a
2
[ f ( x0 )  f ( x1 )]  ...  [ f ( xn  1 )  f ( xn )]
2
x
 [ f ( x0 )  2 f ( x1 )  ...  2 f ( xn  1 )  f ( xn )]
2
Answer: 2(C)
APPROXIMATE INTEGRATION Example 1

Approximate the integral

2
 (1/ x) dx
1
with n = 5, using:
a. Trapezoidal Rule
b. Midpoint Rule
 APPROXIMATE INTEGRATION
Example 1 a

With n = 5, a = 1 and b = 2,
we have: ∆x = (2 – 1)/5 = 0.2

– So, the Trapezoidal Rule gives:

2 1 0.2
1 x dx T5  2 [ f (1)  2 f (1.2)  2 f (1.4)
 2 f (1.6)  2 f (1.8)  f (2)]
1 2 2 2 2 1
0.1      
 1 1.2 1.4 1.6 1.8 2 
0.695635
 APPROXIMATE INTEGRATION
Example 1 a
The approximation is
illustrated here.
 APPROXIMATE INTEGRATION
Example 1 b
The midpoints of the five
subintervals
are: 1.1, 1.3, 1.5, 1.7, 1.9
 APPROXIMATE INTEGRATION
Example 1 b
So, the Midpoint Rule gives:

2 1
1 x dx x [ f (1.1)  f (1.3)  f (1.5)
 f (1.7)  f (1.9)]
1 1 1 1 1 1 
      
5  1.1 1.3 1.5 1.7 1.9 
0.691908
 APPROXIMATE INTEGRATION

In Example 1, we deliberately chose

an integral whose value can be computed
explicitly so that we can see how accurate
the Trapezoidal and Midpoint Rules are.

– By the FTC,

2 1
1 x dx ln x]1 ln 2 0.693147...
2
 APPROXIMATE INTEGRATION

From the values in Example 1, we see that

the errors in the Trapezoidal and Midpoint Rule
approximations for n = 5 are:

ET ≈ – 0.002488

EM ≈ 0.001239
 APPROXIMATE INTEGRATION

In general, we have:

b
ET  f ( x) dx  Tn
a

b
EM  f ( x) dx  M n
a
 ERROR BOUNDS Estimate 3

Suppose | f’’(x) | ≤ K for a ≤ x ≤ b.

If ET and EM are the errors in the Trapezoidal

and Midpoint Rules, then

K (b  a )3 K (b  a )3
ET  and EM 
12n 2 24n2
 SIMPSON’S RULE
This is called Simpson’s Rule—after
the English the English
mathematician Thomas Simpson
(1710–1761).
 SIMPSON’S RULE

b
 f ( x) dx S
a n

x
 [ f ( x0 )  4 f ( x1 )  2 f ( x2 )  4 f ( x3 )
3
 ...  2 f ( xn  2 )  4 f ( xn  1 )  f ( xn )]
where n is even and ∆x = (b – a)/n.
 SIMPSON’S RULE
This means that the area under the parabola
through P0, P1, and P2 from x = x0 to x = x2 is
still:
h
( y0  4 y1  y2 )
3
ERROR BOUND (SIMPSON’S RULE)
Estimate 4
Suppose that | f (4)
(x) | ≤ K for a ≤ x
≤ b.

If Es is the error involved in using

Simpson’s Rule, then

5
K (b  a )
Es 
180n 4
 SIMPSON’S RULE Example 4

Use Simpson’s Rule with n = 10 to

approximate

2
1
(1/ x ) dx
 SIMPSON’S RULE Example 4
Putting f(x) = 1/x, n = 10, and ∆x = 0.1 in
Simpson’s Rule, we obtain:

2 1 x
1 x dx S10  3 [ f (1)  4 f (1.1)  2 f (1.2)  4 f (1.3)
 ...  2 f (1.8)  4 f (1.9)  f (2)]
1 4 2 4 2 4 2 4 
      
0.1 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 

  
3  2 4 1 
    
 1.8 1.9 2 
0.693150
 SIMPSON’S RULE
In Example 4, notice that Simpson’s Rule gives
a much better approximation
(S10 ≈ 0.693150) to the true value of the
integral (ln 2 ≈ 0.693147) than does either:

– Trapezoidal Rule (T10 ≈ 0.693771)

– Midpoint Rule (M10 ≈ 0.692835)

 Example

Approximate the integral

with n = 8, using:

a. Left/Right endpoints
b. Midpoints
c. Trapezoidal method
d. Simpson method

L=0,7254, R=0,6629, M = 0,6927,

T=0,6941, S=0,6932
Example
How large should we take n in order to guarantee
that the Trapezoidal, Midpoint Rule, Simpson rule
approximations for

are accurate to within 0.0001?

| f’’(x) | ≤ 2 for 1 ≤ x ≤ 2
Accuracy to within 0.0001 means that error < 0.0001
Trapezoidal: Choose smallest n so that:
 n = 41
Midpoint:  n = 30

Simpson:

  n=8
 TECHNIQUES OF INTEGRATION

3.7 Improper Integrals

In this section, we will learn:

How to solve definite integrals
where the interval is infinite and
where the function has an infinite discontinuity.
 IMPROPER INTEGRAL OF TYPE 1
Definition

If exists for every number t ≥ a, then

provided this limit exists (as a finite number).

 IMPROPER INTEGRAL OF TYPE 1

Definition
If exists for every number t ≤ a, then

b b


f ( x) dx lim  f ( x) dx
t   t

provided this limit exists (as a finite number).

 IMPROPER INTEGRAL OF TYPE 1
CONVERGENT AND DIVERGENT

Definition

The improper integrals and

are called:

– Convergent if the corresponding limit exists.

– Divergent if the limit does not exist.

 IMPROPER INTEGRAL OF TYPE 1

Definition

If both and are convergent, then

we define:

– Here, any real number a can be used.

 IMPROPER INTEGRAL OF TYPE 1

Example 1

For what values of p is the integral

convergent?

– Convergent if p > 1

– Divergent if p ≤ 1
 IMPROPER INTEGRAL OF TYPE 1
Example 2

• Investigate the convergence of the

improper integrals:
0
x3
x e
2
dx
• (a) 


x3
x e
2
dx
• (b) 
 IMPROPER INTEGRAL OF TYPE 2
Definition

If f is continuous on [a, b) and is discontinuous at b, then

if this limit exists (as a finite number).

Definition IMPROPER INTEGRAL OF TYPE 2

If f is continuous on (a, b] and is discontinuous at a,

then

if this limit exists (as a finite number).

 IMPROPER INTEGRAL OF TYPE 2

Definition

The improper integral is called:

– Convergent if the corresponding limit exists.

– Divergent if the limit does not exist.

 IMPROPER INTEGRAL OF TYPE 2

Definition

If f has a discontinuity at c, where a < c < b, and

both and are convergent, then we
define:
 IMPROPER INTEGRAL OF TYPE 2

Example

Evaluate
4
dx

0 4 x

if possible. State whether the integral

converges or diverges.
 IMPROPER INTEGRAL OF
Example TYPE 2

Let b> 2. Investigate the convergence of the

improper integrals:
b
dx

a
( x  a ) p

Answer: diverges if p  1 and converges if p<1.

 IMPROPER INTEGRAL OF TYPE 2

Example

Investigate the convergence of the improper

integral:
3
dx

0
x 1
Suppose f and g are continuous functions with f(x) ≥ g(x) ≥ 0 for x ≥ a.

a. If is convergent, then
is convergent.

b. If is divergent, then
is divergent.

Note: A similar theorem is true for Type II integrals

Example

| cos( x ) | dx
Does I   2
converge?
1
x
We have,
| cos( x ) | 1
0 2
 2
x x

dx
and  2 converges
1
x

→ I converges.
Example
Investigate the convergence of the improper integrals

x2
(a)
1
 x
dx

x2
(b)
1
x 3
dx

(c)  x2
e
0
dx
 Summary
• Integration by parts

• Approximate integration
• Midpoint rule
• Trapezoidal rule
• Simpson’s rule
• Improper integrals
• Infinite intervals
• Discontinuous Intervals