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Integration Basics
Contact: [email protected] 1/4/2016
Concepts of primary interest:
Riemann Sum
Fundamental Theorem
Mean Value Theorem for Integrals
Leibniz Rule
Change of Variable a.k.a. ‘u substitution’
Practical example
Integration by Parts
Trigonometric Substitution
Trigonometric Identities
Partial Fractions
Parameter Calculus
Sample calculations:
IB.1: Simple Change of Variable
IB.2: Change of variable
IB.3: Trig Substitution
IB.4: Integration by Parts
IB.5: Integration by Parts II
IB.6: Parameter Calculus
IB.7: Substitute alternate representations 0
sin( )a xe x dx
IB.8: Parameter Calculus
IB.9: Hyperbolic Function Substitution
IB.11: Partial Fractions
IB.12: Powers of sin and of cos
Tools of the Trade The Role of Patience, see problems 34 and 35 Finding dx in each term to convert sum to an integral Surface Integrals – area scaling for projection Partial Fractions – shortcuts Change of Variable (substitution) How to guess u … Liebniz Rule Tabular Method for Integration by Parts Related Handouts and Addenda Nested Integrals – limits and examples
1/4/2016 Handout Series.Tank: Integration Basics IB-2
Integration: Basic Definitions, Techniques and Properties
An integral is a sum of a large number of small contributions. The critical consideration is that, in
the limit that the contributions become smaller and more numerous, the sum converges to a defined
value.
Figure IB.1: The Riemann Integral
The figure above depicts two sums that approximate the area under the f(x) curve between a and b.
The interval between a and b is divided into N equal width sub-intervals. An upper sum is computed
by taking the largest value of the function in each interval, multiplying it by the width of the bin and
summing. A lower sum is computed in an analogous manner using the smallest value of the function
in each interval. In the limit that N increases indefinitely, these procedures yields sequences of upper
and lower sums. If both sequences converge and they converge to the same value, then the function
is Riemann integrable from a to b. The Riemann integral of a finite function with a finite number of
discontinuities over a finite range exists. There are alternative definitions of integration that are less
restrictive. The Riemann integral is, however, sufficient for our immediate needs.
If both limits exist and are equal,
f(x)
xa b
f i
min xi Area f (x)dxa
b
f imax xi
1/4/2016 Handout Series.Tank: Integration Basics IB-3
b
a= ( )N N
N NLimit Lower f x dx Limit Upper
. [IB.1]
The Fundamental Theorem of Integral Calculus:
If F(x) is an anti-derivative of f(x), then
b
a( ) ( ) ( )f x dx F b F a [IB.2]
This statement is equivalent to saying that integration of a function f(x) constructs an anti-derivative
A(x) of that function. ( ) ( ')ox
xA x f x dx
Note that x is a dummy-variable label, the integration label should not be also used as a limit label.
This rule is often violated in these handouts due to carelessness. Note that ( ) ( ')ox
xA x f x dx =
( ) ( )o ox x
x xf s ds f d . That is you are free to change the dummy integration label to avoid conflicts.
This theorem is to be used in the form: 0( ) ( )ox
x dfdxf x f x dx
.
The fundamental theorem of integral calculus leads to precursors of Leibniz rule.
( ) ( ) ( )x
a
dAA x f t dt f x
dx
Adding the chain rule, ( )
( ) ( ) ( ( ))u x
a
dA duA x f t dt f u x
dx dx
Mean Value Theorem: If a function f(x) is continuous in the interval [a, b] then there exists some
argument value c in that interval such that:
b
a[ , ]
1( )( ) ( ) ( ) ( ) ( )
b
ain a b
b af x dx f c b a f c f x dx f x
The value f(c) is the mean value of f(x) in the interval [a, b].
Leibniz Rule: The total derivative of an integral entails taking the derivative of the integrand as well
as allowing the derivative to act on the limits of integration.
( , ) ( , ) ( , )b b
a a
d f b a
dt t t tf x t dx dx f b t f a t
[IB.3]
The last two terms are surface or boundary terms and arise whenever the range of integration varies
(perhaps it depends on time). A proof/motivation of Leibniz rule is presented just before the
problem section of this handout.
1/4/2016 Handout Series.Tank: Integration Basics IB-4
An important 3D vector calculus application of Leibniz’s rule arises in the discussion of Faraday’s Law.
( , )ˆ ˆ( , ) ( , ) C
S C S
drd B r tB r t n da B r t d n da
dt dt t
Note that a term ∙ ∙ appears in the full Leibniz rule for this case, but it is discarded in
the case of the magnetic flux. If you are a physics major, you should be able to justify this omission
before you finish your second E&M course. See the Vector Calculus Appendix for detailed definitions
of v and rC and a derivation o f the rule.
The time rate of change of the magnetic flux through a thin loop of conductor is due to the addition of
area elements Cdrd
dt
as the points on the conductor (or surface) move at their local velocities Cdr
dt
(or ) plus the change in flux through the pre-existing area due to the magnetic field in that area
changing in time. That is: the flux changes includes a motional contribution when the conductor moves
in a region in which the field is non-zero, and it changes due to induction if the magnetic field itself is
time-dependent.
See Wikipedia for the full version.
∬ , ∙ = ∬ ∙ ∬ ∙ ∙ ∮ ∙ ℓ
where:
F(r, t) is a vector field at the spatial position r at time t
Σ is a moving surface in three-space bounded by the closed curve ∂Σ
dA is a vector element of the surface Σ
ds is a vector element of the curve ∂Σ
v is the velocity of movement of the region Σ
⋅ is the vector divergence
× is the vector cross product
The double integrals are surface integrals over the surface Σ, and the line integral is over the
bounding curve ∂Σ.
1/4/2016 Handout Series.Tank: Integration Basics IB-5
Linear Operation: Integration is a linear operation.
( ) ( ) ( ) ( )a f x b g x dx a f x dx b g x dx
© Eric W. Weisstein
Isaac Newton (1642-1727) formulated the classical theories of mechanics and
optics and invented calculus years before Leibniz. However, he did not publish his
work on calculus until after Leibniz had published his version. This led to a bitter
priority dispute between English and continental mathematicians which persisted
for decades, to the detriment of all concerned. Newton discovered that the
binomial theorem was valid for fractional powers, but left it for Wallis to publish
(which he did, with credit to Newton).
scienceworld.wolfram.com/biography/Newton.html
Isaac Newton delayed publication of his theories of gravity until he could develop integral calculus to
demonstrate that, if his proposed law for gravitation held for point masses, then, for masses outside the
sphere, any spherical mass should interact just as a point mass of the total mass concentrated at the center.
The delay is rumored to have been about eleven years.
Wilhelm Gottfried Leibniz (1646-1716) The last years of his life - from 1709 to 1716 - were embittered by the long controversy with John Keill, Newton, and others, as to whether he had discovered the differential calculus independently of Newton's previous investigations, or whether he had derived the fundamental idea from Newton, and merely invented another notation for it. The controversy occupies a place in the scientific history of the early years of the eighteenth century quite disproportionate to its true importance, but it so materially affected the history of mathematics in western Europe.
www.maths.tcd.ie/pub/HistMath/People/Leibniz/RouseBall/RB_Leibnitz.html Figure:
www.thocp.net/biographies/leibnitz_wilhelm.html
Accepted spellings: Leibnitz and Leibniz
“The Riemann integral is the integral normally encountered in calculus texts and used by physicists
and engineers. Other types of integrals exist (e.g., the Lebesque integral), but are unlikely to be
encountered outside the confines of advanced mathematics texts. In fact, according to Jeffreys and
Jeffreys (1988, p. 29), "it appears that cases where these methods [i.e., generalizations of the Riemann
1/4/2016 Handout Series.Tank: Integration Basics IB-6
integral] are applicable and Riemann's [definition of the integral] is not are too rare in physics to
repay the extra difficulty."”
Eric W. Weisstein: "Riemann Integral." From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/RiemannIntegral.html
Bernhardt Riemann (1826-1866) German mathematician who studied mathematics under Gauss and physics under Wilhelm Weber. Riemann did important work in geometry, complex analysis, and mathematical physics. In his thesis, Riemann urged a global view of geometry as a study of manifolds of any number of dimensions in any kind of space. He defined space by a metric. Riemann's work laid the foundations on which general relativity was built. He also refined the definition of the integral.
© Eric W. Weisstein scienceworld.wolfram.com/biography/Riemann.html
A Guide for Integrations
In physics applications, half the battle is setting up the integral. As a rule, vector operations should
be executed prior to the actual integration. Once the problem has been reduced to a specific
mathematical integral, completion of the problem is usually a walkover. It is for this reason that
some suggestions for attacking the setup process are presented.
1. Choose a coordinate system that is appropriate for the problem. Use symmetry as a guide.
2. Express all vectors in terms of the coordinate directions for that coordinate system, and compute
all inner (dot) and cross products.
3. If a unit vector e in the integrand is not constant with respect to the integration variables, replace
that vector by its representation in terms of the constant directions i , j and k . This representation
makes the dependence of the direction e on the integration variables explicit.
By this point, the integration has been reduced to either a scalar (perhaps multiple) integral or to a
set of scalar integrals multiplying constant directions. If they are present, the constant directions
should be taken outside the integral leaving a sum of terms each with an integral multiplying a
1/4/2016 Handout Series.Tank: Integration Basics IB-7
constant direction. This form is a generalization of the component-wise addition of vectors.
Multiple integrals are to be computed as a nested set of single integrations.
Integration Techniques
Change of variable: A first guess is to choose the argument of the most complicated function in the
integrand as the new variable. Below the integration variable is changed from t to x. The new limits
are xlower = x(tlower) and xupper = x(tupper). That is the limiting values of x are the values that x assumes
at each of the limiting values of the original integration variable. Be sure to change your limits
appropriately and simultaneously!
0 0
( )
( )( ) ' ( )
'
t x t
t x t
dxf x dt f x dxdt
(Note that the dummy t' is used as the integration variable as the
integration variable must be distinct from the limits. The dummy variable
x can be used as it does not appear unmodified as a limit of integration.)
Exercise: Dummy Variable
Compute the following in a naïve fashion and compare the results. Assume a is constant.
0 0 00 0 0and and
t t tt t tdt a dt dt dt a dta dt
Based on your experiences in introductory mechanics, which form represents the desired operation?
Discuss the necessity to use dummy variable and to properly nest integrals when appropriate.
Add conventions nesting and display constant acceleration result
More detail – change of variable: Adopting new notation, the goal is to change from an integral
with respect to x to an integral with respect to u that has the same value and that works independent
of the particular limits. A practical consideration is that the new variable u be a known function of x:
[u = u(x)].
( )( ) ( ) where
upper upper
lower lower
x u
x u
d u xf x dx g u du du dx
dx
1( ) ( ) ( )
upper upper upper
lower lower lower
x x u
x x u
du dudx dxf x dx f x dx g u du
1/4/2016 Handout Series.Tank: Integration Basics IB-8
The integrand is
1( ) ( )
for x u x u
dudxg u f x
, and the new differential is du
dxdu dx . The
conclusion is that a g(u) is found by removing a factor of du/dx from f(x) and then expressing the
remaining factor as a function of u. The new differential du is equal to the factor removed du/dx times
the differential of the original integration variable dx. The limits of the new variable must correspond
to those of the old variable. The new lower limit is the value of u that corresponds to the original
lower limit u(xlower). Similarly, the new upper limit is u(xupper).
1
1 1 1 1
( ) ( ) ( ) ( )N N N N
i i i i i i i ii i i i
i
i
i
i
ux
xuf x x f x u f x u g u u
The integrals, areas under the curves, are to be the same. For the first shaded blocks, the width u in
the right-hand plot appears to be less than the width x of the corresponding shaded block in the left-
hand plot. The widths scale as 2 12 1
u ux xu x so the average values of the functions in those
intervals must scale as 2 12 1ave ave
x xu ug f to ensure that fave x = gave u. As the areas for the
complete integrals are shaded, it becomes evident that ulimit = u(xlimit). In the limit that the widths of
the blocks approaches zero, 2 12 1
u ux x
du
dx
, so the new differential and function are du
dxdu dx
and
1( ) ( )
for x u x u
dudxg u f x
.
Change of variable – a practical example:
f(x)
x
g(u)
ux1 x3 x4 x5 u3 u4 u5u2u1x2
1/4/2016 Handout Series.Tank: Integration Basics IB-9
2
1sin[ 2]t te e dt . The new variable is the argument of the most complicated function in the
integrand. u = et + 2; du = et dt. Solve for dt = e -t du. Substitute:
sin[ 2] sin[ ]( ) sin[ ] cos[ ]t t t tee e dt e u u dd uu u
Reverse the substitution:
sin[ 2] cos[ 2]t t te e dt e
As the result is now expressed in terms of the original variables, the original limits apply.
22 2 1
1 1sin[ 2] cos[ 2] cos[ 2] cos[ 2]t t te e dt e e e
Alternate evaluation: Change the limits each time you make a substitution.
2 2 22 2 2 2 2
21 2 2sin[ 2] sin[ ] sin[ ] cos[ ] cos[ 2] cos[ 2]
e e et t t t
ee ee e dt e u e du u du u e e
The second evaluation has the advantage that (with limits) the expressions are complete at each step.
Trigonometric substitutions: Indicated if change of variable has failed and if the sum or difference
of squares is present (or better yet, the square root of the sum or difference of squares).
2
2 2 2 2 2
2 2 2 2
1 ( ) can be attacked using sin
tan as 1 tan sec and (tan ) sec
sin as 1 sin cos and (sin ) cos
and sometimes forms like x xb b
xa x d daxa x d da
The trigonometric identities suggest a tan be used for the sum of squares and a sin be used for the
difference of squares. Be aware that the angle chosen as the new variable is meaningful. Identify
on your figure. Interpret your results in terms of this angle if possible. Square roots are often used to
represent distances in physics. If this is the case, only the positive root is meaningful. Be alert and
examine cases. The functions sin and tan are preferred choices because they are monotone,
increasing functions for domains in the interval (- ½ ½ . Also the ranges of sin and tan are
appropriate for x/a in the expressions 21 xa and 2
1 xa .
Desperation substitution alternatives: the hyperbolic functions. The trigonometric substitutions
can fail to lead to an easily integrated form. Hyperbolic function substitutions provide a remedy in
1/4/2016 Handout Series.Tank: Integration Basics IB-10
some cases. ** See sample calculation IB.9 for an evaluation of the inverse hyperbolic functions in
term of logarithms.
2 2
2
2
2 2
2 22 2
22 2
(
(
( ) ( ) ( ) ( )
1
1
sinh( ) as 1 sinh cosh and (sinh ) cosh
as tanh( ) sech( ) and tanh( )) sech( )
as cosh( ) sinh( ) and cosh( )) sinh( )
tanh( )
cosh( )
u u u uxa x u d duaxa x u u d u u duaxx a u u d u u dua
u
u
Trig/Hyper: Substitution Table: a2 x2 a2 (1 + [x/a]2)
Sign Range x/a Choice |x/a| 1 sinu, cosu |x/a| tanu, … |x/a| tanhu, … |x/a| sinhu, …
For a x a (1 + [x/a]), you might try x/a sin2u, etc. particularly if x½ appears elsewhere.
Integration by parts: ( )d u v dv du
u vdx dx dx
or ( )dv d u v du
u vdx dx dx
.
In terms of differentials: d(u v) = u dv +v du or u dv = d(u v) - v du
b bb
aa au dv uv vdu
A common case is one the form ( ( , )) ( , )
b
a
f x tx g x t dx . In this case, u = g(x, t) and dv = f/x dx. It
follows that:
( ( , )) ( ( , ))( , ) [ ( , ) ( , )] ( , )b bx b
x aa a
f x t g x tx xg x t dx f x t g x t f x t dx
The integration by parts yields the surface term, [ ( , ) ( , )]x bx af x t g x t , plus the result of moving the
derivative from one factor of the integrand to the remaining factor with a change of sign.
SPECIAL CASE: In many integration by parts problems, particularly those arising in quantum mechanics, the surface term vanishes
( ( , )) ( ( , ))( , ) ( , )b b
a a
f x t g x tx xg x t dx f x t dx . The overall action is to move the derivative
with respect to the integration variable from one factor of the integrand to the remaining factor
1/4/2016 Handout Series.Tank: Integration Basics IB-11
with a change of sign in that special case.
Applying Integration by Parts: n xx e dx . The n = 0 case is easy so the by parts method is
applied to lower n. Choose v = xn and du = e-x dx.
1 ( )n x n x n xx e dx x e n x e dx
Tip 1: If multiple integration by parts cycles are necessary, be sure to keep applying the method in
the same sense. Here one chooses v to be the power of x so the power is lowered in every step.
Reversing the sense would just undo a previous step.
Tip 2: After each cycle consider reshuffling factors between the u and v factors.
1 2 2
2 2
2
2 2
1 1sin ( ) ½ ½
1 1
1½ ½
1 1
x x dx x x dxx x
xx x dx
x x
Tip 3: In some cases the integration by parts method generates a multiple (other than 1) of the
original integral on the right hand side.
2
sin( ) sin( ) cos( )
sin( ) cos( ) sin( )
x x x
x x x
e kx dx e kx k e kx dx
e kx k e kx k e kx dx
2
sin( ) cos( )sin( )
1
x xx e kx k e kx
e kx dxk
Tip 4: Get familiar with derivatives and anti-derivatives of factors and identities: 3sec ( )x dx .
It is not obvious that one should try integration by parts. If one recalls that:
2 2 2tan( ) sec( )sec ( ); sec( ) tan( ); sec ( ) 1 tan ( )
d x d xx x x x x
dx dx
then one might try u = sec(x) and dv = sec2(x) dx. This choice in examined further in problem 47.
Hints from Steve Kifowot:
1/4/2016 Handout Series.Tank: Integration Basics IB-12
Choosing u and v. Choose u that is easy to differentiate and v that is easy to integrate. When the
integrand can be factored into logarithmic, inverse trigonometric, polynomial, trigonometric and
exponential pieces, choose u to be of the form that appears earliest in the list. Employ the tabular
method to organize you work in cases in which the integration by parts must be repeated several
times. The method is to be demonstrated for x3 cos(x) dx. The factor x3 is polynomial so it is chosen
to be u.
Step + to - u Step down d/dx v Step down dv
+ x3 cos(x) - 3x2 sin(x) + 6 x - cos(x) - 6 - sin(x) + 0 cos(x)
x3 cos(x) dx = x3 sinx +3x2 cos(x) – 6x sinx – 6 cosx + C
Exercise: Use the tabular method to evaluate x4 sin(2x) dx
Exercise: Consider the integral x4 ln(x) dx. Which factor should be chosen as u and which as v?
Execute the tabular procedure. Comment on a possible shortcut.
Trigonometric Identities: (This section is to be expanded.)
Many trigonometric identities provide beneficial recasting of integrands. The particular cases
presented here are intended to be examples that suggest paths to explore.
Attack 1: sin or cos raised to an odd power.
Consider (sin)2n+1 as [1 - (cos)2]n sin which becomes: - [1 - u2]n du.
Attack 2: sin or cos raised to an even power.
Use the double angle relations repeatedly. Represent (sin)2n as [(1 - cos2)/2]n working toward a form
with only first powers or trigonometric functions.
Attack 3: mixed products of sin, sin, cos and cos
1/4/2016 Handout Series.Tank: Integration Basics IB-13
Apply the product identity repeatedly to reduce the expression to terms that are first order in
trigonometric functions.
1sin( )sin( ) cos( ) cos( )2x y x y x y
1cos( )cos( ) cos( ) cos( )2x y x y x y
1sin( ) cos( ) sin( ) sin( )2x y x y x y
These methods can be combined with other methods such as integration by parts to compute a
variety of integrals, For example, 2 2sin ( )x kx dx is to be evaluated as one of the end-of-section
problems.
Completing the square: Several of the previous techniques can be extended by completing a
square. For example, the result 21
du
u can be extended to:
1
2
2 2
22 tan
4
4
b a x
dx ac ba x b x c ac b
Begin by completing the square in the denominator,
2 22 22 2442 42
1
1 /a a
bb b b baa a
dx dx dx
a x b x c ca x c a x c
Next, make the change of variable u = 2 24 42 ,/ /a
b b ba aa x c du a dx c . This
change is chosen to cast the denominator in the form 1 + u2.
2 2 2 22
12 2 2
2
2
4
4
2
1 1 14
2 2tan
4 4
ba
ba
cdx du du du
a x b x c u u ua c a c b
dx a x b
a x b x c a c b a c b
SampleCalc: 2 2 2
2
1 1 1 1( 1)2 3 ( 1) 4 4{ 1}4{( ) 1}2xx x x u
where u =½(x – 1).
1/4/2016 Handout Series.Tank: Integration Basics IB-14
Partial Fractions: Integrands with complicated denominators present special problems, and the
partial fraction approach is an effective method to reduce that complexity when the denominator is
an nth order polynomial q(x). In general, we consider integrals of the form:
just a polynomialUse partial fractions
( ) ( )( )
( ) ( )
s x dx p x dxm x dx
q x q x
Where s(x) = m(x) q(x) + p(x) and p(x) is a polynomial of lower order than q(x). That is: s(x) divided
by q(x) is m(x) with remainder term p(x). The details of the method and some computational
shortcuts are presented in the Tools of the Trade section of this handout. A simple example is all that
is presented here. Assume that q(x) has been scaled and that the roots of q(x) = 0 are known so that
q(x) = x3 +(2a + b) x2 + (a2 + 2 a b) x + a2b = (x – a)2 (x – b).
2( ) ( ) ( )
dx dx
q x x a x b
The core of the method is to break the integrand into partial fractions.
2 2 2
1
( ) ( ) ( ) ( ) ( ) ( ) ( )
A B x C
x a x b x b x a x b x a x a
The numerator of each term on the right is an arbitrary polynomial or order n -1 where n is
the degeneracy of the root (the order of the polynomial denominator in that term. As an
alternative, one can use the ‘all powers up to’ representation in which all the Greek coefficients
are scalar constants.
2 22
2
( ) ( ) ( )( ) ( )1 ( ) ( )( )
( ) ( )
A x a x b B x C x a x bA x a B x C x b
x b x a
Approach 1: In this approach, one matches the coefficients of each power of x to find A, B and C. A
shortcut follows if x is set to b which yields A = (b – a)-2. Next one matches the coefficients of x2
leading to the equations 0 = A + B so B = - (b – a)-2. Next, the coefficients of x1 matched.
0 = - 2 a A – b B + C or 2
2
( )
a bC
b a
Substituting:
1/4/2016 Handout Series.Tank: Integration Basics IB-15
2 2
2 2 2
( )
( ) ( ) ( ) ( ) ( )
1 1 ( [ 2 ])
( ) ( ) ( ) ( )
dx dx Adx B x C dx
q x x a x b x b x a
dx x b a dx
b a x b b a x a
Using the change of variable u = x – a,
2 2 2 2
1 1 ( [ ]) 1 1[ln( ) ln( )]
( ) ( ) ( ) ( ) ( ) ( )
dx u b a dxx b u
b a x b b a u b a b a u
2 2
( [ ]) 1 1[ln( ) ln( )]
( ) ( ) ( ) ( )
u b a dxx b x a
u b a b a x a
Note that these results have not been checked.
Approach 2: The process is repeated using the all powers form.
22 2
11 ( ) ( )( ) ( )
( ) ( ) ( ) ( ) ( )x a x a x b x b
x a x b x b x a x a
Setting x = a, = (a – b)-1. Setting x = b, = (b – a)-2. The final coefficient follows by setting the
coefficient of x2 = 0 on both sides = - = - (b – a)-2.
(Note: There are many methods to solve the simultaneous equations to find A and B. The method
just presented is just one of the possible ones.)
2 2 2
1 1 1
( ) ( ) ( ) ( ) ( ) ( ) ( )
dx dx dx dx
q x b a x b b a x a a b x a
2 2
1 1ln[ ] ln[ ]
( ) ( ) ( ) ( ) ( )( )
dx dxx b x a
q x x a x b b a a b x a
The Method of Partial Fraction is effective for integrands that are rational functions, the ratio of a
polynomial numerator to a polynomial denominator in which the numerator is lower order than the
denominator. For more details, see Sample Calculation IB.10 and the Tools of the Trade section.
SCx: Partial Fractions
1/4/2016 Handout Series.Tank: Integration Basics IB-16
4 3 2
2 3
4 2 3 1
( 1)
x x x xdx
x
4 3 22
2
4 3 2 2
2 3 2 2 2 3
4 2 3 14 1
( 1)
4 2 3 1 4 1
( 1) ( 1) ( 1)
x x x xx x remainder x
x
x x x x x x x
x x x
Repeat the process:
2
2
4 3 2
2 3 2 2 2
4 11 4
( 1)
4 2 3 1 1 4
( 1) ( 1) ( 1)
x xremainder x
x
x x x x x
x x x
which yields the reduced form:
4 3 2
2 3 2 2 2 2 3
4 2 3 1 1 4
( 1) ( 1) ( 1) ( 1)
x x x x x xdx dx
x x x x
Exercise: Show that 22
11( 1)
( 1) 2( 1)nnx
dx xx n
and that 2 22
(cos )( 1)
nn
dxd
x
where = tan-1(x).
Parameter Calculus1: There are cases* in which the integrand can be defined to depend on one or
more parameters in addition to the integration variable. It may be possible to integrate (or
differentiate) with respect to a parameter to change the integrand to a form that can be more easily
integrated. After the integration, the result is then differentiated (or integrated) with respect to that
same parameter to recover the value of the original integral. Suppose cos( )x x dx is desired.
cos( )sin( ) bxbbx dx and sin( ) cos( )d
db bx dx x b x dx
so: cos( )x b x dx = 2cos( ) sin( ) cos( )sin( ) bx x bx bxd d
db db b b bbx dx
1 The parameter calculus technique is sometimes called Feynman’s integration trick.
1/4/2016 Handout Series.Tank: Integration Basics IB-17
Setting b = 1:
cos( ) sin( ) cos( )x x dx x x x
The taking a derivative with respect to a parameter trick is demonstrated more fully in the definite
integrals handout. Sample Calculation IB.8 demonstrates a more advanced application of the
parameter calculus technique.
* The order of integrations and differentiations are interchanged freely in the parameter calculus approach. This freedom is only justified if strong (uniform) convergence of the operations can be established. Good fortune is to be assumed in this section. Uniform convergence is to be discussed later in a separate handout.
Parameter Calculus is used extensively in several fields. Also, integrals are sums so the technique
applies to sums as well. A standard trick used in statistical mechanics is to take a derivative with respect to
a parameter in order to insert a factor of interest into an average. For a binomial distribution, we need to insert
a factor of n1 into 1 1
1
( )
0 1 1
!1
!( )!
Nn N n
n
Np q
n N n
to find 1 1
1
( )1 1
0 1 1
!
!( )!
Nn N n
n
Nn p q n
n N n
. We start
by taking a partial derivative with respect to p. Note that p is a parameter of the problem, not a variable.
Nonetheless, the formal derivative of 1 1( )n N np q with respect to p yields a factor of n1 at the cost of
dropping the power of p.
1 1 1 1( ) 1) ( )(1
n N n n N n
p p q n p q
We next patch the relation by multiplying by p.
1 1 1 1 1 1( ) 1) ( ) ( )(1 1
n N n n N n n N n
pp p q p n p q p q n
It follows that 1 1
1
( )1 1
0 1 1
!
!( )!
Nn N n
n
Nn p q n
n N n
= 1 1
1
( )
0 1 1
!
!( )!
Nn N n
np
Np p q
n N n
1N N
pp p q Np p q Np
= 1n as p + q = 1.
Work through the calculation of 21n . Start with 1 1
1
( )2 21 1
0 1 1
!
!( )!
Nn N n
n
Nn p q n
n N n
=
1 1
1
( )
0 1 1
!
!( )!
NNn N n
np p p p
Np p p q p p p q
n N n
. 2
1n = N2 p2 + N pq = 21( )n + N pq
1/4/2016 Handout Series.Tank: Integration Basics IB-18
Alternate Representations: Use identities to recast the form of the integrand. Standard substitutions
include using the Euler identity to convert trigonometric functions to exponentials. This path is
almost always indicated if there is another exponential factor in the integrand. The hyperbolic
functions also have exponential definitions. An integrand may, for example, contain a lonely cosine,
one that is lacking a sine for its ‘du’. The replacement 2 + 2 cos(2 ) = cos2 might be followed by
division by cos2 and the substitution sec2 = tan2 +1.
Tricks presented by your instructor in the course. Each topic in physics has its own set of standard
integrals and integration techniques. As you prepare course summary sheets for each course that you
take, add a page listing the math skills required for that course. Prepare a math methods summary for
all the techniques that you use that includes the various applications of each technique. It often
follows that if similar math methods are used in two fields of physics that those fields are more
closely related than might be first evident. The math parallels may lead you to a deeper appreciation
of the physics parallels. Parameter calculus is often considered to lie in the trick category.
Integral tables or Mathematica, but only as a last resort or a check. The mathematics represents
the physics. Only by stepping through the solutions to the mathematics can you step through the
linkages in the physics.
Once you complete the calculation, reflect on your efforts. Review the techniques that were
successful and attempt to identify clues that would lead you to select them more quickly. Attempt to
re-express your results in the language of the problem statement and without any direct reference to
the particular coordinate system that was used. For example: The electric field due to a long straight
uniformly charged wire varies as the inverse of the distance from the wire, and it is directed
perpendicularly away from the wire at any point. This final step helps you extract the physics
content of the problem.
Sample Calculation IB.1: Change of Variable for4
2 21x dx
x . The guideline suggests that the
argument of the most troublesome functional form in the integrand be chosen as the new variable.
1/4/2016 Handout Series.Tank: Integration Basics IB-19
The argument of the inverse power is u = 1 + x2. The next step to compute du = du/dx dx = 2 x dx.
This outcome is the good one; du can be formed as x dx = 1/2 du. As u = 1 + x2, ulower = u(for x =2) =
5, and uupper = u(for x = 4) = 17.
4 4 17
2 2 52171 1 152 2 21 ln .6119
u for x
u for x
x dx du duu ux
A crucial point is the limits of integration must be changed whenever the variable is changed. It is
rewarding that, after changing variables, the actual integral calculated is simple.
Sample Calculation IB.2: Change of Variable for
(3/2)0 2 2
cos sin
2 cos
R r d
R r r R
. The guideline suggests
that the argument of the most troublesome functional form in the integrand be chosen as the new
variable. That is, the argument of [ … ]3/2; so
u = R2 + r2 – 2 R r cos and hence du = 2 R r sin d
The process has some chance to succeed as du can be found. (R and r are positive constants that
represent characteristic lengths.)
2sin durRd
The limits transform by evaluating the new integration variables as functions of the original limits as
u(=0) = R2+ r2–2rR = (R – r)2 and u(=) = (R + r)2 so we have:
2
2
3/2
cos12 R r
R r R r durR u
The remaining pieces must be expressed in terms of the new variable. The R is no problem, as it is
just a constant. Attack the term r cos. It appears in the definition of u. 2 2
2cos R r uRr and
2 2
2cos R r uRR r .
2 2
2 2 2 22
22 2 3/2 1/2 2 2 1/2 1/21 1
4 4( ) 2( ) 2R r R r
R r R rR r
R r
rR rRR r u u du R r u u
(3/2)0 2 2
cos sin
2 cos
R r d
R r r R
=
2 2
2
2 2 2 2
2 2
( ) ( )12
R r R r
R r R rR r R rrR
1/4/2016 Handout Series.Tank: Integration Basics IB-20
Assuming that the square roots arose as representations of distances, positive roots are to be taken.
2R r R r
(3/2)0 2 2
cos sin
2 cos
R r d
R r r R
= 2
( )( )12 ( ) ( )R r R r
rR R rR r R r R r
Note that the final integral has two distinct analytic forms: one for r < R and another for r > R.
Sample Calculation IB.3: Trigonometric Substitution. A calculation of the electric field at a point s
j due to a uniformly charged line running from x1 to x2 along the x axis leads to the integrals.
2 2
1 13/2 3/22 2 2 2
0
ˆ ˆ4
x x
x x
x dx s dxi j
s x s x
The first integral surrenders to the change of variable approach, but the second resists the technique.
If one chooses s2 + x2 as the new variable u, then du = 2x dx, a factor that cannot be found. If s dx is
written as s x-1 (1/2 du), one is left the task of expressing x-1 as a function of u ( 2x u s ). Life
is not getting simpler. By rule, a trigonometric substitution is to be tried next. The sum of squares
form suggests a tan substitution. Guided by the form of the identity sec2 = 1 + tan2, the integral is
recast as:
2 2 2 2
1 1 1 1
2 2
3/2 3/2 3/2 3/232 2 2 2 2
tan1 1 1 sec
sec1 1 tan
x x
x x
dxs
xs
s ds dx d
s s ss x
where tan = x/s or x = s tan and dx = s d(tan) = s sec2. After all the sweat, the integral reduces
to:
2 2
1 1
2
2 13/22
1 sec 1 1cos sin sin
sec
dd
s s s
The conversion from values to x values is facilitated by sketching a triangle with a side of length x
opposite to the angle and a side of length s adjacent to it. The conversions can be read off the
figure for the triangle. It follows that:
2 2 2 2sin and cosx s
s x s x
leading to the integrals.
1/4/2016 Handout Series.Tank: Integration Basics IB-21
2
13/2 2 2 2 22 2
2 1
1 1x
x
x dx
s x s xs x
and 2
1
2 13/2 2 2 2 22 2
2 1
1x
x
x xs dx
s s x s xs x
Exercise: Complete the evaluation of the two integrals.
Sample Calculation IB.4: Integration by Parts of: ( )f x dx . (Let u = f(x) and dv = dx)
( ) ( ) dfdxf x dx x f x x dx
For example, let f(x) = ln(x), and hence df/dx = 1/x.
1ln( ) ln( ) ln( )xx dx x x x dx x x x
Sample Calculation IB.5: Integration by Parts. b bb
aa au dv uv vdu
Compute 3 2
0
tt e dt . Use dv = e-t dt and hence v = - e-t. Do it twice. The first time, u = t2 so du = 2 t
dt.
33 32 2
0 00
3 33 3 3 3
00
2
9 2 2 9 6 2 2
t t t
t t
t e dt t e e t dt
e t e e dt e e e
Sample Calculation IB.6: Parameter Calculus. The previous integration is to be repeated using
parameter techniques. The procedure is anchored by:
33
0 0
31 1 1bt bt bb be dt e e
Noting that a derivative with respect to b brings down a factor of minus t,
3 3 2
0 0
2 3 2 2
2 22 2
3
3 3 3 3 3 3
1
3 3 91 1 2
1
1 3 1
bt bt b
b b b b b b
b
b bb b b b
d ddb db
ddb
e dt t e dt e
e e e e e e
Setting b = 1,
3 2 3
02 17tt e dt e
1/4/2016 Handout Series.Tank: Integration Basics IB-22
The final step is the evaluation of the parameter at a special value, often one. It seems like cheating
at first, but, in time, the procedure gains credibility.
Sample Calculation IB.7: Substituting exponential representations for trig and hyperbolic functions.
cos + i sin = ei
[1 ] [1 ]
0 0 02 2sin( )
ix ix i x i xa a ax x
i i
e e e ee x dx e dx dx
[1 ] [1 ] [1 ] [1 ]
0
1 1 1 1 1
2 1 1 2 1 1 2 1 1
ai x i x i a i ae e e e
i i i i i i i i i
1 2 1 1
2 1 1 2 1 1 2 2 2
a i a i a ai a i a i a i ai e e e e
e e i e ei i i i i
0sin( ) 1 sin( ) cos( )½
a x a ae x dx e a e a
Sample Calculation IB.8: Parameter Calculus. In extreme cases, the expression to be evaluated
may be shown to satisfy a differential equation with the parameter as the independent variable that is
to be solved for the desired value of the parameter given that the value at a boundary (special value
of the parameter) can be computed more directly. In the example taken from McQuarrie, a
complicating piece of an expression is removed by setting a parameter to zero. The full expression is
evaluated by showing that it satisfies a differential equation in that parameter. The DE is solved and
boundary value matched at zero.
2 2 2 2
0( , )
a x b xdxI a b e
The b = 0 case (2 2
0 2a x
adxe ) is a standard integral, and its evaluation is presented in the definite
integrals handout. The derivative of I(a,b) is computed next.
2 2 2 2 2 2 2 2
2
0 0
( , )2
a x b x a x b xI a bb b dx bx dxe e
Choosing z = (b/a) x-1 and hence dz = - (b/a) x-2 dx.
22 2 20( , )2 ( , )2
b z a zI a bb a dz a I a be
1/4/2016 Handout Series.Tank: Integration Basics IB-23
Collecting the pieces:
( , )
( ,0) 0 2( , )
2 ( , ) 2 and ( ,0)I a b b
dIII a a
I a bb a I a b a db I a 2
2( , ) aabI a b e
Sample Calculation IB.9: Hyperbolic Function Substitution: 2 2 2
2 2
1 1
1
1
x x
x xaxa
dx dx
a x
2 2
2
2
2 2
2 22 2
22 2
(
(
( ) ( ) ( ) ( )
1
1
sinh( ) as 1 sinh cosh and (sinh ) cosh
as tanh( ) sech( ) and tanh( )) sech( )
as cosh( ) sinh( ) and cosh( )) sinh( )
tanh( )
cosh( )
u u u uxa x u d duaxa x u u d u u duaxx a u u d u u dua
u
u
Based on the templates, the change of variable sinh(u) = x/a is chosen. So x = a sinh(u) and dx = a cosh(u) du.
2 2 2 2 12 2 2
1 1 1
cosh( )
1 sinh( )
x u u
x u u
dx u du
a x uu udu
The substitution simplifies the integration dramatically, but the task of computing the new limits remains. Under the change of variable, sinh(u) = x/a , u = sinh-1(x/a). It is most direct to start with the
change of variable prescription: sinh( ) 22
u uu ue e
u z e e z
. Multiplying by eu and
rearranging, 2 2 1 0u ue z e which is quadratic in eu 2 1ue z z . As eu must be positive,
the plus sign is chosen. It follows that u = 2ln 1z z where z = x/a.
2 2
2 22 2
2 2 2 21 1
2 2 1 12
1
ln 1 ln 1 lnx x x xa a a a
x
x
dx x x a
a x x x a
Sample Calculation IB.10: Partial Fractions applied to integrating a rational function:
2
( ) (4 2) (4 2)
( ) 3 2 ( 1)( 2)
p x dx x dx x dx
q x x x x x
2
(4 2)
3 2 ( 1) ( 2)
x A B
x x x x
( 1)( 2) ( 1)( 2)
(4 2)( 1) ( 2)
A x x B x xx
x x
Setting x = -1, (4[-1]+2)= A ([-1]+2), or A = -2. Setting x = -2 leads to B = 6.
1/4/2016 Handout Series.Tank: Integration Basics IB-24
2
(4 2) ( 2) (6)6 ln( 2) 2 ln( 2)
3 2 ( 1) ( 2)
x dx dx dxx x
x x x x
Beware: If the denominator has repeated roots, a complication arises. See Tools of the Trade. The last sample calculation did not display the limits of the integrations. BEWARE: An integral without limits is an integral up to no good.
Tools of the Trade:
Simple Methods for Times of Desperation: CAREFUL: Look for df/dx typo below
Method D1: Simple integration by parts
( ) with ( ) andf x dx u f x dv dx
( )( ) ( ) f xdxf x dx x f x x dx
Method D2: Simple change of variable
1
1 1
( )
( ) with [ ]; ( ),[ ]x f u
df dfdx dxf x dx u du x f u u f x du dx
Let’s try the methods for f(x) = ln(x).
Method D1: Simple integration by parts
1ln( ) ln( ) ln( )xx dx x x x dx x x x
Method D2: Simple change of variable
1
1 1
( )
ln( ) with [ ]; ( ),[ ]x f u
df dfdx dxx dx u du x f u u f x du dx
1
1
( )
1ln( ) [ ]u
u
x f u exx dx u du u x du u e du
ln( )ln( ) [ ] ln( )u u u uu xx dx u e e du u e e x x x
The Role of Patience: Patience was cheap before the discovery of television. One needed to find
something to occupy a rainy afternoon – what better than computing a new integral. The integral
1/4/2016 Handout Series.Tank: Integration Basics IB-25
sec( )x dx is to be computed as a demonstration. Even as the path to the answer is displayed, the two
dead-ends taken at each fork in the solution are not. You should beat an integral to death once a
month to develop mental toughness.
Staring at the form 1cos( )x dx is futile so a list of trig identities is shot-gunned at the problem. If the
integral is to yield, there must be both sines and cosines. A fruitful choice is
2 22 2cos( ) cos ( ) sin ( )x xx . The clue that it might work is that a channel opens, a ‘partial fractions’
channel. It utilizes x2-y2 = (x+y)(x-y); a favorite from high school algebra.
2 22 2 2 22 2
( ) ( )cos( ) sin( ) cos( ) sin( )cos ( ) sin ( ) x x x xx x
A x dx B x dxdx
It requires that 2 2 2 2( ) cos( ) sin( ) ( ) cos( ) sin( ) 1x x x xA x B x , a condition that is easily satisfied
using the ultimate trig identity 2 22 2cos ( ) sin ( ) 1x x .
2 2( ) sin( ); ( ) cos( )x xA x B x 2 22 2
2 2 2 22 2
sin( ) cos( )cos( ) sin( ) cos( ) sin( )cos ( ) sin ( )
x x
x x x xx x
dx dxdx
Returning to our list of weapons, change of variable appears first.
2 2 2 2
2 2 2 2
12
12
cos( ) sin( ); sin( ) cos( )
cos( ) sin( ); sin( ) cos( )
x x x x
x x x x
u du dx
v dv dx
The choice is to head toward the form below and to hope that the remainder can be vanquished.
2 22 2
2 2 2 22 2
sin( ) cos( )cos( ) sin( ) cos( ) sin( )cos ( ) sin ( )
x x
x x x xx x
dx dxdx du dvremainder
u v
2 2 2 2 2 2
2 2 2 2 2 2 2 2
2 2 2 2
2 2
sin( ) cos( ) sin( ) cos( ) cos( ) sin( )cos( ) sin( ) cos( ) sin( ) cos( ) sin( ) cos( ) sin( )
sin( ) cos( ) sin( ) cos( )cos( ) sin( )
x x x x x x
x x x x x x x x
x x x x
x x
dx dx dx dx
dx d
2 22 2 2 2
( 1)cos( ) sin( ) cos ( ) sin ( )x x x x
x dx
The remainder is just the negative of the left-hand side. We have a winner!
2 22 2 2 2
2 2 2 22 2
sin( ) cos( ) sin( ) cos( )cos( ) sin( ) cos( ) sin( )cos ( ) sin ( )
2 2x x x x
x x x xx x
dx dxdx du dv
u v
2 2 2 22 22 2 cos( )cos ( ) sin ( ) ln cos( ) sin( ) ln cos( ) sin( )x x
dx dx x x x xx
du dv
u v
1/4/2016 Handout Series.Tank: Integration Basics IB-26
2 2 2 2cos( ) ln cos( ) sin( ) ln cos( ) sin( )dx x x x xx
Equivalently: 2
2
1 tan( )1 tan( )sec( ) ln
x
xx dx
Patience pays off! It remains unfortunate that no new integrals have been evaluated since the
widespread introduction of television.
Exercise: Choose u = sec(x) + tan(x). Compute du. Use these results to compute sec( )x dx .
Show that this result agrees with the result above this exercise.
Sample Calculation IB.12: Powers of sin and of cos:
A very simple, but common integral is of the form:2
1
[sin ] [cos ]m n d
.
If m is odd, than the answer is simple!
2 2 2
1 1 1
( 1) 2 ( 1)/2[sin ] [cos ] [sin ] [cos ] sin [1 cos ] [cos ] sinm n m n m nd d d
As (m-1)/2 is an integer, the entire problem is reduced to sums of terms 2
1
[cos ] sinp d
. Choose
u = cos and hence du = - sin d. Each term becomes 1
2
cos( )
cos( )
pu du
.
If m is even, the form of interest becomes2
1
2 /2[1 cos ] [cos ]m n d
leading to
2
1
[cos ]k d
. If
k is odd, it is back to the same game, 2
1
2 ( 1)/2[1 sin ] cosk d
. Here, u = sin and du = cos d.
2
1
sin( ) 2 ( 1)/2
sin( )[1 ] ku du
which is easy as (k-1)/2 is an integer. If k is even, you use cos2 = ½(1 + cos2)
to get to the forms 2
1
[cos(2 )]k d
. You keep running around this loop until the solution is
reached.
Example: 2 2 2
0 0
3 31 12 2 2 2[sin ] [ cos ]sin [1 cos ][ cos ]sind d
1/4/2016 Handout Series.Tank: Integration Basics IB-27
1 12 2 4 2
1 1
3 3 31 1 2 2 152 2 2 2 2 3 2
9 20 15 415 15[1 ][ ] [ 2 ] ( ) 2( ) (2)u u du u u du
2
0
3 12 2
415[sin ] [ cos ]sin d
Converting Sums to Integrals
It is said that an integral is a sum of little pieces, but some precision is required before the statement
becomes useful. Beginning with a function f(t) and a sequence of values for t = {t1,t2,t3, ….,tN}, the
sum 1
( )N
ii
f t does not represent the integral ( )
t
tf t dt
even if a great many closely spaced values of
t are used. Nothing has been included in the sum to represent dt. One requires 1
( )i N
i ii
f t t
where
1 11
2i i it t t is the average interval between sequential values of t at ti. For well-behaved
cases, the expression 1
( )i N
i ii
f t t
approaches the Riemann sum definition of an integral as the t-axis
is chopped up more and more finely. As illustrated below, in the limit that t goes to zero, the sum
1
( )N
i ii
f t t
approaches the area under the curve between t< and t>. That is; it represents ( )t
tf t dt
provided the sequence of sums converges, and life is good. The theory of integration is not the topic
of this passage. The goal is simply to remind you that the t must be factored out of each term that
is being summed in order to identify the integrand.
1/4/2016 Handout Series.Tank: Integration Basics IB-28
For the discussion of the inner product in the Fourier Series handout, the function h(t) = g(t) f(t) was
considered at N equally spaced points between –T/2 and +T/2. This form is motivated by the form of
the inner product of two 3D vectors expressed in terms of their components:
3
1x x y y z z i i
i
A B A B A B A B A B
which suggests that the sum of the products of corresponding
values of the functions f(t) and g(t) 1
( ) ( )N
m mm
g t f t
. This leads to the sum 1
( )m N
mm
h t
where the
points 2 2mT T T
N Nt m have equal spacing Tt N . As the number of terms gets
large, the sum must be divided by N to ensure that the result remains finite. This leads to
1
1( )m N
mm
Nh t
. The rule for converting sums to integrals requires that Tt N be explicitly
factored from each term in the sum. 1 1 1
1 1 1( ) ( ) ( )][ ] [m N m N m N
m m mm m m
TN T N T
h t h t h t t
which becomes /2 /2
/2 /21 1( ) ( ) ( )
T T
T TT Th t dt g t f t dt
as N gets large and t small.
Riemann Sum Examples: (Figures by N. Frigo.) 4.3 5.4 0.2 4.24568..
f(t)
t
t1 t2 ti tN
t
t< t>
f(t1)f(ti)
f(tN)
t
tk
f(tk)
area = f(tk) t
1/4/2016 Handout Series.Tank: Integration Basics IB-29
Change of Variable (substitution) How to guess u … The Golden Guess
A guide to a possibly beneficial choice of a new integration variable is the argument of the most
troublesome part of the integrand. Consider:
2sin ( )
1 cos( )
xdx
x
The sin2(x) is, by itself, not too frightening so we choose u = 1 – cos(x) as it is the argument of the
somewhat troubling square root. It follows that du = sin(x) dx. Keep the faith, be patient. See how
far you can push with your choice. Try to express the remaining factors in the integrand in terms of
your new variable.
[1 cos( )][1 cos( )]sin( ) sin( )(sin( ) )
x xx xx dx du du
u u u
As u = 1 – cos(x),
1/4/2016 Handout Series.Tank: Integration Basics IB-30
[1 cos( )][1 cos( )][1 cos( )] 2
x xdu x du u du
u
We make a new change choice: v = 2 – u,
3 3 3
2 2 2½ 2 2 23 3 3( ) [2 ] [1 cos( )]v dv v u x
32
2
23
sin ( )[1 cos( )]
1 cos( )
xdx x C
x
One should include the additive constant C even though it is often omitted in this handout.
Surface Integrals – parameterizing and area scaling
Two parameters are required to define a (2D) surface. A general point on the surface is represented
as ˆˆ ˆ( , ) ( , ) ( , ) ( , )r u v x u v i y u v j z u v k
. Defining andu v
r rdr du dr dv
u v
, the parameter area
patch du dz maps to the are dA = | |dr dr
. This correlation has a geometric interpretation in terms
of projections in the case that the surface can be represented as ˆˆ ˆ( , ) ( , )r x y x i y j z ux y k
Surface Integrals – area scaling for projection:
A problem may require an integration over a surface : f(x,y,z) = C. As a surface integral is
inherently a two dimensional, an approach is to compute the integral parameterized by the
coordinate system for its projection onto a flat plane. First, we set the stage.
The normal to the surface : The value of f(x,y,z) is constant for small displacements in its tangent
plan so the normal is in the direction of the gradient of f(x,y,z), the direction in which f(x,y,z) changes
most rapidly.
normal to the surface : ˆf
nf
As a first step, the surface is to be projected onto the x-y plane, and the relation between the area
patch in the flat plane dA = dx dy and the area dinf(x,y,z) = C that projects onto dA is developed.
normal to the x-y plane ˆˆAn k
1/4/2016 Handout Series.Tank: Integration Basics IB-31
The process begins by determining the line segments dr
and dr
in the surface that project onto
ˆ ˆanddxi dy j . As the surface is defined by f(x,y,z) = C, a small displacement ˆˆ ˆdx i dy j dz k lies in
the surface only if 0f f fx y zdf dx dy dz . For dr
, dx is dx and dy is zero.
ˆˆ ˆ0fx
fz
dr dx i j dx k
Similarly, ˆˆ ˆ0
fy
fz
dr i dy j dy k
.
The ratio of d to dA follows as d = ˆˆ ˆ
| |
f f fx y z
f f fz z z
i j k f fdr dr dx dy dx dy dA
.
The z coordinate plays a special role because the surface element d was projected onto the patch
dA = dxdy in the x-y plane which has the z direction as its normal direction. The equation can be
expressed in vector notation so that the more general relation becomes:
1ˆ ˆˆ AA
fd dA dA
n nn f
This result is easily understood by considering the projection of a small flat area element onto a
plane.
n
ˆAn
ˆAnn
The area patches are viewed edge on and each
has a depth w. The area d = Lw projects onto
dA = (L cos)w. One concludes that:
1 1ˆ ˆcos A
d dA dAn n
1/4/2016 Handout Series.Tank: Integration Basics IB-32
d
dAˆdx i
ˆdy j
dr
dr
x
y
z
In the differential
limit, the segments
dr
and dr
are
essentially straight.
The segments are
two edges of a small
parallelogram wit h
area equal to the
magnitude of the
cross product of the
segments.
1/4/2016 Handout Series.Tank: Integration Basics IB-33
The surface
floating above the
x-y plane.
1ˆ ˆA
d dAn n
The surface A with
the planar x-y
coordinate grid.
The patch marked
d projects onto the
patch marked dA.
Sample Calculation: Compute the area of a hemispherical dome over a circle of radius R. Polar
coordinates are adopted for circle in the plane so dA = r d dr. The hemispherical surface is
described by the equation x2 + y2 + z2 = R2 which has as its normal 2 2 2
ˆˆ ˆ( )x i yj zkx y z
. The
normal to the projection plane is the k so cos = 2 2 2
zx y z
. The conclusion is that:
2 2 2
2 2
x y z Rd dA d dAz R r
2
2 2 2 20 0 02
R RR Rd rd dr rdrR r R r
1/4/2016 Handout Series.Tank: Integration Basics IB-34
2
2
0 ½ ½ 2
02 ( ½ ) 2 2
R
Rd R u du Ru R
The change of variable was u = R2 – r2 leading to du = - 2 r dr. We found that the area of a
hemispherical cap is half the area of a sphere of the same radius, not exactly news.
The inverse cosine
factor is one at the
pole and it diverges as
x2 + y2 R2.
The standard approach for parameterized surface integrals is work directly with andu vdr dr
.
Start by parameterizing using surface in terms of u and v and use
1/4/2016 Handout Series.Tank: Integration Basics IB-35
ˆˆ ˆ( , ) ( , ) ( , ) ( , )r u v x u v i y u v j z u v k
to form udrdudr du
and vdrdvdr dv
. It follows that
ˆu vdr dr dAn
.
Tools for the Method of Partial Fractions:
Sample Calc1: 2 4 2 ( 5)( 2) ( 2) ( 5)
( 5)( 2) 5 2 ( 5)( 2)
x x A B C A x x Bx x Cx x
x x x x x x x x x
. It
follows that: 2 4 2 ( 5)( 2) ( 2) ( 5)x x A x x Bx x Cx x . The most direct method to evaluate
the constants is to match the coefficients powers of x.
x2: 1 = A + B + C x: 4 = 3 A + (-2) B + 5 C x0: - 2 = - 10 A
Clearly, these equations could be solved to identify the constants.
The coefficients of any inverse first power factor can be identified more directly. As x -5, the
term with the coefficient B dominates.2 2
5 5
4 2 4 2or
( 5)( 2) 5 ( 2)( 5)
( 5)x x
x x B x xLim Lim B
x x x x x xx
x
2 2 2
0 5 2
4 2 1 4 2 3 4 2 5; ;
( 5)( 2) 5 ( 2) 35 ( 5) 7x x x
x x x x x xA Lim B Lim C Lim
x x x x x x
Exercise: Verify that the coefficients listed above are the correct: 2 4 2
( 5)( 2) 5 2
x x A B C
x x x x x x
Sample Calc 2: This limit method is less effective with higher order factors in the denominator.
Consider:
2
2
4 2
( 5)( 2) 5 2
x x A Bx C
x x x x
The A coefficient can be found as before:
2
25
4 2 3
( 2) 49x
x xA Lim
x
Alternately, the target equation must be valid for all x.
1/4/2016 Handout Series.Tank: Integration Basics IB-36
2 4 2 ( 2)( 2) ( )( 5)x x A x x Bx C x
First set x = -5 to make the last factor zero.
2 3( 5) 4( 5) 2 ( 5 2)( 5 2) ( ( 5) )(0) 49A B C A
This step reproduced a prior result. Next we set x = 0 to simplify B x + C.
2 4 2 ( 2)( 2) ( )( 5) 2 ( 2)( 2) 5
12 222 549 49
x x A x x Bx C x A C
C C
The final parameter B can be found by choosing yet another value of x; say: x = 1.
2 4 2 ( 2)( 2) ( )( 5)x x A x x Bx C x
11 4 2 ( )(1 5) 36A B C B A C
4631 2236 49 49 49B
Exercise: Give the equations that represent matching the coefficients of each power of x in:
2 4 2 ( 2)( 2) ( )( 5)x x A x x Bx C x . Verify that A = 3/49; B = -22/49; and C = 46/49 satisfy
those relations. NOT CHECKED !!!!
Advanced Method of Partial Fractions:
This section is just a placeholder for a promised development. Nonetheless, it does include material
that suggests how one might proceed.
SECTION NOT READY; DO NOT READ!
Integrands with complicated denominators present special problems. Partial fraction is effective for
integrands that are rational functions r(x), the ratio of an mth order polynomial numerator um(x) to a
nth order polynomial denominator vn(x). The method may even apply when the polynomial in the
numerator is multiplied by a more general function such as sin(x). The denominator should not be
more complicated than the nth order polynomial form vn(x). For the procedure to work, the
denominator should be a polynomial of order higher than that of the polynomial in the numerator.
This limitation is not a serious one however. If m > n, divide the denominator into the numerator.
1/4/2016 Handout Series.Tank: Integration Basics IB-37
1
( )( ) ( )
( )k
k n nn
u xw x R x
v x
The result is a polynomial plus a remainder term which is a polynomial of order n -1. The wk-n(x)
term is easily integrated. The remainder term becomes a um(x) where m is less than the order of the
denominator. The procedure can now be applied to the new um(x)/ vn(x) term.
It is assume that vn(x) factors in the form,
1 2 2 21 2 1( ) ( ) ( ) ...( ) ( ) ...( )Nnn n
n N Mv x x a x a x a x b x b .
It follows that: 1
2N
ii
n n M
. Solve the equations necessary to place the integrand in the form:
1 2
1 2 1 12 2
1 1 1 1
( ) ( )( ) ( )... ...
( ) ( ) ( ) ( ) ( ) ( )N
k N M Mnn n
n M
u x d xd x d x B x C B x C
v x x a x a x a x b x b
where the di(x) are polynomials of order ni -1. A forest of coefficients must be assigned labels and
determined by extensive algebraic acrobatics. It is painful, but worth the effort if no other path to the
goal (computing the integral) is available.
Equivalently, each factor ( )
( ) i
in
i
d x
x a
can be replaced by 1 21 2
1
...( ) ( ) ( )
i
i
ini in
i i
dd d
x a x a x a
where
the dim are scalar constants.
A special, simpler case as an example:
1 21 2( ) ( ) ( ) ...( ) Nnn n
n Nv x x a x a x a
1 2
1 2
1 1 1
( ) ( )( ) ( )...
( ) ( ) ( ) ( ) N
k Nnn n
n
u x d xd x d x
v x x a x a x a
1 2
1 2
11 2 1
( )( ) ( )( ) ... ( )
( ) ( ) ( )i
N
NnN
k inn ni
d xd x d xu x x a
x a x a x a
1 21 1 11 2
( ) ( ) ( ) ( ) ( ) ... ( ) ( )i i i
N N Nn n n
k i i N ii i ii i i N
u x d x x a d x x a d x x a
For each case in which nj = 1, set x = aj. All the terms vanish except for the one for dj(x).
1/4/2016 Handout Series.Tank: Integration Basics IB-38
1( ) ( ) ( ) i
Nn
k j j j j iii j
u a d a a a
In this case, dj is just the constant: 1
( ) ( ) i
Nn
j k j j iii j
d u a a a
.
Liebniz Rule: Consider an integral with an integrand and limits that depend on a parameter t. The
Leibniz rule provides the derivative on the integral with respect to that parameter. Given
( )
( )( ) ( , ) the rule yields .
h t
g t
ItI t f x t dx Below, we plot I(t) and I(t + t). The band between
the two integrands is ft t . The lower and upper limits increase by g
t t and h
t t where
the integrand has values f(g(t), t) and f(h(t) respectively.
When t increases by t the area under the curve increases by the top band on area and the right end
band and
decreases by the
left end band.
( ) ( )
( ) ( )
( )
( )(
( ) ( ) ( , ) ( , )
) ( ( ), ) ( ( ), )
h t t h t
g t t g t
h t
g t
f ght t t
I t t I t f x t t dx f x t dx
t dx f h t t t f g t t t
1/4/2016 Handout Series.Tank: Integration Basics IB-39
Note that the small patches at that lie in the top band and either the left or right end band have areas
of order (t)2.
It follows that:
2( )
( )
( ) ( ) ( )( ( ), ) ( ( ), )
h t
g t
f ght t t
I t t I t tdx f h t t f g t t
t t
O
The final term vanishes in the limit t 0, we find Liebniz rule.
( )
( )
( )( ( ), ) ( ( ), )
h t
g t
ft
ght t
I tdx f h t t f g t t
t
1/4/2016 Handout Series.Tank: Integration Basics IB-40
Tabular Method for Integration by Parts
http://pages.pacificcoast.net/~cazelais/187/tabular.pdf
Example 1: cos
Example 2:
https://www.youtube.com/watch?v=L2_JCyMfMzA
1/4/2016 Handout Series.Tank: Integration Basics IB-41
The General Method:
Step Derivative[ ] Integrated[ ]
0 f(x) X over and down G(x) = g(x)
1 f [1](x) - (X over and down) G[1](x) = g(x) dx
2 f [2](x) X over and down G[2](x) = g(x) dx dx
3 f [3](x) - (X over and down) G[3](x) = g(x) dx dx dx
–
- …….. + C
Continue until f [n](x) = 0 or the form appears. In the later case,
solve for (1 – constant) .
cos
Step Derivative[ ] Integrated[ ]
0 x2 X one over and one down cos(x)
1 2 x - (X one over and one down) sin(x)
2 2 X one over and one down - cos(x)
3 0 - (X one over and one down) - sin(x)
cos
1/4/2016 Handout Series.Tank: Integration Basics IB-42
……..
Problems
1.) Compute the integral coste t dt . Use integration by parts twice. Compute coskte t dt .
3.) Prepare a sketch similar to Figure IB.1 to represent I(t0), the integral of the function f(x, t0) from
a(t0) to b(t0). Overlay a representation of the integral I(t0+t), the integral of the function f(x, t0+t)
from a(t0+t) to b(t0+t). (The functions f(x,t), a(t) and b(t) are all assumed to be continuous and
differentiable.) Compare to show that I(t0+t) - I(t0) ( ) ( )
0 0( ) ( )( , ) ( , )
o o
o o
b t t b t
a t t a tf x t t dx f x t dx
( )
0 0 0 0 0 0( )( , ) ( , ) ( , ) ( ) ( ) ( , ) ( ) ( )
o
o
b t
a tf x t t f x t dx f x b b t t b t f x a a t t a t
Consider 0 0
0
( ) ( )t
I t t I tLimit
t
dIdt
and relate your results to Leibniz rule.
4.) Evaluate
(3/2)0 2 2
cos sin
2 cos
R r d
R r r R
= 2
( )( )12 ( ) ( )
R rR r R r
rR R r R r R r
for the two
cases: r < R and r > R.
5.) Evaluate /4 2
/4sec( ) d
. Try u = sec(). Do not abandon the choice easily. Answer: 2.
Note that the choice for change of variable follows from our standard first guess, the argument of the
most complicated function in the integrand. One might think that is , but that is where we started.
That leaves (sec)2. The new variable sec is the argument of squared.
6.) Evaluate sec( ) d . Hint: cos(2) = cos2 - sin2.
1/4/2016 Handout Series.Tank: Integration Basics IB-43
7.) Compute 3 3 2x dx
x x . Answer: 2 19 3
2 11 1ln x
x x
8.) One can compute the arc length L of a curve in the x-y plain if the curve is specified by:
22{ ( ), ( )} for
b
a
dydxds dsx s y s a s b L ds
2
( ) for 1b
a
dydxy x a x b L dx
2
( ) for 1b
a
dxdyx y a y b L dy
Compute the arc length L along the path x = 1/3 y3 + ¼ y -1 for 1 < y < 3. Answer: (53/6).
9.) Compute: a.) 2sin( )[ ]x dx b.) sin( ) cos( )[ ]nx x dx c.) 34sin( ) [cos( )][ ]x x dx
10.) The following sum is to be approximated by an integral.
403
103
1m m
mm
m m dm
How many terms are included in the sum? What is the change in the value of m from one term to the
next term? Assign limits to the integral and estimate the sum. Prepare a sketch that motivates your
choice of integration limits. (The sum is approximately 5.22 x 10-3.)
Mathematica: N[Sum[m^(-3),{m,10,40}]] = 0.00522013.
11.) The following sum is to be approximated by an integral.
45
3
113
1 m
mm
odd monly
m m a dm
How many terms are included in the sum? What is the change in the value of m from one term to the
next term? Assign limits to the integral and estimate the sum. Prepare a sketch that motivates your
choice of integration limits.
1/4/2016 Handout Series.Tank: Integration Basics IB-44
Sum[m^(-3),{m,11,45,2}] = 0.00235747. One term is to be added to the sum each time m
increases in value by two. ( a dm = 1 for dm = 2.) Using just dm would ‘add a term’ for
each unit change in the value of m.
12.) Use trig substitutions to evaluate 1
0 21dx
x and 1
0 1dx
x .
13.) Compute the integral sech( )x dx
. Choose u = e-x.
14.) Evaluate 0
cos( )ue xu du . Answer: 2
11 x
15.) Use the answer for the previous problem as a basis to find 0
sin( )uu e xu du .
16.) Compute 0
cos( )uu e xu du , 2
0cos( )uu e xu du
and 3
0cos( )uu e xu du
.
17.) Compute 1
0sin( )uu e xu du
. What can be said about 1
0cos( )uu e xu du
?
18.) IB.9: Hyperbolic Function Substitution:
2
2 2 21
/
/
2
1 1xa
a
a
xax x
x x
ddx
x a
2 2
2
2
2 2
2 22 2
22 2
(
(
( ) ( ) ( ) ( )
1
1
sinh( ) as 1 sinh cosh and (sinh ) cosh
as tanh( ) sinh( ) and tanh( )) sech( )
as cosh( ) sinh( ) and cosh( )) sinh( )
tanh( )
cosh( )
u u u uxa x u d duaxa x u u d u u duaxx a u u d u u dua
u
u
Based on the templates, select a change of variable. The transformed limits become inverse hyperbolic functions of the original limits. Use the methods illustrated in sample calculation IB.9 to develop the form of that inverse function. Requires |x| > |a| throughout.
2 22 2
2 2 2 21 1
2
1
x
x
dx x x aln
x a x x a
assume x1 and x2 > |a|
1/4/2016 Handout Series.Tank: Integration Basics IB-45
19.) Evaluate 2 2
0sin ( )
ax kx dx . Use a mixed method approach beginning with trigonometric
identities.
20.) Evaluate: ln( )x dx . Change of variable is our first choice. The argument of the most troubling
function in the integrand is the standard first guess. Here, all we can choose is u = ln(x). What is du?
What is x expressed as a function of u? Solve to find dx as the product of a function of u and du.
Which technique is needed to complete the u integration? After completing the integration in terms
of u, replace u by ln(x) everywhere to transform your result into standard form.
21.) Simple Change of variable Examples (due to Feynman):
a.) 3[1 2 ]t dt b.) 1 5t dt
22.) Compute 21
dx
x . Use cos2(u) = 1 - sin2(u) and choose x = sin(u). Hence u = sin-1(x). What is
du?
23.) Compute 21
dx
x . Use cosh2(u) = 1 + sinh2(u) and choose x = sinh(u). Hence u = sinh-1(x).
What is du? Given that sinh(u) = ½ [ eu – e-u] = x, invert the relation to show that x = ln[x +(1+ x2)½].
Conclude that ln[x +(1 + x2)½] = sinh-1(x).
24.) Complete the Square plus ‘Trig’ Substitution. (Study the previous problem.)
a.) Compute 2
dx
a x b x c . Answer:
2ln a x a a x b x c
a
b.) Compute 2
dx
a x b x c . Answer:
a xArcTan
b x c
a b x c
1/4/2016 Handout Series.Tank: Integration Basics IB-46
25.) More substitution (change of variable).
a.) ( )na b x dx b.) sin( )a b x dx c.) ( )a bxx e dx
d.) 2( )a b xx e dx e.) 21
dx
x f.) 2
dx
a b x
26.) a.) Show that 1 211[cos( )] [cos( )] sin( ) [cos( )]n n nnn nx dx x x x dx + C. Hint: Integrate by
parts using du = cos(x) dx. What is v? b.) Use the result to compute /2
0
2[cos( )]x dx
. c.) Use the
result to compute /2
0
3[cos( )]x dx
. d.) Compute /2
0
2[cos( )]x dx
using cos2x = ½ [1 + cos(2x)].
e.) Compute /2
0
3[cos( )]x dx
using cos2x = 1 – sin2x.
27.) Parameter Calculus: (2
0 2a x
adxe ) is a standard integral, and its evaluation is presented in
the definite integrals handout. Use the parameter calculus approach to compute 22
0
x dxx e ,
24
0
x dxx e and
22
0
xn dxx e where n is an integer.
22
0 12(2 1)!!x
nn dx nx e
where m!! = m (m -2) (m – 4) …. (ending with 2 or 1).
28.) Parameter Calculus: 2( )( ) du
a uI a
is a standard integral, and it can be evaluated using the
method of partial fractions. 12
1 1( ) ( )( ) a a u a uI a du .
a.) Evaluate I(a).
b.) Compute dI(a)/da and d2I(a)/da2.
c.) Compute 2( )d duda a u and
2
2 2( )d duda a u .
d.) Evaluate each result for a = 1.
1/4/2016 Handout Series.Tank: Integration Basics IB-47
29.) Parameter Calculus: 2 2( )( ) du
a uJ a
is a standard integral, and it can be evaluated using the
method of partial fractions. 12
1 1( ) ( )( ) a u a uaJ a du .
a.) Evaluate J(a).
b.) Compute dJ(a)/da and d2J(a)/da2.
c.) Compute 2 2( )d duda a u and
2
2 2 2( )d duda a u .
d.) Evaluate each result for a = 1.
30.) Using Identities: 2 2(1 )du
uJ
is a standard integral, and it can be evaluated using the method
of partial fractions. 1 12 2
(1 )(1 )
1 1(1 ) (1 ) ln u
uu uJ du .
a.) Suppose that u = tanh(x). That is: x xx x
e ee eu
. Solve the expression for x(u)
b.) Express J in terms of the arctanh(u).
31.) Considering the Schwarzschild metric in general relativity, the following integral arises when
one computes the radial distance for a given change in radial coordinate:21 r
dr
. Change of
variable is one of our most powerful methods. a.) Choose 21 rx and compute dx.
b.) Compute the radial distance between r = 2 and r = 3 in the Schwarzschild metric.
3
2 21r
r
dr
. Hint: Study the two problems above this one.
Answer (not checked!): 3 2 3r Log
32.) Parameter Calculus: sin( ) cos( )ddmt mt dt mt dt . Extend this to find expressions for:
sin( )kt mt dt for k even and for k odd.
1/4/2016 Handout Series.Tank: Integration Basics IB-48
cos( )kt mt dt for k even and for k odd.
33.) a.) Integrate sin[ ]nx kx dx by parts once to yield an integral with a lower power of x.
b.) Integrate cos[ ]nx kx dx by parts once to yield an integral with a lower power of x.
c.) Use your results iteratively to compute 4 sin[ ]x kx dx and 3 sin[ ]x kx dx .
34.) Persevere. It is often the case that one must try and try again to evaluate an integral. I will guide
you through an example. A.) Verify the evaluation below.
2
2
ln[3 ] ln[ 7 9 7]
79 7
x xdx
x x
I + C not checked!
Step 1: Change variable to the argument of … . u = 9 x2 + 7.
Step 2: Change again. w u
Step 3: Partial fractions. Use the properties of ln[x].
b.) Show that this form is equivalent:2
2
ln[ ] ln[7 7 9 7]
79 7
x xdx
x x
I + C
Note that we should use absolute values of the arguments of natural log.
35.) Persevere Two. It is often the case that one must try and try again to evaluate an integral. I will
guide you through an example. A.) Evaluate:
29 7
dx
x x
I + C not checked!
Step 1: Change variable to the argument of … . u = 9 x2 - 7.
Step 2: Change again. w u
Step 3: Derivative of arctangent.
b.) Compare with the answer to the previous problem. Show that tan[i x] = -tanh[x].
tanh[ ]x x
x x
e ex u
e e
. Solve for x(u) to display the functional form of tanh-1[u].
There is a kinship between tangent and logarithm.
36.) Consider the function f(x) = 12 – 2 x2 and compute the Riemann lower sum for the integral:
1/4/2016 Handout Series.Tank: Integration Basics IB-49
2
0( )f x dx when the interval is divided into n equal width strips. Take the limit n . Use the
results: 0 2
1 1 1 1
( 1) ( 1)( 2)1 ; ;
2 6
n n n n
k k k k
n n n n nk n k k
.
37.) Assume the forms: 0 2 2 2 30 1 1 2 2 2
1 1 1
; ;n n n
k k k
k a n k a n b n k a n b n c n
. Evaluate the
constants in each case. For example, evaluate the expression for k2 for n = 1, 2 and 3. The three
equations can be solved to yield {a2, b2, c2}.
38.) a.) Evaluate:
1 2 2
dx
x x a
I b.) Evaluate:
2 2 2
dx
x x a
I
;
39.) Begin with sec-1(sec(x/a)) = x/a . Compute the derivative of sec-1(u). Use your results to deduce a
more friendly expression for 1 2 2
dx
x x a
I .
40.) Riemann Sum: Show that the upper Riemann sum for 3
1
xe dx using n equal width vertical
strips can be represented as [1 ( )] 2
1
2( )
nk
nk
ne
. a.) Show that the coordinate of the right edge of the kth
vertical strip is 1 + k (2/n). b.) Show that ( )1
( )
( )0
22
2
1
1
nnk
k
nn
n
ee
e
. c.) Show that
( )2
( )
2
2
( )1
1n
n
n
n
eLim
e
.
You may use L’Hospital’s Rule. d.) Complete the evaluation of [1 ( )] 2
1
2( )
nk
nk
ne
in the limit n .
41.) Find the total area between the x axis and the curve 3y x over the range 0 x 16.
Total: 12 2/3.
��Log��2 �a
x� 2 �a2�x2
x�
a
Log�x�a
�Log�a2 �a a2 �x2 �
a
1/4/2016 Handout Series.Tank: Integration Basics IB-50
42.) Evaluate the integral 9
1
2 1tt dt directly and by adopting the change of variable u = t . (14.4)
43.) Consider the function 2 x2 + x – 6
and x2 – 4.
a.) Find the values of x for which these
two curves intersect.
b.) Compute the area between the two
curves for x between the two
intersections.
9½
44.) Integration by Parts: One often needs to integrate by parts several times in order to reach the
final answer. In these cases, one must take care to continue to integrate by parts in the same sense so
that one does not just undo an earlier integration in a later step. Another strategy is demonstrated by
the integration 1sin ( )x x dx . A.) In the first step one must choose du = x and v = sin-1(x). Why?
B.) In the next step one needs to reshuffle factors between the new u and v. Do so and complete the
integration.
45.) Evaluate csc( )x dx . Use sin(x) = 2 sin(½x) cos(½x) and partial fractions.
46.) Evaluate sec( )x dx . Use u = sec(x) + tan(x); compute du. How is du related to u?
47.) a.) Evaluate 3sec ( )x dx . Use u = sec(x) and dv = sec2(x). Afterward, use a trig identity for
sec2(x). Study your equation and the previous problem. b.) Use u = tan to transform the integral to
the form 21 u du . Evaluate the integral.
48.) Evaluate 3 1
x dx
x . Use integration by partial fractions. There will be a first order and a second
order denominator. The second order part can be attacked using change of variable, but there will be
1/4/2016 Handout Series.Tank: Integration Basics IB-51
some change left over. The leftover can be attacked be completing the square. The result may be
related to inverse tangent.
49.) Consider the region of the x-y plane bounded by x = 0; y = 2 and y = 2 sin(x). Compute the
volume of revolution when this region is rotated about the y axis. a.) Show that an expression for that
volume is 2 2
max0x dy where xmax = sin-1(y/2). b.) Compute the volume as /2 2
0
dydxx dx
where y
= 2 sin(x). c.) Compute the volume directly as 2 1 2
0 2[sin ( )]y dy . Clearly the change of variable
required is w = sin-1u (after the trivial change u = y/2). Multiply and divide by each factor that needs
to be present. d.) Compare the integrals in each case.
50.) Compute each of the integrals.
a.) 2sin ( )
1 cos( )xx
dx b.)
/2
0
2sin ( )1 cos( )
xx
dx
c.) 3 /2 2sin ( )
1 cos( )xx
dx
(not checked)
convert to sin(x/2) and cos(x/2)
51.) a.) Show that 1
2
sin ( ) 1
1
d xdx x
. b.) Compute
21
dx
x using the change of variable x = sin(u).
c.) Show that 1
2
sec ( ) 1
1
d xdx x x
. d.) Compute
2 1
dx
x x using the change of variable x = sec(u).
51.) Parameter Calculus: A.) Compute 0 0
cos( ) as ½ [ ]st st i t i te t dt e e e dt . Given that
2 20cos( )st s
e t dts
. B.) Compute
of each side of this equation. C.) What is
0
sin( )ste t t dt ? D.) What is 2
0cos( )ste t t dt
?
52.) 1 sin( )dx
x Recommend that you consider algebraic as well as trig identities. tan(x) + sec(x)
Method D1: Simple integration by parts
1ln( ) ln( ) ln( )xx dx x x x dx x x x
Method D2: Simple change of variable
1/4/2016 Handout Series.Tank: Integration Basics IB-52
1
1 1
( )
ln( ) with [ ]; ( ),[ ]x f u
df dfdx dxx dx u du x f u u f x du dx
1
1
( )
1ln( ) [ ]u
u
x f u exx dx u du u x du u e du
ln( )ln( ) [ ] ln( )u u u uu xx dx u e e du u e e x x x
53.) Verify that 1 2 1sin ( ) 1 sin ( )x dx x x x + c. Derive the relation directly by
integrating using the by parts method. 1 1sin ( ) , sin ( ),x dx u dv u x dv dx
54.) Evaluate 1tan ( )x dx x tan-1(x) - ½ ln|1 – x2|
55.) Evaluate ln( )x dx .
56.) Show that 1sech( ) tan [sech( )]x dx x C .
57.) Evaluate the integral: 3 2
3
1x x
x x
. Possible answer: x + ln(x) – tan-1(x)
58.) Use 1
2 2 2csc[ ]ss iin[ ] n[ ] sin[( 1) ]n
k
x nx xx nk
to evaluate the right side Riemann sum
for the integral of sin[x] from 0 to when the interval is divided into n equal width bins.
2 2 2csc[ ]sin[ ] sin[( 1) ]nn n . Use L’Hospital to evaluate the limit of (/n) csc[/2n] as n
infinity. NOT CHECKED
59.) Evaluate 322 2
( )
( )
A x dx
B A x
and 3
22 2( )
dx
B A x .
60.) Evaluate ??????? x tan-1(x) - ½ ln|1 – x2|
1/4/2016 Handout Series.Tank: Integration Basics IB-53
61.) Show 22
11( 1)
( 1) 2( 1)nnx
dx xx n
and 2 22
(cos )( 1)
nn
dxd
x
where = tan-1(x).
62.) Evaluate6
2( 1)
xdx
x . It can be considered as a degenerate case of partial fractions.
Divide x2 + 1 into the numerator to yield a polynomial plus remainder. 2( 1)
Ax BPolynomial dx
x
63.) Given 0 < x < ½ , compute the integral sin( )
0 21
x dtt using the change of variable t = sin.
Repeat the evaluation choosing t = cos.
64.) Consider the integral 2
2 1
t dtt . Begin by integrating by parts. Next note that
2
2
21
11t
tt
. Stare
at the last identity for a while. = √1 . Find an explicit representation of
ArcSinh in terms of logarithms. [ Solve 2
t te eu
to find t(u)].
65.) It is given that 0
sin[ ]2
xx dx
. Show that 2
20
(sin[ ])2
xx dx
by considering
2
0
sin[ ]( ) xx dxI
.
66.) Compute 2 2 4x
dxx . Which trig identity is suggested by the argument of the square root? How
do you modify the expression to replace 4 by 1?
67.) Compute √1 4 . Try a hyperbolic function substitution. Use various identities to
replace the squares of hyperbolic function by hyperbolics of twice the argument. Use identities such
as cosh2(x) = 1 + 2 sinh2(x). Compare your result to the answer found using Wolfram Alpha. It can
be presented in many forms! 2 √1 4 1 8 2
1/4/2016 Handout Series.Tank: Integration Basics IB-54
References:
1. K. F. Riley, M. P. Hobson and S. J. Bence, Mathematical Methods for Physics and Engineering,
2nd Ed., Cambridge, Cambridge UK (2002).
2. Donald A. McQuarrie, Mathematical Methods for Scientists and Engineers, University
Science Books, Sausalito, CA (2003).
3. The Wolfram web site: mathworld.wolfram.com/
4. Jeffreys, H. and Jeffreys, B. S. "Integration: Riemann, Stieltjes." §1.10 in Methods of
Marhematical Physics, 3rd ed., Cambridge, England: Cambridge University Press, pp. 26-36, 1988.