Recall that integration is the inverse operation of differentiation. Computing the integral f(x)dx is concerned with finding a function F such that F(x)=f(x) or F(x)=f(x)dx. We say that F is an anti-derivative of f. Basic integrals are:
  1. xndx=xn+1n+1+C (power rule, provided n1)
  2. cos(x)dx=sin(x)+C
  3. sin(x)dx=cos(x)+C
  4. exdx=ex+C
  5. axdx=axln(a)+C (a>0, a1)
  6. 1xdx=ln|x|+C
  7. sec(x)dx=ln|sec(x)+tan(x)|+C
  8. sec(x)tan(x)dx=sec(x)+C
  9. sec2(x)dx=tan(x)+C
  10. 1a+x2dx=1aarctan(x/a)+C
  11. 1ax2dx=arcsin(x/a)+C

Method of Substitution

The Method of Substitution for computing integrals is rooted in the Chain Rule which is ddxg(f(x))=g(f(x))f(x) Hence, if we are presented with an integral h(x)dx and the integrand takes the form h(x)=g(f(x))f(x) then we set u=f(x), compute dudx=f(x), solve for f(x)dx=du and make the substitution h(x)dx=g(f(x))f(x)dx=g(u)du=g(u)du=g(u)+C=g(f(x))+C
Evaluate the integral 0π/3cos3(x)sin(x)dx.
The integral can be written as (cos(x))3sin(x)dx In this case, we notice that if we put u=cos(x) then dudx=sin(x). Therefore, sin(x)dx=du and then by substitution (cos(x))3sin(x)dx=u3du=14u4+C=14(cos(x))4+C
Evaluate the integral 123x1+x2dx.
In this case put u=1+x2 and then dudx=2x and thus xdx=12du. Now because we are changing variables from x to u and we are given a definite integral, we must change the limits of integration. When x=1 then u=1+(1)2=2 and when x=2 then u=1+22=5. Therefore, 123x1+x2dx=2532udu=3223u3/2|25=53/223/2
Evaluate the integral 51+9x2dx.
Evaluate the integral 0π/2esin(x)cos(x)dx.
Evaluate the integral .
Evaluate the integral .

Integration By Parts

Integration by parts is a sort of inverse operation of the Product Rule of differentiation. Recall that and thus integrating both sides yields The idea of integration by parts is that we are given an integral of the form and it might be easier to compute instead. Then There is a formula to easily remember integration by parts. Given the integral let: Then
Evaluate .
Let Then
Evaluate .
Choose and .
Evaluate .
When doing integration by parts with an indefinite integral: Let Then
In the previous example, if we had chosen then we obtain and the resulting integral is more difficult than the original.
Evaluate .
Let Then
Evaluate .
In this example we will have to do integration by parts twice. Let Then To do the second integral, let Then and solving for yields or
Other good examples:

Trigonometric Integrals

The following trigonometric identities will be useful:

  1. (half-angle formulas)

Products of Powers of sine and cosine

The first case we consider is when one of or is odd.
Factor the odd power leaving one and use identity : Then Then use substitution and
Evaluate .
Factor the odd power leaving one and use identity : and then use substitution and ; we must change limits of integration:
The second case we consider is when both and are even. In this case we need to use the half-angle formulas:
Evaluate .
Use half-angle formula:
Use the half-angle formulas:

Products of Powers of and

The first case we consider is when the power of is even.
Factor even power of leaving one and using identity for the other; then use substitution with :
The second case we consider is when both powers are odd.
Factor out one and one term; use identity ; then use substitution :
Compute
Other examples:

Trigonometric Substitution

Trigonometric substitution is useful when the integral involves expressions of the form including When these expressions appear the following substitutions are useful:
Expression Substitution
Trigonometric Substitutions
Evaluate .
Let and then and from the triangle is
figures/trig-subs-1.svg
Now make the substitutions: and evaluate
Evaluate .
Let and then , and from the relationship the triangle is:
figures/trig-subs-2.svg
Now make the substitutions and evaluate: Using the triangle we have and . Therefore,
Evaluate .
Let , then , and
figures/trig-subs-3.svg
Then From the triangle: and from we obtain . Therefore,
Evaluate .
Notice the in front of . We can factor it out: Then let and then Using , the triangle is
figures/trig-subs-4.svg
Then
Evaluate .
Let and the triangle is
figures/trig-subs-5.svg
Then
Evaluate .
Let and then , and the triangle is
figures/trig-subs-6.svg
Then
Evaluate .
It is easier to use the substitution then to use trigonometric substitution.

Partial Fractions

The method of partial fraction is suitable for integrals of rational functions: where both and are polynomials. For example, We say that is a proper rational function if . For example, the following are proper rational functions: whereas the following are improper rational functions: The method of partial fractions is really about decomposing a rational function into a sum of simpler rational functions. For example, and one can verify that Then We now discuss the general method; we first only consider proper rational functions, and later we will deal with the improper case. In all cases we consider, the starting point is to factor the denominator in .

factors into distinct linear terms

Evaluate .
The denominator factors as We then seek the decomposition: where and are to be determined. Now Now we equate numerators equating coefficients yield the equations: Solving for and we obtain and . Therefore, the partial fraction decomposition is and then There is an alternative and quick way to find and . From the relationship and equating the numerators we obtain Evaluating at yields and thus , and evaluating at yields and thus .
Evaluate .
Write and then Equating the numerators we obtain Evaluating both sides at yields and thus , evaluating at yields and thus , and evaluating at yields and thus . Thus
In general, if factors as then we seek the decomposition

factors into linear terms some of which are repeated

If the denominator contains a repeated factor, such as , then in the partial fraction decomposition we include the terms
Evaluate .
We seek the decomposition and equating numerators yields Evaluating at yields and thus and evaluating at yields and thus . To obtain another equation we could evaluate at another convenient value of , say at : and solving for yields . Therefore,
Write the form of the partial fraction decomposition for
The partial fraction decomposition takes the form

contains irreducible quadratic terms, none are repeated

An irreducible quadratic polynomial is a quadratic polynomials whose roots are complex numbers. For example, or , and you can verify that the roots are complex because the discriminant is negative. If has the irreducible term we introduce in the partial fraction decomposition the term
Evaluate .
The partial fraction decomposition takes the form and equating numerators we obtain Evaluating both sides at yields and thus . Evaluating at and yield and thus and solving for yields . Therefore,
Now we consider the case when is improper. Every improper rational function can be written as This can be accomplished using long division of polynomials.
Compute
The rational is improper and thus we must use long division which yields Therefore,
Compute
After performing long division one obtains that Therefore, Use partial fraction decomposition we get Hence

Numerical Integration

In many cases, it's not possible to compute an integral in closed-form. Examples of such integrals are It isn't that these integrals do not exist but rather they cannot be expressed in terms of familiar functions. However, for example, we may want to compute the definite integral which geometrically corresponds to the area under the graph of from to . The best we can hope for is to approximate the definite integral. You are already familiar with approximating definite integrals using Riemann sums. Recall that Riemann sums are used to approximate a definite integral
figures/riemann-sum.svg
In the above graph, a hypothetical function is graphed from to , here and . A Riemann sum is simply the sum of the areas of the rectangles and is an approximation to the area between the graph and the -axis. To build a Riemann sum, we partition the interval into equal subintervals; in the above picture (notice there are 12 rectangles). The width of each rectangle is then The partition of is
figures/interval-partition.svg
In each sub-interval we pick some point and then the height of the rectangle over the sub-interval is . Thus the area of the rectangle over the interval is . We then add up all the areas and this is a Riemann sum In Calculus I, the point was usually chosen as the mid-point, left-end point, or right-end point of the interval . In any of those cases, what we are doing is approximating the function on the interval with the constant value .
Use a Riemann sum with sub-intervals to estimate . Use the right-end points of each sub-interval.
We have . The end-points of the sub-intervals are
0
Partition of
Hence, the intervals are , , , and . Using right-end points for each sub-interval, the Riemann sum is Therefore,
figures/sqrt-sin-riemann-sum.svg

Trapezoidal Rule

When using the mid-point, right-end point, or the left-end point rule in a Riemann sum, we are approximating the on each subinterval with the constant value . In the Trapezoidal rule, we approximate on with a line from to :
figures/trapezoidal-rule-line.svg
Notice that the area under the line is the area of a trapezoid, which is Approximating the area between the graph of and the -axis over each sub-interval with the areas of trapezoids results in the following picture:
figures/trapezoidal-rule.svg
Adding up all the areas of the trapezoids and simplifying we obtain the Trapezoidal rule The number obtained by the trapezoidal rule is the average of the right-end point and left-end point approximations.
Use the trapezoidal rule to approximate the definite integral Use subintervals.
The form of the trapezoidal rule takes the form First compute Now compute the grid points and : Then

Simpson's Rule

In Simpson's rule, we approximate over two subintervals with a parabola:
figures/simpsons-rule-parabola.svg
The area of the parabola (red curve) that passes through the points , , and is where is the step-size between . If we repeat this procedure we obtain the following picture in the case that :
figures/simpsons-rule.svg
Because we need two sub-intervals for each parabola, we always need to be even for Simpson's rule. Adding up all the areas under the parabolas and simplifying we obtain Simpson's rule:
Use Simpson's rule to approximate the definite integral Use subintervals.
With , Simpson's rule takes the form In this case The grid points and the values of at these points are: Therefore,

Improper Integrals

The first type of improper integrals that we consider are one with an infinite interval of integration. For example, consider Interpreting an integral as the area between the graph of the integrand and the -axis, then the above integral represents the area, possibly infinite, shown below:
figures/improper-integral.svg
If the value of the integral is finite then we say that the improper integral converges otherwise we say that it diverges.
Evaluate .
We first consider Then Therefore, since the value of the integral is finite we say that the improper integral converges.
Evaluate .
We first consider Therefore, Therefore, the improper integral converges to .
Evaluate .
We compute Hence, the improper integral diverges.
Evaluate .
We need to break up the interval of integration first (choose as the break-up point, any can be chosen): We do each one separately and if even one diverges then the whole integral diverges. We first compute the anti-derivative using the substitution , : Then Now do the other integral: Thus, one half of the improper integral diverges and thus the entire improper integral diverges.
Evaluate .
It converges to .
We now consider improper integrals whose integrand has a singularity (division by zero) in the interval of integration. For example, consider Notice that the integrand has a singularity at which is indeed inside the interval of integration. At the function has a vertical asymptote. In this case, we evaluate the integral and then compute the one-sided limit We then say that the improper integral converges and it converges to
Evaluate .
The integrand has a vertical asymptote at . We first compute and then we compute the one-sided limit: Thus the improper integral diverges.
Evaluate .
In this case, the integrand has a singularity at the point which is not a boundary point of the interval . We therefore need to break-up the integral as follows: and then we do each one separately. We compute Thus, one-half of the improper integral diverges and thus the entire improper integral diverges.