Recall that integration is the inverse operation of differentiation. Computing the integral is concerned with finding a function such that or . We say that is an anti-derivative of . Basic integrals are:
(power rule, provided )
(, )
Method of Substitution
The Method of Substitution for computing integrals is rooted in the Chain Rule which is
Hence, if we are presented with an integral and the integrand takes the form
then we set , compute , solve for and make the substitution
Evaluate the integral .
The integral can be written as
In this case, we notice that if we put then . Therefore, and then by substitution
Evaluate the integral .
In this case put and then and thus . Now because we are changing variables from to and we are given a definite integral, we must change the limits of integration. When then and when then . Therefore,
Evaluate the integral .
Evaluate the integral .
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:
(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
Now make the substitutions:
and evaluate
Evaluate .
Let and then , and from the relationship the triangle is:
Now make the substitutions
and evaluate:
Using the triangle we have
and . Therefore,
Evaluate .
Let , then , and
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
Then
Evaluate .
Let
and the triangle is
Then
Evaluate .
Let and then , and the triangle is
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
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
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,
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 :
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:
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:
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 :
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:
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.