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Mte 101 Chapter 5 Oct 2020

The document discusses integration and anti-differentiation. It defines the indefinite integral, and provides rules and examples for finding anti-derivatives of various functions including polynomials, trigonometric, exponential and logarithmic functions. It also discusses the properties of indefinite integrals and techniques such as u-substitution.
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0% found this document useful (0 votes)
48 views20 pages

Mte 101 Chapter 5 Oct 2020

The document discusses integration and anti-differentiation. It defines the indefinite integral, and provides rules and examples for finding anti-derivatives of various functions including polynomials, trigonometric, exponential and logarithmic functions. It also discusses the properties of indefinite integrals and techniques such as u-substitution.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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University of Zimbabwe

MTE 101 ENGINEERING MATHEMATICS 1


Chapter 5
Department:
Author:
Mathematics And
T.V. Mupedza
Computational Sciences

October 21, 2020


Integration

0.1 Anti-derivatives

In this chapter we shall see that an equally important problem is :

Given a f unction f, f ind a f unction whose derivative is the same as f.

That is, for a given function f , we wish to find another function F for which F 0 (x) = f (x) for all
x on some interval.

Definition 0.1.1. A function F is said to be an anti-derivative of a function f if F 0 (x) = f (x)


on some interval.

Example: An anti-derivative of f (x) = 2x is F (x) = x2 since F 0 (x) = 2x.

There is always more than one anti-derivative of a function. For instance, in the foregoing example,
F1 (x) = x2 −1 and F2 (x) = x2 +10 are also anti-derivatives of f (x) = 2x since F10 (x) = F20 (x) = f (x).
Indeed, if F is an anti-derivative of a function f , then so is G(x) = F (x) + C, for any constant C.
This is a consequence of the fact that
d
G0 (x) = (F (x) + C) = F 0 (x) + 0 = F 0 (x) = f (x).
dx
Thus, F (x) + C stands for a set of functions of which each member has a derivative equal to f (x).

Theorem 0.1.1. If G0 (x) = F 0 (x) for all x in some interval [a, b], then

G(x) = F (x) + C

for all x in the interval.

Examples: (a) The anti-derivative of f (x) = 2x is G(x) = x2 + C.


(b) The anti-derivative of f (x) = 2x + 5 is G(x) = x2 + 5x + C since G0 (x) = 2x + 5.

1
0.2 Indefinite Integral

For convenience let’s introduce a notation for an anti-derivative of a function. If F 0 (x) = f (x), we
shall represent the most general anti-derivative of f by
Z
f (x)dx = F (x) + C.
Z Z
The symbol is called an integral sign, and the notation f (x) is called the indefinite integral
of f (x) with respect to x. The function f (x) is called the integrand. The process of finding an
anti-derivative is called anti-differentiation or integration. The number C is called Z a constant
d
of integration. Just as () denotes differentiation with respect to x, the symbol ()dx denotes
dx
integration with respect to x.

0.3 The Indefinite Integral of a Power

When differentiating the power xn , we multiply by the exponent n and decrease the exponent by
1. To find an anti-derivative of xn , the reverse of the differentiation rule would be : Increase the
exponent by 1 and divide by the new exponent n + 1.

If n is a rational number, then for n 6= −1

xn+1
Z
xn dx = + C.
n+1

Proof. Notice that


xn+1 x(n+1)−1
 
d
+C = (n + 1) + 0 = xn .
dx n+1 n+1

Z Z
6 1
Example: Evaluate (a) x dx (b) dx.
x5

Solution:
x7
Z
(a) x6 dx = + C.
7
x−4
Z
1 1
(b) By writing 5 as x , we have x−5 dx =
−5
+ C = − 4 + C.
x −4 4x


Z
Example: Evaluate x dx.

2

Z Z
1
Solution: We first write x dx = x 2 dx and therefore
Z 3
1 x2 2 3
x dx =
2
3 + C = x 2 + C.
2
3

The following property of indefinite integrals is an immediate consequence of the fact that the
derivative of a sum is the sum of derivatives.
Theorem 0.3.1. If F 0 (x) = f (x) and G0 (x) = g(x), then
Z Z Z
[f (x) ± g(x)]dx = f (x)dx ± g(x)dx = F (x) ± G(x) + C.

Z
1
Example: Evaluate (x− 2 + x4 )dx.

Solution: We can write


1
x5 x5
Z Z Z
− 21 4 − 12 4 x2 1
(x + x )dx = x dx + x dx = 1 + + C = 2x +
2 + C.
2
5 5
Theorem 0.3.2. If F 0 (x) = f (x), then
Z Z
kf (x)dx = k f (x)dx

for any constant k.

The anti-derivative, or indefinite integral, of any finite sum can be obtained by integrating each
term.
Z  
− 31 5
Example: Evaluate 4x − 2x + 2 dx.
x

Solution: It follows that


Z   Z Z Z
− 13 5 − 13
4x − 2x + 2 dx = 4 xdx − 2 x dx + 5 x−2 dx
x
2
x2 x3 x−1
= 4· −2· 2 +5· +C
2 3
−1
2
= 2x2 − 3x 3 − 5x−1 + C.

0.4 Some Anti-Differentiation Formulas


Z Z
1. cf (x)dx = c f (x)dx.

3
Z Z Z
2. [f (x) ± g(x)] = f (x)dx ± g(x)dx.
Z
1
3. xn dx = xn+1 + C for n 6= −1.
n+1
Z
4. adx = ax + C.
Z
5. cos xdx = sin x + C.
Z
6. sin xdx = − cos x + C.
Z
7. sec2 xdx = tan x + C.
Z
8. ex dx = ex + C.
Z
1
9. dx = ln |x| + C.
x
Z
1
10. √ dx = sin−1 x + C.
1−x 2

Z
1
11. dx = tan−1 x + C.
1 + x2

Z 
5 √
3

Example: Evaluate 2
− 2 x dx.
x

Solution: We may write


Z 
5 √
3
 Z
1
Z
2
2
− 2 x dx = 5 dx − 2 x 3 dx
x x
1 5
= 5 ln |x| − 2 5 x 3 + C
3
6 5
= 5 ln |x| − x 3 + C.
5

4
0.5 u−Substitution

The Indefinite Integral of a Power of a Function

Theorem 0.5.1. If F is an anti-derivative of f , then


Z
f (g(x))g 0 (x)dx = F (g(x)) + C.

Z
x
Example: Evaluate dx.
(4x2 + 3)6

Solution: Let us rewrite the integral as


Z
(4x2 + 3)−6 xdx

and make the identifications


u = 4x2 + 3 and du = 8xdx.

−6
u
Z Z du
1 z 2 }| −6{ z }| {
(4x2 + 3)−6 xdx = (4x + 3) 8xdx
8
Z
1
= u−6 du
8
1 u−5
= · +C
8 −5
1
= − (4x2 + 3)−5 + C.
40

Z
Example: Evaluate x(x2 + 2)3 dx.

Solution: If u = x2 + 2 then du = 2xdx. Thus,


3u
Z Z du
1 z 2 }| {3 z }| {
x(x2 + 2)3 dx = (x + 2) 2xdx
2
Z
1
= u3 du
2
1 u4
= · +C
2 4
1 2
= (x + 2)4 + C.
8

5
p
You Try It: Evaluate 3
(7 − 2x3 )4 x2 dx.
Z
Example: Evaluate sin 10x dx.

Solution: If u = 10x, we then need du = 10dx. Accordingly, we write


Z Z
1
sin 10x dx = sin 10x(10dx)
10
Z
1
= sin u du
10
1
= (− cos u) + C
10
1
= − cos 10x + C.
10

Z
You Try It: Evaluate sec2 (1 − 4x) dx.

0.6 Area Under a Graph

As the derivative is motivated by the geometric problem of constructing a tangent to a curve, the
historical problem leading to the definition of a definite integral is the problem of finding area.
Specifically, we are interested in finding the area A of a region bounded between the x−axis, the
graph of a non-negative function y = f (x) defined on some interval [a, b] and

(i) the vertical lines x = a and x = b.

(ii) the x−intercepts of the graph.

6
0.6.1 The Definite Integral

The geometric problems that motivated the development of the integral calculus (determination
of lengths, areas, and volumes) arose in the ancient civilizations of Northern Africa. Where so-
lutions were found, they related to concrete problems such as the measurement of a quantity of
grain. Greek philosophers took a more abstract approach. In fact, Eudoxus (around 400 B.C.)
and Archimedes (250 B.C.) formulated ideas of integration as we know it today. Integral calculus
developed independently, and without an obvious connection to differential calculus. The calculus
became a “whole” in the last part of the seventeenth century when Isaac Barrow, Isaac Newton,
and Gottfried Wilhelm Leibniz (with help from others) discovered that the integral of a function
could be found by asking what was differentiated to obtain that function.
Definition 0.6.1. Let f be a function defined on a closed interval [a, b]. Then the definite integral
Z b
of f from a to b, denoted by f (x) dx, is defined to be
a
Z b n
X
f (x) dx = lim f (xi )∆x.
a n→∞
i=1

The numbers a and b are called the lower and upper limits of integration, respectively. If the
limit exists, the function f is said to be integrable on the interval.

0.6.2 Properties of the Definite Integral

The following two definitions prove to be useful when working with definite integrals.
Theorem 0.6.1. If f (a) exists, then
Z a
f (x)dx = 0.
a

Theorem 0.6.2. If f is integrable on [a, b], then


Z a Z b
f (x)dx = − f (x)dx.
b a

Example: By definition Z 1
(x3 + 3x)dx = 0.
1

Theorem 0.6.3. Let f and g be integrable functions on [a, b]. Then,

Z b Z b
(i) kf (x) dx = k f (x) dx where k is any constant.
a a

7
Z b Z b Z b
(ii) [f (x) ± g(x)] dx = f (x) dx ± g(x) dx.
a a a
Z b Z c Z b
(iii) f (x) dx = f (x) dx + f (x) dx, where c is any number in [a, b].
a a c

The independent variable x in a definite integral is called a dummy variable of integration. The
value of the integral does not depend on the symbol used. In other words,
Z b Z b Z b Z b
f (x) dx = f (r) dr = f (s) ds = f (t) dt
a a a a

and so on.
Theorem 0.6.4. For any constant k,
Z b Z b
k dx = k dx = k(b − a).
a a

Theorem 0.6.5. Let f be integrable on [a, b] and f (x) ≥ 0 for all x in [a, b], then
Z b
f (x) dx ≥ 0.
a

0.7 The Fundamental Theorem of Calculus

In this theorem we shall see that the concept of an anti-derivative of a continuous function provides
the bridge between the differential calculus and the integral calculus.
Theorem 0.7.1. Let f be continuous on [a, b] and let F be any function for which F 0 (x) = f (x).
Then Z b
f (x) dx = F (b) − F (a).
a

The difference is usually written b



F (x) ,
a
that is, b b
Z b
Z

f (x) dx = f (x) dx
= F (x) .
| a {z } | {z }a a

definite integral indefinite integral

Z 3
Example: Evaluate x dx.
1

8
x2
Solution: An anti-derivative of f (x) = x is F (x) = . Consequently,
2
3
3
x2
Z
9 1
x dx = = − = 4.
1 2 1 2 2

0.8 Techniques of Integration

0.8.1 Integration by Parts

Useful
Z for integrands
Z involving products of algebraic and exponential or logarithmic functions, such
as x2 ex dx and x ln x dx. This is the inverse operation of differentiating a product. If u and v
are functions of x, then
d dv du
(uv) = u + v .
dx dx dx
du dv
Integrate both sides, if and are continuous, then
dx dx
Z Z
dv du
uv = u dx + v dx
dx dx
Z Z
dv du
u dx = uv − v dx
dx dx
Z Z
u dv = uv − v du.

Z
Example: Evaluate xex dx.

Z Z
Solution: Let u = x, du = dx and dv = e dx ⇒ v = x
dv = ex dx = ex . Then,
Z
xex dx = xex − ex + C.

Z
Example: Evaluate x2 ln x dx.

Solution: x2 is more easily integrated than ln x. So choose dv = x2 dx. Then,

x3
Z Z
2 2
dv = x dx ⇒ v = dv = x dx = .
3

9
1
and u = ln x ⇒ du = dx. Therefore,
x
x3
Z Z  3 
2 x 1
x ln x dx = ln x − dx
3 3 x
x3
Z
1
= ln x − x2 dx
3 3
x3 x3
= ln x − + C.
3 9

Z
Example: Evaluate ln x dx.

Z Z
1
Solution: Choose dv = dx ⇒ v = dv = dx = x and u = ln x ⇒ du = dx, therefore
x
Z Z
1
ln x dx = x ln x − x· dx
x
Z
= x ln x − dx
= x ln x − x + C.

Z
You Try It: Evaluate x tan−1 x dx.

0.9 Using Integration by Parts Repeatedly


Z
Example: Evaluate x2 ex dx.

Solution: Notice that the derivative of x2 becomes simpler, whereas the derivative of ex does not.
So you should let u = x2 and dv = ex dx. So
Z Z
dv = e dx ⇒ v = dv = ex dx = ex
x

u = x2 ⇒ du = 2x dx.
Integrating by parts one time we get,
Z Z
x e dx = x e − 2xex dx.
2 x 2 x

Apply integration by parts a second time, where


Z Z
x
dv = e dx ⇒ v = dv = ex dx = ex
u = 2x ⇒ du = 2 dx.

10
Then,
Z Z
2 x 2 x
x e dx = x e − 2xex dx
 Z 
2 x x x
= x e − 2xe − 2e dx

= x2 ex − 2xex + 2ex + C
= ex (x2 − 2x + 2) + C.

0.10 Evaluating a Definite Integral

Z e
Example: Evaluate ln x dx.
1

Solution:
Z e
e

ln x dx = (x ln x − x)
1 1
= (e ln e − e) − (1 · ln 1 − 1)
= (e − e) − (0 − 1)
= 1.

0.11 Reduction Formulas

These are formulas in which a given integral is expressed in terms of similar integrals of simpler
form.

Example: Let n be a positive integer. Use integration by parts to derive the reduction formula
Z Z
x e dx = x e − n xn−1 ex dx + C.
n x n x

Z Z
n x
Solution: Let u = x , dv = e dx. Then du = nx n−1
,v= dv = ex dx = ex . So
Z Z
n x n x
x e dx = x e − ex (nxn−1 ) dx
Z
= x e − n xn−1 ex dx + C.
n x

11
Z
To illustrate the use of the reduction formula we calculate xn ex dx for n = 1, 2.
Z Z
x x
n=1 : ex dx = xex − ex + C.
xe dx = xe −
Z Z
n=2 : x e dx = x e − 2 xex dx = x2 ex − 2xex + 2ex + C.
2 x 2 x

Z
Example: Evaluate sinn x dx.

Z Z
n
Solution: Rewrite as sin x dx = sinn−1 x sin x dx.
ThenZ u = sinZn−1 x ⇒ du = (n − 1) sinn−2 x cos x dx and dv = sin x ⇒
v = dv = sin x dx = − cos x. Then ,
Z Z
n n−1
sin x dx = − sin x cos x + (n − 1) sinn−2 x cos x cos x dx
Z
n−1
= − sin x cos x + (n − 1) sinn−2 x cos2 x dx
Z
n−1
= − sin x cos x + (n − 1) sinn−2 x(1 − sin2 x) dx
Z 
n−1 n−2 n
= − sin x cos x + (n − 1) sin x dx − sin x dx
Z Z Z
n n n−1
sin x dx + (n − 1) sin x dx = − sin x cos x + (n − 1) sinn−2 x dx
Z Z
n n−1
n sin x dx = − sin x cos x + (n − 1) sinn−2 x dx

sinn−1 x cos x n − 1
Z Z
n
sin x dx = − + sinn−2 x dx.
n n

0.12 Partial Fractions

This technique involves the decomposition of a rational function into the sum of two or more
simpler rational functions. We will consider rational functions (quotients of polynomials) in which
the numerator has a lower degree than the denominator. If this condition is not meet, we first
carry out long division process, dividing the denominator into the numerator, until we reduce the
problem to an equivalent one involving a fraction in which the numerator has a lower degree than
the denominator.

12
x+7 2 1
Example: = − , then
x2 − x − 6 x−3 x+2
Z Z  
x+7 2 1
dx = − dx
x2 − x − 6 x−3 x+2
Z Z
1 1
= 2 dx − dx
x−3 x+2
= 2 ln |x − 3| − ln |x + 2| + C.

Z
2x + 1
You Try It: Evaluate dx.
(x − 1)(x + 3)

0.12.1 Integrating with Repeated Factors

5x2 + 20x + 6
Z
Example: Find dx.
x3 + 2x2 + x

Solution: Factorise the denominator as x(x + 1)2 . Then write the partial decomposition as
5x2 + 20x + 6 A B C
2
= + + .
x(x + 1) x x + 1 (x + 1)2
Substituting we get, A = 6, B = −1, C = 9, then
5x2 + 20x + 6
Z Z Z Z
6 1 9
dx = dx − dx + dx
x3 + 2x2 + x x x+1 (x + 1)2
9(x + 1)−1
= 6 ln |x| − ln |x + 1| + +C
6 −1
x
= ln − 9 + C.
x + 1 x + 1

6x − 1
Z
You Try It: Evaluate dx.
x3 (2x− 1)

0.12.2 Integrating an Improper Rational Function

x5 + x − 1
Z
Example: Find dx.
x4 − x3

Solution: This rational is improper, its numerator has a degree greater than that of its denomi-
nator. Carrying out long division, we have
x5 + x − 1 x3 + x − 1
= x + 1 + .
x4 − x3 x4 − x3

13
Now, applying partial fraction decomposition produces
x3 + x − 1 A B C D
3
= + 2+ 3+ .
x (x − 1) x x x x−1
We see that A = 0, B = 0, C = 1 and D = 1. So now we can integrate,
Z 5
x3 + x − 1
Z  
x +x−1
dx = x+1+ dx
x4 − x3 x4 − x3
Z  
1 1
= x+1+ 3 + dx
x x−1
x2 1
= + x − 2 + ln |x − 1| + C.
2 2x

x3 − 2x
Z
You Try It: Evaluate dx.
x2 + 3x + 2

0.12.3 Quadratic Factors

Z
dx
Example: Find .
x2 − 4x + 5

Solution: Here we cannot find real factors, but we can complete the square,
x2 − 4x + 5 = (x − 2)2 + 1,
therefore Z Z
dx dx
2
= = tan−1 (x − 2) + C.
x − 4x + 5 (x − 2)2 + 1

Z
(x + 3)dx
Example: Find .
x2 − 4x + 5

x+3 x+3
Solution: Completing the square, = . Now since x + 3 = x − 2 + 5, we
x2 − 4x + 5 (x − 2)2 + 1
have
(x − 2 + 5) dx
Z Z
(x + 3)dx
=
x2 − 4x + 5 (x − 2)2 + 1
(x − 2) dx
Z Z
5 dx
= +
(x − 2)2 + 1 (x − 2)2 + 1
1
= ln((x − 2)2 + 1) + 5 tan−1 (x − 2) + C.
2

Z
(x + 1) dx
Example: Find .
x(x2 + 1)

14
Solution: Decompose into partial fractions,
x+1 A B + Cx
2
= + 2 .
x(x + 1) x x +1

Then A = 1, B = 1, C = −1, and our integral is


Z Z Z Z
(x + 1) dx 1 dx x dx
= dx + −
x(x2 + 1) x x2 + 1 x2 + 1
1
= ln |x| + tan−1 x − ln(x2 + 1) + C.
2

Z
4x
You Try It: Evaluate dx.
(x2 + 1)(x2 + 2x + 3)

0.13 Integration of Rational Functions of Sine and Cosine

Integrals of rational expressions that involve sin x and cos x can be reduced to integrals of quotients
of polynomials by means of the substitution
x
t = tan .
2
1 − t2 2t dx 2
It then follows that cos x = , sin x = and = .
1 + t2 1 + t2 dt 1 + t2
Z
dx
Example: Evaluate .
2 + 2 sin x + cos x

Solution: We see that Z Z


dx 2 dt
= .
2 + 2 sin x + cos x t2 + 4t + 3
Since t2 + 4t + 3 = (t + 1)(t + 3), we use partial fractions,
Z Z  
dx 1 1
= − dt
2 + 2 sin x + cos x t+1 t+3
= ln |t + 1| − ln |t + 3| + C

t + 1
= ln +C
t + 3
1 + tan x2

= ln + C.
3 + tan x2

Z
dx
Example: Evaluate .
5 + 3 cos x

15
Solution: The integral becomes

Z Z 2dt
dx 1+ t2 
=
5 + 3 cos x 1 − t2
5+3
1 + t2
Z 2dt Z
1 + t2 2dt
= 2 2 =
5(1 + t ) + 3(1 − t ) 8 + 2t2
Z 1 + t2  
dt 1 −1 t
= 2
= tan +C
t +4 2 2
 
1 −1 1 x
= tan tan + C.
2 2 2

Z
dx
You Try It: Evaluate .
5 + 4 cos x

0.14 Integration of Powers of Trigonometric Functions

With the aid of trigonometric identities, it is possible to evaluate integrals of the type
Z
sinm x cosn x dx.

We distinguish two cases.

Case 1: m or n is an odd positive integer. Let us first assume that m is an odd positive
integer. By writing
sinm x = sinm−1 x sin x,
where m − 1 is even, and using sin2 x = 1 − cos2 x, the integrand can be expressed as a sum of
powers of cos x times sin x.
Z
Example: Evaluate sin3 x dx.

16
Solution:
Z Z
3
sin x dx = sin2 x sin x dx
Z
= (1 − cos2 x) sin x dx
Z Z
= sin x dx + cos2 x(− sin x) dx
1
= − cos x + cos3 x + C.
3

Z
Example: Evaluate sin5 x cos2 x dx.

Solution:
Z Z
5 2
sin x cos x dx = cos2 x sin4 x sin x dx
Z
= cos2 x(sin2 x)2 sin x dx
Z
= cos2 x(1 − cos2 x)2 sin x dx
Z
= cos2 x(1 − 2 cos2 x + cos4 x) sin x dx
Z Z Z
= − cos x(− sin x) dx + 2 cos x(− sin x) dx − cos6 x(− sin x) dx
2 4

1 2 1
= − cos3 x + cos5 x − cos7 x + C.
3 5 7
If n is an odd positive integer, the procedure for evaluation is the same except that we seek an
integrand that is the sum of powers of sin x times cos x.
Z
Example: Evaluate sin4 x cos3 x dx.

Solution:
Z Z
4 3
sin x cos x dx = sin4 x cos2 x cos x dx
Z
= sin4 x(1 − sin2 x) cos x dx
Z
= sin4 x(cos x) dx − sin6 x(cos x) dx
1 5 1
= sin x − sin7 x + C.
5 7
Z
You Try It: Evaluate sin2 x cos3 x dx.

17
Case II: m and n are both even non-negative integers. When both m and n are even
non-negative integers, the evaluation of the integral relies heavily on the identities,
1 1 − cos 2x 1 + cos 2x
sin x cos x = sin 2x, sin2 x = , cos2 x = .
2 2 2

Z
Example: Evaluate cos4 x dx.

Solution:
Z Z
4
cos x dx = (cos2 x)2 dx
Z  2
1 + cos 2x
= dx
2
Z
1
= (1 + 2 cos 2x + cos2 2x) dx
4
Z  
1 1 + cos 4x
= 1 + 2 cos 2x + dx
4 2
Z  
1 3 1
= + 2 cos 2x + cos 4x dx
4 2 2
3 1 1
= x + sin 2x + sin 4x + C.
8 4 32
Z
You Try It: Evaluate sin2 x cos2 x dx.

Instead of sin8 x cos6 x, suppose you have sin 8x cos 6x.


Z 2π
Example: Find sin 8x cos 6x dx.
0

Z 2π
More generally, find sin px cos qx dx. Use the identity
0

1 1
sin px cos qx = sin(p + q)x + sin(p − q)x.
2 2
1 1
Thus sin 8x cos 6x = sin 14x + sin 2x. Separated like this, sine are easy to integrate,
2 2
Z 2π   2π
1 cos 14x cos 2x
sin 8x cos 6x dx = − − = 0.
0 2 14 4 0

With two sines or two cosines, the addition formula, derive these formulas,
1 1
sin px cos qx = − cos(p + q)x + cos(p − q)x.
2 2
1 1
cos px cos qx = cos(p + q)x + cos(p − q)x.
2 2
18
Z
You Try It: Evaluate sin 2x sin 4x dx.

ALL THE BEST FOR YOU IN THIS CHAPTER !!!

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