Chapter 5B: INTEGRATION

AM
PH
Duong T. PHAM

T.
g.CALCULUS I
on
Du

Duong T. PHAM September 19, 2023 1 / 76

Outline

1 Area problems

AM
2 The fundamental theorems of calculus

PH
3 Indefinite integrals and the net change theorem

4 The substitution rule

T.
5 Integration by parts g.
on
6 Additional techniques of integration
Du

7 Approximate integration

8 Improper integrals

Duong T. PHAM September 19, 2023 2 / 76

Area problems

AM
y = f (x)
∆x

PH
T.
S1 S2 S3 S?
Si Sn

a x1
g.x2 x3 · · · xi−1 xi xi+1 · · · xn−1 b x
on
x1∗ x2∗ x3∗ xi∗ xn∗
Du

Rn = f (x1∗ ) ∆x + f (x2∗ ) ∆x + · · · + f (xi∗ ) ∆x + · · · + f (xn∗ ) ∆x

S = lim Rn
n→∞

Duong T. PHAM September 19, 2023 3 / 76

Definite integrals
Definition.
Let f : [a, b] → R. Divide [a, b] by x0 , x1 , . . . , xn into n equal subintervals
of width

AM
b−a
∆x =
n

PH
(a = x0 < x1 < . . . < xn−1 < xn = b).
Let x1∗ , x2∗ , . . . , xn∗ be any sample points ( xi∗ ∈ [xi−1 , xi ] )

T.
The definite integral of f from a to b is
Z b
g. n
on
X
f (x) dx = lim f (xi∗ ) ∆x
n→∞
Du

a i=1

if this limit exists. In this case, we say f is integrable on [a, b]

Xn
The sum f (xi∗ ) ∆x is called Riemann sum.
i=1

Duong T. PHAM September 19, 2023 4 / 76

Integrable functions

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

AM
If f is continuous on [a, b], except at a finite number of points and f
is bounded, then f is integrable on [a, b]

PH
T.
Theorem.
If f is integrable on [a, b], then
g.
on
b n
Du

Z X
f (x) dx = lim f (xi ) ∆x,
a n→∞
i=1

b−a
where ∆x = n and xi = a + i∆x

Duong T. PHAM September 19, 2023 5 / 76

Definite Integrals
Ex: Evaluate the Riemann sum for f (x) = x 3 − 6x taking the sample
points to be the right endpoints with a = 0, b = 3 and n = 6
R3
Evaluate 0 (x 3 − 6x) dx

AM
Ans:

PH
b−a 3−0 1
(a) For n = 6, the interval width is ∆x = = = = 0.5, and
n 6 2
the right endpoints are

T.
x1 = 0.5, x2 = 1, x3 = 1.5, x4 = 2, x5 = 2.5, x6 = 3.
g.
on
The Riemann sum is
Du

6
X  
R6 = f (xi ) ∆x = ∆x f (0.5) + f (1) + f (1.5) + f (2) + f (2.5) + f (3)
i=1
1
= (−2.875 − 5 − 5.625 − 4 + 0.625 + 9 ) = −3.9375
2

Duong T. PHAM September 19, 2023 6 / 76

 R3
Ex: Evaluate 0 (x 3 − 6x) dx
3 2×3 (n−1)×3
Ans: n n n
0 x1 x2 xn−1
3

With n subintervals, ∆x = n3 , and

AM
3 3 3
x0 = 0, x1 = , x2 = 2 , . . . , xi = i , . . . , xn = 3.
n n n

PH
Z 3 n n  
3
X X 3i 3
(x − 6x) dx = lim f (xi ) ∆x = lim f
0 n→∞ n→∞ n n
i=1 i=1

T.
n n
" #
3i 3 3 X 27i 3 18i
     
3X 3i
= lim −6 g. = lim −
n→∞ n n n n→∞ n n3 n
i=1 i=1
on
n n
" # " #
81 n(n + 2) 2 54 n(n + 1)
 
81 X 3 54 X
Du

= lim i − 2 i = lim − 2
n→∞ n4 n n→∞ n4 2 n 2
i=1 i=1
"  #
2 2
  
81 1 81 27
= lim 1+ − 27 1 + = − 27 = −
n→∞ 4 n n 4 4

Duong T. PHAM September 19, 2023 7 / 76

Properties of Integrals
Properties of Integrals:
Z b Z a
1 f (x) dx = − f (x) dx
Za a b

AM
2 f (x) dx = 0
a

PH
Z b
3 c dx = c(b − a)

T.
a
Z b Z b Z b
4 [f (x) + g (x)] dx =g. f (x) dx + g (x) dx
a a a
on
Z b Z b
5 cf (x) dx = c f (x) dx
Du

a a
Z b Z b Z b
6 [f (x) − g (x)] dx = f (x) dx − g (x) dx
a a a
Z c Z b Z b
7 f (x) dx + f (x) dx = f (x) dx
a c a
Duong T. PHAM September 19, 2023 8 / 76
Comparison Properties

Comparison properties:

AM
Z b
1 If f (x) ≥ 0 for a ≤ x ≤ b, then f (x) dx ≥ 0,

PH
a
Z b Z b
2 If f (x) ≥ g (x) for a ≤ x ≤ b, then f (x) dx ≥ g (x) dx,

T.
a a
3 If m ≤ f (x) ≤ M for a ≤ x ≤ b, then
g.
on
Z b
m(b − a) ≤ f (x) dx ≤ M(b − a).
Du

Duong T. PHAM September 19, 2023 9 / 76

Exercises

AM
PH
5.2:

T.
1–4, 9–12 21–22, 27–28, 35–40, 52–54
g.
on
Du

Duong T. PHAM September 19, 2023 10 / 76

The fundamental theorems of calculus, part I
Theorem.
If f is continuous on [a, b], then the function g defined by

AM
Z x
g (x) = f (t) dt, a ≤ x ≤ b
a

PH
is continuous on [a, b] and differentiable on (a, b) and g 0 (x) = f (x).

T.
Proof: Let x and x + h in (a, b) ( Suppose h > 0) . Then

g (x + h) − g (x) =
g.
Z x+h
f (t) dt −
Z x
f (t) dt =
Z x+h
f (t) dt.
on
a a x
Du

x+h
g (x + h) − g (x)
Z
1
So, = f (t) dt. Since f is continuous on
h h x
[x, x + h], by the extreme value theorem, there are u, v ∈ [x, x + h] such
that
f (u) = min{f (t) : t ∈ [x, x + h]} and f (v ) = max{f (t) : t ∈ [x, x + h]}
Duong T. PHAM September 19, 2023 11 / 76
(continuing) We have f (u) ≤ f (t) ≤ f (v ) for x ≤ t ≤ x + h. Hence,
Z x+h Z x+h Z x+h
f (u)dt ≤ f (t) dt ≤ f (v )dt
x x x
Z x+h
1 x+h
Z
f (u)h ≤ f (t) dt ≤ f (v )h ⇒ f (u) ≤ f (t) dt ≤ f (v )

AM
x h x
g (x + h) − g (x)

PH
⇒ f (u) ≤ ≤ f (v ) (?)
h

T.
When h → 0, since u, v ∈ [x, x + h], we have u → x, v → x. Note that f
is continuous on [a, b], thus f (u) → f (x) and f (v ) → f (x). This together
with (?) yields
g.
on
g (x + h) − g (x)
lim = f (x).
Du

h→0 h
This means that g (x) is differentiable (and then continuous) at x ∈ (a, b)
and g 0 (x) = f (x).
The cases x = a and x = b can be proved in the same manner, using
one-sided limits.
Duong T. PHAM September 19, 2023 12 / 76
The fundamental theorems of calculus
Z x p
Ex: Find the derivative of g (x) = 1 + t 2 dt
0
√
Ans: Since f (t) = 1 + t 2 is continuous, Part 1 of the Fundamental

AM
theorem of calculus gives
p
g 0 (x) = f (x) = 1 + x 2 .

PH
Z x2
d

T.
Ex: Find sin t dt
dx 1
g.
Ans: Denote u(x) = x 2 . Using the chain rule,
on
Z u(x) Z u 
d d du
Du

sin t dt = sin t dt
dx 1 du 1 dx
d
= sin u (x 2 ) = sin(x 2 ) 2x
dx
= 2x sin x 2

Duong T. PHAM September 19, 2023 13 / 76

The fundamental theorems of calculus, part II

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

AM
Z b
f (x) dx = F (b) − F (a)

PH
a

where F is any antiderivative of f .

T.
Z x
Proof: Denote g (x) = f (t) dt. By part 1, g 0 (x) = f (x). It means
a
g.
that g is another antiderivative of f . Thus g (x) = F (x) + C for some
on
constant C . Then
Du

F (b) − F (a) = [g (b) − C ] − [g (a) − C ] = g (b) − g (a)

Z b Z a Z b
= f (t) dt − f (t) dt = f (t) dt
a a a

Duong T. PHAM September 19, 2023 14 / 76

The fundamental theorems of calculus

Z 3
Ex: Evaluate e x dx
1

AM
Ans: The function f (x) = e x is continuous everywhere and its
antiderivative is F (x) = e x . Thus

PH
Z 3

T.
e x dx = e 3 − e 1
1
g.
on
Remark: People usually the notation
Du

b
F (x) = F (b) − F (a)
a

Duong T. PHAM September 19, 2023 15 / 76

The fundamental theorems of calculus

Ex: Find the area under the parabola y = x 2 from 0 to 1

Ans:

AM
y

PH
T.
A

g. 0 1 x
on
Du

The area
1
x3
Z
1 1
A= x 2 dx = =
0 3 0 3

Duong T. PHAM September 19, 2023 16 / 76

The fundamental theorems of calculus

The fundamental theorems of calculus: Suppose f is continuous on

[a, b].
Z x

AM
1 If g (x) = f (t) dt, then g 0 (x) = f (x)
a

PH
Z b
2 If F 0 = f , then f (x) dx = F (b) − F (a).
a

T.
Remark: We note that the two above statements can be written as
follows:
g.
on
Z x
d
Du

f (t) dt = f (x)
dx a
Z b
F 0 (x) dx = F (b) − F (a).
a

Duong T. PHAM September 19, 2023 17 / 76

Exercises

AM
PH
5.3:

T.
2, 4, 7–18, 19–30, 41–42, 53–56
g.
on
Du

Duong T. PHAM September 19, 2023 18 / 76

Indefinite integrals

Z
f (x) dx = F (x) to indicate that F 0 = f .

AM
Notation: we denote

PH
x3 x3
Z  
d
Ex: We can write x 2 dx = +C as +C = x2

T.
3 dx 3
Z g.
sec2 x dx = ? tan x + C
on
Ex:
Du

d
because (tan x + C ) = sec2 x
dx

Duong T. PHAM September 19, 2023 19 / 76

Indefinite Integrals
Indefinite integral table:
ex
Z Z Z
(i) cf (x) dx = c f (x) dx (vii) ax dx = +c
ln a

AM
Z Z
(ii) [f (x) + g (x)] dx = (viii) sin x dx = − cos x + c

PH
Z Z Z
f (x) dx + g (x) dx (ix) cos x dx = sin x + c

T.
Z Z
(iii) k dx = kx + c g. (x) sec2 x dx = tan x + c
on
x n+1
Z Z
(iv) x n dx = + c (n 6= −1) (xi) csc2 x dx = − cot x + c
Du

n+1
Z Z
1 1
(v) dx = ln |x| + c (xii) dx = tan−1 x + c
x 1 + x2
Z
1
Z
(vi) e x dx = e x + c (xiii) √ dx = sin−1 x + c
1−x 2

Duong T. PHAM September 19, 2023 20 / 76

Indefinite Integrals
Z 3
Ex: Evaluate (x 3 − 6x) dx
1

Ans:

AM
3 3
x4
Z    
3 81 1
(x − 6x) dx = − 3x 2 = − 27 − − 3 = −6.75

PH
1 4 1 4 4
Z 9 2 √
2t + t 2 t − 1
Ex: Evaluate dt

T.
1 t2
Ans: g.
√
on
9 √
Z 9
2t 2 + t 2 t − 1
Z 
−2
dt = 2 + t − t dt
t2
Du

1 1
9
2
= 2t + t 3/2 + t −1
3 1
4
= 32
9
Duong T. PHAM September 19, 2023 21 / 76
The net change theorem

AM
Let y = F (x). Then F 0 represents the rate of change of y = F (x)
w.r.t. x.

PH
F (b) − F (a) is the change in y when x changes from a to b.

T.
The net change theorem: The integral of a rate of change is the net
change:
g.
on
Z b
F 0 (x) dx = F (b) − F (a)
Du

Duong T. PHAM September 19, 2023 22 / 76

Some applications

If V (t) is the volume of water in a reservoir at time t, then its

derivative V 0 (t) is the rate at which water flows into the reservoir at

AM
time t. So
t2
Z
V 0 (t) dt = V (t2 ) − V (t1 )

PH
t1

is the change in amount of water in the reservoir between t1 and t2 .

T.
If [C ](t) is the concentration of the product of a chemical reaction at
g.
time t, then the rate of reaction is the derivative d[C ]/dt. So
on
Z t2
d[C ]
Du

dt = [C ](t2 ) − [C ](t1 )
t1 dt

is the change in the concentration of [C ] from time t1 to time t2 .

Duong T. PHAM September 19, 2023 23 / 76

Some applications
If the mass of a rod measured from the left end to a point x is m(x),
then the linear density ρ(x) = m0 (x). So
Z b

AM
ρ(x) dx = m(b) − m(a)
a

PH
is the mass of the segment of the rod that lies between x = a and
x = b.

T.
If the rate of growth of a population is dn/dt, then
g.
Z t2
on
dn
dt = n(t2 ) − n(t1 )
t1 dt
Du

is the net change in population during the time period from t1 to t2 .

(The population increases when births happen and decreases when
deaths occur. The net change takes into account both births and
deaths.)
Duong T. PHAM September 19, 2023 24 / 76
Exercises

AM
PH
5.4: 1–10, 21–30, 48, 49–52

T.
g.
on
Du

Duong T. PHAM September 19, 2023 25 / 76

The substitution rule
The substitution rule: If u = g (x) is a differentiable function whose
range is an interval I and f is continuous on I , then
Z Z

AM
0
f (g (x)) g (x) dx = f (u)du

PH
Proof: Suppose that F is an antiderivative of f , i.e., F 0 = f . Then the
chain rule
d

T.
[F (g (x))] = F 0 (g (x)) g 0 (x).
dx
This implies
g.
on
Z
F 0 (g (x)) g 0 (x) dx = F (g (x)) + C .
Du

Using u = g (x), we obtain

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

Duong T. PHAM September 19, 2023 26 / 76

The substitution rule
Z
Ex: Find x 3 cos(x 4 + 2) dx

AM
Ans: We use a change of variables u = x 4 + 2. Then du = 4x 3 dx. Thus
du
x 3 dx = . Using the change of variables, we obtain

PH
4
Z Z
du
x 3 cos(x 4 + 2) dx = cos u

T.
4
Z
g. 1
= cos u du
on
4
1
Du

= sin u + C
4
1
= sin(x 4 + 2) + C .
4

Duong T. PHAM September 19, 2023 27 / 76

The substitution rule

√
Z
Ex: Find 2x + 1 dx

AM
Ans: We use a change of variables u = 2x + 1. Then du = 2 dx. Thus
dx = du
2 . Using the change of variables, we obtain

PH
√ √ du
Z Z
2x + 1 dx = u

T.
2
1 √
Z
g.=
2
u du
on
12 3
= u2 + C
Du

23
1 3
= (2x + 1) 2 + C .
3

Duong T. PHAM September 19, 2023 28 / 76

The substitution rule for definite integrals
The substitution rule for definite integrals: If g 0 is continuous on [a, b]
and f is continuous on the range of u = g (x), then
Z b Z g (b)

AM
0
f (g (x)) g (x) dx = f (u) du
a g (a)

PH
Proof: Let F be an antiderivative of f . Then
d

T.
F (g (x)) = F 0 (g (x)) g 0 (x) = f (g (x)) g 0 (x).
dx
g.
Fundamental Theorem for Calculus (part 2) gives
on
Z b
f (g (x)) g 0 (x) dx = F (g (b)) − F (g (a)).
Du

a
0
Since F = f , using Fund. Theo. for Cal. (II) again, we have
Z g (b)
g (b)
f (u) du = F (u)|g (a) = F (g (b)) − F (g (a)).
g (a)

Comparing the two above equalities yielding the conclusion.

Duong T. PHAM September 19, 2023 29 / 76
The substitution rule for definite integrals
Z 2
dx
Ex: Evaluate
1 (3 − 5x)2

AM
Ans: Denote u = 3 − 5x. Then du = −5 dx =⇒ dx = − du 5 .
The endpoints are u(1) = −2, u(2) = −7. Applying the substitution rule,

PH
we obtain
Z −7 du
1 −7 du
Z 2
−5

T.
Z
dx
2
= =−
1 (3 − 5x) −2 u2 5 −2 u 2
g.
1

1
 −7
1 1 −7
 
on
=− − =
5 u −2 5 u −2
Du

 
1 1 1
= − +
5 7 2
1
=
14

Duong T. PHAM September 19, 2023 30 / 76

Integrals of symmetric functions
Integrals of symmetric functions: Let f be a continuous funtion on
[−a, a].
Ra Ra
1 If f is even (f (−x) = f (x)), then
−a f (x) dx = 2 0 f (x) dx

AM
Ra
2 If f is odd (f (−x) = −f (x)), then
−a f (x) dx = 0.

PH
Proof:
Ra R0 Ra
1 (f is even). We have −a f (x) dx = −a f (x) dx + 0 f (x) dx.

T.
Denote u(x) = −x. Then du = −dx and u(−a) = a, u(0) = 0.
Noting that f (−u) = f (u) and using substitution rule, we obtain
g.
on
Z 0 Z 0 Z 0 Z 0
f (x) dx = f (−u)(−du) = − f (−u)du = − f (u)du
Du

−a
Za a Z a a a

= f (u)du = f (x)dx.
0 0
Ra Ra
Hence, −a f (x)dx =2 0 f (x)dx
Duong T. PHAM September 19, 2023 31 / 76
Exercises

AM
PH
5.5: 1–15, 51–60, 73–74, 77, 86.

T.
g.
on
Du

Duong T. PHAM September 19, 2023 32 / 76

Integration by parts
The product gives
d
[f (x)g (x)] = f 0 (x) g (x) + f (x)g 0 (x).
dx

AM
Then

PH
Z
[f 0 (x) g (x) + f (x)g 0 (x)] dx = f (x)g (x)

T.
Integration by parts:
Z g. Z
on
f (x)g (x) dx = f (x)g (x) − f 0 (x)g (x) dx
0
Du

Remark: Another form of the integration by parts is

Z Z
u dv = uv − v du

Duong T. PHAM September 19, 2023 33 / 76

Integration by parts
Z
Ex: Evaluate x sin x dx

AM
Ans: Let u(x) = x and v 0 (x) = sin x. Then u 0 (x) = 1 and v (x) = − cos x.

PH
Hence,
Z Z

T.
x sin x dx = u(x)v (x) − v (x)u 0 (x) dx
Z
g.
= x(− cos x) − (− cos x) dx
on
Z
Du

= −x cos x + cos x dx

= −x cos x + sin x + C .

Duong T. PHAM September 19, 2023 34 / 76

Integration by parts

Z
Ex: Evaluate ln x dx

AM
dx

PH
Ans: Denote u = ln x and dv = dx. Then du = and v = x.
x
Integration by parts gives

T.
Z Z
dx
ln x dx = x ln x − x
g. x
on
Z
= x ln x − dx
Du

= x ln x − x + C

Duong T. PHAM September 19, 2023 35 / 76

Integration by parts
Z
Ex: Evaluate t 2 e t dt

Ans: Denote u = t 2 and dv = e t dt. Then du = 2t dt and v = e t .

AM
Integration by parts gives

PH
Z Z Z
t 2 e t dt = t 2 e t − 2te t dt = t 2 e t − 2 te t dt.

T.
Denote u = t and dv = e t dt. Then du = dt and v = e t . Applying
integration by parts again yields g.
on
Z Z
te t dt = te t − e t dt = te t − e t + C .
Du

Hence,Z
t 2 e t dt = t 2 e t − 2(te t − e t + C ) = t 2 e t − 2te t + 2e t + C1

Duong T. PHAM September 19, 2023 36 / 76

Integration by parts
Integration by parts:
Z b b
Z b
u dv = uv − v du
a a a

AM
Z π/2
Ex: Evaluate e x sin x dx

PH
0
Ans: Denote u = e x and dv = sin x. Then du = e x dx and v = − cos x. We have

T.
Z π/2 π/2
Z π/2 Z π/2
x x x
e sin x dx = −e cos x − e (− cos x)dx = 1 + e x cos x dx
0 g. 0 0 0
Denote u = e and dv = cos x. Then du = e x dx and v = sin x. Thus
x
on
Z π/2 π/2
Z π/2 Z π/2
Du

x x x π/2
e cos x dx = e sin x − e sin x dx = e − e x sin x dx
0 0 0 0
R π/2 x π/2
R π/2 x
Hence, 0
e sin x dx = 1 + e − 0
e sin x dx. This implies
Z π/2
1 + e π/2
e x sin x dx =
0 2
Duong T. PHAM September 19, 2023 37 / 76
Exercises

AM
PH
7.1: 1–20, 33–38, 44–45,

T.
g.
on
Du

Duong T. PHAM September 19, 2023 38 / 76

 sinm x cos2k+1 x dx
R
Z
Ex: Evaluate sin2 x cos3 x dx

Ans: Noting that cos2 x = 1 − sin2 x,

AM
Z Z Z
sin2 x cos3 x dx = sin2 x cos2 x cos x dx = sin2 x (1 − sin2 x) cos x dx.

PH
Denote t = sin x. Then dt = cos xdx and

T.
t3 t5
Z Z Z
sin2 x cos3 x dx = t 2 (1 − t 2 ) dt = (t 2 − t 4 )dt = − +C
g. 3 5
sin3 x sin5 x
on
= − +C
3 5
Du

Z Z Z
m 2k+1 m 2k
sin x cos x dx= sin x cos x cos x dx = sinmx (1− sin2x)k cos x dx
Z
= t m (1 − t 2 )k dt (by substitution t = sin x)

Duong T. PHAM September 19, 2023 39 / 76

 sin2k+1 x cosm x dx
R
Z
Ex: Evaluate sin3 x cos2 x dx

Ans: Noting that sin2 x = 1 − cos2 x, we have

AM
Z Z Z
sin x cos x dx = sin x cos x sin x dx = (1 − cos2 x) cos2 x sin x dx.
3 2 2 2

PH
Denote t = cos x. Then dt = − sin x dx and thus
 3
t5
Z Z Z 
t

T.
3 2 2 2 2 4
sin x cos x dx = − (1−t )t dt = − (t −t )dt = − − +C
3 5

=−
 3
cos x
−
g.
5
cos x
+C

on
3 5
Du

Z Z Z
2k+1 m
sin x cos x dx = sin x cos x sinxdx = (1− cos2x)k cosmx sinxdx
2k m

Z
= − (1 − t 2 )k t m dt (denote t = cos x)

Duong T. PHAM September 19, 2023 40 / 76

 sin2m x cos2n x dx
R

Z
Ex: Evaluate sin2 x dx

AM
Ans: Applying the following identity
1 − cos 2x

PH
sin2 x =
2

T.
to obtain
Z Z  
2
sin x dx =
1 g.
(1 − cos 2x)dx =
1
x−
sin 2x
+C
on
2 2 2
Du

Z  m  n
1 − cos 2x
Z
2m 2n 1 + cos 2x
sin x cos x dx = dx
2 2

Duong T. PHAM September 19, 2023 41 / 76

R
tanm x sec2k x dx

Z
Ex: Evaluate tan3 x sec4 x dx

AM
Ans: Note that 1 + tan2 x = sec 2 x and d tan
dx
x
= sec2 x. We have

PH
Z Z Z
tan3 x sec4 x dx = tan3 x(1 + tan2 x) sec2 x dx = t 3 (1 + t 2 )dt

T.
t4 t6 tan4 x tan6 x
= + +C = + +C
4 6 4 6
g.
on
Z Z Z
m 2k m 2k−2 2
tan x sec x dx = tan x sec x sec xdx= tanmx (1+ tan2x)k−1 sec2xdx
Du

Z
= t m (1 + t 2 )k−1 dt (denote t = tan x)

Duong T. PHAM September 19, 2023 42 / 76

R
tan2k+1 x secn x dx
Z
Ex: Evaluate tan3 x sec3 x dx

Ans: Denote u = sec x. Then du = sec x tan x dx.

AM
Z Z Z
tan x sec x dx = tan x sec x secxtanx dx = (1− sec2x) sec2x secx tanx dx
3 3 2 2

PH
u3 u5 sec3 x sec5 x
Z
= (1 − u 2 )u 2 du = − +C = − +C

T.
3 5 3 5

Z g. Z
on
2k+1 n
tan x sec x dx = tan2kx secn−1x secx tan xdx
Du

Z
= (1 − sec2x)k secn−1x secx tanxdx
Z
= (1 − t 2 )k t n−1 dt (denote t = sec x)

Duong T. PHAM September 19, 2023 43 / 76

Exercises

AM
PH
7.2: 1–30

T.
g.
on
Du

Duong T. PHAM September 19, 2023 44 / 76

Trigonometric substitution

Z √
9 − x2
Ex: Evaluate dx

AM
x2

PH
Ans: Denote x = 3 sin θ. Then dx = 3 cos θ dθ. We then have
Z √ Z p
9 − x2 9 − 9 sin2 θ
Z
3 cos θ

T.
dx = 2
3 cos θ dθ = 3 cos θ dθ
x2 9 sin θ Z 9 sin2 θ
Z g.
= cot2 θ dθ = (csc2 θ − 1) dθ
on
Du

= cot θ − θ + C

Duong T. PHAM September 19, 2023 45 / 76

Trigonometric substitution

Expression Identity

AM
Substitution

PH
a2 − x 2 x = a sin θ, − π2 ≤ θ ≤ − π2 1 − sin2 θ = cos2 θ

T.
√
a2 + x 2 x = a tan θ, − π2 < θ < − π2 1 + tan2 θ = sec2 θ
g.
on
π
√ x = a sec θ, 0 ≤ θ < 2 or
x 2 − a2 π ≤ θ < 3π sec2 θ − 1 = tan2 θ
Du

Duong T. PHAM September 19, 2023 46 / 76

Trigonometric substitution
Z 2
1
Ex: Evaluate √ dx
0 (x 2 + 4) x 2 + 4

AM
2
Ans: Denote x = 2 tan θ. Then dx = cos2 θ
dθ. We then have

PH
Z 2 Z π/4
1 2 dθ
√ dx = √
0 ( x + 4)3
2
0 ( 4 tan θ + 4)3 cos2 θ
2

T.
Z π/4
1 dθ
= g. √
4 0 ( tan θ + 1)3 cos2 θ
2
on
Z π/4 Z π/4
1 dθ 1
= = cos θ dθ
Du

4 q 3 4
0 1 0
cos2 θ
cos2 θ
√
1 π/4 2
= sin θ|0 =
4 8

Duong T. PHAM September 19, 2023 47 / 76

Exercises

AM
PH
7.3: 1–20, 31–32, 41–42

T.
g.
on
Du

Duong T. PHAM September 19, 2023 48 / 76

Integration of rational functions
Z
P(x)
Evaluate dx, where P and Q are polynomials
Q(x)
Step 1: If deg(P) > deg(Q), then divide P by Q to obtain

AM
P(x) R(x)
= S(x) + , deg(R) < deg(Q)
Q(x) Q(x)

PH
Ex:
x 3 +x x3 x2
Z Z   Z
2

T.
dx = x 2 +x+2+ dx = + + 2x + 2 ln |x − 1| + C
x−1 x−1 3 2
Step 2: Factorize Q(x):
g.
on
2.1: If Q(x) = (a1 x + b1 ) · · · (ak x + bk ) has no reapeated factor, then write
Du

R(x) A1 Ak
= + ··· +
Q(x) a1 x + b1 ) ak x + bk )

x 2 + 2x − 1
Z
Ex: Evaluate dx
2x 3 + 3x 2 − 2x
Duong T. PHAM September 19, 2023 49 / 76
Integration of rational functions
x 2 + 2x − 1
Z
Ex: dx. We have 2x 3 + 3x 2 − 2x = x(2x − 1)(x + 2). Then
2x 3 + 3x 2 − 2x

x 2 + 2x − 1 A1 A2 A3

AM
= + + ∀x
2x 3 + 3x 2 − 2x x 2x − 1 x + 2
=⇒ x 2 + 2x − 1 = A1 (2x − 1)(x + 2) + A2 x(x + 2) + A3 x(2x − 1) ∀x

PH
⇐⇒ x 2 + 2x − 1 = (2A1 + A2 + 2A3 )x 2 + (3A1 + 2A2 − A3 )x − 2A1 ∀x

T.
 
1
2A1 + A2 + 2A3 = 1
 A1 = 2

=⇒ 3A1 + 2A2 − A3 = 2 =⇒ A2 = 15
g. 1
 
−2A1 = −1 A3 = − 10
 
on
Du

Hence Z x 2 + 2x − 1
Z 
1 1 1

dx = + − dx
2x 3 + 3x 2 − 2x 2x 5(2x − 1) 10(x + 2)
1 1 1
= ln |x| + ln |2x − 1| − ln |x + 2| + C
2 10 10

Duong T. PHAM September 19, 2023 50 / 76

Integration of rational functions
2.2: Q has repeated factors, i.e., Q(x) = (a1 x + b1 )r (a2 x + b2 ) · · · (ak x + bk ).
We write
R(x) A1 Ar B2 Bk

AM
= + ··· + + + ··· +
Q(x) a1 x + b1 (a1 x + b1 )r a2 x + b2 ak x + bk

PH
Z
4x
Ex: Evaluate dx. We write
(x − 1)2 (x + 1)

T.
4x A B C
= + + ∀x
(x − 1)2 (x + 1)
g. x − 1 (x − 1)2 x +1
=⇒ 4x = A(x − 1)(x + 1) + B(x + 1) + C (x − 1)2
on
∀x
2
⇐⇒ 4x = (A + C )x + (B − 2C )x + (−A + B + C ) ∀x
Du

 
A + C = 0
 A = 1

=⇒ B − 2C = 4 =⇒ B = 2
 
−A + B + C = 0 C = −1
 

Duong T. PHAM September 19, 2023 51 / 76

Integration of rational functions

AM
Hence

PH
Z Z  
4x 1 2 1
dx = + − dx
(x − 1)2 (x + 1) x − 1 (x − 1)2 x + 1

T.
2
= ln |x − 1| − − ln |x + 1| + K ,
g. x −1
on
where K is a constant.
Du

Duong T. PHAM September 19, 2023 52 / 76

Integration of rational functions

2.3: If Q(x) = (a0 x 2 + b0 x + c0 )(a1 x + b1 ) · · · (ak x + bk ), where b02 − 4a0 c0 < 0,

AM
then we write
R(x) B1 x + C1 A1 Ak

PH
= 2
+ + ··· +
Q(x) a0 x + b0 + c0 a1 x + b1 ak x + bk

T.
2.3: If Q(x) = (a0 x 2 + b0 x + c0 )r (a1 x + b1 ) · · · (ak x + bk ), where
b02 − 4a0 c0 < 0, then we write
g.
on
R(x) B1 x + C1 Br x + Cr A1 Ak
Du

= + ··· + + + ··· +
Q(x) a0 x 2 + b0 + c0 (a0 x 2 + b0 + c0 )r a1 x + b1 ak x + bk

Duong T. PHAM September 19, 2023 53 / 76

Exercises

AM
PH
7.4 1–6, odd numbers from 7–38, 39–40

T.
g.
on
Du

Duong T. PHAM September 19, 2023 54 / 76

Why we need approximate integration

AM
Many integrals can not be computed exactly, e.g.,
Z 1 Z 1p

PH
x2
e dx 1 + x 3 dx
0 −1

T.
Many integrals arising from science and real life do not have a closed
integrands. g.
on
Du

=⇒ Approximate integration

Duong T. PHAM September 19, 2023 55 / 76

Midpoint Rule
y y = f (x)
Rb
a
f (x)dx?
b−a
xi = a + i ∗ ∆x where ∆x = n

AM
Rb Pn
a
f (x)dx ≈ i=1 f (xi∗ ) ∆x,
where xi∗ ∈ [xi−1 , xi ]

PH
How to choose xi∗ ?

T.
x0 = a x1 x2 x3 x4 x5 x6 b =x7 x
xi−1 +xi
Midpoint rule: xi∗ = 2
x1∗ x2∗ x3∗ x4∗ x5∗ x6∗ x7∗
g.
on
Midpoint rule:
b n
Du

Z  
X xi−1 + xi
f (x)dx ≈ Mn = f ∆x
a 2
i=1

b
The error:
Z
n
EM := f (x)dx − Mn
a

Duong T. PHAM September 19, 2023 56 / 76

 Error bound for Midpoint rule: Suppose that |f 00 (x)| ≤ K for a ≤ x ≤ b.
Then
n K (b − a)3
EM ≤
24n2
Z 2
1

AM
Ex: Approximate dx by Midpoint method with n = 5.
1 x
n = 5 =⇒ ∆x = 2−1

PH
5 = 0.2 and x0 = 1,
x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8,

T.
x5 = 2
The midpoints: x1∗ = 1.1, x2∗ = 1.3,
1 x x x x 2 x
g.x3∗ = 1.5, x4∗ = 1.7, x5∗ = 1.9
on
1 2 3 4
Du

5
X 1 1 1 1 1
Mn = f (xi∗ )∆x = 0.2 ( + + + + ) = 0.691907885715935
1.1 1.3 1.5 1.7 1.9
i=1

Z 2
1 n
Meanwhile, dx = ln 2 =⇒ EM = 0.001239294844010
1 x
Duong T. PHAM September 19, 2023 57 / 76
Error of Midpoint rule

We applied the Midpoint rule for different divisions:

AM
n Mn EMn

PH
5 0.691907885715935 0.001239294844010
10 0.692835360409960 3.118201499850981e − 04

T.
20 0.693069098225587 7.808233435824263e − 05
40 g.
0.693127651979310 1.952858063514196e − 05
on
80 0.693142297914324 4.882645621484549e − 06
200 0.693146399314218 7.812457272216022e − 07
Du

1000 0.693147149309952 3.124999337078549e − 08

Duong T. PHAM September 19, 2023 58 / 76

Trapezoidal Rule
y y = f (x) y y = f (x)

AM
PH
T.
x0 = a x1 x2 x3 x4 x5 x6 b =x7 x x0 = a x1 x2 x3 x4 x5 x6 b =x7 x

x1∗ x2∗ x3∗ x4∗ x5∗ x6∗ x7∗ x1∗ x2∗ x3∗ x4∗ x5∗ x6∗ x7∗
g.
on
Pn Pn
xi∗ = xi−1 , Ln = i=1 f (xi−1 ) ∆x xi∗ = xi , Rn = i=1 f (xi ) ∆x
Du

Trapezoidal rule:
Z b
L n + Rn ∆x
f (x)dx ≈ Tn = = (f (x0 ) + 2f (x1 ) + . . . + 2f (xn−1 ) + f (xn ))
a 2 2

Duong T. PHAM September 19, 2023 59 / 76

 Error bound for Trapezoidal rule: Suppose that |f 00 (x)| ≤ K for a ≤
x ≤ b. Then
Z b
n n K (b − a)3
ET := f (x)dx − Tn , EM ≤
a 12n2

AM
Z 2
1
Ex: Approximate dx by Trapezoidal method with n = 5.
x

PH
1
n = 5 =⇒ ∆x = 2−1 5 = 0.2 and x0 = 1,
x1 = 1.2, x2 = 1.4, x3 = 1.6, x4 = 1.8,

T.
x5 = 2
g. ∆x
Tn = [f (1) + 2f (1.2) + 2f (1.4)
2
on
x
1 x x x x
1 2 3 4
2 + 2f (1.6) + 2f (1.8) + f (2)]
Du

 
0.2 1 1 1 1 1
Tn = +2 +2 +2 +2 + f (2) = 0.695634920634921
2 1 1.2 1.4 1.6 1.8
Z 2
1
Meanwhile, dx = ln 2 =⇒ ETn = 0.002487740074976
1 x
Duong T. PHAM September 19, 2023 60 / 76
Error of Trapezoidal rule

We applied the Trapezoidal rule for different divisions:

AM
n Tn ETn

PH
5 0.695634920634921 0.002487740074976
10 0.693771403175428 0.000624222615483

T.
20 0.693303381792694 0.000156201232749
40 g.
0.693186240009141 0.000039059449195
on
80 0.693156945994225 0.000009765434280
200 0.693148743055062 0.000001562495117
Du

1000 0.693147243059937 0.000000062499992

Duong T. PHAM September 19, 2023 61 / 76

Simpson Rule
y y = f (x)

P1
P0 P5

AM
P2 P4 P6

PH
P3

T.
x0 = a x1
g. x2 x3 x4 x5 b = x6 x
on
Simpson rule: Let n be even .
Du

Z b
∆x
f (x)dx ≈ Sn = (f (x0 ) + 4f (x1 ) + 2f (x2 ) + 4f (x3 ) + . . .
a 3
+2f (xn−2 ) + 4f (xn−1 ) + f (xn ))

Duong T. PHAM September 19, 2023 62 / 76

Simpson rule
Error bound for Simpson rule: Suppose that f (4) (x) ≤ K for a ≤ x ≤
b. Then
K (b − a)5
ESn ≤
180n4

AM
Z 2
1

PH
Ex: Approximate dx by Simpson rule with n = 10.
1 x

T.
n = 10 =⇒ ∆x = 2−1 10 = 0.1 and
g.x0 = 1, x1 = 1.1, x2 = 1.2, x3 = 1.3,
x4 = 1.4, x5 = 1.5, x6 = 1.6, x7 = 1.7,
on
x8 = 1.8, x9 = 1.9, x10 = 2
Du

1 2 x
 
0.1 1 4 2 4 2 4 2 4 2 4 1
S10 = + + + + + + + + + +
3 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
= 0.693150230688930 =⇒ ES10 = 0.000003050128985

Duong T. PHAM September 19, 2023 63 / 76

Simpson rule

We applied the Simpson rule for different divisions:

AM
PH
n Sn ESn
10 0.693150230688930 0.000003050128985

T.
20 0.693147374665116 0.000000194105171
40 0.693147192747956
g. 0.000000012188011
80 0.693147181322587 0.000000000762642
on
200 0.693147180579475 0.000000000019530
Du

1000 0.693147180559975 0.000000000000030

Duong T. PHAM September 19, 2023 64 / 76

Exercises

AM
PH
7.7: 7–12, 21, 22

T.
g.
on
Du

Duong T. PHAM September 19, 2023 65 / 76

Improper integral of type I

Rt 1
y y = 12 ?1
A(t) = dx
x
x2

AM
PH
T.
A(t)

1 t x
g.
on
Z t t  
1 1 1 1
A(t) = dx = − = 1 − =⇒ lim A(t) = lim 1 − =1
Du

1 x2 x 1 t t→∞ t→∞ t
Z ∞ Z t
1 1
We define: dx := lim dx
1 x2 t→∞ 1 x2

Duong T. PHAM September 19, 2023 66 / 76

Improper integral of type I
Improper integrals of type I:
Rt
a f (x)dx exists for all t ≥ a, then
1 If

∞ t

AM
Z Z
f (x)dx := lim f (x)dx
a t→∞ a

PH
provided that the limit exists.
Rb
If t f (x)dx exists for all t ≤ b, then

T.
2

Z g.b Z b
f (x)dx := lim f (x)dx
on
−∞ t→−∞ t
Du

provided that the limit exists.

R∞ Ra
3 If a f (x)dx and ∞ f (x)dx are convergent then
Z ∞ Z ∞ Z a
f (x)dx := f (x)dx + f (x)dx
−∞ a ∞
Duong T. PHAM September 19, 2023 67 / 76
Improper integrals of type I

Z ∞
1
Ex: Determine the convergence of dx
x

AM
1

Ans: By definition, we have

PH
Z ∞ Z t
1 1 t
dx = lim dx = lim ln |x|
x t→∞ x t→∞

T.
1 1 1
= lim (ln |t| − ln 1)
g. t→∞
= lim ln |t|
on
t→∞
Du

= ∞.
R∞ 1
Hence, the 1 x dx is divergent (not convergent).

Duong T. PHAM September 19, 2023 68 / 76

Improper integrals of type I
Z 0
Ex: Evaluate xe x dx
−∞
Z 0 Z 0

AM
x
Ans: By definition, we have xe dx = lim xe x dx.
−∞ t→−∞ t
Denote u = x and dv = e x dx. Then du = dx and v = e x . Integration by

PH
parts gives

T.
Z 0 Z 0
0 0
x x
xe dx = xe − e x dx = −te t − e x = −te t − 1 + e t
t t tg. t
on
Hence,
Du

Z 0
xe x dx = lim (−te t − 1 + e t ) = lim (−te t ) − 1 + lim e t
−∞ t→−∞ t→−∞ t→−∞
−t L’Hopital −1
= lim −t − 1 = lim −1=1
t→−∞ e t→−∞ −e −t

Duong T. PHAM September 19, 2023 69 / 76

Improper integrals of type II
Z ∞
1
Ex: Determine the convergence of dx
1 xp
Ans: When p = 1, the integral is divergent (see previous example). when

AM
p 6= 1, by definition, we have

PH
Z ∞
x −p+1 t
Z t
1 −p
dx = lim x dx = lim
1 xp t→∞ 1 t→∞ −p + 1 1

T.
 1−p 
t 1 1 1
= lim − = lim t 1−p −
t→∞ 1 − p g. 1−p 1−p t→∞ 1−p
on
(
1
− 1−p if p > 1
=
Du

∞ if p < 1
(
Z ∞ 1
convergent (= − 1−p ) if p > 1
1
Hence, dx is
1 xp divergent (∞) if p ≤ 1

Duong T. PHAM September 19, 2023 70 / 76

Improper integrals of type II
Improper integrals of type II:
1 Let f : [a, b) → R be continuous and f be discontinuous at b. Then
b t

AM
Z Z
f (x)dx := lim f (x)dx
a t→b − a

PH
provided that the limit exists.
2 Let f : (a, b] → R be continuous and f be discontinuous at a. Then

T.
Z b Z b
g. f (x)dx := lim+
t→a
f (x)dx
on
a t

provided that the limit exists.

Du

Rc
3 If f has a discontinuity at c, where a < c < b and both a f (x)dx and
Rb
c
f (x)dx are convergent, then we define
Z b Z c Z b
f (x)dx := f (x)dx + f (x)dx
a a c

Duong T. PHAM September 19, 2023 71 / 76

Improper integrals of type II
Z 5
1
Ex: Evaluate √ dx
2 x −2

AM
Ans: We first note that √1 is discontinuous at 2. By definition, we have
x−2

PH
Z 5 Z 5
1 1
√ dx = lim+ √dx
x −2 t→2 x −2

T.
2 t
√
 
5
g. = lim+ 2 x − 2
t→2 t
 √ √
on

= lim+ 2 3 − 2 t − 2
Du

t→2
√
= 2 3.
Z 5
1 √
Hence, √ dx = 2 3
2 x −2
Duong T. PHAM September 19, 2023 72 / 76
Improper integrals of type II
Z 1
Ex: Evaluate ln x dx
0

Ans: Note that ln x is not defined at 0. By definition, we have

AM
Z 1 Z 1
ln x dx = lim+ ln x dx.

PH
0 t→0 t

Denote u = ln x and dv = dx. Then du = dx x and v = x. Integration by

T.
parts gives
Z 1 Z 1
1 g. 1
ln x dx = x ln x − dx = −t ln t − x = −t ln t − 1 + t
on
t t t t
Du

ln t 1/t
L’Hopital rule: lim+ t ln t = lim+ = lim+ = lim+ (−t) = 0
t→0 t→0 1/t t→0 −1/t 2 t→0
Hence,
Z 1
ln x dx = lim+ (−t ln t − 1 + t) = lim+ (−t ln t) − 1 + lim+ t = −1
0 t→0 t→0 t→0

Duong T. PHAM September 19, 2023 73 / 76

Improper integrals of type II

AM
0
1 x

PH
T.
g.
on
Du

Duong T. PHAM September 19, 2023 74 / 76

Comparison test for improper integrals

Theorem (Comparison Theorem).

Let f and g be continuous functions with

AM
0 ≤ f (x) ≤ g (x) for x ≥ a.
∞ Z ∞

PH
Z
If g (x) dx is convergent then f (x) dx is convergent.
Za ∞ Z ∞a

T.
If f (x) dx is divergent then g (x) dx is divergent.
a g. a
Z ∞
dx
on
Ex: Determine whether the integral is convergent?
x 2 ex
Du

1 1
Ans: When x ≥ 1, e x > 1 and hence, 2 x ≤ 2 for all x ≥ 1. Since
Z ∞ x e x Z ∞
1 dx
2
dx is convergent ( ? ), by Comparison Theorem, is
1 x 1 x 2e x
convergent.
Duong T. PHAM September 19, 2023 75 / 76
Exercises

AM
PH
7.8: 1–2, 3, 5–30, 55, 57–59, 75

T.
g.
on
Du

Duong T. PHAM September 19, 2023 76 / 76