Chapter 3 Integrals

March 7, 2024

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1. Inde…nite integral
1.1 De…nitions

De…nition
We say that F an antiderivative of the function f on the interval [a, b ] if
F 0 (x ) = f (x ) for all x in [a, b ] .

Example
Find the antiderivative of f (x ) = x 3 .

Solution
x4
The function F (x ) = 4 is antiderivative of f (x ) = x 3 . In fact
0
x4
F 0 (x ) = 4 = x 3 = f (x ) .

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Observation
If the function f has an antiderivative, then this antiderivative is not
unique.

x4
In the previous example, F (x ) + c = 4 + c ( c is a real constant) is
an antiderivative of f (x ) = x 3 .

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Theorem
If F1 and F2 are two antiderivatives of the function f on the interval [a, b ] ,
then there exists a real constant c such that, F1 (x ) F2 (x ) = c.

Corollary
if F is antiderivative of f on the interval [a, b ] , then all other
antiderivative of f on the interval [a, b ] take the form F (x ) + c.

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De…nition
The set of all antiderivatives of f onR the interval [a, b ] is called the
inde…nite integral of f , denoted
R by f (x ) dx. In addition, if F is
antiderivative of f , then f (x ) dx = F (x ) + c.

Example
R 3 x4
x dx = 4 +c

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1.2 Table of derivatives:

R
f (x ) f (x ) dx
x α +1
x α (α 6= 1) α +1 +c
1
x ln jx j + c
sin x cos x + c
cos x sin x + c
1
cos2 x
tgx + c
1
sin 2 x
ctgx + c
tgx ln jcos x j + c
ex ex + c
p 1 Arc sin x + c
1 x2
1
1 +x 2
Arctgx + c

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 R
f (x ) f (x ) dx
chx shx + c
shx chx + c
1
ch 2 x
=1 th2 x thx + c
p
p 1 argchx + c = ln x + x2 1 + c
x2 1
p
p 1 argshx + c = ln x + x 2 + 1 + c
x 2 +1
1
1 x2
argthx + c = 12 ln 11 +xx + c

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1. Inde…nite integrals

1
a2 x 2
1
2a ln aa +xx + c
p 1 Arc sin xa + c
a2 x 2
p
p 1 ln x + x 2 a2 + c
x 2 a2
p
p 1 ln x + x 2 + a2 + c
x 2 +a 2
1 1 x
a 2 +x 2 a Arctg a +c

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1.3 Properties of the inde…nite integral

Theorem
R R R
1) R (f (x ) + g (x ))R dx = f (x ) dx + g (x ) dx;
2) αf (x ) dx = α f (x ) dx.

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1.4 Integration methods
1.4.1 Change of variable

R
Let’s calculate f (x ) dx
We put
x = g (t ) ((1))
Such that g and g 0 are continous and g admits an inverse function.
Legality (1) implies that
dx = g 0 (t ) dt
. R R
Therefore, f (x ) dx = f (g (t )) g 0 (t ) dt.

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Observation
Sometimes it is preferable to choose the change t = g (x ) .

Example
R
Find cos2 x sin xdx.

Solution
R we 2put t = cos x, then
If R 2 dt = sin xdx. Therefore
t3 3
cos x sin xdx = t dt = 3 + c = cos3 x + c.

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Example
R x 2 dx.
Find xe

Solution
1
If we put u = x 2 , then du = 2xdx, xdx = 2 du, and therefore
R 2 1
R u x2
xe x dx = 2 e du = 12 e u + c = 12 e + c.

Example
R cos xdx
Find p
1 +sin x
.

Solution
If we put u = 1 + sin x, then du = cos xdx and
R cos xdx R du R 1
1
u 2 +1 p p
p
1 +sin x
= p =
u
u 2 du =
1
+1
= 2 u + c = 2 1 + sin x + c.
2

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Example
R
Find p dx .
9 4x 2

Solution
Since 4x 2 = (2x )2 we put u = 2x, so that du = 2dx, dx = 12 du, and
R dx R
p
9 4x 2
= 12 p du2 23
= 12 arcsin u3 + c = 12 arcsin 2x3 + c.
u

Example
R xdx
Find p .
9 4x 2

Solution
R
If we put u = 9 4x 2 , then du = 8xdx, dx = 12 du, and p dx =
9 4x 2
1
R du R 1 1 p p
p = 1 u 2 du = 81 u12 + c = 41 u + c = 41 9 4x 2 + c.
8 u 8 2

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1.4.2 Integration by parts

Theorem
Let f and g two derivatives functions. Then
Z Z
f (x ) .g 0 (x ) dx = f (x ) .g (x ) f 0 (x ) .g (x ) dx

Example
R
Find x sin xdx.

Solution
If we put f (xR) = x, g 0 (x ) = sin x, then 0
R f (x ) = 1 et g (x ) = cos x. Par
conséquent, x sin xdx = x cos x + cos xdx = x cos x + sin x + c.

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1.5 Integration of Rational Functions

De…nition
f (x )
A rational function is a quotient of two polynomials g (x )
.

Examples
x 3 +x 2 +5 3x 2 +x 2 +5 x 2 +7x +6
x 2 +3
, x 2 +5x +4 , x 3 +3x

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1.5 Integration of Rational Functions

Here we discuss how to integrate rational functions. The idea consists

of rewriting the rational function as a sum of simpler fractions
called partial fractions. This can be done in the following way:
1) Use long division of polynomials to get a quotient P (x ) and a
f (x ) R (x )
remainder R (x ). Then write: g (x ) = P (x ) + g (x ) where the degree of
R (x ) is less than that of g (x ) .
2) Factor the denominator g (x ) = g1 (x ) g2 (x ) ...gn (x ) where
each factor gi (x ) is either linear x + a or or irreducible quadratic
n
x 2 + ax + b, or a power of the form (x + a)n or x 2 + ax + b .
R (x )
3) Decompose g (x )
into partial fractions of the form:
R (x )
g (x )
= f1 (x ) + f2 (x ) + ...fk (x ) where each fraction is of the form
m m
b cx +d
fi ( x ) = x +a or fi (x ) = x 2 +ax +b
where 1 m n ( n is the
exponent of x + a or x 2 + ax + b in the factorization of g (x ) ).

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1.5 Integration of Rational Functions

Example
x 3 +x 2 +2
Decompose the following rational function into partial fractions: x2 1

Solution
3 2
1) x x+2x 1+2 = x + 1 + xx2+31
2) x 2 1 = (x 1) (x + 1)
+3
3) (x x1 )( x +1 )
= x +a 1 + x b 1
Multiplying by (x 1) (x + 1) we get:
x + 3 = (a + b ) x + b a. By identi…cation, we obtain a = 1, b = 2.
3 2
Finally: x x+2x 1+2 = x + 1 x + 1 2
1 + x 1.

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1.5 Integration of Rational Functions

Example
Decompose the following rational function into partial fractions:
x +5
2 .
(x 1 ) (x +2 )

Solution
x +5 c2 c1 b1
= + + .
(x 1 )2 (x +2 ) (x 1 )2 (x 1 ) (x +2 )

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1.5 Integration of Rational Functions

Example
Decompose the following rational function into partial fractions:
x 3 +5x 2 +1
3 2.
(x 1 ) (x +2 )

Solution
x 3 +5x 2 +1 c3 c2 c1 b2 b1
= + + + + .
(x 1 )3 (x +2 )2 (x 1 )3 (x 1 )2 (x 1 ) (x +2 )2 (x +2 )

Example
Decompose the following rational function into partial fractions:
x 5 2x 3 +4x 2 8x +11
x 3 3x +2
.

Solution
x 5 2x 3 +4x 2 8x +11 2x 2 5x +9
x 3 3x +2
= x2 + 1 + x 3 3x +2

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1.5 Integration of Rational Functions

Example
Decompose the following rational function into partial
fractions: 2 x3 2
(x +1 ) (x +2 )

Solution
x a 1 x +b 1 a 2 x +b 2 a 3 x +b 3 c1 c2
= + + + + .
(x 2 +1 )3 (x +2 )2 (x 2 +1 ) (x 2 +1 )2 (x 2 +1 )3 (x +2 ) (x +2 )2

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1.5 Integration of Rational Functions

Proposition
R
1) xc+1 a dx = c1 ln jx + aj + c.
R ck R 1 k
2) k dx = ck (x + a) k dx = ck (x 1 a )k + c = ck
+ c.
(x +a ) (1 k )(x +a )k 1

R a 1 x +b 1 R a21 (2x +a )+(b1 a12 a )

3) x 2 +ax +b dx = x 2 +ax +b
dx
a1
R (2x +a ) a1 a
R dx
= 2 x 2 +ax +b dx + b1 2 2 +ax +b
xR
a1 2 a1 p dx
= 2 ln x + ax + b + b1 2 2 2
(x + 2a ) + b a4
= a21 ln x 2 + ax + b + 2b p 1 a1 a arctg p2x +a
4b a 2 4b a 2
+ c.

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1.5 Integration of Rational Functions

Example
R x 3 x 2 7x +8
Find the following integral: x 2 4x +4
dx.

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Solution
First we decompose the integrand into partial fractions:
3 2 +8
1) x x 2x 4x7x x 4
+4 = x + 3 + x 2 4x +4
2) x 2 4x + 4 = (x 2)2
3) x 4
= xa2 + b
(x 2 )2 (x 2 )2
x 4 = a (x 2) + b
x =2) 2=b
x 4 1 2
x = 3 ) 1 = a + b So a = 1, b = 2, and x 2 4x +4
= x 2 (x 2 )2
x 3 x 2 7x +8 1 2
Hence: x 2 4x +4
=x +3+ Finally we integrate:
x 2 (x 2 )2
R x3 x2 7x +8
R R 1
R 2
x2 4x +4
dx = (x + 3) dx + x 2 dx 2 dx =
(x 2 )
x2 2
2 + 3x + ln jx 2j + x 2 + c.

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1.6 Integration of rational trigonometric functions

In the following R (Rcosx, sinx ) is a rational function in cos x and sin x. In

order to calculate R (cosx, sinx )dx,
Méthode 1: The change of variable t = tan x2 is applicable in all cases
but leads to more calculations.
2t 2
sin x = 1 + t2
, cos x = 11 +tt 2 , dx = 12dt
+t 2 .

Example
R dx
Calculate sin x .

We put t = tan x2 , dx = 12dt 2t

+t 2 , sin x = 1 +t 2 .
R dx R dt x
sin x = t = ln jt j + c = ln tan 2 + c.

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1.6 Integration of rational trigonometric functions

Méthode 2: The Bioche’s rules are quite e¤ective but do not always work.
Consider the integrand ω (x ) = R (cosx, sinx )dx
Bioche’s rules state that:
If ω ( x ) = ω (x ) , then a good change of variables is t = cos x.
If ω (π x ) = ω (x ) , then a good change of variables is t = sin x.
If ω (π + x ) = ω (x ) , then a good change of variables is t = tanx.
If two of the preceding relations both hold, a good change of variables
is t = cos 2x.

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1.6 Integration of rational trigonometric functions

Exemple
R cos x
Calculate 2 cos2 x
dx.

Solution
F (x ) = 2 cos x
cos2 x
dx.
cos (π x ) ( cos x )
F (π x ) = 2 cos2 (π x ) d (π x ) = 2 cos2 x ( dx ) = F (x ) , so the
appropriate
R cos x change
R of variable is t=R sin x for which dt = cos xdx. Thus:
cos x dt
2 cos2 x
dx = dx = 1 +t 2 = arctan t + c =
2 (1 sin 2 x )
arctan (sin x ) + c.

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1.7 Integration of trigonometric functions

R R
1.7. 1 Caculate sinn xdx and cosn xdx

In this case, we will linearize sinn x and cosn x.

n p =n
e ix +e ix 1 p ix (n p )
cosn x = 2 = 2n ∑ Cn e pix e
p =o
n p =n
e ix e ix
sinn x = 2i = 1
2n i n
p
∑ Cn e pix e ix (n p )
( 1)n p
p =o

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1.7 Integration of trigonometric functions

Example
R
Caculate cos3 xdx

Solution
3 p =n
e ix +e ix 1 p ix (3 p )
cos3 x = 2 = 23 ∑ C3 e pix e = C30 e 3ix + C31
p =o
e ix e 2ix + C32 e 2ix e ix + C33 e 3ix .

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1.7 Integration of trigonometric functions
Pascal’s Triangle

n np 0 1 2 3 4
0 1
1 1 1
2 1 2 1
3 1 3 3 1
4 1 4 6 4 1

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 1
cos3 x = 8 e 3ix + 3e ix + 3e ix + e 3ix =
1 e 3ix +e 3ix e ix +e ix
+ 34 = 1
cos 3x + 34 cos x
R4 2
1
R 2
3
R4 11
cos3 xdx = 4 cos 3x dx + 4 cos x dx = 43 sin 3x + 34 sin x + c.

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1.7 Integration of trigonometric functions

Exemple
R
Calculate sin3 x dx

Solution
3 p =n
e ix e ix
sin3 x = 2i = 1
23 i 3
p
∑ C3 e pix e ix (3 p )
( 1)3 p
=
p =o
1
8i C30 e 3ix+ C31 e ix e 2ix
C32 e 2ix e ix + C33 e 3ix =
1 3ix ix ix 3ix
8i e 3e + 3e e
1 e 3ix e 3ix e ix e ix
4 2i + 34 2 = 1
4 sin 3x + 34 sin x.
R 3 1
R 3
R 11 3
sin x dx = 4 sin 3x dx + 4 sin x dx = 43 cos 3x 4 cos x + c.

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1.7 Integration of trigonometric functions

R
1.7.2 Calculate the integral sinp x cosq xdx. Bioche’s rules apply as well.
If p and q are odd, one uses t = cos 2x
If p is odd and q even, one uses t = cos x
If p is even and q odd, one uses t = sin x

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