CHAPTER 2

I. INDEFINITE INTEGRALS
SEC. 1. ANTIDERIVATIVE AND THE INDEFINITE
INTEGRAL
Consider a problem like the following: Given the function f (x), it is required to find a function
F (x) such that its derivative is equal to f (x), that is,

F ′ (x) = f (x)
Definition 1. The function F (x) is called the antiderivative of the function f (x) on the interval
[a, b] if at all points of this interval, the equality F ′ (x) = f (x) is fulfilled.
Example. Find the antiderivative of the function f (x) = x2 .
x3
From the definition of an antiderivative, it follows that the function F (x) = is an antideriva-
 3 ′ 3
x
tive, since = x2 .
3
It is easy to see that if an antiderivative exists for the given function f (x), then this antiderivative
is not the only one. In the preceding example, we could take the following functions as antideriva-
x3 x3 x3
tives: F (x) = + 1 ; F (x) = − 7 or, generally, F (x) = + C (where C is an arbitrary
3 3 3
constant), since
′
x3

+C = x2
3
x3
On the other hand, it may be proved that functions of the form +C exhaust all antiderivatives
3
of the function x2 . This follows from the following theorem.
Theorem. If F1 (x) and F2 (x) are two antiderivatives of the function f (x) on the interval [a, b],
then the difference between them is a constant.
Proof. By the definition of an antiderivative we have

F1′ (x) = f (x),


(1)
F2′ (x) = f (x)
for any value of x on the interval [a, b].
Let us put
F1 (x) − F2 (x) = ϕ(x).
Then by (1) we have
F1′ (x) − F2′ (x) = f (x) − f (x) = 0
or
′
φ′ (x) = [F1 (x) − F2 (x)] ≡ 0

1
 for any value of x on the interval [a, b]. But from φ′ (x) = 0 it follows that φ(x) is a constant.
Indeed, let us apply the Lagrange theorem to the function φ(x), which, obviously, is continuous
and differentiable on the interval {a, b⌉.
No matter what the point x on the interval [a, b], we have, by the Lagrange theorem,

φ(x) − φ(a) = (x − a)φ′ (ξ),

where a < ξ < x.
Since φ′ (ξ) = 0,

φ(x) − φ(a) = 0
or

φ(x) = φ(a). (3)

Thus, the function φ(x) at any point x of the interval [a, b] retains the value ψ(a), and this
means that the function φ(x) is constant on [a, b]. Denoting the constant φ(a) by C, we get, from
(2) and (3),

F1 (x) − F2 (x) = C.
From the proved theorem it follows that if for a given function f (x) some one antiderivative
F (x) is found, then any other antiderivative of f (x) has the form F (x) + C, where C = const.
Definition 2. If the function F (x) is an antiderivative of f (x), then the expression
R F (x) + C
is the indefinite integral of the function f (x) and is denoted by the symbol f (x)dx. Thus, by
definition
if
Z
f (x)dx = F (x) + C,

F ′ (x) = f (x).
Here, the function f (x) is calledR the integrand, f (x)dx is the element of integration (the expres-
sion under the integral sign), and is the integral sign.
Thus, an indefinite integral is a family of functions y = F (x) + C.
From the geometrical point of view, an indefinite integral is an assemblage (family) of curves,
each of which is obtained by translating one of the curves parallel to itself upwards or downwards
(that is, along the y-axis).
A natural question arises: do antiderivatives (and, hence, an indefinite integral) exist for every
function f (x)? The answer is no. Let us note, however, without proof, that if a function f (x) is
continuous on the interval [a, b], then there is an antiderivative of this function (and, hence, there
is also an indefinite integral).
This chapter is devoted to working out methods by means of which we can find antiderivatives
(and indefinite integrals) of certain classes of elementary functions.
The finding of an antiderivative of a given function f (x) is called integration of the function
f (x).
From Definition 2 it follows that:

2
 1. The derivative of an indefinite integral is equal to the integrand, that is, if F ′ (x) = f (x), then
also

Z ′
f (x)dx = (F (x) + C)′ = f (x). (4)

This equation should be understood in the sense that the derivative of any antiderivative is
equal to the integrand.

2. The indefinite integral of the differential of some function is equal to this function plus an
arbitrary constant:

Z
dF (x) = F (x) + C

SEC. 2. TABLE OF INTEGRALS

Before starting on methods of integration, we give the following table of integrals of the simplest
functions.
(The proof of the equations can easily be checked by differentiation: to establish that the
derivative of the right side is equal to the integrand).

xx + 1
xa dx =
R
1. + C(α ̸= −1). (Here and in the formulas that follow, C stands for an
α+1
arbitrary constant.)
R dx
2. = ln |x| + C.
x
R
3. sin xdx = − cos x + C.
R
4. cos xdx = sin x + C.
R dx
5. = tan x + C.
cos2 x
R dx
6. = − cot x + C.
sin2 x
R
7. tan xdx = − ln | cos x| + C.
R
8. cot xdx = ln | sin x| + C.
ex dx = ex + C.
R
9.
ax
ax dx =
R
10. + C.
ln a
R dx
11. = arctan x + C.
1 + x2

3
 R dx 1 x
12. = arctan + C.
a2 + x2 a a
R dx 1 a+x
13. = ln + C.
a2 − x2 2a a−x
R dx
14. √ = arcsin x + C.
1 − x2
R dx x
15. √ = arcsin + C.
a 2 − x2 a
R dx √
16. √ = ln x + x2 ± a2 + C.
x2 ± a2

SEC. 3. SOME PROPERTIES OF AN INDEFINITE INTE-

GRAL
Theorem 1. The indefinite integral of an algebraic sum of two or several functions is equal to the
sum of their integrals
Z Z Z
[f1 (x) + f2 (x)] dx = f1 (x)dx + f2 (x)dx. (1)

For proof, let us find the derivatives of the left and right sides of this equation. Based on (4) of
the preceding section we have
Z ′
[f1 (x) + f2 (x)] dx = f1 (x) + f2 (x),
Z Z ′ Z ′ Z ′
f1 (x)dx + f2 (x)dx = f1 (x)dx + f2 (x)dx = f1 (x) + f2 (x).

Thus, the derivatives of the left and right sides of (1) are equal; in other words, the derivative of
any antiderivative on the left-hand side is equal to the derivative of any function on the right-hand
side of the equation. Therefore, by the theorem of Sec. 1, any function on the left of (1) differs
from any function on the right of (1) by a constant term. That is how we should understand (1).
Theorem 2. The constant factor may be taken outside the integral sign; that is, if a = const,
then
Z Z
af (x)dx = a f (x)dx. (2)

To prove (2), let us find the derivatives of the left and right sides:
Z ′
af (x)dx = af (x)
 Z ′ Z ′
a f (x)dx = a f (x)dx = af (x)

4
 The derivatives of the right and left sides are equal, therefore, as in (1), the difference of any
two functions on the left and right is a constant. That is how we should understand equation (2).
When evaluating indefinite integrals it is useful to bear in mind the following rules.
I. If
Z
f (x)dx = F (x) + C

then
Z
1
f (ax)dx = F (ax) + C. (3)
a
Indeed, differentiating the left and right sides of (3), we get
Z ′
f (ax)dx = f (ax),
 ′
1 1 1
F (ax) = (F (ax))′x = F ′ (ax)a = F ′ (ax) = f (ax).
a a a
The derivatives of the right and left sides are equal, which is what we set out to prove.
II. If
Z
f (x)dx = F (x) + C,

then
Z
f (x + b)dx = F (x + b) + C. (4)

III. If Z
f (x)dx = F (x) + C

then Z
1
f (ax + b)dx = F (ax + b) + C. (5)
a
Equations (4) and (5) are proved by differentiation of the right and left sides.
Example 1.
√
√
Z Z Z Z
2x3 − 3 sin x + 5 x dx = 2x3 dx − 3 sin xdx + 5 xdx =
Z Z Z
1
= 2 x3 dx − 3 sin xdx + 5 x 2 dx =
1
x3+1 x 2 +1 1 10 √
=2 − 3(− cos x) + 5 1 + C = x4 + 3 cos x + x x + C.
3+1 2 +1
2 3

5
 Example 2.
√
Z   Z Z Z
3 1 − 31 1 1 3
√ + √ + x x dx = 3 x dx +
4
x dx + x 4 dx =
2
3
x 2 x 2
9√
1 1 5
x− 3 +1 1 x− 2 +1 x 4 +1 3 √ 4 √
=3 1 + 1 + 5 +C = x2 + x + x2 4 x + C.
−3 + 1 2 −2 + 1 4 +1
2 9

Example 3.
Z
dx
= ln |x + 3| + C
x+3
Example 4.
Z
1
cos 7xdx = sin 7x + C.
7
Example 5.
Z
1
sin(2x − 6)dx = − cos(2x − 6) + C.
2

SEC. 4. INTEGRATION BY SUBSTITUTION (CHANGE

OF VARIABLE)
Let it be required to find the integral
Z
f (x)dx

we cannot directly select the antiderivative of f (x) but we know that it exists.
Let us change the variable in the expression under the integral sign, putting

x = φ(t), (1)
where φ(t) is a continuous function with its continuous derivative having an inverse function.
Then dx = φ′ (t)dt; we shall prove that in this case we have the following equation:
Z Z
f (x)dx = f [φ(t)]φ′ (t)dt. (2)

Here we assume that after integration we substitute, on the right side, the expression of t in
terms of x based on (1).
To establish that the expressions to the right and left are the same in the sense indicated above,
it is necessary to prove that their derivatives with respect to x are equal. Find the derivative of the
left side:
Z ′
f (x)dx = f (x).
x

6
 We differentiate the right side of (2) with respect to x as a composite function, where t is the
′
intermediate argument. The dependence of t on x is expressed by (1); here, dx dt = φ (t) and by the
rule of differentiating an inverse function,
dt 1
= ′ .
dx φ (t)
We thus have
Z ′ Z ′
dt
f [φ(t)]φ′ (t)dt = f [φ(t)]φ′ (t)dt =
x t dx
1
= f [φ(t)]φ′ (t) ′ = f [φ(t)] = f (x).
φ (t)
Therefore, the derivatives, with respect to x, of the right and left sides of (2) are equal, as
required.
The function x = φ(t) should be chosen so that one can evaluate the indefinite integral on the
right side of (2).
Note. When integrating, it is sometimes better to choose a change of the variable in the form
of t = ψ(x) and not x = φ(t). By way of illustration, let it be required to calculate an integral of
the form
Z ′
ψ (x)dx
.
ψ(x)
Here it is convenient to put

Ψ(x) = t
then

ψ ′ (x)dx = dt
ψ ′ (x)dx
Z Z
dt
= = ln |t| + C = ln |ψ(x)| + C.
ψ(x) t
The following are
R √some examples of integration by substitution.
Example 1. sin x cos xdx = ? We make the substitution t = sin x; then dt = cos xdx
R√ R√ R 1 3/2
and, consequently, sin x cos xdx = tdt = t 2 dt = = 2t3 + C = 23 sin3/2 x + C.
Example 2.
R xdx R xdx 1 R dt
2
= ? We put t = 1 + x2 ; then dt = 2xdx and 2
= = 12 ln t + C =
1+x 1+x 2 t
1

ln 1 + x2 + C.
2
Example 3.
Z Z
dx 1 dx x
=
. We put t = ; then dx = adt,
a2 + x2 a2 x 2 a
1+ a
Z Z Z
dx 1 adt 1 dt 1 1 x
2 2
= 2 2
= 2
= arctan t + C = arctan + C.
a +x a 1+t a 1+t a a a

7
 Example 4.
Z Z
dx 1 dx x
√ = q . We put t = ; then dx = adt.
2
a −x 2 a 2 a
1 − xa


Z Z Z
dx 1 adt dt x
√ = √ = √ = arcsin t + C = arcsin + C (it is assumed that a > 0 ).
2
a −x 2 a 1−t 2 1−t 2 a
The formulas 12 and 15 given in the Table of Integrals (see above, Sec. 2) are derived in
Examples 3 and 4.
Example 5. Z
dx dx
(ln x)3 =? Put t = ln x; then dt = ,
x x
t4
Z Z
dx 1
(ln x)3 = t3 dt = + C = (ln x)4 + C.
x 4 4
Example 6.
Z
xdx
=? Put t = x2 ; then dt = 2xdx,
1 + x4
Z Z
xdx 1 dt 1 1
= = arctan t + C = arctan x2 + C.
1 + x4 2 1 + t2 2 2
Substitution method is one of the basic methods for calculating indefinite integrals. Even when
we integrate by some other method, we often resort to substitution in the intermediate stages of
calculation. The success of integration depends largely on how appropriate the substitution is for
simplifying the given integral. Essentially, the study of methods of integration reduces to finding
out what kind of substitution has to be performed for a given element of integration. Most of this
chapter is devoted to this problem.

SEC. 5. INTEGRALS OF FUNCTIONS CONTAINING A

QUADRATIC TRINOMIAL
I. Let us consider the integral
Z
dx
I1 = .
ax2 + bx + c
Let us first transform the trinomial in the denominator by representing it in the form of a sum
or difference of squares:
 
2 2 b c
ax + bx + c = a x + x + =
a a
"  2  2 #
2 b b c b
=a x + 2 x + + − =
2a 2a a 2a
" 2  # " 2 #
b c b2 b 2
=a x+ + − =a x+ ±k ,
2a a 4a2 2a

8
 where

c b2
− 2 = ±k 2
a 4a
The plus or minus is taken depending on whether the expression on the left is positive or
negative, that is, on whether the roots of the trinomial ax2 + bx + c are complex or real.
Thus, the integral I1 will take the form
Z Z
dx 1 dx
I1 = = h i.
ax2 + bx + c a b 2


x + 2a ± k 2

In the latter integral let us change the variable:

b
x+ = t, dx = dt.
2a
We then get Z
1 dt
I1 = .
a t2 ± k2
These are tabular integrals (see formulas 12 and 13).
Example 1. Calculate the integral
Z
dx
2x2 + 8x + 20
Solution.
Z Z
dx 1 dx
I= = =
2x2 + 8x + 20 2 x2 + 4x + 10
Z Z
1 dx 1 dx
= 2
= .
2 x + 4x + 4 + 10 − 4 2 (x + 2)2 + 6
Let us make the substitution x + 2 = t, dx = dt. Putting it into the integral we get the tabular
integral
Z
1 dt 1 1 t
I= = √ arctan √ + C
2 t2 + 6 2 6 6
Substituting in place of t its expression in terms of x, we finally get
1 x+2
I = √ arctan √ + C
2 6 6
II. Let us consider an integral of a more general form:
Z
Ax + B
I2 = dx.
ax2 + bx + c
Perform an identical transformation of the integrand:
A Ab


2a (2ax + b) + B −
Z Z
Ax + B 2a
I2 = dx = dx.
ax2 + bx + c ax2 + bx + c

9
 Represent the latter integral in the form of a sum of two integrals. Taking the constant factors
outside the integral sign, we get
Z  Z
A 2ax + b Ab dx
I2 = dx + B − .
2a ax2 + bx + c 2a ax2 + bx + c
The latter integral is the integral I1 , which we can evaluate. In the first integral, we make a
substitution:

ax2 + bx + c = t, (2ax + b)dx = dt.

Thus,
Z Z
(2ax + b)dx dt
= = ln |t| + C = ln ax2 + bx + c + C.
ax2 + bx + c t
And we finally get
 
A Ab
I2 = ln ax2 + bx + c + B − I1 .
2a 2a
Example 2. Evaluate the integral
Z
x+3
I= dx.
x2 − 2x − 5
Applying the foregoing technique we have
Z 1 1


2 (2x − 2) + 3 + 2 2
Z
x+3
I= = dx =
x2 − 2x − 5 x2 − 2x − 5
(2x − 2)dx
Z Z
1 dx
= 2
+ 4 2
=
2 x − 2x − 5 x − 2x − 5
Z
1 dx
= ln x2 − 2x − 5 + 4 =
2 (x − 1)2 − 6
√
1 1 6 − (x − 1)
= ln x2 − 2x − 5 + 4 √ ln √ + C.
2 6 6 + (x − 1)
III. Let us consider the integral
Z
dx
√ .
ax2 + bx + c
By means of transformations considered in Item I, this integral reduces (depending on the sign
of a ) to tabular integrals of the form
Z Z
dt dt
√ for a > 0 or √ for a < 0,
2
t ±k 2 k − t2
2

which have already been examined in the Table of Integrals (see formulas 15 and 16 ).
IV. An integral of the form

10
 Z
Ax + B
√ dx
ax2 + bx + c
is evaluated using the following transformations, which are similar to those considered in Item
II:
Z A Ab


2a (2ax + b) + B − 2a
Z
Ax + B
√ dx = √ dx =
ax2 + bx + c ax2 + bx + c
Z  Z
A 2ax + b Ab dx
= √ dx + B − √ .
2a ax2 + bx + c 2a ax2 + bx + c
Applying substitution to the first of the integrals obtained,

ax2 + bx + c = t, (2ax + b)dx = dt

we get
Z
(2ax + b)dx
Z
dt √ p
√ = √ = 2 t + C = 2 ax2 + bx + c + C.
ax2 + bx + c l
The second integral was considered in Item III of this section.
Example 3.
Z 5
2 (2x + 4) + (3 − 10)
Z
5x + 3
√ dx = √ dx =
x2 + 4x + 10 x2 + 4x + 10
Z Z
5 2x + 4 dx
= √ dx − 7 p =
2 2
x + 4x + 10 (x + 2)2 + 6
p p
=5 x2 + 4x + 10 − 7 ln x + 2 + (x + 2)2 + 6 + C =
p p
=5 x2 + 4x + 10 − 7 ln x + 2 + x2 + 4x + 10 + C.

SEC. 6. INTEGRATION BY PARTS

Let u and v be two differentiable functions of x. Then the differential of the product uv is found
from the following formula:

d(uv) = udv + vdu.

Whence, by integration, we have
Z Z
uv = udv + vdu

or
Z Z
udv = uv − vdu (1)

11
 This formula is called the formula of integration by parts. It is most frequently used in the
integration of expressions that may be represented in the form of a product of two factors u and
dv in such aRway that the finding of the function v from its differential dv, and the evaluation of
the integral
R vdu should, taken together, be a simpler problem than the direct evaluation of the
integral udv. To become adept at breaking up a given element of integration into the factors u
and dv, one has toR solve problems; we shall show how this is done in a number of cases.
Example 1. x sin xdx = ? We let

u = x, dv = sin xdx ;
then
du = dx, v = − cos x.
Hence, Z Z
x sin xdx = −x cos x + cos xdx = −x cos x + sin x + C.

Note. When determining the function v from the differential dv we can take any arbitrary
constant since it does not enter into the final result (this can be seen by putting the expression
v + C into (1) in place of u). It is therefore convenient to consider this constant equal to zero.
The rule for integration by parts is widely used. For example, integrals of the form
R k R k
Rx ksinaxaxdx, Rx kcos axdx,
x e dx, x ln xdx,
and certain integrals containing inverse trigonometric functions are evaluated using integration
by parts. R
Example 2. It is required to evaluate arctan xdx.
dx
Letting u = arctan x, dv = dx, we get du = , v = x. Thus,
1 + x2
Z Z
xdx 1
arctan xdx = x arctan x − = x arctan x − ln 1 + x2 + C.
1 + x2 2
Example 3. It is required to evaluate x2 ex dx.
R

Let us put u = x2 , dv = ex dx; then du = 2xdx, v = ex ,

Z Z
x e dx = x e − 2 xex dx
2 x 2 x

The last integral we again integrate by parts, letting

u1 = x, du1 = dx
dv1 = ex dx, v1 = ex
Then
Z Z
xex dx = xex − ex dx = xex − ex + C

Finally, we get
Z
x2 ex dx = x2 ex − 2 (xex − ex ) + C = ex x2 − 2x + 2 + C.

12
 R 2

Example 4. It is required to evaluate x + 7x − 5 cos 2xdx. We let
u = x2 + 7x − 5 , dv = cos 2xdx ; then
sin 2x
du = (2x + 7)dx, v=
2
Z Z
sin 2x sin 2x
x2 + 7x − 5 cos 2xdx = x2 + 7x − 5



− (2x + 7) dx.
2 2
2x + 7
Apply integration by parts to the latter integral, letting u1 = , dv1 = = sin 2xdx; then
2
cos 2x
du1 = dx, v1 = −
Z  2 Z  
2x + 7 2x + 7 cos 2x cos 2x
sin 2xdx = − − − dx =
2 2 2 2
(2x + 7) cos 2x sin 2x
=− + + C.
4 4
Therefore, we finally get
Z

sin 2x cos 2x sin 2x
x2 + 7x − 5 cos 2xdx = x2 + 7x − 5


+ (2x + 7) − + C.
2 4 4
R√
Example 5. l = a2 − x2 dx = ? √
Perform identical transformations. Multiply and divide the integrand by a2 − x2

a2 − x2 x2 dx
Z p Z Z Z
dx
a2 − x2 dx = √ dx = a2 √ − √ =
a2 − x2 a 2 − x2 a2 − x2
Z
x xdx
= a2 arcsin − x √ .
a a2 − x2
Integrate the latter integral by parts, letting
then

u = x, du = dx
xdx p
dv = √ , v = − a2 − x2
a2 − x2
x2 dx
Z Z Z p
xdx p
√ = x√ = −x a2 − x2 + a2 − x2 dx.
a 2 − x2 a2 − x2
Putting the last result in the earlier obtained expression of the given integral, we will have
Z p Z p
2 2 2 x p
2 2
a − x dx = a arcsin + x a − x − a2 − x2 dx
a
Transposing the integral from right to left and performing elementary trans. formations, we
finally get

a2
Z p
x xp 2
a2 − x2 dx = arcsin + a − x2 + C.
2 a 2

13
 Example 6. Evaluate the integrals
Z Z
l1 = eax cos bxdx and l2 = eax sin bxdx

Applying integration by parts to the first integral, we get

u = eax , du = aeax
1
dv = cos bxdx, v = sin bx
b
Z Z
1 a
eax cos bxdx = eax sin bx − eax sin bxdx.
b b
Again apply the method of integration by parts to the last integral:

u = eax , du = aeax
1
dv = sin bxdx, v = − cos bx
b
Z Z
1 a
eax sin bxdx = − eax cos bx + eax cos bxdx.
b b
Putting into the preceding equation the expression obtained gives us

a2
Z Z
ax 1 ax a ax
e cos bxdx = e sin bx + 2 e cos bx − 2 eax cos bxdx
b b b
From this equation let us find l1 :

a2
 Z  
1 a
1+ 2 eax cos bxdx = eax sin bx + 2 cos bx
b b b
whence
eax (b sin bx + a cos bx)
Z
l1 = eax cos bxdx = +C
a2 + b2
Similarly, we find

eax (a sin bx − b cos bx)

Z
l2 = eax sin bxdx = +C
a2 + b2

SEC. 7. RATIONAL FRACTIONS, PARTIAL RATIONAL

FRACTIONS AND THEIR INTEGRATION
As we shall see below, not every elementary function has an integral expressed in elementary
functions. For this reason, separating out those classes of functions whose integrals are expressed
in terms of elementary functions is very important. The simplest of these classes is the class of
rational functions.
Every rational function may be represented in the form of a rational fraction, that is to say, as
a ratio of two polynomials:

14
 Q(x) B0 xm + B1 xm−1 + . . . + Bm
=
f (x) A0 xn + A1 xn−1 + . . . + An
Without restricting the generality of our reasoning, we shall assume that these polynomials do
not have common roots.
If the degree of the numerator is lower than that of the denominator, then the fraction is called
proper, otherwise the fraction is called improper.
If the fraction is an improper one, then by dividing the numerator by the denominator (by the
rule of division of polynomials), it is possible to represent the fraction as the sum of a polynomial
and a proper fraction:

Q(x) F (x)
= M (x) +
f (x) f (x)
F (x)
here M (x) is a polynomial, and is a proper fraction.
f (x)
Example 1. Given an improper rational fraction

x4 − 3
x2 + 2x + 1
Dividing the numerator by the denominator (by the rule of division of polynomials), we get

x4 − 3 4x − 6
= x2 − 2x + 3 − 2 .
x2 + 2x + 1 x + 2x + 1
Since integrating polynomials does not present any difficulties, the basic barrier when integrating
rational fractions is the integration of proper rational fractions.
Definition. Proper rational fractions of the following forms are called partial fractions of types
I, II, III, and IV.
A
I. .
x−a
A
II. (k is a positive integer ⩾ 2).
(x − a)k
p2

Ax + B
III. (the roots of the denominator are complex, that is, −q <0 .
x2 + px + q 4
Ax + B
IV. k
(k is a positive integer ⩾ 2; the roots of the denominator are complex).
(x2 + px + q)

It will be proved below (see Sec. 8) that every rational fraction may be represented as a sum of
partial fractions. We shall therefore first consider integrals of partial fractions.
The integration of partial fractions of types I, II, and III does not present any particular diffi-
culties so we shall perform their integration without any remarks:

R A
I. dx = A ln |x − a| + C.
x−a

15
 II.
(x − a)−k+1
Z Z
A A
dx = A (x − a)−k dx = A +C = +C
(x − a)k −k + 1 (1 − k)(x − a)k−1

III.  
A Ap
Z
Ax + B
Z
2 (2x + p) + B − 2
dx = dx =
x2 + px + q x2 + px + q
Z  Z
A 2x + p Ap dx
= 2
dx + B − 2
=
2 x + px + q 2 x + px + q
 Z
A Ap dx
= ln x2 + px + q + B − 2
 =
2 2 x+ p + q−

p2
2 4
A 2B − Ap 2x + p
= ln x2 + px + q + p arctan p +C
2 4q − p2 4q − p2

IV. The integration of partial fractions of type IV requires more involved

computations. Suppose we have an integral of this type:
Z
Ax + B
k
dx.
2
(x + px + q)
Perform the transformations:
 
A Ap
Z Z (2x + p) + B −
Ax + B 2 2
k
dx = k
dx =
(x2
+ px + q) (x2 + px + q)
Z  Z
A 2x + p Ap dx
=− k
dx + B − k
.
2 2
(x + px + q) 2 2
(x + px + q)
The first integral is taken by the substitution x2 + px + q = t; which yields (2x + p)dx = dt;
hence

t−k+1
Z Z Z
2x + p dt
k
dx = = t−k dt = +C =
(x2 + px + q) tk 1−k
1
= k−1
+ C.
(1 − k) (x2 + px + q)
We write the second integral (let us denote it by Ik ) in the form
Z Z Z
dx dx dt
Ik = k
= ik = k
2 (t + m2 )
2
h 
(x + px + q) 2
x + p2 + q − p4

2

assuming

p p2
x+ = t, dx = dt, q− = m2
2 4

16
 
ρ2
(it is assumed that the roots of the denominator are complex, and hence, q − 4 > 0 . We then
do as follows:


t2 + m2 − t2
Z Z
dt 1
Ik = k
= k
dt =
(t2 + m2 ) m2(t2 + m2 )
t2
Z Z
1 dt 1
= 2 k−1
− k
dt. (1)
m (t2 + m2 ) m2 (t2 + m2 )
Transform the last integral:

t2 dt t · t dt
Z Z
k
= k
=
(t2 + m2 ) (t2 + m2 )

!
d t2 + m 2
Z Z
1 1 1
= t k
=− t d k−1
·
2 (t2 + m2 ) 2(k − 1) (t2 + m2 )
Integrating by parts we get
" #
t2 dt
Z Z
1 1 dt
k
=− t − .
(t2 + m2 ) 2(k − 1) (t2 + m2 )k−1 (t2 + m2 )
k−1

Putting this expression into (1), we have

Z Z
dt 1 dt
Ik = k
= 2 k−1
+
2
(t + m ) 2 m (t + m2 )
2
" Z #
1 1 t dt
+ 2 − =
m 2(k − 1) (t2 + m2 )k−1 (t2 + m2 )
k−1

2k − 3
Z
t dt
= k−1
+ 2 (k − 1) k−1
.
2 2
2m (k − 1) (t + m ) 2 2m (t + m2 )
2

On the right side is an integral of the same type as Ik , but the exponent of the denominator of
the integrand is less by unity (k − 1); we have thus expressed Ik in terms of Ik−1 .
Continuing in the same manner we will arrive at the familiar integral
Z
dt 1 t
I1 = 2 2
= arctan + C.
t +m m m
Then, substituting everywhere in place of t and m with their values, we get the expression of
integral IV in terms of x and the given numbers A, B, p, q.
Example 2.
1
x−1 2 (2x + 2) + (−1 − 1)
Z Z
2 dx = 2 dx =
(x2+ 2x + 3) (x2 + 2x + 3)
Z Z
1 2x + 2 dx
= 2 dx − 2 2 =
2 (x2 + 2x + 3) (x2 + 2x + 3)
Z
1 1 dx
=− − 2 2.
2 (x2 + 2x + 3) (x2 + 2x + 3)

17
 We apply the substitution x + 1 = t to the last integral:


t2 + 2 − t2
Z Z Z Z
dx dx 1 dt
2 2 = 2 2 = 2 2 = 2 2 dt =
(x + 2x + 3) [(x + 1) + 2] (t + 2) (t2 + 2)
t2
Z Z
1 dt 1
= 2
− 2 dt =
2 t +2 2 (t2 + 2)
t2 dt
Z
1 1 t 1
= √ arctan √ − 2.
2 2 2 2 (t2 + 2)
Let us consider the last integral:


t2 dt d t2 + 2
Z Z Z  
1 1 1
2 = 2 t 2 =− td =
(t2 + 2) (t2 + 2) 2 t2 + 2
Z
1 t 1 dt
=− 2 + =
2t +2 2 t2 + 2
t 1 t
=− + √ arctan √
2 (t2 + 2) 2 2 2
(we do not yet write the arbitrary constant but we will take it into account in the final result).
Consequently,
Z
dx 1 x+1
2 =
√ arctan √ −
(x2 + 2x + 3) 2 2 2
 
1 x+1 1 x+1
− − + √ arctan √ .
2 2 (x2 + 2x + 3) 2 2 2
Finally, we get
√
x−1
Z
x+2 2 x+1
2 dx = − 2 (x2 + 2x + 3) − 4 arctan
√ + C.
2
(x + 2x + 3) 2

SEC 8. DECOMPOSITION OF A RATIONAL FRACTION

INTO PARTIAL FRACTIONS
We shall now show that every proper rational fraction may be decomposed into a sum of partial
fractions.
Suppose we have a proper rational fraction

F (x)
.
f (x)
We shall assume that the coefficients of the polynomials are real numbers and that the given
fraction is non-reducible (this means that the numerator and denominator do not have common
roots).
If

18

µ
ν
f (x) = (x − a)α (x − b)β . . . x2 + px + q . . . x2 + lx + s ,
F (x)
then the fraction can be represented as follows:
f (x)
F (x) A A1 Aa−1
= + + ... + +
f (x) (x − a)α (x − a)α−1 x−a
B B1 Bβ−1
+ + + ... + +
(x − b)β (x − b)β−1 x−b
Mx + N M 1 x + N1 Mµ−1 x + Nµ−1
+ 2 µ + µ−1 + . . . + + (1)
(x + px + q) 2
(x + px + q) x2 + px + q
Px + Q P1 x + Q1 Pν−1 x + Qν−1
+ 2 + ν−1 + · · · + x2 + lx + s
(x2 + lx + s) (x2 + lx + s)
The coefficients A, A1 . . . , B, B1 , . . . may be determined by the following reasoning. This equality
is an identity; and for this reason, by reducing the fractions to a common denominator we get
identical polynomials in the numerators on the right and left. Equating the coefficients of the same
degrees of x, we get a system of equations to determine the unknown coefficients A, A1 , . . . , B, B1 , . . .
In addition, to determine the coefficients we can take advantage of the following: since the
polynomials obtained on the right and left sides of the equality must be identically equal after
reducing to a common denominator, their values are equal for all particular values of x. Assigning
particular values to x, we get equations for determining the coefficients.
We thus see that every proper rational fraction may be represented in the form of a sum of
partial rational fractions.
x2 + 2
Example. Let it be required to decompose the fraction into partial fractions.
(x + 1)3 (x − 2)
From (5) we have

x2 + 2 A A1 A2 B
3
= 3
+ 2
+ + .
(x + 1) (x − 2) (x + 1) (x + 1) x+1 x−2
Reducing to a common denominator and equating the numerators, we have

x2 + 2 = A(x − 2) + A1 (x + 1)(x − 2) + A2 (x + 1)2 (x − 2) + B(x + 1)3 , (2)

x2 + 2 = (A2 + B) x3 + (A1 + 3B) x2 +

+ (A − A1 − 3A2 + 3B) x + (−2A − 2A1 − 2A2 + B)
Equating the coefficients of x3 , x2 , x1 , x0 (absolute term), we get a system of equations for
determining the coefficients:

0 = A2 + B
1 = A1 + 3B
0 = A − A1 − 3A2 + 3B
2 = −2A − 2A1 − 2A2 + B.
Solving this system we find

19
 1 2 2
A = −1; A1 = ; A2 = − ; B = .
3 9 9
It might also be possible to determine some of the coefficients of the equations that result for
some particular values of x from equality (2), which is an identity in x.
Thus, setting x = −1, we have 3 = −3A then A = −1. Setting x = 2, we have 6 = 27B then
B = 92 .
If to these two equations we add two equations that result from equating the coefficients of the
same powers of x, we get four equations for determining the four unknown coefficients. As a result,
we have the decomposition

x2 + 2 1 1 2 2
=− + − + .
(x + 1)3 (x − 2) (x + 1)3 3(x + 1)2 9(x + 1) 9(x − 2)

SEC. 9. INTEGRATION OF RATIONAL FRACTIONS

Q(x)
Let it be required to evaluate the integral of a rational fraction ; that is, the integral
f (x)
Z
Q(x)
dx
f (x)
If the given fraction is improper, we represent it as the sum of a polynomial M (x) and the
F (x)
proper rational fraction (see Sec. 7). This latter we represent, applying formula (1) in Sec. 8,
f (x)
as a sum of partial fractions. Thus, the integration of a rational fraction reduces to the integration
of a polynomial and several partial fractions.
From the results of Sec. 8 it follows that the form of partial fractions is determined by the roots
of the denominator f (x). Here, the following cases are possible.
Case I. The roots of the denominator are real and distinct, that is

f (x) = (x − a)(x − b) . . . (x − d)
F (x)
Here, the fraction is decomposable into partial fractions of type I:
f (x)
F (x) A B D
= + + ... + ,
f (x) x−a x−b x−d
and then
Z Z Z Z
F (x) A B D
dx = dx + dx + . . . + dx =
f (x) x−a x−b x−d
= A ln |x − a| + B ln |x − b| + . . . + D ln |x − d| + C.
Case II. The roots of the denominator are real, and some of them are multiple:

f (x) = (x − a)a (x − b)β . . . (x − d)δ .

F (x)
In this case the fraction is decomposable into partial fractions of types I and II.
f (x)

20
 Example 1. (see example in Sec. 8).

x2 + 2
Z Z Z Z
dx 1 dx 2 dx
dx = − + − +
(x + 1)3 (x − 2) (x + 1)3 3 (x + 1)2 9 x+1
Z
2 dx 1 1 1 2 2
+ = − − ln |x + 1| + ln |x − 2| + C =
9 x−2 2 (x + 1)2 3(x + 1) 9 9
2x − 1 2 x−2
=− + ln + C.
6(x + 1)2 9 x+1
Case III. Among the roots of the denominator there are complex non-repeating (that is, dis-
tinct) roots:

f (x) = x2 + px + q x2 + lx + s . . . (x − a)α . . . (x − d)δ .

F (x)
In this case the fraction is decomposable into partial fractions of types I, II, and III.
f (x)
Example 2. Evaluate the integral
Z
xdx
.
(x2 + 1) (x − 1)
Decompose the fraction under the integral sign into partial fractions (see (1), Sec. 8)
Consequently,
x Ax + B C
= 2 + ,
(x2 + 1) (x − 1) x +1 x−1

x = (Ax + B)(x − 1) + C x2 + 1 .

1 1
Setting x = 1, we get 1 = 2C, C = ; setting x = 0, we get 0 = −B + C, B = .
2 2
2 1
Equating the coefficients of x , we get 0 = A + C, whence Ar = − . Thus,
2
x−1
Z Z Z
xdx 1 1 dx
=− dx + =
(x2 + 1) (x − 1) 2 x2 + 1 2 x−1
Z Z Z
1 xdx 1 dx 1 dx
=− 2
+ 2
+ =
2 x +1 2 x +1 2 x−1
1 1 1
= − ln x2 + 1 + arctan x + ln |x − 1| + C.
4 2 2
Case IV. Among the roots of the denominator there are complex multiple roots

µ
ν
f (x) = x2 + px + q x2 + lx + s . . . (x − a)α . . . (x − d)δ .
F (x)
In this case, the decomposition of the fraction will also contain partial fractions of type
f (x)
IV.
Example 3. It is required to evaluate the integral

21
 x4 + 4x3 + 11x2 + 12x + 8
Z
2 dx.
(x2 + 2x + 3) (x + 1)
Solution. Decompose the fraction into partial fractions:

x4 + 4x3 + 11x2 + 12x + 8 Ax + B Cx + D E

2 = 2 + + ,
(x2 + 2x + 3) (x + 1) (x2 + 2x + 3) (x2 + 2x + 3) x + 1
whence

x4 + 4x3 + 11x2 + 12x + 8 =

2
= (Ax + B)(x + 1) + (Cx + D) x2 + 2x + 3 (x + 1) + E x2 + 2x + 3 .

Combining the above-indicated methods of determining coefficients, we find

A = 1, B = −1, C = 0, D = 0, E = 1.
Thus, we get

x4 + 4x3 + 11x2 + 12x + 8 x−1

Z Z Z
dx
2 dx = 2 dx + =
(x2
+ 2x + 3) (x + 1) + 2x + 3) (x2 x+1
√
x+2 2 x+1
=− − arctan √ + ln |x + 1| + C.
2 (x2 + 2x + 3) 4 2
The first integral on the right was considered in Example 2, Sec. 7. The second integral is taken
directly.
From the foregoing, it follows that the integral of any rational function may be expressed in
terms of elementary functions in final form, namely, in terms of:
1. logarithms in the case of partial fractions of type I;
2. rational functions in the case of partial fractions of type II;
3. logarithms and arc tangents in the case of spatial fractions of type III;
4. rational functions and arc tangents in the case of partial fractions of type IV.

SEC. 10. INTEGRALS OF IRRATIONAL FUNCTIONS

It is impossible to express in terms of elementary functions the integral of every irrational function.
In this and the following sections we shall consider irrational functions whose integrals are reduced
(using substitution) to integralsRof rational functions and, consequently, are integrated to the end.
m r

I. We consider the integral R x, x n , . . . , x s dx where R is a rational function of its argu-
ments.1 )
m r
 
1) The notation R x, x n , . . . , x s indicates that only rational operations are performed on the quantities
m r
x, x n , . . . , x s .
This
 is precisely  the way that the following notations are henceforward to be understood:
m
n
√ 
R x, ax+b cx+d
, . . . , R x, ax2 + bx + c , R(sin x, cos x), etc. For instance, the notation R(sin x, cos x)
indicates that rational operations are to be performed on sin x and cos x.

22
 m r
Let k be a common denominator of the fractions n , .. . , s. We make the substitution

x = tk , dx = ktk−1 dt.
Then each fractional power of x will be expressed in terms of an integral power of t and the
integrand will thus be transformed into a rational function of t.
Example 1. It is required to compute the integral
Z 1
x 2 dx
3 .
x4 + 1
1 3
Solution. The common denominator of the fractions , is 4 : and so we substitute: x =
2 4
t4 , dx = 4t3 dt; then
1
t2 3 t5 t2
Z Z Z Z  
x 2 dx 2
3 = 4 t dt = 4 dt = 4 t − dt =
x4 + 1 t3 + 1 t3 + 1 t3 + 1
t2 t3
Z Z
4
= 4 t2 dt − 4 3
dt = 4 − ln t3 + 1 + C =
t +1 3 3

4h 3 3
= x 4 − ln x 4 + 1 + C.
3
II. Now consider an integral of the form
Z "  m  r #
ax + b n ax + b s
R x, ,..., dx
cx + d cx + d
This integral reduces to the integral of a rational function using substitution:
ax + b
= tk
cx + d
m r
where k is the common denominator of the fractions n , . . . , s.
Example 2. It is required to compute the integral
Z √
x+4
dx
x
Solution. We make the substitution x + 4 = t2 , x = t2 − 4; dx = 2tdt; then
Z √
t2
Z Z   Z Z
x+4 4 dt
dx = 2 2
dt = 2 1 + 2
dt = 2 dt + 8 2
=
x t −4 t −4 t −4
√
t−2 √ x+4−2
= 2t + 2 ln + C = 2 x + 4 + 2 ln √ + C.
t+2 x+4+2

23
 R √

SEC. 11. INTEGRALS OF THE FORM R x, ax2 + bx + c dx
Let us consider the integral
Z  p 
R x, ax2 + bx + c dx. (1)

An integral of this kind reduces to the integral of a rational function of a new variable using the
following Euler substitutions.

1. First Euler substitution. If a > 0, then we put

p √
ax2 + bx + c = ± ax + t.
√
We take the plus sign in front of a for the sake of definiteness.
Then √
ax2 + bx + c = ax2 + 2 axt + t2 ,
whence x is determined as a rational function of t :

t2 − c
x= √
x − 2 at
(thus, dx will also be expressed rationally in terms of t ). Therefore,
p √ √ t2 − c
ax2 + bx + c = ax + t = a √ + t,
b − 2t a
√
and √ ax2 + bx + c is a rational function of t.
Since ax2 + bx + c, x and dx are expressed rationally in terms of t, the given integral (1) is
transformed into an integral of a rational function of t.
Example 1. It is required to compute the integral
Z
dx
√
x2 + C
√
Solution. Since here a = 1 > 0, we put x2 + C = −x + t; then

x2 + C = x2 − 2xt + t2
whence
t2 − C
x= .
2t
Consequently,
t2 + C
dx = dt
2t2
p t2 − C t2 + C
x2 + C = −x + t = − +t= .
2t 2t
Returning to the initial integral, we have

24
 2
Z Z t +C Z
dx 2t2 dt = dt p
√ = 2 = ln |t| + C1 = ln x + x2 + C + C1
x2 + C t +C t
2t
(see Formula 15 in the Table of Integrals).

2. Second Euler substitution. If c > 0, we put

p √
ax2 + bx + c = xt ± c;
then
√
ax2 + bx + c = x2 t2 + 2xt c + c.
√
(For the sake of definiteness we took the plus sign in front of c.) Then x is determined as a
rational function of t :
√
2 ct − b
x= .
a − t2
√
Since dx.√ and ax2 + bx + c are also expressedRrationally
t, by substituting the
√ in terms of
values of x, ax2 + bx + c and dx into the integral R x, ax2 + bx + c dx, we reduce it to an
integral of a rational function of t.
Example 2. It is required to compute the integral
√
2
1− 1 + x + x2
Z
√ dx.
x2 1 + x + x2
Solution. We set
p
1 + x + x2 = xt + 1; then

2t − 1 2t2 − 2t + 2
1 + x + x2 = x2 t2 + 2xt + 1; x= ; dx = 2 dt;
1 − t2 (1 − t2 )
p t2 − t + 1
1 + x + x2 = xt + 1 = ;
1 − t2
p −2t2 + t
1 − 1 + x + x2 = .
1 − t2
Putting the expressions obtained into the original integral, we find

25
 √
2
2
2


1− 1 + x + x2 −2t2 + t 1 − t2 1 − t2 2t2 − 2t + 2
Z Z
√ dx = 2 2 dx =
x2 1 + x + x2 (1 − t2 ) (2t − 1)2 (t2 − t + 1) (1 − t2 )
Z 2
t 1+t
=2 2
dt + C = −2t + ln +C =
1−t 1−t
√
√
2 1 + x + x2 − 1 x + 1 + x + x2 − 1
=− + ln √ +C =
x x − 1 + x + x2 + 1
√

2 1 + x + x2 − 1 p
=− + ln 2x + 2 1 + x + x2 + 1 + C.
x
3. Third Euler substitution. Let α and β be the real roots of the trinomial ax2 + bx + c. We
put

p
ax2 + bx + c = (x − α)t.
Since ax2 + bx + c = a(x − α)(x − β), we have
p
a(x − α)(x − β) = (x − α)t,
a(x − α)(x − β) = (x − α)2 t2 ,
a(x − β) = (x − α)t2 .
Whence we find x as a rational function of t :

aβ − αt2
x= .
a − t2
√
Since dx and ax2 + bx + c also rationally depend upon t, the given integral is transformed
into an integral of a rational function of t.
Note 1. The third Euler substitution is applicable not only for a < 0, but also for a > 0,
provided the polynomial ax2 + bx + c has two real roots.
Example 3. It is required to compute the integral
Z
dx
√
2
x + 3x − 4
Solution. Since x2 + 3x − 4 = (x + 4)(x − 1), we put
p
(x + 4)(x − 1) = (x + 4)t ;

then
(x + 4)(x − 1) = (x + 4)2 t2 ; x − 1 = (x + 4)t2 ,
1 + 4t2 10t
x= , dx = dt ,
1 − t2 (1 − t2 )2
1 + 4t2
 
p 5t
(x + 4)(x − 1) = +4 t= .
1 − t2 1 − t2

26
Returning to the original integral, we have
q
x−1
Z
dx
Z
10t(1 − t ) 2 Z
2 1+t 1+ x+4
√ = dt = dt = ln +C = = ln + C.
(1 − t2 )2 5t 1 − t2
q
2
x + 3x − 4 1−t 1− x−1
x+4

Note 2. It will be noted that the first and third Euler substitutions are sufficient to reduce
integral (1) to an integral of a rational function. Let us consider the trinomial ax2 + bx + c. If
b2 − 4ac > 0, then the roots of the trinomial are real, and, hence, the third Euler substitution is
applicable. If b2 − 4ac ≤ 0, then in this case
1 
ax2 + bx + c = (2ax + b)2 + (4ac − b2 )

4a
√
and therefore the trinomial has the same sign as that of a. For ax2 + bx + c to be real, the
trinomial must be positive, and we must have a > 0. In this case, the first substitution is applicable.

SEC. 12. INTEGRATION OF CERTAIN CLASSES OF

TRIGONOMETRIC FUNCTIONS
Up to now, we have made a systematic study only of the integrals of algebraic functions (rational and
irrational). In this section, we shall consider integrals of certain classes of non-algebraic functions,
primarily trigonometric. Let us consider an integral of the form
Z
R(sin x, cos x)dx (1)

We shall show that this integral, by the substitution

x
=t tan (2)
2
always reduces to an integral of a rational function. Let us express sin x and cos x in terms of
tan x2 , and hence, in terms of t :
2 sin x2 cos x2 2 sin x2 cos x2 2 tan x2 2t
sin x = = 2 x x
= 2 x =
1 sin 2 + cos 2 2 1 + tan 2 1 + t2
cos2 x
2 − sin2 x
2 cos2 x
2 − sin2 x
2 1 − tan2 x
2 1 − t2
cos x = = = x =
1 cos2 x
2 + sin2 x
2
1 + tan2 2
1 + t2
And
2dt
x = 2 arctan t, dx =
1 + t2
In this way, sin x, cos x, and dx are expressed rationally in terms of t. Since a rational function
of rational functions is a rational function, by substituting the expressions obtained into the integral
(1) we get an integral of a rational function:

27
 1 − t2
Z Z  
2t 2dt
R(sin x, cos x)dx = R ,
1 + t2 1 + t2 1 − t2
Example 1. Consider the integral
Z
dx
sin x
Based on the foregoing formulas we have
Z Z 2 Z
dx 1+t2 dt x
= 2t dt = = ln |t| + C = ln tan +C
sin x 1+t2
t 2
This substitution enables us to integrate any function of the form R(cos x, sin x). For this
reason, it is sometimes called a "universal trigonometric substitution". However, in practice, it
frequently leads to extremely complex rational functions. It is therefore convenient to know some
other substitutions (in addition to the "universal" one) that sometimes lead more quickly to the
desired end.
R
1. If an integral is of the form R(sin x) cos x dx the substitution
R
sin x = t, cos x dx = dt reduces this integral to the form R(t) dt.
R
2. If the integral has the form R(cos x) sin x dx, it is reduced to an integral of a rational function
by the substitution cos x = t, sin x dx = −dt.
3. If the integrand is dependent only on tan x, then the substitution
dt
tan x = t, x = arctan t, dx = reduces this integral to an integral of a rational function:
1 + t2
Z Z
dt
R(tan x)dx = R(t)
1 + t2

4. If the integrand has the form R(sin x, cos x), but sin x and cos x are involved only in even
powers, then the same substitution is applied:

tan x = t
because sin2 x and cos2 x are expressed rationally in terms of tan x :
1 1
cos2 x = 2 =
1 + tan x 1 + t2
2
tan x t2
sin2 x = =
1 + tan2 x 1 + t2
dt
dx =
1 + t2
After the substitution, we obtain an integral of a rational function.
R sin3 x
Example 2. Compute the integral dx.
2 + cos x

28
 R
Solution. This integral is readily reduced to the form R(cos x) sin xdx.
Indeed,
sin3 x sin2 x sin x 1 − cos2 x
Z Z Z
dx = dx = sin x dx
2 + cos x 2 + cos x 2 + cos x
We make the substitution cos x = z. Then sin x dx = −dz

sin3 x 1 − z2
Z 2 Z  
z −1
Z Z
3
dx = (−dz) = dz = z−2+ dz =
2 + cos x 2+z z+2 z+2
z2 cos2 x
= − 2z + 3 ln(z + 2) + C = − 2 cos x + 3 ln(cos x + 2) + C
2 2
R dx
Example 3. Compute .
2 − sin2 x
Make the substitution tan x = t :
Z Z Z
dx dt dt 1 t
2 =   = 2
= √ arctan √ + C
2 − sin x t2
2 − 1+t2 (1 + t2 ) 2 + t 2 2
 
1 tan x
= √ arctan √ +C
2 2
R
5. Now let us consider one more integral of the form R(sin x, cos x) dx, namely an integral
under the sign of which is the product sinm x cosn x dx (where m and n are integers). Here
we shall have to consider three cases:

sinm x cosn xdx, where m and n are such that at least one of them is odd. For definiteness
R
a)
let us assume that n is odd. Put n = 2p + 1 and transform the integral:

Z Z
m
sin x cos 2p+1
xdx = sinm x cos2p x cos xdx =
Z

p
= sinm x 1 − sin2 x cos xdx

Change the variable

sin x = t, cos xdx = dt
Putting the new variable into the given integral, we get
Z Z

p
sinm x cosn xdx = tm 1 − t2 dt

which is an integral of a rational function of t.

Example 4.
1 − sin2 x cos xdx


cos3 x cos2 x cos xdx
Z Z Z
dx = =
sin4 x sin4 x sin4 x

29
 Denoting sin x = t, cos xdx = dt, we get


cos3 x 1 − t2 dt
Z Z Z Z
dt dt 1 1
4 dx = 4
= 4
− 2
=− 2 + +C =
sin x t t t 3t t
1 1
=− + +C
3 sin2 x sin x

sinm x cosn x dx, where m and n are non-negative and even numbers.
R
b)
Put m = 2p, n = 2q. Write the familiar trigonometric formulas:
1 1 1 1
sin2 x = − cos 2x, cos2 x = + cos 2x (3)
2 2 2 2
Putting them into the integral we get
Z Z  p  q
2p 2q 1 1 1 1
sin x cos x dx = − cos 2x + cos 2x dx
2 2 2 2

Powering and opening brackets, we get terms containing cos 2x in odd and even powers.
The terms with odd powers are integrated as indicated in Case (a). We again reduce the
even
R exponents by formulas (3). Continuing in this manner we arrive at terms of the form
cos kx dx, which can easily be integrated.
Example 5.
Z Z Z
1 1
sin4 xdx = 2 (1 − cos 2x)2 dx = 1 − 2 cos 2x + cos2 2x dx =


2 4
 Z   
1 1 1 3 sin 4x
= x − sin 2x + (1 + cos 4x)dx = x − sin 2x + +C
4 2 4 2 8

c) If both exponents are even, and at least one of them is negative, then the preceding technique
does not give the desired result. Here, one should make the substitution tan x = t
(or cot x = t ).
Example 6.

2
sin2 xdx sin2 x sin2 x + cos2 x
Z Z Z

2
= dx = tan2 x 1 + tan2 x dx
cos6 x cos6 x
dt
Put tan x = t; then x = arctan t, dx = and we get
1 + t2

sin2 x t3 t5
Z Z Z

2 dt
t2 1 + t2 2 2


dx = = t 1 + t dt = + +C =
cos6 x 1 + t2 3 5
tan3 x tan5 x
= + + C.
3 5

30
 6. In conclusion let us consider integrals of the form

Z Z Z
cos mx cos nxdx, sin mx cos nxdx, sin mx sin nxdx

They are taken using the following formulas2 (m ̸= n) :

1
[cos(m + n)x + cos(m − n)x]
cos mx cos nx =
2
1
sin mx cos nx = [sin(m + n)x + sin(m − n)x]
2
1
sin mx sin nx = [− cos(m + n)x + cos(m − n)x]
2
Substituting and integrating, we get
Z Z
1
cos mx cos nxdx = [cos(m + n)x + cos(m − n)x]dx =
2
sin(m + n)x sin(m − n)x
= + +C
2(m + n) 2(m − n)
The other two integrals are evaluated similarly.
Example 7.
Z Z
1 sin 8x sin 2x
sin 5x sin 3xdx = [− cos 8x + cos 2x]dx = − + + C.
2 16 4

SEC. 13. INTEGRATION OF

CERTAIN IRRATIONAL FUNCTIONS USING TRIGONO-
METRIC SUBSTITUTIONS
Let us return to the integral considered in Sec. 11:
Z  p 
R x, ax2 + bx + c dx (1)

Here we shall give a method of transforming this integral into one of the form
Z
R̄(sin z, cos z)dz (2)

which was considered in the preceding section.

2) These formulas are easily derived as follows:

cos(m + n)x = cos mx cos nx − sin mx sin nx,

cos(m − n)x = cos mx cos nx + sin mx sin nx.

Combining these equations termwise and dividing them in half, we get the first of the three formulas. Subtracting
termwise and dividing in half, we get the third formula. The second formula is similarly derived if we write analogous
equations for sin(m + n)x and sin(m − n)x and then combine them termwise.

31
 Transform the trinomial under the radical sign:
2 
b2
 
b
ax2 + bx + c = a x + + c−
2a 4a
Change the variable, putting
b
x+ = t, dx = dt
2a
Then
s
b2
p  
ax2 + bx + c = at2 + c −
4a
Let us consider all possible cases.

b2 b
1. Let a > 0, a − > 0. We introduce the designations: a = m2 , c − = n2 . In this case, we
4a 2a
have

p p
ax2 + bx + c = m 2 t2 + n2

b2
2. Let a > 0, c − < 0. Then
4a

b2
a = m2 , c− = −n2
4a
Thus,
p p
ax2 + bx + c = m 2 t2 − n2

b2
3. Let a < 0, c − > 0. Then
4a

b2
a = −m2 , c− = n2
4a
Hence,
p p
ax2 + bx + c = n2 − m2 t2

b2 √
4. Let a < 0, c − < 0. In this case ax2 + bx + c is a complex number for every value of x.
4a
In this way, integral (1) is reduced to one of the following types of integrals:

32
 Z  p 
I. R t, m2 t2 + n2 dt (3,1)
Z  p 
II. R t, m2 t2 − n2 dt (3.2)
Z  p 
III. R t, n2 − m2 t2 dt (3.3)

Obviously, integral (3.1) is reduced to an integral of the form (2) by the substitution
n
t=
tan z
m
Integral (3.2) is reduced to the form (2) by the substitution
n
sec z
t=
m
Integral (3.3) is reduced to (2) by the substitution
n
t= sin t
m
Example. Compute the integral
Z
dx
q
3
(a2 − x2 )
Solution. This is an integral of type III. Make the substitution x = a sin z, then dx = a cos zdz.
Hence
Z Z Z Z
dx a cos zdz a cos zdz 1 dz 1
p = q = 3 3
= 2 2
= 2 tan z
2 2
(a − x ) 3
(a2 − a2 sin2 z)3 a cos z a cos z a

1 sin z 1 sin z 1 x
+C = +C = 2 p +C = 2 √ + C.
a2 cos z a 2
1 − sin z a a − x2
2

II. Definite integrals

SEC. 1. Definite integrals Introduction
The quantity
Z b
f (x)dx
a

is called the definite integral of f (x) from a to b. The numbers a and b are known as the lower
and upper limits of the integral. To see how to evaluate a definite integral consider the following
example.

33
 Example Find Z 4
x2 dx.
1

Solution First of all the integration of x2 is performed in the normal way. However, to show we
are dealing with a definite integral, the result is usually enclosed in square brackets and the limits
of integration are written on the right bracket:
4 4
x3
Z 
2
x dx = +c
1 3 1
Then, the quantity in the square brackets is evaluated, first by letting x take the value of the
upper limit, then by letting x take the value of the lower limit. The difference between these two
results gives the value of the definite integral:
4
x3

+ c = (evaluate at upper limit) − (evaluate at lower limit)
3 1
 3   3 
4 1
= +c − +c
3 3
64 1
= −
3 3
= 21
Note that the constants of integration cancel out. This will always happen, and so in future we
can ignore them when we are evaluating definite integrals.

SEC. 2. BASIC PROPERTIES OF THE DEFINITE INTE-

GRAL
Property 1. The constant factor may be taken outside the sign of the definite integral: if A =
const, then
Z b Z b
Af (x)dx = A f (x)dx (1)
a a
Property 2. The definite integral of an algebraic sum of several functions is equal to the
algebraic sum of the integrals of the summands. Thus, in the case of two terms
Z b Z b Z b
[f1 (x) + f2 (x)] dx = f1 (x)dx + f2 (x)dx (2)
a a a

Property 3. If on the interval [a, b] (a < b), the functions f (x) and φ(x) satisfy the condition
f (x) ⩽ φ(x), then
Z b Z b
f (x)dx ⩽ φ(x)dx (3)
a a

34
 Property 4. If m and M are the smallest and greatest values of the function f (x) on the
interval [a, b] and a ⩽ b, then
Z b
m(b − a) ⩽ f (x)dx ⩽ M (b − a) (4)
a

Property 5. (Mean-value theorem). If a function f (x) is continuous on the interval [a, b], then
there is a point ξ on this interval such that the following equality holds:
Z b
f (x)dx = (b − a)f (ξ) (5)
a
Property 6. For any three numbers a, b, c the equality
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx (6)
a a c
is true, provided all these three integrals exist.

SEC. 3. EVALUATING A DEFINITE INTEGRAL

NEWTON-LEIBNIZ FORMULA

In a definite integral
Z b
f (x)dx
a
let the lower limit a be fixed, and let the upper limit b vary. Then the value of the integral will
vary as well! That is, the integral is a function of the upper limit.
So to retain customary notations, we shall denote the upper limit by x, and to avoid confusion
R x by t. (This change in notation does not change the value
we shall denote the variable of integration
of the integral.) We get the integral a f (t)dt. For constant a, this integral will be a function of
the upper limit x. We denote this function by Φ(x) :
Z x
Φ(x) = f (t)dt (1)
a

If f (t) is a non-negative function, the quantity Φ(x) is numerically equal to the area of the
curvilinear trapezoid aAXx (Fig. (1)). It is obvious that this area varies with x.
Let us find the derivative of Φ(x) with respect to x, or the derivative of the definite integral (1)
with respect to the upper limit.
Fig. (1).
Rx
Theorem 1. If f (x) is a continuous function and Φ(x) = a
f (t)dt, then we have the equality

35
 Φ′ (x) = f (x)
In other words, the derivative of a definite integral with respect to the upper limit is equal to
the integrand, in which the value of the upper limit replaces the variable of integration (provided
that the integrand is continuous).
The geometric illustration of this theorem (Fig. (1)) is simple; the increment ∆Φ = f (ξ)∆x is
equal to the area of a curvilinear trapezoid with base ∆x, and the derivative Φ′ (x) = f (x) is equal
to the length of the interval xX.
Theorem 2. If F (x) is some antiderivative of the continuous function f (x), then the formula
Z b
f (x)dx = F (b) − F (a) (2)
a
holds.
This formula is known as the Newton-Leibniz formula.
If we introduce the notation
b
F (b) − F (a) = F (x)|a
then formula (2) may be rewritten as follows:
Z b
b
f (x)dx = F (x)|a =: F (b) − F (a)
a
The Newton-Leibniz formula yields a practical and convenient method for computing definite
integrals in cases where the antiderivative of the integrand is known. Only when this formula was
discovered did the definite integral acquire its present significance in mathematics. Although the
ancients (Archimedes) were familiar with a process similar to the computation of a definite integral
as the limit of an integral sum, the applications of this method were confined to the very simple
cases when the limit of the sum could be computed directly. The Newton-Leibniz formula greatly
expanded the field of application of the definite integral, because mathematics obtained a general
method for solving various problems of a particular type and so could considerably extend the range
of applications of the definite integral to technology, mechanics, astronomy, and so on.
Example 1.
b b
x2 b2 − a2
Z
xdx = =
a 2 a 2
Example 2.
b b
x3 b3 − a3
Z
x2 dx = =
a 3 a 3
Example 3.
b b
xn+1 bn+1 − an+1
Z
xn dx = = (n ̸= −1)
a n+1 a n+1
Example 4.

36
 Z b
b
ex dx = ex |a = eb − ea
a
Example 5. Z 2π
2π
sin xdx = − cos x|0 = −(cos 2π − cos 0) = 0
0
Example 6.
Z 1
xdx p 1 √
√ = 1 + x2 = 2−1
1+x 2 0
0

SEC. 4. CHANGING THE VARIABLE IN THE DEFINITE

INTEGRAL
Theorem. Let there be an integral
Z b
f (x)dx
a

where the function f (x) is continuous on the interval [a, b].

Introduce a new variable t using the formula

x = φ(t)

1. φ(α) = a, φ(β) = b,

2. φ(t) and φ′ (t) are continuous on [α, β],

3. f [φ(t)] is defined and is continuous on [α, β], then

Z b Z β
f (x)dx = f [φ(t)]φ′ (t)dt (1)
a a

Note. It will be noted that when computing the definite integral from formula (1) we do not
return to the old variable. If we compute the second of the definite integrals of (1), we get a certain
number; the first integral is also equal to this number.

37
Fig. (2).
Example. Compute the integral
Z r p
r2 − x2 dx
0
Solution. Change the variable:

x = r sin t, dx = r cos tdt

Determine the new limits:

x=0 for t=0

π
x=r for t=
2

38
 Consequently,
π π
Z r p Z 2 p Z 2 p
r2 − x2 dx = r2 − r2 sin2 tr cos tdt = r2 1 − sin2 t cos tdt =
0 0 0
π π π
πr2
Z Z   
2 2 1 1 t sin 2t 2
= r2 cos2 tdt = r2 + cos 2t dt = r2 + =
0 0 2 2 2 4 0 4
1
Geometrically, the computed integral is the area of 4 of the circle bounded by the circle x2 +y 2 =
2
r (Fig. (2)).

SEC. 5. INTEGRATION BY PARTS

Let u and v be differentiable functions of x. Then

(uv)′ = u′ v + uv ′
Integrating both sides of the identity from a to b, we have
Z b Z b Z b
(uv)′ dx = u′ vdx + uv ′ dx (1)
a a a
Rb b
Since (uv)′ dx = uv +C, we have a (uv)′ dx = uv|a ; for this reason, the equation can be written
R

in the form
or, finally,
Z b Z b
b
uv|a = vdu + udv
a a
Z b Z b
b
udv = uv|a − vdu
a a
π
sinn xdx.
R
Example. Evaluate the integral In = 2
0
Z π Z π Z π
2 2 2
In = sinn xdx = sinn−1 x sin xdx = − sinn−1
| {z } xd cos x =
0 0 0
u
Z π
π 2
= − sinn−1 x cos x 2
0
+ (n − 1) sinn−2 x cos x cos xdx =
0
Z π
2
= (n − 1) sinn−2 x cos2 xdx =
0
Z π
2
sinn−2 x 1 − sin2 x dx =


= (n − 1)
0
Z π Z π
2 2
n−2
= (n − 1) sin xdx − (n − 1) sinn xdx.
0 0
By the notation above, we can write the latter equation as

39
 In = (n − 1)In−2 − (n − 1)In
whence we find
n−1
In = In−2 (2)
n
Using the same technique we find
n−3
In−2 = In−4 ,
n−2
and so
n−1n−3
In =
In−4 .
n n−2
Continuing in the same way, we arrive at I0 or I1 depending on whether the number n is even
or odd.
Let us consider two cases:

1. n is even, n = 2m :

2m − 1 2m − 3 3 1
I2m = · · · · · I0 ;
2m 2m − 2 4 2
2. n is odd, n = 2m + 1 :

2m 2m − 2 4 2
I2m+1 = · · · · · I1 ,
2m + 1 2m − 1 5 3
but since
Z π Z π
2
0
2 π
I0 = sin xdx = dx = ,
0 0 2
Z π
2
I1 = sin xdx = 1 ,
0
we get
π
2m − 1 2m − 3
Z 2 5 3 1 π
I2m = sin2m xdx = · ... · · ·
0 2m 2m − 2 6 4 2 2
π
2m − 2
Z 2 2m 6 4 2
I2m+1 = sin2m+1 xdx = · ··· · ·
0 2m + 1 2m − 1 7 5 3
π
From these formulas there follows the Wallis formula, which expresses the number 2 in the form
of an infinite product.
Indeed, from the latter two equations we find, by means of termwise division,
 2
π 2 · 4 · 6 . . . 2m 1 l2m
= (3)
2 3 · 5 . . . (2m − 1) 2m + 1 l2m+1

40
 We shall now prove that
I2m
lim =1
m→+∞ I2m+1
 π
For all x of the interval 0, the inequalities
2
sin2m−1 x > sin2n x > sin2n+1 x
hold.
π
Integrating from 0 to , we get
2
I2m−1 ⩾ I2m ⩾ I2m+1
whence
I2m−1 I2m
⩾ ⩾1 (4)
I2m+1 I2m+1
From (2) it follows that
I2m−1 2m + 1
=
I2m+1 2m
Hence,
I2m−1 2m + 1
lim = lim =1
m→+∞ I2m+1 m→+∞ 2m
From inequality (4) we have
I2m
lim =1
m→+∞ I2m+1
Passing to the limit in formula (3), we get Wallis’ formula (Wallis’ product) for
" 2 #
π 2 · 4 · 6 · · · 2m 1
= lim .
2 m→+∞ 3 · 5 · · · (2m − 1) 2m + 1
This formula may be written in the form
 
π 2 2 4 4 6 2m − 2 2m 2m
= lim · · · · ··· · · .
2 m→∞ 1 3 3 5 5 2m − 1 2m − 1 2m + 1

41