0% found this document useful (0 votes)
4 views11 pages

Integration Bee Notes

The document provides comprehensive master notes on integration techniques, including standard results, inverse trigonometric integrals, known series results, and various substitution tricks. It covers advanced topics such as contour integration, integration by parts, and partial fractions, along with specific examples and derivations. Key formulas and methods are highlighted to aid in solving complex integrals efficiently.

Uploaded by

gsuhaan25
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
4 views11 pages

Integration Bee Notes

The document provides comprehensive master notes on integration techniques, including standard results, inverse trigonometric integrals, known series results, and various substitution tricks. It covers advanced topics such as contour integration, integration by parts, and partial fractions, along with specific examples and derivations. Key formulas and methods are highlighted to aid in solving complex integrals efficiently.

Uploaded by

gsuhaan25
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

IIT INTEGRATION BEE

Complete Master Notes: Tricks, Results & Standard Integrals

SECTION 1: STANDARD RESULTS FROM YOUR NOTES

Result 1 — Rational Power Integral


INT_0^inf x^p / (x^n + 1) dx = pi / [ n * sin((p+1)pi/n) ]
Condition: 0 < p+1 < n

Special case (p = 0):


INT_0^inf dx / (x^n + 1) = pi / [ n * sin(pi/n) ]

n Result
2 pi/2

3 2pi/(3*sqrt(3))

4 pi/(2*sqrt(2))

6 pi/3

KEY ENGINE: Euler Reflection Formula => GAMMA(s)*GAMMA(1-s) = pi/sin(pi*s)


DERIVATION: Sub x^n = t, gives (1/n)*INT t^(1/n - 1)/(1+t) dt = pi/(n*sin(pi/n))

Result 2 — General Power Integral


INT_0^inf x^p / (x^n + 1) dx = pi / [ n * sin((p+1)pi/n) ]
More general form of Result 1 — covers all rational/irrational p

Result 3 — Gamma Function Power Integral


INT_0^inf x^(m-1) * e^(-a*x^n) dx = GAMMA(m/n) / [ n * a^(m/n) ]

Special Gamma values to memorize:


Value Result
GAMMA(1/2) sqrt(pi)

GAMMA(1) 1

GAMMA(n+1) n! (for integer n)


Value Result
GAMMA(n+1) = n * GAMMA(n) [recurrence]

GAMMA(n+1/2) (2n)! * sqrt(pi) / (4^n * n!)


EXAMPLE: INT_0^inf e^(-x^5/2025) * x^1.5 dx => m=5/2, n=5, a=1/2025 => 9*sqrt(pi)

Result 4 — Laplace's Method (Peak Integrals)


lim_{n->inf} sqrt(n) * INT_0^inf (e^(x-1)/x^x)^n dx = sqrt(2*pi)

General Laplace principle: For I_n = INT e^(n*g(x)) dx peaked at x_0:


I_n ~ e^(n*g(x_0)) * sqrt( 2*pi / (n*|g''(x_0)|) )

Recipe:
• Write integrand as e^(n*g(x))
• Find maximum x_0: solve g'(x_0) = 0
• Compute g''(x_0)
• Gaussian integral gives the sqrt(2*pi/n) factor
CONNECTION: Same sqrt(2*pi) as Stirling's formula n! ~ sqrt(2*pi*n)*(n/e)^n

Result 5 — Dilogarithm (Li_2)


INT_0^(1/2) log(1-x)/x dx = (ln^2(2))/2 - pi^2/12

Key identity used (Reflection Formula):


Li_2(x) + Li_2(1-x) = pi^2/6 - ln(x)*ln(1-x)

Set x = 1/2:
Li_2(1/2) = pi^2/12 - (ln^2(2))/2
Li_2(x) = SUM_{n=1}^inf x^n/n^2 (dilogarithm / Spence's function)
DERIVATION: d/dx[Li_2(x)+Li_2(1-x)] = -ln(1-x)/x + ln(x)/(1-x) = d/dx[-ln(x)ln(1-x)]
SECTION 2: HOLY TRINITY — INVERSE TRIG INTEGRALS
Integral Result
INT dx / sqrt(a^2 - x^2) arcsin(x/a) + C

INT dx / (a^2 + x^2) (1/a) arctan(x/a) + C

INT dx / [x*sqrt(x^2 - a^2)] (1/a) sec^(-1)(x/a) + C

NOTE: sec^(-1)(t/a) = arctan(sqrt(t^2-a^2)/a) — both forms are identical!

SECTION 3: KNOWN SERIES RESULTS


Series Value Name
SUM_{n=1}^inf 1/n^2 pi^2/6 Basel Problem (zeta(2))

SUM_{n=1}^inf 1/n^4 pi^4/90 zeta(4)

SUM_{n=1}^inf (-1)^(n-1)/n^2 pi^2/12 Dirichlet eta(2)

SUM_{n=1}^inf (-1)^(n-1)/n ln(2) Alternating harmonic

SUM_{n=1}^inf 1/n^2/2^n pi^2/12 - ln^2(2)/2 Li_2(1/2)

SUM_{n=0}^inf (-1)^n/(2n+1) pi/4 Leibniz formula

eta(s) = (1 - 2^(1-s)) * zeta(s) [Dirichlet eta vs Riemann zeta relation]


INT_0^inf x^3/(e^x-1) dx = 6*zeta(4) = pi^4/15 [Bose-Einstein / blackbody]
INT_0^inf x^3/(e^x+1) dx = 6*(7/8)*zeta(4) = 7*pi^4/120 [Fermi-Dirac]

SECTION 4: EXPANSION & SERIES TRICKS

4.1 Geometric Series Expansion (Most Used!)


1/(1+x) = SUM_{n=0}^inf (-x)^n = 1 - x + x^2 - x^3 + ... |x|<1
1/(1-x) = SUM_{n=0}^inf x^n = 1 + x + x^2 + x^3 + ... |x|<1

Classic application:
log(1-x)/x = -SUM_{n=1}^inf x^(n-1)/n
Then INT_0^1 log(1-x)/x dx = -SUM 1/n^2 = -pi^2/6
4.2 Exponential & Trig Expansions
e^x = SUM_{n=0}^inf x^n/n!
sin(x) = SUM_{n=0}^inf (-1)^n x^(2n+1)/(2n+1)!
cos(x) = SUM_{n=0}^inf (-1)^n x^(2n)/(2n)!
ln(1+x) = SUM_{n=1}^inf (-1)^(n-1) x^n/n

4.3 Feynman's Trick (Differentiation Under Integral Sign)


d/da INT f(x,a) dx = INT (df/da) dx

Example: INT_0^1 (x^a - 1)/ln(x) dx = ln(a+1)


Strategy: introduce parameter a, differentiate, integrate in x, then integrate in a
Works best when a appears in an exponent or inside a log

4.4 King's Property


INT_a^b f(x) dx = INT_a^b f(a+b-x) dx

Add I + I using substitution x -> a+b-x, often the sum simplifies dramatically
EXAMPLE: INT_0^(pi/2) ln(sin x) dx = INT_0^(pi/2) ln(cos x) dx = -pi*ln(2)/2

4.5 Riemann Sum to Integral


lim_{n->inf} (1/n) SUM_{k=1}^n f(k/n) = INT_0^1 f(x) dx

Always factor out 1/n first, then identify f(k/n)


Can also switch order of summation/integration for double integrals

4.6 Layer Cake / Cavalieri's Formula


INT f(x) dx = INT_0^inf mu{x: f(x) >= t} dt

floor(f(x)) = SUM_{k=1}^inf 1[f(x) >= k]


Used in: floor integral problems, measure-theoretic integrals
SECTION 5: SUBSTITUTION TRICKS

5.1 The t^4+1 Split Trick (VERY IMPORTANT!)


x^2/(x^4+1) = (1/2)*(x^2+1)/(x^4+1) + (1/2)*(x^2-1)/(x^4+1)

Then divide top and bottom by x^2:


(1 + 1/x^2) / (x^2 + 1/x^2) => u = x - 1/x, u^2 = x^2 - 2 + 1/x^2
(1 - 1/x^2) / (x^2 + 1/x^2) => v = x + 1/x, v^2 = x^2 + 2 + 1/x^2

x^2 + 1/x^2 = (x - 1/x)^2 + 2 OR (x + 1/x)^2 - 2


APPLICATION: INT sqrt(tan x) dx => sub t = sqrt(tan x) => 2*INT t^2/(t^4+1) dt

5.2 Weierstrass / Half-Angle Substitution


t = tan(x/2) => sin x = 2t/(1+t^2), cos x = (1-t^2)/(1+t^2), dx =
2dt/(1+t^2)
Best for rational functions of sin x and cos x

5.3 Euler Substitution


For integrals with sqrt(ax^2 + bx + c):
• Type 1: a > 0: sqrt(ax^2+bx+c) = t - sqrt(a)*x
• Type 2: c > 0: sqrt(ax^2+bx+c) = tx + sqrt(c)
• Type 3: real roots r,s: sqrt(a(x-r)(x-s)) = t(x-r)

5.4 Beta Function Substitution


B(m,n) = INT_0^1 x^(m-1)(1-x)^(n-1) dx = GAMMA(m)*GAMMA(n)/GAMMA(m+n)

INT_0^inf x^(s-1)/(1+x) dx = pi/sin(pi*s) [0 < s < 1]


This is the key step: sub x^n = t in Result 1 to get this form

5.5 Chebyshev Substitution


x = 2*cos(theta) => x^2 - 2 = 2*cos(2*theta)
After n squarings: nested ((...((x^2-2)^2-2)...)^2) = 2*cos(2^n * theta)
Used for: nested squaring integrals, Chebyshev polynomials

5.6 Triple Angle Trick


(3x - x^3)/(1 - 3x^2) = tan(3*arctan(x))
So arctan((3x-x^3)/(1-3x^2)) = 3*arctan(x) ONLY when |arctan(x)| < pi/6
CRITICAL: Must split at x = 1/sqrt(3) where formula breaks! Add -pi correction term.

5.7 Residue/Vieta Trick for f(x) Integrals


INT_{-inf}^{inf} f(x)^2/(1+f(x)^2) dx = pi * SUM_j a_j
For f(x) = SUM a_j/(x-c_j):
• Set f(x) = u, find polynomial equation for x
• Use Vieta's formulas for sum of roots = h(u)
• Differentiate: SUM 1/f'(x_j) = d/du [sum of roots]
• The u^2 cancels, leaving pi * SUM(a_j)

SECTION 6: CONTOUR INTEGRATION (Complex Analysis)

6.1 Basic Setup


• Replace cos(ax) with Re(e^(iax)), sin(ax) with Im(e^(iax))
• Close contour in UPPER half plane when a > 0 (e^(iaz) decays there)
• Close in LOWER half plane when a < 0

INT_{-inf}^{inf} f(x) dx = 2*pi*i * SUM [Res at upper half plane poles]

6.2 Residue at Simple Pole


Res_{z=a} f(z)/g(z) = f(a)/g'(a)

6.3 Sophie Germain Identity


x^4 + 4a^4 = (x^2 + 2a^2 + 2ax)(x^2 + 2a^2 - 2ax)
Special case a=1: x^4+4 = (x^2+2x+2)(x^2-2x+2)
Poles of 1/(z^4+4): at z = 1+i, -1+i (upper), 1-i, -1-i (lower)
SECTION 7: INTEGRATION BY PARTS & REDUCTION

7.1 LIATE Rule


Choose u in this priority order:
Letter Type Example
L Logarithmic ln x, log x

I Inverse trig arctan x, arcsin x

A Algebraic x^n, polynomials

T Trigonometric sin x, cos x

E Exponential e^x, a^x

7.2 Key IBP Results


INT arctan(x) dx = x*arctan(x) - (1/2)*ln(1+x^2) + C
INT x^n * e^x dx = e^x * SUM_{k=0}^n (-1)^k * n!/(n-k)! * x^(n-k) + C
For integer n: IBP terminates after n+1 steps
For non-integer n: result involves incomplete Gamma or erfi

7.3 Reduction Formulas


INT sin^n(x) dx = -sin^(n-1)(x)cos(x)/n + (n-1)/n * INT sin^(n-2)(x) dx
INT cos^n(x) dx = cos^(n-1)(x)sin(x)/n + (n-1)/n * INT cos^(n-2)(x) dx
INT sec^n(x) dx = sec^(n-2)(x)tan(x)/(n-1) + (n-2)/(n-1) * INT sec^(n-2)(x)
dx

SECTION 8: PARTIAL FRACTIONS

8.1 Types of Decomposition


Factor in denominator Partial fraction terms
(x-a) A/(x-a)

(x-a)^2 A/(x-a) + B/(x-a)^2

(x^2+bx+c) irreducible (Ax+B)/(x^2+bx+c)

(x^2+bx+c)^2 (Ax+B)/(x^2+bx+c) + (Cx+D)/(x^2+bx+c)^2

8.2 Irreducible Quadratic — Always Do This


Complete square: x^2 + bx + c = (x + b/2)^2 + (c - b^2/4)
Split numerator: write px + q = (p/2)*(2x+b) + (q - pb/2)
First part: numerator = derivative of denominator => gives ln
Second part: constant numerator => gives arctan

SECTION 9: MIN/MAX & FLOOR INTEGRALS

9.1 Min/Max Strategy


• Find crossover points: solve f(x) = g(x)
• Build sign table on each subinterval
• Split integral at crossover points
• Watch for wrap-around corrections (like -pi in arctan triple angle)

EXAMPLE: INT_0^pi min(cos x, cos 2x) dx = -3*sqrt(3)/4


Crossover at x = 2*pi/3 (where cos x = cos 2x = -1/2)

9.2 Floor Function Strategy — Layer Cake


INT floor(f(x)) dx = SUM_{k=1}^inf mu{ x : f(x) >= k }

Near a simple pole where f ~ C/|x-a|: contribution = C*pi^2/3


EXAMPLE: floor integral => SUM 1/n^2 = pi^2/6 appears via Basel series

9.3 Number Theory in Floor Integrals


SUM_{k=1}^inf floor(x/k) = SUM_{m<=x} d(m) [d(m) = number of divisors]

d(m) is ODD iff m is a perfect square!


So (-1)^{SUM floor(x/k)} = (-1)^{floor(sqrt(x))}
This reduced the scary exponent to just floor(sqrt(x)) in our problem
SECTION 10: SPECIAL FUNCTIONS CHEAT SHEET
Function Definition Key Property
GAMMA(s) INT_0^inf t^(s-1) e^(-t) dt GAMMA(n+1) = n!

B(m,n) INT_0^1 t^(m-1)(1-t)^(n-1) dt =


GAMMA(m)GAMMA(n)/GAMMA(m+
n)

Li_2(x) SUM x^n/n^2 = -INT_0^x ln(1-t)/t dt Li_2(1/2) = pi^2/12 - ln^2(2)/2

erf(x) (2/sqrt(pi)) INT_0^x e^(-t^2) dt erf(inf) = 1

erfi(x) (2/sqrt(pi)) INT_0^x e^(t^2) dt Appears in INT sqrt(x)*e^x dx

Ei(x) -P.V. INT_{-x}^inf e^(-t)/t dt = INT e^x/x dx

gamma(s,x) INT_0^x t^(s-1) e^(-t) dt Lower incomplete gamma


GAMMA(s,x) INT_x^inf t^(s-1) e^(-t) dt Upper incomplete gamma

SECTION 11: TRIG IDENTITIES FOR INTEGRATION

11.1 Power Reduction


sin^2(x) = (1 - cos(2x))/2
cos^2(x) = (1 + cos(2x))/2
sin^3(x) = (3*sin(x) - sin(3x))/4
cos^4(x) = (3 + 4*cos(2x) + cos(4x))/8

11.2 Product to Sum


sin(A)sin(B) = [cos(A-B) - cos(A+B)]/2
cos(A)cos(B) = [cos(A-B) + cos(A+B)]/2
sin(A)cos(B) = [sin(A+B) + sin(A-B)]/2

11.3 Key Substitution Identities


sqrt((1-sin x)/(1+sin x)) = tan(pi/4 - x/2)
sqrt((1-cos x)/(1+cos x)) = tan(x/2)
(3x - x^3)/(1-3x^2) = tan(3*arctan x) [triple angle]
(2x)/(1-x^2) = tan(2*arctan x) [double angle]

11.4 Wallis Integral


INT_0^(pi/2) sin^n(x) dx = INT_0^(pi/2) cos^n(x) dx
= (pi/2) * [(n-1)!!/(n!!)] [for even n]
= [(n-1)!!/(n!!)] [for odd n]
n!! = double factorial: n*(n-2)*(n-4)*...*2 or *1

SECTION 12: IMPORTANT DEFINITE INTEGRAL RESULTS


Integral Result
INT_0^(pi/2) ln(sin x) dx -pi*ln(2)/2

INT_0^(pi/2) ln(cos x) dx -pi*ln(2)/2

INT_0^inf sin(x)/x dx pi/2 [Dirichlet integral]

INT_0^inf e^(-x^2) dx sqrt(pi)/2 [Gaussian]

INT_-inf^inf e^(-x^2) dx sqrt(pi)

INT_0^inf x^3/(e^x-1) dx pi^4/15 [Bose-Einstein]

INT_0^inf x^3/(e^x+1) dx 7*pi^4/120 [Fermi-Dirac]

INT_0^1 log(1-x)/x dx -pi^2/6

INT_0^(1/2) log(1-x)/x dx ln^2(2)/2 - pi^2/12

INT_0^inf dx/(1+x^2) pi/2

INT_0^inf x^(s-1)/(1+x) dx pi/sin(pi*s)

INT_0^pi min(cos x, cos 2x) dx -3*sqrt(3)/4

INT_0^(sqrt(3)) arctan((3x-x^3)/(1-3x^2)) dx pi/sqrt(3) - 3*ln(2)

SECTION 13: QUICK COMPETITION STRATEGIES

When you see...


Integrand form Strategy
x^p/(x^n+1) Beta function / Euler reflection => pi/[n*sin((p+1)pi/n)]

e^(-ax^n) * x^m Gamma function => GAMMA((m+1)/n) / [n * a^((m+1)/n)]

f(x)^n as n->inf Laplace's method: expand g=ln(f) around max

SUM 1/n with (-1)^n Dirichlet eta = (1-2^(1-s))*zeta(s)

1/(t^4+1) type Split trick: x^2+1 and x^2-1 in numerator

sqrt(tan x) Sub t=sqrt(tan x) => 2t^2/(t^4+1) => split trick

arctan(rational) Check if argument is tan(n*theta): triple/double angle

Rational + sqrt quadratic Euler substitution or complete the square


Integrand form Strategy
Floor/ceiling Layer cake: SUM of measures

f(x)=SUM a_j/(x-c_j) Vieta trick => integral = pi*SUM(a_j)

cos(ax)/(poly) on real line Contour: replace with e^(iaz), residues

Nested min/max Work inside out, build sign table

x->a+b-x symmetric King's property: add I+I

log inside integral [0,1] Expand log as series, integrate term by term

Riemann sum pattern Factor 1/n, identify f(k/n), convert to integral

SECTION 14: COMMON MISTAKES TO AVOID


• arctan triple angle: ALWAYS split at x=1/sqrt(3), add -pi correction in (1/sqrt(3), sqrt(3))
• Contour: check which half-plane e^(iaz) decays in (upper if a>0)
• Partial fractions: for repeated roots, include ALL powers up to the multiplicity
• Floor integrals: measure near pole is 2C/n^2, not C/n^2 (factor of 2 for both sides)
• Laplace method: expand to second order, not first!
• King's property: only works when limits are symmetric or satisfy a+b = const
• x^m * e^x indefinite: only closes for non-negative integer m; otherwise use special functions
• Series swap and integral: always verify uniform convergence before swapping

Good luck at the IIT Integration Bee! All results compiled from your session.

You might also like