Integration strategy
Phan Phuong Dung
January 6, 2025
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1 7.1-7.5. Integration strategy
Substitution
Integration by parts
Table of integrals
2 7.6. First-Order Linear differential equations
Definition and general solution
Applications of First-Order Equations
Modelling Dilution
3 7.7. Improper integrals
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7.1-7.5. Integration strategy Substitution
Substitution
Example
x2
Z
Find dx.
(x 3 − 2)5
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7.1-7.5. Integration strategy Substitution
Remark
When performing substitution to find definite integrals, we must
change the integration limits.
Example
Z 1
ex
Find dx.
0 e 2x + 4
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7.1-7.5. Integration strategy Integration by parts
Integration by parts
Formula for integration by parts
Z Z Z b Z b
b
udv = uv − vdu udv = uv |a − vdu.
a a
Example
Z
Find xe 2x+1 dx.
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7.1-7.5. Integration strategy Integration by parts
Example
Z
Find x 3 e 2x+1 dx.
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7.1-7.5. Integration strategy Integration by parts
Integration by parts
When do we use Integration by parts?
Some cases
R R R
a. Forms x n e ax dx, x n sinaxdx, x n cosaxdx; let u = x n .
b. Forms x n lnxdx, x n sin−1 axdx, x n tan−1 axdx; let dv = x n dx.
R R R
R R
c. Forms e ax sinbxdx, e ax cosbxdx; let dv = e ax dx.
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7.1-7.5. Integration strategy Integration by parts
Integration of trigonometric functions
R
sinm xcos n xdx
m odd: let u = cos x.
n odd: let u = sin x.
m and n both even: use half-angle identities
cos2 x = 12 (1 + cos(2x) and sin2 x = 12 (1 − cos 2x).
R
tanm xsec n xdx
n even: let u = tanx.
m odd: let u = secx.
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7.1-7.5. Integration strategy Integration by parts
Integration of trigonometric functions
Rational trigonometric integral
Try the Weierstrass substitution, let u = tan x2 , so that
2u 1 − u2 2
sin x = , cos x = , and dx = du.
1 + u2 1 + u2 1 + u2
Example
Find
Z Z
a. sin4 x cos3 xdx b. tan2 x sec4 xdx
Z
1
c. dx
1 + sinx
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7.1-7.5. Integration strategy Integration by parts
Solution.
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7.1-7.5. Integration strategy Integration by parts
Integration of radical functions
Radical integral
√
a. Form a2 − u 2 : let u = a sin θ.
√
b. Form a2 + u 2 : let u = a tan θ.
√
c. Form u 2 − a2 : let u = a sec θ.
Example
Z √
Find 9 − x 2 dx.
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7.1-7.5. Integration strategy Integration by parts
Integration of rational functions
Try fraction decomposition.
Example
2x + 3
(x − 1)(x + 2)(x 2 + 5)(x − 2)3
A B Cx + D E F G
= + + 2 + + + .
x −1 x +2 x +5 x − 2 (x − 2)2 (x − 2)3
Then find A, B, C, D, E, F, G.
Example
4 5
x2 + 5
Z Z
2x + 5
Find a. dx b. dx
3 (x − 2)(x 2 + 5) 3 (x − 1)(x − 2)2
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7.1-7.5. Integration strategy Integration by parts
Solution.
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7.1-7.5. Integration strategy Table of integrals
Table of integrals
Appendix D
Elementary forms (Formulas 1-29)
Linear and quadratic forms (Formulas 30-76): au + b, u 2 + a2 ,
u 2 − a2 , au 2 + bu + c.
√ √
Radical forms 2 2
√ √ (Formulas 77-121): au + b, u + a ,
u 2 − a2 , a2 − u 2 .
Trigonometric forms (Formulas 112 - 167): cos au, sin au, both
sin au and cos au, tan au, cot au, sec au, csc au.
Inverse trigonometric forms (Formula 168-182)
Exponential and logarithmic forms (Formulas 183- 200)
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7.1-7.5. Integration strategy Table of integrals
Look at a formula
What is u, a, b, c, m, n?
Define the form of the integral
→ look up and decide which formula to use
→ compare and choose appropriate constants (rewrite the
integral or using substitution if necessary)
Example
Find
Z the integrals
5u 3
Z
4
Z √
a. du b. (ln x) dx c. 5x 2 3x 2 + 1dx
2 + 3u
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7.1-7.5. Integration strategy Table of integrals
Solution.
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7.1-7.5. Integration strategy Table of integrals
Table of integrals that we need
Example.
Z 5 Evaluate Z 2
dx 3x + 1
a) I = √ b) I = √ dx
2 9 − x2
Z3 2 x − 4 Z 05
c) I = cos2 (3x)dx d)I = x 2 ln(1 + x 3 )dx.
1 2
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7.1-7.5. Integration strategy Table of integrals
General strategy for integration
Try the table of integrals
When working with rational integral, try decomposition method
Try integration by parts
Try institution
Try rewriting the integral, start the steps above again
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7.6. First-Order Linear differential equations Definition and general solution
First-Order Linear differential equations
dy
General form. f (x) + g (x)y = h(x).
dx
Standard form
dy
+ P(x)y = Q(x).
dx
Example
The differential equation
dy y
− = e −x
dx x
1
is first-order linear with P(x) = − and Q(x) = e −x .
x
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7.6. First-Order Linear differential equations Definition and general solution
Example
Is the differential equation
dy
x2 − (x 2 + 2)y = x 5
dx
first-order linear?
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7.6. First-Order Linear differential equations Definition and general solution
Theorem 7.1 General solution of a first-order LDE
The general solution of the first-order linear differential equation
dy
+ P(x)y = Q(x)
dx
is given by
Z
1
y= I (x)Q(x)dx + c
I (x)
R
where I (x) = e P(x)dx , the exponent is any antiderivative of P(x),
and C is arbitrary constant.
I (x) is called an integrating factor of the DE.
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7.6. First-Order Linear differential equations Definition and general solution
Example
Find the general solution of the differential equation
dy
x + y = xe 2x , x > 0.
dx
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7.6. First-Order Linear differential equations Definition and general solution
First-order initial value problem
Definition
A first-order initial value problem involves a first-order equation
and the value of y at a particular value x = x0 .
Example
dy
Solve = e −x − 2y , x ≥ 0, subject to the initial condition y = 2
dx
when x = 0.
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7.6. First-Order Linear differential equations Definition and general solution
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7.6. First-Order Linear differential equations Applications of First-Order Equations
Applications of First-Order Equations
Modelling Logistic Growth
Compartmental Analysis: Modelling Dilution
Modelling RL circuits
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7.6. First-Order Linear differential equations Applications of First-Order Equations
Modelling RL circuits
An RL circuit is one with a constant resistance R, and a constant
inductance L.
The voltage across the resistor is
given by
VR = IR.
The voltage across the inductor is
given by
dI
VL = L
dt
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7.6. First-Order Linear differential equations Applications of First-Order Equations
Kirchhoff’s voltage law says that if the circuit is closed at time t=0,
then the applied electromotive force is equal to the sum of the
voltage drops in the rest of the circuit. This results in the following
differential equation
dI
RI + L = E.
dt
Divided two sides of the equations by L, we see that it is an
first-order LDE.
dI R E
+ I = .
dt L L
Suppose when t = 0, I = I0 .
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7.6. First-Order Linear differential equations Applications of First-Order Equations
Example
An electromotive force E (t) = 4sin(t) volts is applied to a RL circuits
with R = 12 ohms, L = 4 henries. Find the current I (t) in the circuit
at time t (second) , suppose that I (0) = 0 amper. Find the stable
current in the circuit.
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7.6. First-Order Linear differential equations Modelling Dilution
Modelling Dilution
Example
A tank contains 20 lb of salt dissolved in 50 gal of water. Suppose 3
gal of brine containing 2 lb of dissolved salt per gallon runs into the
tank every minute and that the mixture (kept uniform by stirring)
runs out of the tank at the rate of 2 gal/min. Find the amount of the
salt in the tank at any time t. How much salt is in the tank at the
end of one hour?
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7.6. First-Order Linear differential equations Modelling Dilution
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7.7. Improper integrals
Improper integrals
Improper integrals of type I (with infinite integration limits)
Improper integrals of type II (with unbounded integrant)
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7.7. Improper integrals
Rb
Consider the integral I = a f (x)dx.
Case 1: a and b are finite numbers, f (x) is bounded and
continuous almost everywhere on [a,b]. In this case, f (x) is
Rb
integrable on [a, b], and I = a f (x)dx is definite.
Z 1
1
Example. I = 2
dx.
0 x +1
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7.7. Improper integrals
1 1
, x ̸= 21
Z
Example. I = f (x)dx, where f (x) = x2 +1
0 1, x = 12 .
4
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7.7. Improper integrals
Z 1 1 1
, x< 2
Example. I = f (x)dx, where f (x) = x2 + 1
0 − 1 + x, x ≥ 21 .
4
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7.7. Improper integrals
Case 2: a or b is infinite and f (x) is bounded and continuous
everywhere on the interval.
In this case, f (x) can be integrable on the interval or not; and
Rb
the integral I = a f (x)dx is now called improper interval
type I Z +∞
dx
Example. I = .
1 x2
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7.7. Improper integrals
Case 3: a or b is finite and f (x) is continuous everywhere but
unbounded at some point on the interval.
In this case, f (x) can be integrable on the interval or not; and
Rb
the integral I = a f (x)dx is now called improper interval
type II
Z 1
dx
Example. I = 2
.
0 x
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7.7. Improper integrals
Improper integral type I
Definition
Z+∞ Zb
f (x)dx = lim f (x)dx.
b→+∞
a a
Z∞
The improper integral f (x)dx is said to converge if this limit is a
a
finite number and to diverge otherwise.
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7.7. Improper integrals
Definition
Zb Zb
f (x)dx = lim f (x)dx.
a→−∞
−∞ a
Definition
Z+∞ Zc Z+∞
f (x)dx = f (x)dx + f (x)dx.
−∞ −∞ c
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7.7. Improper integrals
Example
Evaluate
Z+∞ Z+∞ Z+∞
1 1 1
a) dx; b) √ dx; c) dx.
x x 1 + x2
1 1 −∞
Note
The improper integral
1
Z+∞
dx if p>1
= p−1
xp ∞ if p ≤ 1.
1
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7.7. Improper integrals
Solution.
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7.7. Improper integrals
Improper Integral type II
A function f is unbounded at c if it has arbitrarily large values near
c ( lim f (x) = ∞).
x→c
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7.7. Improper integrals
Definition
Suppose f (x) is unbounded at x = a. We define
Z b Z b
f (x)dx = lim+ f (x)dx.
a t→a t
Suppose f (x) is unbounded at x = b. We define
Z b Z t
f (x)dx = lim− f (x)dx.
a t→b a
Suppose f (x) is unbounded at a < c < b. We define
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
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7.7. Improper integrals
Example.
Evaluate
Z2 Z2 Z2
1 1 1
a) dx b) √ dx c) dx
x −1 x −1 (x − 1)2
1 1 1
Z4
1
d) dx.
x −3
0
Note
Z b
1
converges if p < 1, and diverges if p ≥ 1.
(x − a)p
Za b
1
converges if p < 1, and diverges if p ≥ 1.
a (b − x)p
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7.7. Improper integrals
Solution.
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7.7. Improper integrals
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7.7. Improper integrals
Comparison test for improper integrals
Direct comparison test
Suppose f and g are continuous functions such that 0 ≤ f (x) ≤ g (x)
for x ≥ N0 .
Z+∞ Z+∞
If g (x)dx converges then f (x)dx converges.
a a
Z+∞ Z+∞
If f (x)dx diverges then g (x)dx diverges.
a a
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7.7. Improper integrals
Example. Test for the convergence of the improper integrals
Z∞ 2 Z∞
sin (x) ln(x)
a) 2
dx b) dx
x +1 x
1 1
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7.7. Improper integrals
Some more discussion
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7.7. Improper integrals
Comparison test for improper integrals
Limit comparison test
f (x)
Suppose f (x) ≥ 0, g (x) ≥ 0 and lim = k.
g (x) x→+∞
+∞
R +∞
R
k = +∞, if f (x)dx converges then g (x)dx converges.
a a
+∞
R +∞
R
k = 0, if g (x)dx converges then f (x)dx converges.
a a
+∞
R +∞
R
k ̸= 0, ∞, f (x)dx and g (x)dx are both converge or both
a a
diverge.
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7.7. Improper integrals
Example
Consider the convergence of the integral
Z+∞
x2 + 1
dx
x 4 + 2x + 5
1
Example
Consider the convergence of the integral
Z1
sinx
√ dx
x x
0
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