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Integration Strategies and Techniques

The document outlines an integration strategy covering various techniques such as substitution, integration by parts, and improper integrals. It also discusses first-order linear differential equations, their general solutions, and applications including modeling dilution and RL circuits. Additionally, a table of integrals is provided to aid in solving integration problems.

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0% found this document useful (0 votes)
2 views50 pages

Integration Strategies and Techniques

The document outlines an integration strategy covering various techniques such as substitution, integration by parts, and improper integrals. It also discusses first-order linear differential equations, their general solutions, and applications including modeling dilution and RL circuits. Additionally, a table of integrals is provided to aid in solving integration problems.

Uploaded by

23145011
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Integration strategy

Phan Phuong Dung

January 6, 2025

Phan Phuong Dung Integration strategy January 6, 2025 1 / 50


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 .

Phan Phuong Dung Integration strategy January 6, 2025 27 / 50


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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