18.014 Problem Set 9 Solutions Sam Elder November 18, 2015 Problem 1 (30 points). Compute the following indefinite integrals. Z sin x + cos x dx. Part 1.1. 2 + sin x − cos x Solution. Make the substitution u = 2 + sin x − cos x. Then du = (cos x + sin x)dx, so the integral is Z du = log|u| + C = log|2 + sin x − cos x| + C . u Z Part 1.2. x log x dx, for x > 0. Solution. We integrate by parts: Let u = log x and v = 21 x2 , which are both differentiable on x > 0. Then u dv = x log x dx, so we have Z Z x log x dx = Z Part 1.3. Z u dv = uv − 1 v du = x2 log x − 2 Z 1 1 21 1 x dx = x2 log x − x2 + C . 2 x 2 4 x q dx. p 2 1 + x + (1 + x2 )3 Solution. We make a substitution: y = 1 + x2 , so dy = 2x dx and Z Z Z dy 1 x dy p q = dx = √ ·p √ . p 3/2 2 y 1 + y 2 y + y 2 2 3 1 + x + (1 + x ) Now we make the substitution z = 1 + Z Z Part 1.4. √ y, so dz = dy √ 2 y. This integral becomes q q p √ dz √ √ = 2 z + C = 2 1 + y + C = 2 1 + 1 + x2 + C . z tan−1 x dx. Solution. We integrate by parts, with u = tan−1 x and v = x. Then Z Z Part 1.5. tan−1 x dx = x tan−1 x − Z x 1 dx = x tan−1 x − log(1 + x2 ) + C . 2 1+x 2 ex sin x dx. 1 Solution. We integrate by parts a couple times. First, with u = sin x and v = ex : Z Z x x e sin x dx = e sin x − ex cos x dx. Seeing a similar formula, we integrate by parts again, this time with u = cos x and v = ex : Z Z ex cos x dx = ex cos x + ex sin x dx. Putting these together, Z ex sin x dx = ex sin x − ex cos x − Z Part 1.6. Z ex sin x dx =⇒ Z ex sin x = 1 x e (sin x − cos x) + C . 2 1 dx. 1 + 2 cos x Solution. This is a problem where a magic substitution works. Let u = tan 21 x. Then x = 2 tan−1 u, so 2 1 − u2 2 2 x du, and cos x = 2 cos − 1 = − 1 = . Therefore, dx = 2 1 + u2 1 + u2 1 + u2 Z Z Z 1 2 1 2 dx = du = du. 2 2 1−u 1 + 2 cos x 3 − u2 1 + 2 1+u2 1 + u Now we need to use partial fractions to split this up. √ √ 2 1/ 3 1/ 3 =√ +√ . 3 − u2 3+u 3−u Finally, we compute Z √ √ √ √ Z 3 + u 3 + tan 1 x 1/ 3 1/ 3 1 1 2 √ √ dx + dx = √ log √ + C = √ log √ +C . 3 − u 3 − tan 21 x 3+u 3−u 3 3 Note: This fraction does not simplify further as the example in the textbook does. Problem 2. Show that Z 1 x t2 dt = 1 + t2 + t4 + t6 1/x Z 1 t2 dt 1 + t2 + t4 + t6 for any x > 0. Solution. We simply make the substitution of u = 1/t. Then t = u1 , so dt = − u12 du, and Z 1 x t2 dt = 1 + t2 + t4 + t6 1 Z 1/x Z −u−2 1 du −2 −4 −6 1 + u + u + u u2 1 =− 1/x Z u6−2 /u2 du u6 + u6−2 + u6−4 + 1 1/x = 1+ 1 as desired. 2 u2 u2 du, + u4 + u6 Problem 3. Prove the formula Z Z u 2n − 3 1 1 du = + du (1 + u2 )n 2(n − 1)(1 + u2 )n−1 2(n − 1) (1 + u2 )n−1 for any integer n ≥ 2. Solution. We start with the smaller exponent and integrate by parts: Let v = (1 + u2 )−(n−1) , so Z Z 1 u −2u2 (n − 1) du = − du 2 n−1 2 n−1 (1 + u ) (1 + u ) (1 + u2 )n Z Z u 1 1 + u2 − 1 du = + 2(n − 1) du 2 n−1 2 n−1 (1 + u ) (1 + u ) (1 + u2 )n Z Z Z u 1 1 1 du = + 2(n − 1) du − du (1 + u2 )n−1 (1 + u2 )n−1 (1 + u2 )n−1 (1 + u2 )n Z Z u 1 1 0= + (2n − 3) du − 2(n − 1) du 2 n−1 2 n−1 (1 + u ) (1 + u ) (1 + u2 )n Z Z 1 u 1 2(n − 1) du = + (2n − 3) du (1 + u2 )n (1 + u2 )n−1 (1 + u2 )n−1 Z Z 1 u 2n − 3 1 du = + du, (1 + u2 )n 2(n − 1)(1 + u2 )n−1 2(n − 1) (1 + u2 )n−1 as desired. Problem 4 (5.11-26). Compute f (0), given that f (π) = 2 and Rπ 0 [f (x) + f 00 (x)] sin x = 5. Solution. Seeing an integral of a product involving a derivative, we integrate by parts. First, if u = f (x) and v = − cos x, Z π Z π Z π 0 f (x) sin x dx = −f (π) cos(π) + f (0) cos(0) + f (x) cos x dx = f (π) + f (0) + f 0 (x) cos x dx. 0 0 0 Then we integrate by parts again, with u = f 0 (x) and v = sin x: Z π Z π Z 0 0 0 00 f (x) cos x dx = f (π) sin(π) − f (0) sin(0) − f (x) sin x dx = − 0 0 Combining these, we have Z π f 00 (x) sin x dx. 0 π (f (x) + f 00 (x)) sin x dx = f (π) + f (0). 0 Therefore, 5 = 2 + f (0), so f (0) = 3 . Problem 5 (6.26-28). A function, called the integral logarithm and denoted by Li, is defined as follows: Z x dt if x ≥ 2. Li(x) = 2 log t This function occurs in analytic number theory where it is proved that Li(x) is a very good approximation to the number of primes ≤ x. Derive the following properties of Li(x): Part 5.1. x Li(x) = + log x Z 2 3 x dt 2 2 − log 2 . log t 1 and v = t. Then log t Z x Z x x −1 dt 2 x 2 Li(x) = − − t dt = + 2 2 − log 2 , log x log 2 log x t log t log t 2 2 Solution. We integrate by parts. Let u = as desired. Part 5.2. n−1 Li(x) = X k!x x + + n! log x logk+1 x k=1 Z 2 x dt + Cn , logn+1 t where Cn is a constant depending on n. Find this constant. Solution. We induct on n to claim that Cn = − n−1 X k=0 2 · k! . logk+1 2 Base Case. n = 1 amounts to the claim of the previous part, since 1 Inductive Step. We again integrate by parts, with u = Z n! 2 x log n+1 t 2·0! log0+1 2 = 2 log 2 . and v = t: Z x dt n!x n! · 2 −(n + 1)t − − n! n+1 = n+1 n+1 n+2 dt log t log x log 2 t 2 t log Z x n!x n! · 2 dt = − + (n + 1)! n+1 n+1 n+2 log x log 2 t 2 log n−1 Z x n−1 X X k! · 2 x n!x n! · 2 dt k+1 Li(x) = + k!xlog x+ − + (n + 1)! − n+1 n+1 n+2 log x log x log 2 t logk+1 2 2 log k=1 k=0 Z x n n X X x k!x dt k! · 2 Li(x) = + + (n + 1)! − , n+2 k+1 log x t k=0 logk+1 2 log x 2 log k=1 as desired. Induction is complete. Part 5.3. Show that there is a constant b such that R log x b et /t dt = Li(x). Solution. Make the substitution u = log t, so dt = eu du and Z Li(x) = 2 x dt = log t as desired with the constant b = log 2. 4 Z log x log 2 eu du, u