LECTURE 16: INTEGRATION BY PARTS MINGFENG ZHAO February 11, 2015 Theorem 1. Z p x dx = Z cos(ax) dx = sin(ax) dx = sec2 (ax) dx = csc2 (ax) dx Z eax dx = Z Z Z Z 1 dx − x2 Z 1 dx x2 + a2 √ a2 = = = xp+1 p+1 + C, if p 6= −1 ln |x| + C, if p = −1. 1 sin(ax) + C a 1 − cos(ax) + C a 1 tan(ax) + C a 1 − cot(ax) + C a 1 ax e +C a x sin−1 +C a x 1 tan−1 +C a a Substitution rule for definite integrals Z Example 1. Evaluate Since tan(x) = Z tan(x) dx and sin(x) , then cos(x) Z tan(x) dx cot(x) dx. Z = sin(x) dx cos(x) Z = = 1 · (−1) du Let u = cos(x), then du = − sin(x)dx u Z 1 − du u 1 2 MINGFENG ZHAO = − ln |u| + C = − ln | cos(x)| + C Since u = cos(x). By the same computation, we have Z cot(x) dx Z cos(x) dx sin(x) Z 1 du Let u = sin(x), then du = cos(x)dx u = = = ln |u| + C = ln | sin(x)| + C Since u = sin(x). Theorem 2. Let u = g(x) be differentiable, then Z b Z 0 g(b) f (g(x))g (x) dx = f (u) du. a Z Example 2. Compute π 2 g(a) sin4 (x) cos(x) dx. 0 Let u = sin(x), then du = cos(x)dx. Then Z π 2 sin4 (x) cos(x) dx Z 1 = 0 u4 du Let u = sin(x) 0 = 1 1 5 u 5 0 = 1 . 5 Integration by parts for indefinite integrals Recall the product rule, we have d [u(x)v(x)] = u0 (x)v(x) + u(x)v 0 (x). dx Theorem 3. Let u and v be differentiable, then Z Z u dv = uv − v du. That is, Z 0 uv dx = uv − Z vu0 dx. LECTURE 16: INTEGRATION BY PARTS 3 Z Example 3. Compute ln x dx. Let 1 u = ln x =⇒ du = dx x Z dv = dx =⇒ v = 1 dx = x Then Z Z ln x dx = u dv Z = uv − v du Z 1 = ln x · x − x · dx x Z = x ln x − 1 dx = x ln −x + C. Remark 1. The ‘integration by parts’ is the last integration choice to use. dv is the most complicated portion of the integrand that can be “ easily” integrated, and u is that portion of the integrand whose derivative du is a “ simpler ” function than u itself. For the choice of u, please follow the ‘ILATE’ order: Z Example 4. Evaluate I = Inverse trigonometric function L = Logarithmic function A = Algebraic function T = Trigonometric function E = Exponential function sin−1 (x) dx. Let u = sin−1 (x) =⇒ du = √ 1 dx 1 − x2 Z dv = dx =⇒ v= 1 dx = x 4 MINGFENG ZHAO Then Z −1 sin Z (x) dx = = = = = = = Z Example 5. Evaluate u dv Z uv − v du sin −1 Z (x) · x − Z x· √ 1 dx 1 − x2 x dx 1 − x2 Z 1 1 √ · − x sin−1 (x) − du Let w = 1 − x2 , then dw = −2xdx 2 w Z 1 1 −1 w− 2 dw x sin (x) + 2 1 1 1 x sin−1 (x) + · 1 w− 2 +1 + C 2 −2 + 1 −1 x sin √ (x) − 1 = x sin−1 (x) + w 2 + C = x sin−1 (x) + (1 − x2 ) 2 + C 1 Since w = 1 − x2 . ex cos(x) dx. Let u = ex dv = cos(x)dx =⇒ du = ex dx Z =⇒ v = cos(x) dx = sin(x) Then Z ex cos(x) dx Z = u dv Z = uv − v du = ex · sin(x) − Z For Z sin(x) · ex dx. sin(x) · ex dx, use integration by parts again, let u = ex dv = sin(x)dx =⇒ du = ex dx Z =⇒ v = sin(x) dx = − cos(x) LECTURE 16: INTEGRATION BY PARTS Then Z Z x e sin(x) dx = u dv Z = uv − v du Z x = −e · cos(x) + cos(x) · ex dx. So we get Z x x Z x e cos(x) dx = e sin(x) + e cos(x) − ex cos(x) dx. So we get Z Z Example 6. Evaluate 1 x 1 e sin(x) + ex cos(x) + C. 2 2 ex cos(x) dx = xex dx. Let u = x =⇒ du = dx Z x dv = e dx =⇒ v = ex dx = ex Then Z Z x xe dx = = u dv Z uv − v du Z x xe − ex dx = xe2 − ex + C. = Integration by parts for definite integrals Theorem 4. Let u and v be differentiable, then Z b 0 u(x)v (x) d = a b u(x)v(x)|a Z − a b v(x)u0 (x) dx. 5 6 MINGFENG ZHAO Theorem 5. Let R be the region bounded by the graph of a non-negative function f (x), x-axis between a and b, then the volume of the solid that is generated when the region R is revolved about the x-axis is: Z b π[f (x)]2 dx. a Example 7. Let R be the region bounded by y = ln x, the x-axis, and the line x = e. Find the volume of the solid that is generated when the region R is revolved about the x-axis. By Theorem 5, we have e Z Volume π(ln x)2 dx = 1 e Z (ln x)2 dx. = π 1 Let u = (ln x)2 dv = dx 2 =⇒ du = ln xdx x Z =⇒ v = 1 dx = x. By Theorem 4, we have Volume e = π (ln x) x1 − 2 Z = π e−2 Z e 1 e 2 x · ln x dx x ln x dx 1 e = π [e − 2 (x ln x − x)|1 ] By Example 3 = π(e − 2e + 2e − 2) = π(e − 2). Department of Mathematics, The University of British Columbia, Room 121, 1984 Mathematics Road, Vancouver, B.C. Canada V6T 1Z2 E-mail address: mingfeng@math.ubc.ca