CHAPTER 6
Techniques of Integration
Content
3.1 Integration by Parts
3.6 Numerical Intergration
3.7 Improper Integrals
TECHNIQUES OF INTEGRATION
3.1 Integration by Parts
In this section, we will learn:
How to integrate complex functions by parts.
INTEGRATION BY PARTS
Let u = f(x) and v = g(x).
Then, the differentials are:
du = f’(x) dx and dv = g’(x) dx
Thus, by the Substitution Rule, the formula for integration
by parts becomes:
u dv uv v du
INTEGRATION BY PARTS
Evaluating both sides of Formula 1 between a and b, assuming
f’ and g’ are continuous, and using the FTC, we obtain:
b b b
f ( x) g '( x) dx f ( x) g ( x)
a a
g ( x) f '( x) dx
a
INTEGRATION BY PARTS
Example 1
Find I x sin xdx
INTEGRATION BY PARTS
Example 1
Let u x dv sin x dx
Then, du dx v cos x
Using Formula 2, we have:
u dv u v v du
x sin x dx x sin x dx x ( cos x) ( cos x) dx
x cos x cos x dx
x cos x sin x C
INTEGRATION BY PARTS
Example 2
Evaluate I= ∫ ex sinx dx
ex does not become simpler when differentiated.
Neither does sin x become simpler.
Nevertheless, we try choosing
u = ex and dv = sin x
Then, du = ex dx and v = – cos x.
INTEGRATION BY PARTS
Example 2
So, integration by parts gives:
cos x dx
x x x
e sin x dx e cos x e
This time, we use
u = ex and dv = cos x dx
Then, du = ex dx, v = sin x, and
sin x dx
x x x
e cos x dx e sin x e
INTEGRATION BY PARTS
Example 2
we get:
sin x dx
x x x x
e sin x dx e cos x e sin x e
– This can be regarded as an equation to be solved for
the unknown integral.
Adding to both sides ∫ ex sin x dx,
we obtain:
2 e x sin x dx e x cos x e x sin x
Example 3
Suppose f(x) is continuous and
1
differentiable, f(1)=4
1
and f ( x)dx 5 Find
0
xf '( x)dx
0
a 4/5
b 5/4
c 1
d None of the others
e -1
Example 4
Suppose f(x) is continuous and differentiable,
f(1)=3, f(3)=1 and 3
xf '( x)dx 13
1
What is the average value of f on the interval
[1,3]?
3.6
Numerical Integration
Left
Left endpoint
endpoint Method
Method
f ( x)dx x[ f ( x ) f ( x ) ... f ( x
a
0 1 n 1 )]
Right
Right endpoint
endpoint Method
Method
f ( x)dx x[ f ( x ) f ( x ) ... f ( x )]
a
1 2 n
Midpoint
Midpoint Method
Method
f(x)
∆x
x1 x2 x3 x n
b
f ( x)dx x[ f ( x ) f ( x
a
1 2 ) ... f ( x n )]
Trapezoidal
TrapezoidalMethod
Method
b
x x
f ( x)dx
a
2
[ f ( x0 ) f ( x1 )] ... [ f ( xn 1 ) f ( xn )]
2
x
[ f ( x0 ) 2 f ( x1 ) ... 2 f ( xn 1 ) f ( xn )]
2
Answer: 2(C)
APPROXIMATE INTEGRATION Example 1
Approximate the integral
2
(1/ x) dx
1
with n = 5, using:
a. Trapezoidal Rule
b. Midpoint Rule
APPROXIMATE INTEGRATION
Example 1 a
With n = 5, a = 1 and b = 2,
we have: ∆x = (2 – 1)/5 = 0.2
– So, the Trapezoidal Rule gives:
2 1 0.2
1 x dx T5 2 [ f (1) 2 f (1.2) 2 f (1.4)
2 f (1.6) 2 f (1.8) f (2)]
1 2 2 2 2 1
0.1
1 1.2 1.4 1.6 1.8 2
0.695635
APPROXIMATE INTEGRATION
Example 1 a
The approximation is
illustrated here.
APPROXIMATE INTEGRATION
Example 1 b
The midpoints of the five
subintervals
are: 1.1, 1.3, 1.5, 1.7, 1.9
APPROXIMATE INTEGRATION
Example 1 b
So, the Midpoint Rule gives:
2 1
1 x dx x [ f (1.1) f (1.3) f (1.5)
f (1.7) f (1.9)]
1 1 1 1 1 1
5 1.1 1.3 1.5 1.7 1.9
0.691908
APPROXIMATE INTEGRATION
In Example 1, we deliberately chose
an integral whose value can be computed
explicitly so that we can see how accurate
the Trapezoidal and Midpoint Rules are.
– By the FTC,
2 1
1 x dx ln x]1 ln 2 0.693147...
2
APPROXIMATE INTEGRATION
From the values in Example 1, we see that
the errors in the Trapezoidal and Midpoint Rule
approximations for n = 5 are:
ET ≈ – 0.002488
EM ≈ 0.001239
APPROXIMATE INTEGRATION
In general, we have:
b
ET f ( x) dx Tn
a
b
EM f ( x) dx M n
a
ERROR BOUNDS Estimate 3
Suppose | f’’(x) | ≤ K for a ≤ x ≤ b.
If ET and EM are the errors in the Trapezoidal
and Midpoint Rules, then
K (b a )3 K (b a )3
ET and EM
12n 2 24n2
SIMPSON’S RULE
This is called Simpson’s Rule—after
the English the English
mathematician Thomas Simpson
(1710–1761).
SIMPSON’S RULE
b
f ( x) dx S
a n
x
[ f ( x0 ) 4 f ( x1 ) 2 f ( x2 ) 4 f ( x3 )
3
... 2 f ( xn 2 ) 4 f ( xn 1 ) f ( xn )]
where n is even and ∆x = (b – a)/n.
SIMPSON’S RULE
This means that the area under the parabola
through P0, P1, and P2 from x = x0 to x = x2 is
still:
h
( y0 4 y1 y2 )
3
ERROR BOUND (SIMPSON’S RULE)
Estimate 4
Suppose that | f (4)
(x) | ≤ K for a ≤ x
≤ b.
If Es is the error involved in using
Simpson’s Rule, then
5
K (b a )
Es
180n 4
SIMPSON’S RULE Example 4
Use Simpson’s Rule with n = 10 to
approximate
2
1
(1/ x ) dx
SIMPSON’S RULE Example 4
Putting f(x) = 1/x, n = 10, and ∆x = 0.1 in
Simpson’s Rule, we obtain:
2 1 x
1 x dx S10 3 [ f (1) 4 f (1.1) 2 f (1.2) 4 f (1.3)
... 2 f (1.8) 4 f (1.9) f (2)]
1 4 2 4 2 4 2 4
0.1 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7
3 2 4 1
1.8 1.9 2
0.693150
SIMPSON’S RULE
In Example 4, notice that Simpson’s Rule gives
a much better approximation
(S10 ≈ 0.693150) to the true value of the
integral (ln 2 ≈ 0.693147) than does either:
– Trapezoidal Rule (T10 ≈ 0.693771)
– Midpoint Rule (M10 ≈ 0.692835)
Example
Approximate the integral
with n = 8, using:
a. Left/Right endpoints
b. Midpoints
c. Trapezoidal method
d. Simpson method
L=0,7254, R=0,6629, M = 0,6927,
T=0,6941, S=0,6932
Example
How large should we take n in order to guarantee
that the Trapezoidal, Midpoint Rule, Simpson rule
approximations for
are accurate to within 0.0001?
| f’’(x) | ≤ 2 for 1 ≤ x ≤ 2
Accuracy to within 0.0001 means that error < 0.0001
Trapezoidal: Choose smallest n so that:
n = 41
Midpoint: n = 30
Simpson:
n=8
TECHNIQUES OF INTEGRATION
3.7 Improper Integrals
In this section, we will learn:
How to solve definite integrals
where the interval is infinite and
where the function has an infinite discontinuity.
IMPROPER INTEGRAL OF TYPE 1
Definition
If exists for every number t ≥ a, then
provided this limit exists (as a finite number).
IMPROPER INTEGRAL OF TYPE 1
Definition
If exists for every number t ≤ a, then
b b
f ( x) dx lim f ( x) dx
t t
provided this limit exists (as a finite number).
IMPROPER INTEGRAL OF TYPE 1
CONVERGENT AND DIVERGENT
Definition
The improper integrals and
are called:
– Convergent if the corresponding limit exists.
– Divergent if the limit does not exist.
IMPROPER INTEGRAL OF TYPE 1
Definition
If both and are convergent, then
we define:
– Here, any real number a can be used.
IMPROPER INTEGRAL OF TYPE 1
Example 1
For what values of p is the integral
convergent?
– Convergent if p > 1
– Divergent if p ≤ 1
IMPROPER INTEGRAL OF TYPE 1
Example 2
• Investigate the convergence of the
improper integrals:
0
x3
x e
2
dx
• (a)
x3
x e
2
dx
• (b)
IMPROPER INTEGRAL OF TYPE 2
Definition
If f is continuous on [a, b) and is discontinuous at b, then
if this limit exists (as a finite number).
Definition IMPROPER INTEGRAL OF TYPE 2
If f is continuous on (a, b] and is discontinuous at a,
then
if this limit exists (as a finite number).
IMPROPER INTEGRAL OF TYPE 2
Definition
The improper integral is called:
– Convergent if the corresponding limit exists.
– Divergent if the limit does not exist.
IMPROPER INTEGRAL OF TYPE 2
Definition
If f has a discontinuity at c, where a < c < b, and
both and are convergent, then we
define:
IMPROPER INTEGRAL OF TYPE 2
Example
Evaluate
4
dx
0 4 x
if possible. State whether the integral
converges or diverges.
IMPROPER INTEGRAL OF
Example TYPE 2
Let b> 2. Investigate the convergence of the
improper integrals:
b
dx
a
( x a ) p
Answer: diverges if p 1 and converges if p<1.
IMPROPER INTEGRAL OF TYPE 2
Example
Investigate the convergence of the improper
integral:
3
dx
0
x 1
Suppose f and g are continuous functions with f(x) ≥ g(x) ≥ 0 for x ≥ a.
a. If is convergent, then
is convergent.
b. If is divergent, then
is divergent.
Note: A similar theorem is true for Type II integrals
Example
| cos( x ) | dx
Does I 2
converge?
1
x
We have,
| cos( x ) | 1
0 2
2
x x
dx
and 2 converges
1
x
→ I converges.
Example
Investigate the convergence of the improper integrals
x2
(a)
1
x
dx
x2
(b)
1
x 3
dx
(c) x2
e
0
dx
Summary
• Integration by parts
• Approximate integration
• Midpoint rule
• Trapezoidal rule
• Simpson’s rule
• Improper integrals
• Infinite intervals
• Discontinuous Intervals
