Lecture 1 Math2
Lecture 1 Math2
Antiderivative
When differentiating a function we
solve the problem of finding of the
derivative of a given function. Now we
want to solve the inverse problem: given
the derivative of a function, to find this
function.
Definition. The function F (x) is called
an antiderivative or a primitive of the
given function f(x) in a given interval if
F ( x) f ( x) or dF ( x) f ( x)dx .
/
2. d ( f ( x)dx) f ( x)dx
Proof. According to the definitions of
the differential and the indefinite
integral we have
d ( f ( x)dx) ( f ( x)dx) f ( x)dx
/
3. df ( x) f ( x) C
or ( x)dx f ( x) C
f /
Therefore
f (u )du dF (u ) F (u ) C
Basic Methods of Integration
The basic methods of integration
are the following methods:
1.The decomposition method
2. Integration by parts.
3.Integration by change of
variable (by substitution).
The Decomposition Method
A given integral can often be
represented in the form of a sum of
tabular integrals (i.e. the integrals
from the table). Then we perform
termwise integration and thus
obtain the answer. Let us consider
several examples.
1. 2
sin x 1 cos x
2
tan xdx dx dx
2
cos2 x cos2 x
1 1
1dx dx dx tan x x C
cos x
2 2
cos x
2.
a0 a1x a2 x ... an x dx
2 n
a0 dx a1 xdx a2 x dx ... an x dx
2 n
1 2 1 1 n 1
a0 x a1x a2 x ...
3
an x C
2 3 n 1
Integration by parts
The method of integration by parts
is implied by formula for
differentiating a product of two
functions. Let u=u(x) and v=v(x) be
functions of x possessing continuous
derivatives. We have d(uv)=udv+vdu
whence udv=d(uv)-vdu
Integrating both sides of the latter
equality, we get udv d (uv) vdu
that is, u dv uv vd u
This is the formula of integration by
parts which can be rewritten as
follows
u ( x)v ( x)dx u( x)v( x) v( x)u ( x)dx
/ /
We do not write down the arbitrary
constant appearing in the
integration of d(uv) and include it
into the arbitrary constant in the
second integral on the right-hand
side of equality.
Let us consider some examples.
1. Let us find xe x dx
Weput x u, e dx dv, whence
x
du dx , and v e dx e .
x x
xe dx xe e dx xe e C
x x x x x
Integration by change of variable
A change of variable in an indefinite
integral is performed by means of
substitutions of two types:
I. x (t ), where (t ) is a monotonic,
continuously differentiable function of
the new variable t. In this case, the
integration is carried out by the formula
/.
f ( x)dx f [ (t )] (t )dt ;
II. u (x) , where u is a new variable.
With the aid of this substitution, the
integration is performed by the formula.
/.
f ( x)dx f [ ( x)] ( x)dx f (u )du
(5x 2) dx
8
Solution. Putting 5x 2 t , we
1
get 5dx dt , i..e. dx dt ,
5
which yields
1 8 1 1 9
(5 x 2) dx 5 t dt 5 9 t C
8
1
(5 x 2) C9
45
Recurrence Formula for Finding
the Integral
dx
In
(x a )
2 2 n
1 a x
2 2
1 x 2
2 2 dx dx
a (x a ) 2 n
a (x a )
2 2 2 n
1 1 x
2 I n 1 2 x 2 dx .
a a (x a ) 2 n
x
Let us put u x, dv dx ;
(x a )
2 2 n
then du dx and
xdx 1 2 n
v ( x 2
a ) d ( x 2
a 2
)
(x a )
2 2 n
2
1 1
2
2(n 1) ( x a 2 ) n 1
Consequently
1
I n 2 I n 1
a
1 x 1 dx
2 2 n 1
2 n 1
,
a 2(n 1)( x a )
2
2(n 1) ( x a )
2
or
1 x
I n 2 I n 1 2 2 n 1
a 2a (n 1)( x a )
2
1
2 I n 1
2a (n 1)
That is
x 1 2n 3
In 2 I n1
2a 2 (n 1)( x 2 a 2 ) n1 a 2n 2
dx
1 x
I1 2 arctan C
x a 2 a a
Putting n=2, we obtain an
expression for the integral I 2 in
terms of the elementary functions:
1 x 1 1 x
I2 2 2 I1
2a x a 2
2a 2
2a x a
2 2 2
1 1 x
2 arctan C
2a a a
Assuming now n=3, we find the
integral I 3 (the integral I 2
having been found). In this way
we find I n for any positive
integer n.