CHAPTER XVIII
INTEGRAL CALCULUS. METHODS OF INTEGRATION
I. THE METHOD OF SUBSTITUTION
- Various methods are available for treating the integration of functions which are not among the standard forms. Of these methods, one of the most important and most easily applied is the method of substitution. By this method the independent variable x is changed to y where y is a function of x. Thus an integral in terms of y can be obtained which can frequently be made to assume a standard form.
For supposey = F (x).Thendy = F' (x) dx.So that if the original integral is of the form ff[F(x)] F' (x)dx, it can be expressed as r f (y) dy, which may be a standard form.No general rules can be given, but the following examples will indicate methods which can frequently be employed with advantage.
- (1)f(a+bx)dx.
Puta+bx=y.Thenbdx = dy.,,,I+1 7 ~a +1 a n+1Therefore+ bx)ndx=dy=(n+1)b+c ( n+1 )+ +c'(2)x2dx (a + bx)nPuta+bx=y.
Thereforex2dx(y - a)2 dyf (a + bx)'L .~b3 yn1= b:; ~(y2 - 2a y'n + a2y_n) dy112aa2b3 (n - 3) yn-3 (n - 2) yn-2 + (n - 1) yn-'j + c where y = a + bx.H. T.R. I.7
98 INTEGRAL CALCULUS
- (3)f(b+ 2cx)(a+bx+cxl)fldx.
Puta+bx+cx2=y.Then(b + 2cx) dx = dy.Therefore f(b+2cx)(a+bx+cx2y4clx=fpczy=,":'I +k_ (a + bx + cx2)"+1 n+1 + k.f (logx)n dx
- (4)x
Putlog x = y.Then- dx = dy. Thereforen x J = r ynd yn+i( gf (log xy ~L+l + cn+1)n+i iC.
- (5)f (x) dx f f (x) Putf (x) = y.
Thenf' (x) dx = dy. Thereforef'f(x())xdx = f dy logy + c =log [ f (x)] + G f
- (6)fx3dx
1+x2'Putx'- = y.Then2x dx = dy.Therefore f 1+ x2 = 2 f y dy = z f (1 1+ 1 ) dyyy= [Id f 1'4]=1z [fdy fd(1+>1 1+y=i[ylogl+y]+c =i[x2-1og1+x2]+c.
METHODS OF INTEGRATION 99
~) sinxdx
f a+bcosx
Put a+bcosx=y.
Then b sin xdx = dy.
Therefore
f sin xdx __1 dy_ 1 log(a+bcosx)
J a+bcosx bf y --blogy+c= b +c.
~~) dx _ dx
sin x x
2 sin 5 cos 2
x sect dx
J 2tan
x
Put tan 9 = y.
Then i sec'- - dx = d y.
Therefore f dx = f dye=logy+c
sin x
=logtan2+c.
Corollary. Since
cos x = sin +xl,
J dx =1o, tan ('r + xl + c. cosx a 4 2!
11. RATIONALISATION BY TRIGONOMETRICAL TRANSFORMATION
3. The above methods can be extended by the use of trigonofunctions and the relations which exist between them. The following are examples:
f(1) dx
'Va--x'
Let x=asinv.
Then dx = a cos ydy,
and 1/a x2 = a cosy.
72
100 INTEGRAL CALCULUS
Therefore ( _dx = f dy = y + c
J N/a'x'
x
=sin1+c. a
(2) dx
f ~cza'
Let x =asecy.
Then dx = a sec y tan ydy,
and 'x2 a2 = a tan y.
Therefore
J dx = f dy =1og tan ('r + y) + o
~/x = a2 J cosy \4 2
1+tanY
= log +o 1tang
log 1 +siny+c
g cos y
1 +,1 a2 = log
x+0
a x
=log(x+ N/x2a2)
+c.
\ a
(3) f dx
N,/x2+a'.
Let x = a tan y.
Then dx = a sect ydy,
and x2 + a2 = a sec y.
Therefore / d
f 1/xd+ a2 f cosy _ log tan (4 + 2) + c
=1og(sec y+tan y)+c [See Ex. (2)]
=log(x+ N/x2+a')+c. \ a
METHODS OF INTEGRATION 101
From the above integral, two other important forms can be obtained.
(4) f dx
1 'Ja+2bx+cx2
This can be written as
dx _ d (cx + b)
. /(cx+b)'2+ac-bz ,Vc{(cx+b)'+ac-b2}
V c
Disregarding for the moment the constant multiplier, this can clearly be transformed into one of the forms given in Examples (1)(3) above.
Corollary.
dx =2log(x-a+,x-b)+c.
J '/(x - a) (x - b)
dx 2d Aix - a /x - a
Also =2siri 1, b -a+c.
V (x-a) (b-x) (b - a) - (fix a)z
f (p + qx) dx rq(b+cx)+(p~-qb)
(5) - c c dx
~a + 2bx + cx2 's/a + 2bx + cx2
- q f d (a + 2bx + cx2) + (pc - qb) dx
2cJ .N/a+2bx+cx2 c v'a+2bx+cx2
The value of the first integral is 2 (a + 2bx + cx2)l and the second integral can be dealt with as in Example (4).
4. General remarks in regard to the method of substitution. When the precise substitution which will enable the integral to be solved is not apparent the device illustrated in the following examples is often of assistance.
(1) (x+a)dx
(x+b)vlx+c
The appropriate substitution is not apparent, so assume Nx+c=y'',
where r may have any value, to be determined subsequently.
102 INTEGRAL CALCULUS
Then x+c=y2r
and dx = 2ry2T-'dy.
The integral thus becomes
1(2r+a-c) try2r-'dy
(y2r + b - c) yr
Clearly this integral can be evaluated if yr = y2r-', i.e. if r = 1, when we get
f. (y2+a-c)di =2 ~[1 + (a-b) d
J (y2+b-c) (y+b-c) y
-2y+ (a-b) 1
J 1
N/c-b _y-Vc-b - y+vc-b d
y 2y+ye-b logy+'c-b+k,
where y = 'x + c.
dx
(2)
(x p 'l(a + 2bx + cx2) '
Let us take the linear function as likely to lead to simpler results and, as before, put
x-p=yr
so that dx = ry''-' dy.
Then the transformed integral is
r ryr-'dy f rdy
yr1/a+2b(yr+p)+c(yr+p)2 yva+2b(yr+p)+c(yr+p)2.
Obviously if r = - 1, the denominator reduces to the form
tiia'+2b'y+c'it
and the expression can be immediately integrated.
(3) dx
(a + cx2)3
This example is a little more difficult than the two previous ones. As before, let x= yr, so that dx = ryr-' dy. Then we have
f dx _ ryr-' dy (a+cx2)l J(a+cy)1
METHODS OF INTEGRATION 103
The expression within the brackets in the denominator is of an even degree in y, so we will express the integral in the form
f ryr_2d(y2) _ f ryr-2d(y2)
2 (a + cy2')1 2ysr (ay 2r + c)
This can clearly be integrated if r 2 = 3r, when r = 1. The integral then becomes
| 1 I' d.y2 |
1 f d (aye + c) |
1 +k |
| 2 (aye+c)- |
2aJ (aye+c)1 |
a(ay2+c)y |
| |
|
x + k. |
| a (a + cx2)4 |
- Definite Integrals. The above examples of the application of the method of substitution all relate to indefinite integrals and the final form of the indefinite integral is expressed, in each case, in terms of x.
In the case of a definite integral, a step may be saved in the operation by avoiding the final substitution of x in terms of y, provided appropriate changes are made in the values of the limits of integration. An example will make the point clear.Example.2 xdx o\/l+x2Putx2 = y.Then2xdx = dy.Also when x = 0, y = 0 and when x = 2, y = 4. Thus we get2 xdxf 4 dy4oil+x2-,lo9vl= C1+o= ~1.III. INTEGRATION BY PARTS6. From the Differential Calculus we have d (uv)dvdu _dx u dx +v- dx ' Whence, by integration,uv= iu-- dx+fvdxdx,
104 INTEGRAL CALCULUS
or fudxdx=uv -Tvdudx.
Consequently an integral of a function of the form u dx can always be made to depend upon that of a function of the form v d.
The latter may prove to be a standard form and the use of the formula given above may enable an apparently intractable exto be integrated at once.
The advantage of the method is best exhibited by applying it to a few elementary cases.
- (1)Jxlogxdx=fiogx-?dx
_ [x2 logx - fx'd(1~x)dx] =2 x2logx-2Jxdx1 x2 logx-4=+ c.ax
- (2)fxe'dx=ix c dx
_ 1 [x e a x re" dx dxl azJ=1 xeax+c.fsin'xdx aa, (3)= f sin x dxd (sin-' x) xsin-'x- fx-dx xdx=xsin-'x -r -1 fd(1-x2) =xsin 'x+2 V1 -x2=xsin'x+I1-x'+C.
J\/a2 METHODS OF INTEGRATION 105
+x2 dx=f /a2+x2 xdx
=xa2+x2 fx"dxx2dx
I x2dx =x a2+x2 va2+x'
/_ Ir rye
=xN a2+x2I+x2/ ~dx
,a2 + x2
f a2 f a2dx
,\/a2 + x2
Therefore 2 f A/a2 +x2dx = x ~a2 + x2 + a' log [x + a'2 + x] + c, and f/a2 + x2 dx =2 /a2+x'+ 22 log [x+/a2+x2]+ .
(5) flog(x + 'X2 + a2)dx = f log(x+ x2+a') dx
xlog(x+x2+(1,2) ('xdlog(x+d +a')dx
=xlog(x+~x2+a2) r xdx 'Vx2+a'
=xlog(x+Vx2+a2)Vx'+a2+c.
7. The above process can be expressed in a general form as follows:
futvtdt =futd(dtdI)dt
=ut fv,dt f ut(fvtdt)dt.
fb
To apply this formula to the definite integral I utvtdt, we can
a
t
write fvdt as (vkdk, the upper limit being taken as t since the
a
integral must itself be a function of t.
106 INTEGRAL CALCULUS
Thus we get
pb b t ~dzt , t
bu=J utvtdt = ut~ vkdk dtt (. a vkdk) dt]
a a_ a f vkdk ua~a vkdk fbdut(j vkdk) dt
a a a dt a
= ub ~bvkdk ~b dut (~tvkdk) dt,
a a d t a
f a since vkdk = 0. Alternatively, if we express fvt cit as the definite integral J vkdk, we obtain
t
butvtdt= ua bvkdk +f bdttt Cl bvkdkI
.a .a a dt t
- Reduction Formulas. Where integration by parts is not imsuccessful, continuation of the operation may ultimately lead to the evaluation of the integral.
Thus I x2exdx = I x2 c dx = x2ex fe' dx dxj=x2ex2 f exxdx= x,2ex 2 ix e dx= x2ex 2 (xex exdx) =x2ex 2x ex+2ex+c.
- The above case is an example of a Reduction Formula, this designation being used since the application of the method of Integration by Parts effects the reduction by successive steps of one term in the integral.
ThusJx"'(1x)"dx=xm+ttb(1 af+1 )n+ 7n~+1n(1x)n'dx." See J.LA. Vol. 44, pp. 402409.
METHODS OF INTEGRATION 107
Thus the degree of the term (1 x)' has been reduced by unity. Successive applications of the formula will reduce the degree further, until, if n is an integer, the term ultimately equals (1 x)° or unity.
In the special case where the value of this integral is taken between the limits 0 and 1, we have
1x'"(1x)ndx= [m (1 x)' + .0m+1 xn(1x)n-'dx
o m n
-' (1 dx,
ni + 1
whence by successive applications of the formula we find ultiif n be an integer that
f 1 x'n (1 x). dx = n ! m ! [1 xm+n dx = n ! m,
o n+m! 0 n+m+1!'
Many other important integrals can be dealt with in a similar way.
IV. INTEGRATION BY THE USE OF PARTIAL FRACTIONS
10. Any expression of the form F~xx)
, where F(x) and f x) are
both rational integral algebraic functions of x, can be expressed as the sum of a number of terms of which the general forms are arx'' and For if the degree of F (x) is equal to or greater than
(xC,.~r.
that of f (x), by division we can obtain a quotient, together with a new fraction in which the numerator is of lower degree than the denominator. The quotient provides the terms of the first form and the new fraction can be split up by partial fractions into terms of the second form. The integrals of these general forms are known and consequently the whole expression can be integrated.
The following are examples:
f (1) (p+qx)dx 1 aq+pbq+p dx
(xa) (xb) abJ [x a x b
1
=a b[(aq+p)log(xa)(bq+ p) log (xb)]+o.
clx _ 1 (Ix
(2) J a~~ + 2bx + c a b 2 ac L'
x+a) + a2
108 INTEGRAL CALCULUS
The form of the integral depends upon whether ac b2 is positive or negative.
In the former case the integral clearly is equal to 1 tan'
ax+b
ac b2 v'ac b2
In the latter case the integral becomes 1 to ax + b -1lb2 ac
2,Jb2ac gax+b+A.lb2ac
fo(x+l)(x+2) x'dx = ~i 1 8
(3) o x3x+1+x+ 2 dx
= l 2 -3x1og(x+1)+8log(x+2)~1 o
=8log39log2.