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CHAPTER XV
MORE DIFFICULT INTEGRALS:
INTEGRATION BY PARTS
236    INTEGRAL CALCULUS
d    I+~~
or    dxn+Ix    =x


so that if y = xn, then
f
ydx=n+xn+i.
Suppose that y is a more complicated function of x, say (a + bx)n. We do not immediately recognize j y dx, and it is necessary to proceed further.
Let    z=a+bx.
Then    dx = b,
and    dy _ dy dx — dy I dz dx dz dx b.
If therefore we replace the independent variable x by the new variable z, any differentiation with respect to x becomes a differwith respect to z by the simple process of dividing by the constant b.


The integral I y dx may therefore be written as fy [b dz] , and, since y = (a + bx)n = zn,
J y dx = J (a + bx)' dx = Jzt'dx
f - zn [dz]
THE METHOD OF SUBSTITUTION    237

dz
dx = — sin x,
dy dydxdy r_ I
dz dx dz dx I sin x
Therefore, as above, J y dx becomes
I
sin x
y dz;
f    sin x    sin x    _ I
)I+cosxdx _ ~I+cosx    sinxl dz
    I    
[ I+cosx dz
I
I +zdz
= — log(I+z)
= — log (I + cos x).
When applying the method of substitution it is customary to shorten the initial process. If the substitution is z = cos x, we write, instead of
sin x,
the relation    dz = — sin x dx,
so that in the integral we may immediately replace dx by
I
sin x_
dz.
In general, if the substitution is f (x) = (y), instead of writing f' (x) = (y) dx we write immediately f' (x) dx = (y) dy. It
will be observed that the process is to differentiate each function with regard to the variable in which it is expressed, x, y or z for example, and then to multiply by dx, dy or dz as the case may be. The expressions f' (x) dx,    (y) dy, ... are termed differentials of
f (x),    (y), ... respectively.
Then
dz
x

238    INTEGRAL CALCULUS
For the purpose of integration this procedure should be looked upon simply as a convenient means of passing from one variable to another, and not necessarily as a splitting up of the dx into two parts dz and dx.
We may consider the problem from another point of view. The definition of a definite integral is the limit of hEO (x) between x = a and x = b — h, as h tends to zero. Since h denotes a small increase in the
value of the variable, we may equally well write the integral as x=b–ax
Lt    E 0 (x) .Ox = Lt [0 (a) Ox + 0 (a + Ax) Ax +
ox--> 0 x–a
+ , (b — Ox) Ax],
b
or' cc (x) dx, where the Ax is the small increase in the value of x
.a
which tends to zero.
The method of substitution is then as follows. If, as in the second example above,
z = cos x,
then    Oz = cos (x + Ox) — cos x
_ — 2 sin (x + 20x) sin
Now    Lt — sin (x + 20x) = — sin x,
0
and    Lt sin 1-,,x — r
Ax—)-o
2~x
Lt 0 (x) Oz = Lt {— 2 sin (x + 2Ax) sin 2Ax. qc (x)} Az-÷o    .1x, o
2 sin x Lt 0 (x) 2Jx
_ x—> 0
= — sin x Lt 0 (x) :,x.
.ix -).0
Lt 0 (x) Ox = [—   .1    Lt 0 (x) Oz, sin x o.~0
which gives the same result as that found above,
3. If y = f (x), then 0 (y) = 0 { f (x)}, and if f' (x) denote, as usual, the differential coefficient of f (x) with respect to x, then
(y)dx=~{f(x)}f'(x)
i.e.    0 (y) dy = 0 { f (x)} f' (x) dx,
so that    f (y) dy =    { f (x)} f' (x) dx.

THE METHOD OF SUBSTITUTION    239
Now on the right-hand side the integrand is the product of two functions, qS { f (x)} and f' (x). If we associate f' (x) with dx we have (i) a function of x, namely {f (x)}, and (ii) f' (x) dx, which is a differential. It is evident therefore that if it is required to integrate an expression consisting of the product of two functions, one the differential of a known function f (x) and the other a function of f (x), the substitution f (x) = y will reduce the integral to the
simpler form J qS (y) dy.
It must be noted, however, that if the product is to be simplified in this manner, both conditions must be satisfied. The form of substitution is frequently determined by the recognition that the expression to be integrated contains f' (x) dx, the differential of f (x).
For example, consider the integrals
x /I dxx2'J f /13dxx2'    v I      x2 dx.
These may bee written    V
2
I--- xdx; J    x      2xdx; f~/I2 x2xdx,
x2    1/I+x    x
and it is evident that each of the expressions consists of x dx (the differential of 2x2) and a function of 4x2. The substitution of y for x2 will therefore simplify the process of integration for all three examples. It will be observed that this substitution is suggested partly, if not wholly, by the presence of x dx.
Again, consider
dx    x2dx    fV I + x2 dx.
VI + x2' 1V1 + x2'    x2
-1 It will not help to write these in the form J (x2) dx, as the
required xdx is absent. The substitution y = x2 will not therefore simplify the integrals.
4. Further examples of substitution.
It does not follow that any integral can be evaluated by a simple substitution nor indeed that the simplest substitution is the best.

240    INTEGRAL CALCULUS
The examples given below are merely indicative of the methods to be employed: they are not necessarily of universal application. Example 1.
f x2 (a + bx)' dx.    (n* I.)
The substitution is    z = a + bx.
We have    dz = bdx and x = z a
1= ( (z — ale I I dz I ` b ) znb
"z2 2az + a2 I
I - --zn     dz
bs
= Ib3 (z2-n — 2az'-n + a2 z-n) dz
= b3 L rz2-n dz — 2a I z'-n dz + a2 f z-n dz]
I    I      z.3-n — 2a    z2-n + a2    z'-n

ILLUSTRATIVE EXAMPLES    241
Put, therefore, z = 1 + x2, so that dz = 2x dx. Then
(I d2 j1 dzx2 j zz=logz=log + x2).
This is an example of a general proposition. Where the numerator of a fraction is the derivative of the denominator, the required integral is the logarithm of the denominator.
In other words:
dy
For example,
dxf    dx=logy.
d (1 + cos x)
r +scos x d
in x
1 +dco
x
s x      dx = log (1 + cos x).
(Cf. para. 2 above.) d sin x
Again, f cot xdx =1' cos x d x =    dx dx =log sin x.
sin x    sin x
Example 3.
Now
dB
I sin B'
sin 0 =
2tan,B
I + tan2 ,B
I _ I'    1 + tang z B dB.
2 tan 2B
(Chap. I, para. 16.)
Put    t = tan 10,
dt = 1 sect 4Bd0 = z (1 + tan2 40) dB.

dB = + tang 2B
I + tan2 'B    2dt    _ f    dt
J'dt
2 tan 10    + tang 20    tan 2B    t = log t
= log tan 10.
F    16
2dt

242    INTEGRAL CALCULUS
Corollary:
r    de    dO ,Icos0f sin( it—0)
0)
=— log tan -,,I,-, (ill- - 0) _ — log tan (err 20)
log tan Orr tan 20 I + tan Orr tan 1-0
_ — log I tang    (since tan Orr = I) 1+tan10
I + tan
_
log I — tan 110
Example 4.
dx ~/x2 + a2
Method (i). Put x = a tan a, so that dx = a sec2 ada.
    
I=         asec' ada
I
J 1x2 + a2
f    I
I     asec2ada 1'a2 tan2 a + a2
I
    asec2 ada a '/tans a + I
= I sec ada    (since tan2 a + I = sec2 a)
_ f( da
= Jcosa
log I + tan la
    —    (from Example 3 above), — tan
tan a = x/a.
Method (ii). Put Vx2 + a2 = z — x.
x2+a2=z2 -2zx+x2,
at = zt 2zx.
o=2zdz—2zdx—2xdz.
— x
dx = "    dz. z
where
Then or

    ILLUSTRATIVE EXAMPLES    243
dx i I z—x _ ~dz :. I=J1/x2+a2    z—x z dz    z
= log z

= log (x + 1/x2 + a2).
This result is the same as that produced by the first method. For, if x/a = tan a,

log (x + 1/x2 + a2) = log (a tan a + 1/a2 tang a + a2) = log a (tan a + sec a)
=loga+log{sing+ I 1 Cosa cosa
= log a + log sin a + I cos a
I —tan2a'
which is the solution given by Method (i), since log a is a constant, and the result of differentiating
to I+tan,a+lo a
    
gI —tanla    g
is the same as that of differentiating

I + tan a
log r — tan zQ + any arbitrary constant.


Method (iii). Put x = I/y in order to obtain an odd power of y out-side the square root.
Then    dx = — (r/y2) dy,
x2 + a2 = I /y2 + a2 = (I + a2Y2)/Y2.
dx     r    y    r
JVVxx2+a2=J1/1 +a2y2 `- y2! Y
If    —dy
–,/ y ~
I +. a2y2
2 tan 2a
I + tang-a + I
=loga+logl    2~
I—tan za
I+tan22a
= log a + log (I    + tan22a)2
I — tang
= loga + log i + tan 2a
i6-2

244    INTEGRAL CALCULUS To eliminate the square root, put I + a2y2 = z2.
  2a2ydy = zzdz,
and I = f _z dz _ f — dz
I a2y--z — 1 z2 1'
since (z2 I)
 
y- _ -    a2

On integrating and substituting, first for z in terms of y, and then for y in terms of x, we have
I=2log
1x2+a2—x
which is easily seen to be log (1/x2 + a2 + x) — log a on multiplying numerator and denominator of the fraction by 1/x2 + a2 + x. Corollaries :
(i) J      dx    
a2 log (x + 1/x2 a2)
J1/(x =+(x b) .I1~x2 - (a dx
b) x + ab (ii)
J1 {x—i(a+b)}2—{ (a — b)}2
= log {x — (a + b) + 1/(x — a) (x — b)} =log {(x—a)+(x—b)+217(x—a)(x—b)} =log(1/x—a+lax—b)2—log2 =2log(1/x—a+l'x—b),
disregarding the constant of integration.
Example 5.
I    +     x3 is not recognizable as the derivative of another function of x. We proceed therefore to express it in partial fractions.
I    I I    I    2— x
I+ x3 31+x+31-x+x2.

dx
I+x—log(I+x)    at once.
2 x 2 dx    needs further investigation. r— x+x
yx2+a2+x
dx
I


ti
or
ILLUSTRATIVE EXAMPLES    245 Now if the fraction were of the form
df (x)

f (x) = I - x + x2 and d d-x) = - I + 2X,
which is not the numerator in the given integral. If, however, we express the numerator thus :
2-x= - (- I +2x)+
the integral becomes
    (- I ( - I + zx t d x + [3      I    dx.
2 {l1 -x+x2J    2 I -x+x2
The first of these is — i log (I — x + x2), and the second may be written in the form
f3    I    
2 (x — 1)2 + ('/3/2)2 dx. This is of the form
1 3    dx,
2 x2 + a2 the integral of which is
x 3 I - tan-1

2 la    a)
r
2(x 1)2 + (V3/2)2 dx = 2 V3/2 tan-1 A/312
.~ tanl 2_x —I "V3    V3
The complete integral is, therefore,
f dx        - dx    I I - I + 2x    I 3      I    dx I+x3 3.~I+x 3f 21-x+x2dx+3 12(x_1)2+(/3/2)2 = - log (I +x)—6log(I —x+x2)+ I-tan-12x-I
3    1/3
Example 6.
- / xn      dx, where n is an integer.
Vx2+a2
From a consideration of the illustrative examples in para. 3 (p. 239),
dx
7 (x) '
the integral would be log f (x). Here

246    INTEGRAL CALCULUS
it will be seen that if n is a positive or negative odd integer, the integral can be simplified at once.
Let n be 2m + I. Then the integral becomes
J 1x22+ a2 xdx,
and consists of the differential of 2x2, namely xdx, and a function of 2x2. The substitution 2x2 = y, or, better, x2 + a2 = y, will therefore simplify the integral.
When n is even it will be found that, in expressions containing Vx2 + a2, the substitution x = 1/y has the effect of changing the index of the term outside the radical from an even number to an odd number.
Let n be 2m. The integral becomes
2m
ix 1x2 + a2 dx. Put x = I/y, so that dx = (— 1/y2) dy.
I    I
I =j— y2m 1,(I/y2) + a2 ' dy
I
and the index of y2m+t being an odd integer, the substitution I + a2y2 = z2 will now be effective.
Corollary. Since
=1— y2m+I I + a2y2 dy, (bx + c = a    b
ax2 +    x2 + - x+c-\
a    a
b .= a [(x + 2a~2 + \ (c b2
a 4a2 )J '
which is of the form a (x2 + k2), we may integrate by the above methods functions of the form
xn
Vax2 + bx + c
5. Forms of integral which can be evaluated by the application of general methods are those involving irrational expressions of a simple linear or quadratic type.
Type (i).
dx
J(x+a)Vx+b.

SIMPLE IRRATIONAL EXPRESSIONS    247 Since the only consideration is the elimination of the radical, put Vx+b=z, sothat x=z2—b.


Then    dx = 2zdz,
i.e.    dx    — dx = dz,
2 VX + b 2z


and the integral becomes


( 2dz — ( 2dz
x + a , z2+a—b'
which is immediately integrable.
Corollary. The form
(x + a) dx
(x + c) x + b
is evaluated by writing the integral as
L 1"x1+ b + (x + ac) Vx + bJ dx.
The first integral is a standard form and the second is of Type (i) above.
Type (ii).
dx
(c positive).
(x k)Va+2bx+cx2
Several methods are available here, the procedure depending upon the particular substitution adopted. We may consider either the quadratic function or the linear function as suitable for the substitution, but in neither case is the process immediately obvious.


(a) Let    Va + 2bx + cx2 = z — x C


Then    a + 2bx + cx2 = z2 2zx V + cx2,


or    a+2bx=z2—2zxV


2bdx = 2zdz — 2 Vc (zdx + xdz), z—x V
and    dx = b + z ~/c dz.

248    INTEGRAL CALCULUS
The integral is therefore


f    I    z — x\cdz J (x — k) (z — x Vc)b+zVc
dz    
(b + z VC) (x — k)'


and, since    a + 2bx = z2 2ZX Vc,
z2 a
x=    
2 (z VC + b)
so that the integral takes the form
J_(b + z V c-) [z2_a 2 (z V
C + b) — ki
    2dz
z2—a— 2k (zV'c+b)' which is of the simple rational form
dz Jz2+Cz+D
(b) Let    x — k=z, or x=k+z;
I
dx = —
z2—dz.
    dx    
J (x — k) Va + 2bx + cx2
J I    I    dz
z2    {a+2b(k+z) +c(k+z)21
    
= — I z    I    dz,
2
z i vAz2+Bz+C
7
where Az2 + Bz + C = (a + 2bk + ck2) z2 + 2k (b + c) z + c.
    II    dz
I _ —J VAz2+Bz+C' which is immediately integrable.
dz
then

INTEGRATION BY PARTS    249
For further information on the subject of these integrals the student is advised to read Williamson, Integral Calculus, chapter Iv. Another general method will be found in Henry, Calculus and Probability, where the required substitution is obtained by putting one of the constituent functions of the expression equal to yr. The index r is then determined so that the integral can be evaluated by known processes.
6. Integration by parts.
From the relation Auxvx = uxr1Avx + v,Aux a formula for the finite integration Euxvx was obtained. Similarly, since

d dx(uv)=udx+vdx,
we may derive an expression for the integration of the product of two functions of x.
For, integrating both sides, we have

uv=Judxdx+ivdx
d
dx,
or    ludxdx=uv — ivdxdx.
Replace u by U and let dx = V, so that v = ( Vdx.
Then    f UVdx = U f Vdx — f (dx f Vdx) dx.
If therefore [dx JVdxl is integrable we can at once find the value of f UVdx.
In words the formula may be written thus :
The integral of the product of two functions of x = (the first function x integral of the second) — the integral of (the differential coefficient of the first x integral of the second).
A few simple examples will show the application of this process
Example 7.

250    INTEGRAL CALCULUS
The point to consider at the outset is which of the two functions should be taken as " the first function " and which " the second." Take x as the first function; we are to differentiate the first function and the differentiation of x will produce a constant.
fxexdx=x lexdx— I (dx I exdx) dx = xes J exdx = xex — ex. ix log xdx.

We must choose log x as the function to be differentiated, for if we take x as the first function we shall have to find the integral of log x—which is not apparent.
Example 8.
z

=2 log x — 2 dx


x2    x2 = 2 log x — 4 .
7. The method of integration by parts is useful even where we have to integrate a single function of x. We may treat f (x) as the product of two functions, one function being f (x) and the other unity.
Example 9.
~tan-1 xdx.
Let the first function be tan-1 x and the second function 1. Then


f tan-1 xdx = f tan-1 x. xdx
= tan-1 xi Idx — I {dx (tan-1 x) f I dx} dx


JI
= tan-1 x. x — 1 + x2 xdx


= x tan-' x — I log (x + x2).
J
x log xdx = log x I xdx — I {d dg x ( f xdx )} dx
l x2
x
-1 x2
`    /
=logx2—I- dx
x    JJ



INTEGRATION BY PARTS    251
Example 10.
f \/xz +a2dx. As above
f 1Vx2 + a2dx = f Vx2 + a2. idx
= "Vx2 + a2 fI dx — {dx 'Vx2 + a2 f1 dxI dx
x
= Vx2 + a2.x – ,v- / + a2 xdx
x2      dx
= 'Vx2 + a2. x – ~V x2 + a2
x2 + a2    a2
Vx2 + a2. x –    dx
j(    ---- -
-/x2 + a2 Vx2 V+a2J
a2dx
=1x2+a2.x- gVx2+a2dx+ i_x2+a2 dx 21Vx2+a2dx =xVx2+a2+a2~./x2+a2
=xVVx2+a2+a2log(x+\Vx2+a2). v x2 + a2dx = {x Vx2 + a2 + a2 log (x + Vx2 + a2)}.
This example is instructive in that the process of integration by parts does not immediately give the required result. When we have performed
the necessary operations we are left with I \/x2 + a2dx on both sides
of the identity, and we have to clear the right-hand side of this integral before the answer is obtained.
A somewhat similar process is necessary in the evaluation of the following important integral involving trigonometrical functions.
Example 11.
f ex sin x dx.
Here it is immaterial which function is chosen as the first function. Take ex as the first function: then

252    INTEGRAL CALCULUS
f ex sin xdx = ex [sin xdx — r{dx-x [
sin xdx} dx

= — ex cos x + [ex cos xdx.
This does not immediately give the required result. If, however, we consider fez cos xdx and integrate by parts, we obtain a further equality which enables the integral to be evaluated.
f ex cos xdx = ex fcos xdx — r{dx f cos xdxj dx

= ex sin x — f ex Jsin xdx.

Let    (ex sin xdx = S,

'ex cos xdx = C. S= — ex cos x + C, C = ex sin x — S,
S — C = — excosx, S + C = ex sin x.
fez sin xdx = S = 2ex (sin x — cos x),

(ex cos xdx = C = le (sin x + cos x).
8. Reduction formulae.
It has been shown in the preceding paragraph that, in certain instances, integration by parts may not produce the required result immediately ; another stage must be reached before the integration can be effected. It is often possible, however, to relate an integral to one or more integrals of similar form, so that by proceeding successively the original integral can eventually be obtained. If, for example, we are required to integrate un, where u,, is a function of x involving xn and lower powers (n being a positive integer), it may be possible to relate the integral of the function to the inof un_1. The formula connecting these integrals is called a "reduction formula." Reduction formulae are of importance in the integral calculus, and their use often leads to the evaluation of
and
Then and or
Hence and

REDUCTION FORMULAE 253 integrals which could not otherwise be obtained. For the purpose of illustration it is unnecessary to give more than a few elementary
examples of the application of these formulae to indefinite integrals. It will be seen later (Chapter xvi) that the process may be adopted to greater advantage in considering problems involving definite integrals.
Example 12.
f exxndx.
un = rexxndx = xnex — fnxn-1exdx
J
= xnex
—    — nun_l.
Similarly    un_1 = xn-lex (n — i) un_2,
and so on.
The integral can therefore be made to depend upon the value of u9,
i.e. on /exdx.
Thus f exx3dx = x3ex 3 Jexx2dx, fexx2dx = x2e 2 /exxdx, (exxdx = xex f exdx
J    =xex—ex.
fexx3dx = x2ex 3 [x2ex - 2 (xex ex)] =ex(x3—3x2+6x— 6). Example 13.
ftann Ode,
where n is odd.
tann 6 = tann-26 tan2O = tann-20 (sec2O — I). /tann Ode = f tann-29 sec2OdO — f tann-2 OdO.
To evaluate        l J tann-20 sec2OdO,
put    tan 0 = z.

254    INTEGRAL CALCULUS
Then    sec2 OdO = dz,
    x4-1    tn 1 0
and    rtann-2 0 sec2 8d0 = Jzn-2dz = n — I    o — i
I
.', un = -- tann-1 0 — un_2 n —
    tann-1 0 —    tann-3 B +    tann-5 0 — ... ,
n — I    n -3    n—5
where the last term is (— 1)m I tan Ode, since n is odd (= 2m + 1), or
(—
1)m+l log cos B.
Many reduction formulae result from the differentiation of simple functions of the variable. It will be sufficient to give one example of the process.
Example 14.
Find a reduction formula for the evaluation of the integral
    
xn    
dx,
1/I + x2


where n is a positive integer. We have identically
    d xn-1,V1 + x2 = (n I) xn-2 1/ I + x2 + —    x - - - xn-1
dx    1/I + x2
(n I) xn-2 (1 + x2) + xn
1/I + x2


(n I)xn-2+(n I)xn+xn
V I + x2
xn-2    n
    (n — 1) 1/    + nx
I x2 1/1+x2
By integration
n 2    n
xn-1 1/I + x2 = n _ 1) r x - x + n" x dx
    (    !1/I+x2    . VI+x2~

I
i.e.    un = - xn-1 1/I + x2 n
n nn-2'
n — I

ILLUSTRATIVE EXAMPLES    255 By continuing the process we arrive at the forms

f Vldx
x2 (n even), or r-I    d+ x2 (n odd), which are immediately integrable. J

9. It is evident from the explanations above that the evaluation of an integral may depend on one or more of a number of different artifices. For complicated functions it may be necessary to resort to several alternatives before the solution can be found. Indeed, in many instances the integral may be no known function.
The following example is of a different type from those hitherto examined, and is given in order to show that certain obvious submust be rejected as being unsuitable for the evaluation of the integral.
Example 15.
    dy
f(I — y3)I

Let    I =    dy     (1 — y3)- .
256    INTEGRAL CALCULUS
the index of the term outside the radical, and this suggests that the
above integral might be simplified by the substitution
y = I/z, so that
dy = (— r/z2) dz.
Carrying out this substitution, we obtain
I    dz
I = —    —    dz    - - ( z2 dz
= J
z2 (I - 1/z'3)l    z (z3 - I)*    I z3 (z3 - 1)*
Since the integrand now consists of the two parts (i) z2 dz, the dif
ferential of -iz3, and (ii) z3 (z3 I)I, a function of *z3, the required conditions are satisfied. The substitution z3 = x will therefore simplify the integral.
A better substitution, which will rationalize the denominator of the integrand, is z3 I = x3: this substitution will not affect the above con
ditions,
Putting z3 I = x3, we have 3z2 dz = 3x2 dx, and
    x2dx