MA1102R CALCULUS

Lesson 19
Wang Fei

matwf@nus.edu.sg

Department of Mathematics
Office: S14-02-09
Tel: 6516-2937

Chapter 6:Inverse Functions andTechniques of Integration 2

Substitution Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Trigonometric Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Rational Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1
Chapter 6:
Inverse Functions and
Techniques of Integration 2 / 20

Substitution Rule
• Substitution Rule (2nd Version). Let f be a continuous function, and x = g(t) be a
differentiable function.
◦ If g ′ isZ continuous, Z
◦ then f (x) dx = f (g(t))g ′(t) dt.

Proof. d
Z
dx d
Z
f (x) dx = · f (x) dx
dt dt dx
= g ′(t)f (x) = g ′(t)f (g(t)).
• Remark. Note that the integral in x is converted to an integral in t.
◦ After integration we shall convert the function in t back to a function in x.
◦ So usually it requires x = g(t) to be one to one.

3 / 20

Example
1
Z
• Evaluate dx.
x(1 + x4 )
1 1 dx 1
◦ Let t = . Then x = , and = − 2.
x t dt t
1 − t12 dt t3
Z Z Z
dx = 1 = − dt
x(1 + x4 ) t
(1 + t14 ) 1 + t4
1 d(1 + t4 ) 1
Z
=− = − ln(1 + t4 ) + C
4 1+t 4 4
1 1
= − ln(1 + 4 ) + C.
4 x
Z
• Exercise. Evaluate sec x dx using t = tan(x/2).
Z   
 1 + tan(x/2) 
◦ Answer: sec x dx = ln  +C .
1 − tan(x/2) 
4 / 20

2
Example
1
Z
• Evaluate dx, n ∈ Z+ .
(1 + x2 )n
1
◦ We have seen that (tan−1 x)′ = .
1 + x2
dx
◦ Let x = tan t, t ∈ (− π2 , π2 ). Then = sec2 t.
dt
1 1
Z Z
dx = · sec2 t dt
(1 + x ) 2 n (1 + tan2 t)n
sec2 t
Z Z
= dt = cos2n−2 t dt.
sec2n t
When n = 1,
◦ Z
1
Z
dx = 1 dt = t + C = tan−1 x + C .
1 + x2
5 / 20

Example

◦ When n = 2,
1 1
Z Z Z
2
dx = cos t dt = (1 + cos 2t) dt
(1 + x2 )2 2
1 1
= t + sin 2t + C
2 4
1 1 2 tan t
= t+ +C
2 4 1 + tan2 t
1 x
= tan−1 x + +C
2 2(1 + x2 )
When n = 3,
◦ Z
1
Z
dx = cos4 t dt = · · · · · · .
(1 + x2 )3 Z
◦ Problem. In general, how to evaluate cosm t dt?

6 / 20

3
Integration by Parts
• Recall the product law for differentiation:
◦ (f (x)g(x))′ = f ′ (x)g(x) + f (x)g ′ (x).
Equivalently it can be written as
Z Z
′
◦ f (x)g(x) = f (x)g(x) dx +f (x)g ′ (x) dx.
Z Z
Or f (x)g (x) dx = f (x)g(x) − f ′ (x)g(x) dx.
′

Let u = f (x) and v = g(x).

Z Z
◦ Then u dv = uv − v du.
Such method of integration is called integration by parts.
Z
◦ This is a very useful technique in integration, which can be used to evaluate cosn x dx.

7 / 20

Examples
Z Z
• Evaluate x sin x dx and ln x dx.
◦ Let u = x and v = − cos x. Then
Z Z Z
x sin x dx = x d(− cos x) = x(− cos x) − (− cos x) dx
Z
= −x cos x + cos x dx = −x cos x + sin x + C
◦ Let u = ln x and v = x. Then
Z Z
ln x dx = ln x · x − x d(ln x)
Z Z
= ln x · x − x(1/x) dx = x ln x − dx

= x ln x − x + C.

8 / 20

4
Examples
Z Z
• Find e sin x dx and ex cos x dx.
x

Z Z Z
x
e sin x dx = sin x d(e ) = e sin x − ex d(sin x)
x x

Z
= e sin x − ex cos x dx.
x

Z Z Z
e cos x dx = cos x d(e ) = e cos x − ex d(cos x)
x x x

Z
= e cos x + ex sin x dx.
x

1
 Z

 ex sin x dx = ex (sin x − cos x) + C,
∴ 2
1
Z
x

 e cos x dx = ex (sin x + cos x) + C.
2
9 / 20

Examples
Z
• Evaluate cosn x dx.
Z Z Z
n n−1
cos x dx = cos x cos x dx = cosn−1 x d(sin x)
Z
n−1
= cos x sin x − sin x d(cosn−1 x)
Z
n−1
= cos x sin x + (n − 1) sin2 x cosn−2 x dx
Z
n−1
= cos x sin x + (n − 1) (1 − cos2 x) cosn−2 x dx
Z Z
n−1 n−2
= cos x sin x + (n − 1) cos x dx − (n − 1) cosn x dx
1 n−1
Z Z
n n−1
cos x dx = cos x sin x + cosn−2 x dx.
n n
10 / 20

5
Examples
1 n−1
Z Z
n n−1
• cos x dx = cos x sin x + cosn−2 x dx.
n n
1 1
Z
◦ cos2 x dx = cos x sin x + x + C .
2 2
1 3 3
Z
◦ cos4 x dx = cos3 x sin x + cos x sin x + x + C .
4 8 8
1
Z Z
• Recall dx = cos4 t dt (x = tan t).
(1 + x2 )3
1 3 3
= cos3 t sin t + cos t sin t + t + C
4 8 8
1 x 3 x 3
= + + tan−1 x + C .
4 (1 + x )2 2 81+x 2 8
1
Z
• Similarly, for any n ∈ Z+ , dx can be evaluated (although it may be very tedious).
(1 + x2 )n
11 / 20

More Examples
Z Z
n n−1
• n cos x dx = cos x sin x + (n − 1) cosn−2 x dx.
Z Z
◦ − sec x dx = sec x sin x − 2 sec3 x dx.
2

1 1
Z Z
3 2
sec x dx = sec x sin x + sec x dx
2 2
1 1
= sec x tan x + ln | sec x + tan x| + C .
2 2
Z Z
◦ −2 sec x dx = sec x sin x − 3 sec4 x dx.
2 3

1 2
Z Z
4 3
sec x dx = sec sin x + sec2 x dx
3 3
1 2 2
= sec x tan x + tan x + C .
3 3
Z Z
• Exercise. Evaluate sinn x dx and tann x dx.

12 / 20

6
Trigonometric Substitution
Z √
• Example. Evaluate 1 − x2 dx.

◦ Recall sin2 x + cos2 x = 1. Try x = sin t, t ∈ [− π2 , π2 ].

√
• cos t ≥ 0 ⇒ 1 − x2 = cos t,
dx
• = cos t, t = sin−1 x.
dt
Z √ Z Z
◦ 1 − x dx = cos t cos t dt = cos2 t dt
2

1 + cos 2t 1 1
Z
= dt = t + sin 2t + C
2 2 4
1 −1 1 √
= sin x + x 1 − x2 + C .
2 2
Z √  
• Exercise. x2 9 − x2 dx. x = 3 sin t, t ∈ [− π2 , π2 ]

13 / 20

Trigonometric Substitution
Z √
• Example. Evaluate 1 + x2 dx.
◦ Try x = tan t, t ∈ (− π2 , π2 ). Then t = tan−1 x.
dx √
• = sec2 t, 1 + x2 = sec t.
dt
Z √ Z Z
◦ 1 + x2 dx = sec t sec t dt = sec3 t dt
2

1 1
= tan t sec t + ln | tan t + sec t| + C
2 2
1 √ 1 √
= x 1 + x2 + ln(x + x2 + 1) + C .
2 2
Z √
• Exercise. x2 − 1 dx.

◦ Try x = sec t, t ∈ [0, π2 ) ∪ [π, 3π

2
).

14 / 20

7
Trigonometric Substitution
• If we have the quadratic form in the integrands, we may try the trigonometric substitution:
i) a2 − x2 , x = a sin t, t ∈ [− π2 , π2 ];
ii) a2 + x2 , x = a tan t, t ∈ (− π2 , π2 );
x2 − a2 ,
iii) x = a sec t, t ∈ [0, π2 ) ∪ [π, 3π
2
).
Z √
• Example. 1 + 2x − x2 dx.
√
◦ 1 + 2x − x2 =√2 − (x − 1)2 = ( 2)2 − (x − 1)2 .
Try x − 1 = 2 sin t, t ∈ [− π2 , π2 ].
Z √ Z √ √
◦ 1 + 2x − x dx =
2 2 cos t 2 cos t dt
= t + sint cos t + C
x−1 1 √
= sin−1 √ + (x − 1) 1 + 2x − x2 + C .
2 2
15 / 20

Integration of Rational Functions

• Is there an algorithm to evaluate any integral?
No! In fact, only very few integrals can be evaluated.
◦ Polynomial, rational functions, . . . . . .

• Recall that a rational function is the ratio of polynomials:

A(x)
◦ , where A, B are polynomials.
B(x)
We’ve known how to integrate these rational functions:
x1−n
 
1
Z
◦ n
dx. ln |x| + C, n = 1; + C, n ≥ 2
Z x Z 1−n 
1 1 −1
◦ dx. dx = tan x + C
(1 + x2 )n 1 + x2
• Indeed, in order to integrate all rational functions, it suffices to know the integration of these two
types of functions.

16 / 20

8
Integration of Rational Functions
• Let’s make some assumptions first.
1. Assume that A(x) and B(x) have no common factor.
They are called relatively prime or coprime.

◦ Cancellate if they have a common factor.

x−1 1 x2 (x + 1) x
, .
x2 − 1 x + 1 x(x3 + 1) x2 −x+1
2. Assume that the leading coefficient of B(x) is 1.
Such polynomial is called a monic polynomial.

◦ Divide both A(x) and B(x) by the leading coefficient of B(x) otherwise.
3
3x − 1 2
x − 12
.
2x2 + 1 x2 + 12
17 / 20

Integration of Rational Functions

3. Assume that the degree of A(x) is smaller than the degree of B(x), i.e., deg A(x) < deg B(x).

(a) If deg A(x) ≥ deg B(x), divide A(x) by B(x),

(b) A(x) = B(x)Q(x) + R(x), deg R(x) < deg B(x).
A(x) R(x)
(c) = Q(x) + .
B(x) B(x)
A(x) R(x)
(d) To integrate , it suffices to integrate .
B(x) B(x)

x3 − x2 + 2x + 2 (x2 + 1)(x − 1) + (x + 3)
x2 + 1 x2 + 1
x+3
(x − 1) + 2 .
x +1

18 / 20

9
 Integration of Rational Functions
• Let’s now list two facts. (See Appendix for proof)
Fact 1. Every nonconstant monic polynomial B(x) can be uniquely factorized into the product of
linear factors and quadratic factors (over R).
B(x) = (x + a1 )k1 (x + a2 )k2 · · · (x + am )km
×(x2 + b1 x + c1 )r1 · · · (x2 + bn x + cn )rn .
◦ Here x2 + bi x + ci cannot be factorized further into linear factors; equivalently, b2i < 4ci .

x5 − x3 − x2 + 1 = (x − 1)2 (x + 1)(x2 + x + 1).

√ √
x2 − 2 = (x − 2)(x + 2).
◦ In Maple, we can use the command:
> factor(f, real);

19 / 20

Integration of Rational Functions

A(x)
Fact 2. If deg A(x) < deg B(x), can be converted into partial fraction, which is the sum of
B(x)
rational functions:

(a) For each linear factor (x + a)k of B(x),

A1 A2 Ak
+ +···+ .
x + a (x + a) 2 (x + a)k
(b) For each quadratic factor (x2 + bx + c)r of B(x),
B1 x + C1 Br x + Cr
+···+ 2 .
x + bx + c
2 (x + bx + c)r
In general, the number of unknowns Ai , Bj , Ck equals to the degree of B(x).

> convert(f, parfrac, x);

20 / 20

10