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1 Introduction
In our investigations on adapted procedures for solving initial-value problems of sec-
ond order ordinary differential equations (see [5]) there appeared certain coefficients
expressed by definite integrals, namely
Z 2ξj −1
1 1
+
Rjk = egh(2ξj −α−1)/2 Tk (α) sin w(ξj h − h(α + 1)) dα ,
−1 wh 2
Z 2ξj −1
− gh(2ξj +α+1)/2 1 1
(1.1) Rjk = e Tk (α) sin w(ξj h − h(α + 1)) dα .
−1 wh 2
where x is a real variable, a, b are two real constants, and Pn (x) is a polynomial of
degree n ∈ N.
These formulas are not obtained readily. The common procedure used in textbooks
for its calculation is based on recurrence relations considered for integrals of these
types involving only monomials (see [6], p. 326), namely
Z Z
ax n
e sin(bx) x dx and eax cos(bx) xn dx ,
!
(n)
ekx Pn 0 (x) Pn 00 (x)
Z
Pn (x)
ekx Pn (x) dx = Pn (x) − + − . . . + (−1)n
k k k2 kn
n (m)
ekx X Pn (x)
(2.1) = (−1)m
k m=0 km
(m)
where Pn (x) is the mth derivative of Pn (x) with respect to x.
This formula remains valid if k is complex. Thus, taking k = a + ib ∈ C the above
formula results in
Z
e(a+ib)x Pn (x) dx
!
(n)
e(a+ib)x Pn 0 (x) Pn 00 (x) Pn (x)
= Pn (x) − + 2
− . . . + (−1)n
(a + ib) (a + ib) (a + ib) (a + ib)n
n (m)
e(a+ib)x X Pn (x)
= (−1)m .
(a + ib) m=0 (a + ib)m
Z Z
eax cos(bx)Pn (x) dx + i eax sin(bx)Pn (x) dx
!
(n)
e(a+ib)x (a + ib)n Pn (x) − (a + ib)n−1 Pn 0 (x) + . . . + (−1)n Pn (x)
= .
a + ib (a + ib)n
e(a+ib)x n n−1 0 n (n)
= (a + ib) P n (x) − (a + ib) P n (x) + . . . + (−1) P n (x)
(a + ib)n+1
n
e(a+ib)x X
(2.2) = (−1)m (a + ib)n−m Pn(m) (x) .
(a + ib)n+1 m=0
In order to get the real and imaginary parts of the right hand side of the above
formula, it is preferable to consider
√ the complex number a + ib in polar form, that is,
we put a+ib = reiθ , where r = a2 + b2 is the modulus and θ ∈ [0, 2π) the argument.
Substituting a + ib by reiθ , the above formula results in
106 Higinio Ramos
Z Z
eax cos(bx)Pn (x) dx + i eax sin(bx)Pn (x) dx
e(a+ib)x
= n+1
(a + ib)n Pn (x) − (a + ib)n−1 Pn 0 (x) + . . . + (−1)n Pn(n) (x)
(a + ib)
e(a+ib)x
= n+1 i(n+1)θ rn einθ Pn (x) − rn−1 ei(n−1)θ Pn 0 (x) + . . . + (−1)n Pn(n) (x)
r e
eax n i(bx−θ)
= n+1 r e Pn (x) − rn−1 ei(bx−2θ) Pn 0 (x) + . . .
r
(2.3) +(−1)n ei(bx−(n+1)θ) Pn(n) (x) .
Now, after equating the real and imaginary parts in the above equation we get
the following two integral formulas
Z
eax cos(bx)Pn (x) dx
eax
= rn cos(bx − θ)Pn (x) − rn−1 cos(bx − 2θ)Pn 0 (x) + . . .
rn+1
+(−1)n cos(bx − (n + 1)θ)Pn(n) (x)
n
eax X
= (−1)j rn−j cos(bx − (j + 1)θ)Pn(j) (x)
rn+1 j=0
(2.4) = Cn (a, b, x) .
Z
eax sin(bx)Pn (x) dx
eax
= rn sin(bx − θ)Pn (x) − rn−1 sin(bx − 2θ)Pn 0 (x) + . . .
rn+1
+(−1)n sin(bx − (n + 1)θ)Pn(n) (x)
n
eax X
= (−1)j rn−j sin(bx − (j + 1)θ)Pn(j) (x)
rn+1 j=0
(2.5) = Sn (a, b, x) .
3 Computational experiments
In order to asses the performance of the above formulas we have considered the
evaluation of different integrals, where the computations have been done using the
system Mathematica 8.0.
Some exact integration formulas 107
3.1 Example 1.
We consider the integral
Z √
I(x) = e12x cos( 5x)(3x5 − 2x3 + 5x − 1) dx
The evaluation of this integral using the command Integrate in Mathematica 8.0
results in
−e12x
I(x) = Q(x)
10942526586601
where
3.2 Example 2.
As a second example we have considered the evaluation of the integrals
Z Z
ax
In (x) = e cos(bx)Pn (x) dx and Jn (x) = eax sin(bx)Pn (x) dx ,
√
taking a = 40, b = 13, Pn (x) = 3xn − 2x3 + 5x − 1 for n = 4, 5, . . . , 14.
In Tables 1 and 2 we have included in the second and third columns the CPU
time in seconds used for evaluating the indefinite integrals, the first one refers to the
computation made by Mathematica, and the second one with the above formulas in
(2.4) and (2.5). The two last columns refer to the evaluation of the obtained integrals
in a specific value of the variable. We observe that Mathematica needs much more
time than that needed by the proposed formulas. This was as expected, because
Mathematica has to do the calculations for getting the indefinite integrals while the
proposed formulas are just summations, which require a minimum effort. Once the
formulas have been calculated, the evaluation in a specific value required the same
computational cost in both cases.
We note that the values provided by Mathematica have a residual term which is
an imaginary part, and this is not the case for the provided formulas, because all these
computations are with real numbers, while Mathematica uses complex arithmetic.
In Table 1 we see that as n is increasing the computations of In (x) need more
computational time. The presence of the residual term in the evaluations of In (0.6)
is also present for n ≥ 8. Similar comments are valid for the computations of Jn (x)
108 Higinio Ramos
4 Conclusions
Two formulas expressed by summations in terms of exponentials, trigonometric func-
tions and the derivatives of the polynomial Pn (x) have been developed for the exact
integration of
Z Z
In (x) = eax cos(bx)Pn (x) dx and Jn (x) = eax sin(bx)Pn (x) dx .
These formulas are very effective, as has been shown using the Mathematica program
to compute them in some particular examples.
The procedure used here may be extended to other integral formulas, after using
trigonometric and hyperbolic identities. For example, using the above procedure we
Some exact integration formulas 109
Z
cosh(ax) cos(bx)Pn (x) dx
References
[1] Gustav Doetsch, Introduction to the Theory and Application of the Laplace
Transformation , Springer Verlag, 1974.
[2] I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products , 7th
Ed., Elsevier, 2007.
[3] Alan Jeffrey, Handbook of Mathematical Formulas and Integrals , 2th Ed., Aca-
demic Press, 2000.
[4] Joel L. Schiff, The Laplace Transform: Theory and Applications ,Springer Verlag,
1999.
[5] J. Vigo-Aguiar and H. Ramos, Dissipative Chebyshev exponential-fitted methods
for numerical solution of second-order differential equations , Journal of Compu-
tational and Applied Mathematics 158 (2003), 187–211.
[6] Daniel Zwillinger, Standard Mathematical Tables and Formulae , 32th Ed., CRC
Press, 2012.
Author’s address:
Higinio Ramos
Departamento de Matemática Aplicada
Escuela Politécnica Superior, Universidad de Salamanca,
Avda. de Requejo, 33, 49022, Zamora, Spain.
E-mail: higra@usal.es